| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2007-NC3 |
| Closing Date | 5/31/2007 |
| Collateral Factor Date | 2/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 92.53% |
| |
| Delinquency Status (*) | |
| 30+ Days | 12.40% |
| 60+ Days | 7.17% |
| 90+ Days | 4.14% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.25% |
| Foreclosure | 8.49% |
| REO | 2.62% |
| |
| Cumulative Net Loss | 0.12% |
| Loss Severity | 43.36% |
| |
| Prepayment Experience | |
| 1mo CPR | 10.05% |
| 3mo CPR | 9.10% |
| 6mo CPR | 8.78% |
| 9mo CPR | 9.46% |
| Life CPR | 9.46% |
|