| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 10/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 12.25% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.34% |
| 60+ Days | 3.54% |
| 90+ Days | 2.71% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.89% |
| Foreclosure | 6.17% |
| REO | 4.58% |
| |
| Cumulative Net Loss | 1.09% |
| Loss Severity | 74.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 31.00% |
| 3mo CPR | 35.17% |
| 6mo CPR | 40.81% |
| 9mo CPR | 40.56% |
| 12mo CPR | 44.37% |
| Life CPR | 46.24% |
|