| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2007-NC3 |
| Closing Date | 5/31/2007 |
| Collateral Factor Date | 7/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 87.48% |
| |
| Delinquency Status (*) | |
| 30+ Days | 14.35% |
| 60+ Days | 9.58% |
| 90+ Days | 5.86% |
| 120+ Days | 1.74% |
| |
| Bankruptcy | 1.75% |
| Foreclosure | 14.79% |
| REO | 5.68% |
| |
| Cumulative Net Loss | 0.60% |
| Loss Severity | 26.28% |
| |
| Prepayment Experience | |
| 1mo CPR | 15.25% |
| 3mo CPR | 13.65% |
| 6mo CPR | 11.85% |
| 9mo CPR | 10.75% |
| 12mo CPR | 10.59% |
| Life CPR | 10.45% |
|