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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-NC3— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-NC3
Closing Date5/31/2007
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor45.52%
 
Delinquency Status (*)
30+ Days12.03%
60+ Days7.81%
90+ Days6.75%
120+ Days6.16%
 
Bankruptcy4.54%
Foreclosure18.01%
REO4.91%
 
Cumulative Net Loss29.44%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR9.80%
3mo CPR12.61%
6mo CPR12.34%
9mo CPR12.94%
12mo CPR13.14%
Life CPR14.87%


* Delinquency methodology: OTS