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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date6/1/2009
 
Performance Summary
Current Pool Factor70.98%
 
Delinquency Status (*)
30+ Days19.18%
60+ Days14.50%
90+ Days10.80%
120+ Days4.64%
 
Bankruptcy2.43%
Foreclosure28.88%
REO5.02%
 
Cumulative Net Loss10.50%
Loss Severity74.29%
 
Prepayment Experience
1mo CPR25.79%
3mo CPR23.96%
6mo CPR23.63%
9mo CPR22.50%
12mo CPR19.60%
Life CPR14.77%


* Delinquency methodology: OTS