| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-NC4 |
| Closing Date | 6/23/2006 |
| Collateral Factor Date | 10/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 91.00% |
| |
| Delinquency Status (*) | |
| 30+ Days | 8.86% |
| 60+ Days | 4.89% |
| 90+ Days | 2.30% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.00% |
| Foreclosure | 0.08% |
| REO | 0.00% |
| |
| Cumulative Net Loss | 0.00% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 24.57% |
| 3mo CPR | 27.26% |
| Life CPR | 24.29% |
|