| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 9/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 23.76% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.96% |
| 60+ Days | 2.46% |
| 90+ Days | 1.24% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.72% |
| Foreclosure | 4.79% |
| REO | 2.88% |
| |
| Cumulative Net Loss | 0.48% |
| Loss Severity | 28.29% |
| |
| Prepayment Experience | |
| 1mo CPR | 60.25% |
| 3mo CPR | 61.73% |
| 6mo CPR | 69.23% |
| 9mo CPR | 61.59% |
| 12mo CPR | 57.87% |
| Life CPR | 46.69% |
|