| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-NC4 |
| Closing Date | 6/23/2006 |
| Collateral Factor Date | 11/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 88.71% |
| |
| Delinquency Status (*) | |
| 30+ Days | 9.42% |
| 60+ Days | 5.27% |
| 90+ Days | 2.43% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.07% |
| Foreclosure | 1.98% |
| REO | 0.00% |
| |
| Cumulative Net Loss | 0.02% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 25.94% |
| 3mo CPR | 28.43% |
| Life CPR | 24.63% |
|