| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2007-NC3 |
| Closing Date | 5/31/2007 |
| Collateral Factor Date | 10/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 95.58% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.88% |
| 60+ Days | 3.86% |
| 90+ Days | 1.51% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.33% |
| Foreclosure | 4.81% |
| REO | 0.11% |
| |
| Cumulative Net Loss | 0.00% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 7.61% |
| 3mo CPR | 10.12% |
| Life CPR | 9.91% |
|