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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date5/1/2009
 
Performance Summary
Current Pool Factor72.80%
 
Delinquency Status (*)
30+ Days19.75%
60+ Days14.61%
90+ Days10.48%
120+ Days4.70%
 
Bankruptcy2.43%
Foreclosure27.05%
REO6.17%
 
Cumulative Net Loss9.25%
Loss Severity72.37%
 
Prepayment Experience
1mo CPR21.60%
3mo CPR23.63%
6mo CPR23.91%
9mo CPR20.82%
12mo CPR18.59%
Life CPR14.29%


* Delinquency methodology: OTS