| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2007-NC3 |
| Closing Date | 5/31/2007 |
| Collateral Factor Date | 3/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 91.66% |
| |
| Delinquency Status (*) | |
| 30+ Days | 12.06% |
| 60+ Days | 7.47% |
| 90+ Days | 3.53% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.45% |
| Foreclosure | 10.55% |
| REO | 3.24% |
| |
| Cumulative Net Loss | 0.17% |
| Loss Severity | 80.27% |
| |
| Prepayment Experience | |
| 1mo CPR | 10.30% |
| 3mo CPR | 10.04% |
| 6mo CPR | 8.92% |
| 9mo CPR | 9.64% |
| Life CPR | 9.54% |
|