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

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


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date2/1/2010
 
Performance Summary
Current Pool Factor61.27%
 
Delinquency Status (*)
30+ Days31.18%
60+ Days26.58%
90+ Days22.77%
120+ Days19.63%
 
Bankruptcy3.18%
Foreclosure21.39%
REO5.16%
 
Cumulative Net Loss16.69%
Loss Severity67.60%
 
Prepayment Experience
1mo CPR10.56%
3mo CPR16.47%
6mo CPR18.10%
9mo CPR20.03%
12mo CPR20.93%
Life CPR15.85%


* Delinquency methodology: OTS