| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2007-NC1 |
| Closing Date | 1/26/2007 |
| Collateral Factor Date | 5/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 94.21% |
| |
| Delinquency Status (*) | |
| 30+ Days | 8.80% |
| 60+ Days | 4.96% |
| 90+ Days | 2.69% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.14% |
| Foreclosure | 1.42% |
| REO | 0.00% |
| |
| Cumulative Net Loss | 0.00% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 14.46% |
| 3mo CPR | 16.12% |
| Life CPR | 16.03% |
|