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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date9/1/2009
 
Performance Summary
Current Pool Factor66.66%
 
Delinquency Status (*)
30+ Days23.17%
60+ Days17.58%
90+ Days13.14%
120+ Days10.10%
 
Bankruptcy2.95%
Foreclosure27.41%
REO5.19%
 
Cumulative Net Loss13.44%
Loss Severity48.87%
 
Prepayment Experience
1mo CPR19.65%
3mo CPR21.80%
6mo CPR22.89%
9mo CPR23.02%
12mo CPR22.32%
Life CPR15.54%


* Delinquency methodology: OTS