| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 11/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 20.81% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.84% |
| 60+ Days | 2.61% |
| 90+ Days | 1.27% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.88% |
| Foreclosure | 5.26% |
| REO | 3.30% |
| |
| Cumulative Net Loss | 0.54% |
| Loss Severity | 55.94% |
| |
| Prepayment Experience | |
| 1mo CPR | 53.84% |
| 3mo CPR | 56.44% |
| 6mo CPR | 62.70% |
| 9mo CPR | 63.89% |
| 12mo CPR | 59.34% |
| Life CPR | 47.26% |
|