| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 3/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 16.91% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.06% |
| 60+ Days | 3.70% |
| 90+ Days | 2.74% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.34% |
| Foreclosure | 5.02% |
| REO | 3.68% |
| |
| Cumulative Net Loss | 0.73% |
| Loss Severity | 61.52% |
| |
| Prepayment Experience | |
| 1mo CPR | 34.99% |
| 3mo CPR | 42.69% |
| 6mo CPR | 48.90% |
| 9mo CPR | 53.60% |
| 12mo CPR | 60.35% |
| Life CPR | 47.10% |
|