| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2007-NC3 |
| Closing Date | 5/31/2007 |
| Collateral Factor Date | 1/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 93.38% |
| |
| Delinquency Status (*) | |
| 30+ Days | 10.64% |
| 60+ Days | 6.19% |
| 90+ Days | 3.09% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.97% |
| Foreclosure | 8.36% |
| REO | 1.64% |
| |
| Cumulative Net Loss | 0.10% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 9.76% |
| 3mo CPR | 8.51% |
| 6mo CPR | 9.32% |
| Life CPR | 9.39% |
|