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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC3— January 2010


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date1/1/2010
 
Performance Summary
Current Pool Factor61.88%
 
Delinquency Status (*)
30+ Days31.28%
60+ Days26.45%
90+ Days22.71%
120+ Days18.70%
 
Bankruptcy3.00%
Foreclosure23.03%
REO4.93%
 
Cumulative Net Loss16.38%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR20.08%
3mo CPR18.79%
6mo CPR19.19%
9mo CPR21.20%
12mo CPR21.64%
Life CPR16.02%


* Delinquency methodology: OTS