| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2007-NC1 |
| Closing Date | 1/26/2007 |
| Collateral Factor Date | 6/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 92.65% |
| |
| Delinquency Status (*) | |
| 30+ Days | 8.28% |
| 60+ Days | 4.06% |
| 90+ Days | 1.83% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.26% |
| Foreclosure | 4.28% |
| REO | 0.01% |
| |
| Cumulative Net Loss | 0.00% |
| Loss Severity | 15.11% |
| |
| Prepayment Experience | |
| 1mo CPR | 17.82% |
| 3mo CPR | 16.66% |
| Life CPR | 16.39% |
|