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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date7/1/2009
 
Performance Summary
Current Pool Factor69.04%
 
Delinquency Status (*)
30+ Days19.28%
60+ Days14.29%
90+ Days10.70%
120+ Days4.72%
 
Bankruptcy2.81%
Foreclosure28.14%
REO5.70%
 
Cumulative Net Loss11.78%
Loss Severity71.87%
 
Prepayment Experience
1mo CPR27.95%
3mo CPR25.16%
6mo CPR24.07%
9mo CPR23.92%
12mo CPR20.70%
Life CPR15.31%


* Delinquency methodology: OTS