| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 6/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 14.46% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.97% |
| 60+ Days | 2.68% |
| 90+ Days | 1.99% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.91% |
| Foreclosure | 5.98% |
| REO | 3.92% |
| |
| Cumulative Net Loss | 0.90% |
| Loss Severity | 49.24% |
| |
| Prepayment Experience | |
| 1mo CPR | 43.38% |
| 3mo CPR | 45.99% |
| 6mo CPR | 44.37% |
| 9mo CPR | 47.96% |
| 12mo CPR | 51.81% |
| Life CPR | 47.01% |
|