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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date10/1/2009
 
Performance Summary
Current Pool Factor65.28%
 
Delinquency Status (*)
30+ Days25.08%
60+ Days19.59%
90+ Days14.91%
120+ Days11.41%
 
Bankruptcy3.18%
Foreclosure26.65%
REO5.15%
 
Cumulative Net Loss14.28%
Loss Severity72.03%
 
Prepayment Experience
1mo CPR21.88%
3mo CPR19.64%
6mo CPR22.41%
9mo CPR22.59%
12mo CPR22.84%
Life CPR15.75%


* Delinquency methodology: OTS