| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 5/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 15.17% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.14% |
| 60+ Days | 3.32% |
| 90+ Days | 2.69% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.11% |
| Foreclosure | 5.27% |
| REO | 3.89% |
| |
| Cumulative Net Loss | 0.85% |
| Loss Severity | 57.90% |
| |
| Prepayment Experience | |
| 1mo CPR | 46.27% |
| 3mo CPR | 43.43% |
| 6mo CPR | 46.34% |
| 9mo CPR | 49.96% |
| 12mo CPR | 55.27% |
| Life CPR | 47.11% |
|