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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date12/1/2009
 
Performance Summary
Current Pool Factor63.08%
 
Delinquency Status (*)
30+ Days28.95%
60+ Days23.41%
90+ Days19.21%
120+ Days15.06%
 
Bankruptcy3.23%
Foreclosure26.18%
REO4.20%
 
Cumulative Net Loss15.60%
Loss Severity72.51%
 
Prepayment Experience
1mo CPR18.47%
3mo CPR19.39%
6mo CPR20.55%
9mo CPR21.70%
12mo CPR22.09%
Life CPR15.90%


* Delinquency methodology: OTS