| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 10/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 22.22% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.31% |
| 60+ Days | 1.82% |
| 90+ Days | 0.99% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.08% |
| Foreclosure | 5.77% |
| REO | 3.34% |
| |
| Cumulative Net Loss | 0.50% |
| Loss Severity | 28.96% |
| |
| Prepayment Experience | |
| 1mo CPR | 54.95% |
| 3mo CPR | 56.31% |
| 6mo CPR | 67.84% |
| 9mo CPR | 62.66% |
| 12mo CPR | 58.57% |
| Life CPR | 47.01% |
|