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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date11/1/2009
 
Performance Summary
Current Pool Factor64.19%
 
Delinquency Status (*)
30+ Days25.76%
60+ Days20.80%
90+ Days16.70%
120+ Days12.52%
 
Bankruptcy3.34%
Foreclosure26.42%
REO5.02%
 
Cumulative Net Loss14.99%
Loss Severity71.89%
 
Prepayment Experience
1mo CPR17.83%
3mo CPR19.78%
6mo CPR21.80%
9mo CPR22.40%
12mo CPR22.85%
Life CPR15.82%


* Delinquency methodology: OTS