| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 2/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 10.34% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.89% |
| 60+ Days | 2.54% |
| 90+ Days | 1.95% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.33% |
| Foreclosure | 5.53% |
| REO | 6.12% |
| |
| Cumulative Net Loss | 1.21% |
| Loss Severity | 83.43% |
| |
| Prepayment Experience | |
| 1mo CPR | 31.90% |
| 3mo CPR | 37.61% |
| 6mo CPR | 38.26% |
| 9mo CPR | 39.46% |
| 12mo CPR | 40.50% |
| Life CPR | 45.64% |
|