| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2006-NC4 |
| Closing Date | 6/23/2006 |
| Collateral Factor Date | 7/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 73.52% |
| |
| Delinquency Status (*) | |
| 30+ Days | 10.31% |
| 60+ Days | 5.14% |
| 90+ Days | 1.71% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.59% |
| Foreclosure | 9.82% |
| REO | 4.56% |
| |
| Cumulative Net Loss | 0.61% |
| Loss Severity | 55.69% |
| |
| Prepayment Experience | |
| 1mo CPR | 18.51% |
| 3mo CPR | 20.98% |
| 6mo CPR | 22.75% |
| Life CPR | NA |
|