| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 8/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 13.22% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.82% |
| 60+ Days | 4.06% |
| 90+ Days | 2.69% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.48% |
| Foreclosure | 6.90% |
| REO | 3.87% |
| |
| Cumulative Net Loss | 1.01% |
| Loss Severity | 51.08% |
| |
| Prepayment Experience | |
| 1mo CPR | 33.04% |
| 3mo CPR | 41.77% |
| 6mo CPR | 42.63% |
| 9mo CPR | 44.87% |
| 12mo CPR | 48.04% |
| Life CPR | 46.72% |
|