| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 1/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 10.69% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.87% |
| 60+ Days | 2.64% |
| 90+ Days | 1.73% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.08% |
| Foreclosure | 4.61% |
| REO | 6.13% |
| |
| Cumulative Net Loss | 1.18% |
| Loss Severity | 56.62% |
| |
| Prepayment Experience | |
| 1mo CPR | 38.90% |
| 3mo CPR | 41.51% |
| 6mo CPR | 38.43% |
| 9mo CPR | 41.05% |
| 12mo CPR | 40.81% |
| Life CPR | 45.93% |
|