| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2007-NC1 |
| Closing Date | 1/26/2007 |
| Collateral Factor Date | 12/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 85.01% |
| |
| Delinquency Status (*) | |
| 30+ Days | 13.30% |
| 60+ Days | 7.90% |
| 90+ Days | 3.96% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.07% |
| Foreclosure | 10.13% |
| REO | 3.49% |
| |
| Cumulative Net Loss | 0.52% |
| Loss Severity | 52.75% |
| |
| Prepayment Experience | |
| 1mo CPR | 16.24% |
| 3mo CPR | 15.93% |
| 6mo CPR | 15.43% |
| 9mo CPR | 15.84% |
| Life CPR | 15.87% |
|