| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2007-NC1 |
| Closing Date | 1/26/2007 |
| Collateral Factor Date | 8/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 90.21% |
| |
| Delinquency Status (*) | |
| 30+ Days | 9.46% |
| 60+ Days | 5.10% |
| 90+ Days | 2.51% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.44% |
| Foreclosure | 6.96% |
| REO | 0.24% |
| |
| Cumulative Net Loss | 0.06% |
| Loss Severity | 83.61% |
| |
| Prepayment Experience | |
| 1mo CPR | 13.38% |
| 3mo CPR | 15.57% |
| 6mo CPR | 15.85% |
| Life CPR | 15.83% |
|