| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-NC4 |
| Closing Date | 6/23/2006 |
| Collateral Factor Date | 7/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 98.65% |
| |
| Delinquency Status (*) | |
| 30+ Days | 1.08% |
| 60+ Days | 0.09% |
| 90+ Days | 0.00% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.03% |
| Foreclosure | 0.00% |
| REO | 0.00% |
| |
| Cumulative Net Loss | 0.00% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 14.63% |
| Life CPR | 14.63% |
|