| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 9/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 12.64% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.42% |
| 60+ Days | 4.40% |
| 90+ Days | 3.35% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.58% |
| Foreclosure | 5.74% |
| REO | 4.00% |
| |
| Cumulative Net Loss | 1.05% |
| Loss Severity | 51.41% |
| |
| Prepayment Experience | |
| 1mo CPR | 41.01% |
| 3mo CPR | 40.96% |
| 6mo CPR | 43.55% |
| 9mo CPR | 43.27% |
| 12mo CPR | 46.31% |
| Life CPR | 46.58% |
|