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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date8/1/2009
 
Performance Summary
Current Pool Factor67.92%
 
Delinquency Status (*)
30+ Days20.66%
60+ Days15.62%
90+ Days11.78%
120+ Days5.12%
 
Bankruptcy3.08%
Foreclosure27.94%
REO5.35%
 
Cumulative Net Loss12.61%
Loss Severity78.03%
 
Prepayment Experience
1mo CPR17.38%
3mo CPR23.84%
6mo CPR23.72%
9mo CPR23.88%
12mo CPR21.58%
Life CPR15.39%


* Delinquency methodology: OTS