| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 11/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 11.67% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.14% |
| 60+ Days | 2.55% |
| 90+ Days | 1.94% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.16% |
| Foreclosure | 5.92% |
| REO | 5.02% |
| |
| Cumulative Net Loss | 1.12% |
| Loss Severity | 83.45% |
| |
| Prepayment Experience | |
| 1mo CPR | 43.79% |
| 3mo CPR | 38.85% |
| 6mo CPR | 40.33% |
| 9mo CPR | 41.41% |
| 12mo CPR | 43.44% |
| Life CPR | 46.18% |
|