| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2007-NC3 |
| Closing Date | 5/31/2007 |
| Collateral Factor Date | 12/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 94.22% |
| |
| Delinquency Status (*) | |
| 30+ Days | 9.03% |
| 60+ Days | 5.10% |
| 90+ Days | 1.92% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.67% |
| Foreclosure | 7.52% |
| REO | 1.03% |
| |
| Cumulative Net Loss | 0.03% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 7.47% |
| 3mo CPR | 7.78% |
| 6mo CPR | 9.44% |
| Life CPR | 9.33% |
|