| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2007-NC3 |
| Closing Date | 5/31/2007 |
| Collateral Factor Date | 9/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 96.25% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.73% |
| 60+ Days | 3.65% |
| 90+ Days | 1.33% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.24% |
| Foreclosure | 3.24% |
| REO | 0.03% |
| |
| Cumulative Net Loss | 0.00% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 9.51% |
| 3mo CPR | 11.06% |
| Life CPR | 10.47% |
|