| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 7/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 13.68% |
| |
| Delinquency Status (*) | |
| 30+ Days | 8.51% |
| 60+ Days | 3.50% |
| 90+ Days | 2.34% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.81% |
| Foreclosure | 5.85% |
| REO | 3.73% |
| |
| Cumulative Net Loss | 0.95% |
| Loss Severity | 44.92% |
| |
| Prepayment Experience | |
| 1mo CPR | 47.89% |
| 3mo CPR | 45.91% |
| 6mo CPR | 43.05% |
| 9mo CPR | 47.11% |
| 12mo CPR | 49.57% |
| Life CPR | 46.99% |
|