| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2007-HE3 |
| Closing Date | 2/28/2007 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 41.62% |
| |
| Delinquency Status (*) | |
| 30+ Days | 13.28% |
| 60+ Days | 8.88% |
| 90+ Days | 7.61% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.11% |
| Foreclosure | 18.67% |
| REO | 4.13% |
| |
| Cumulative Net Loss | 29.21% |
| Loss Severity | 77.64% |
| |
| Prepayment Experience | |
| 1mo CPR | 10.12% |
| 3mo CPR | 14.71% |
| 6mo CPR | 14.64% |
| 9mo CPR | 14.43% |
| 12mo CPR | 13.26% |
| Life CPR | 15.83% |
|