| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 4/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 15.99% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.92% |
| 60+ Days | 4.22% |
| 90+ Days | 3.47% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.64% |
| Foreclosure | 5.32% |
| REO | 3.42% |
| |
| Cumulative Net Loss | 0.80% |
| Loss Severity | 50.96% |
| |
| Prepayment Experience | |
| 1mo CPR | 48.17% |
| 3mo CPR | 40.04% |
| 6mo CPR | 47.70% |
| 9mo CPR | 50.75% |
| 12mo CPR | 59.00% |
| Life CPR | 47.14% |
|