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Morgan Stanley ABS Static Pool Information (Last Update: February 08 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC3— April 2009


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date4/1/2009
 
Performance Summary
Current Pool Factor74.33%
 
Delinquency Status (*)
30+ Days20.62%
60+ Days14.99%
90+ Days10.64%
120+ Days4.28%
 
Bankruptcy2.73%
Foreclosure25.70%
REO7.07%
 
Cumulative Net Loss8.27%
Loss Severity78.32%
 
Prepayment Experience
1mo CPR24.47%
3mo CPR23.00%
6mo CPR23.31%
9mo CPR19.18%
12mo CPR17.81%
Life CPR13.97%


* Delinquency methodology: OTS