| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 3/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 9.98% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.22% |
| 60+ Days | 3.05% |
| 90+ Days | 2.30% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.21% |
| Foreclosure | 4.60% |
| REO | 6.48% |
| |
| Cumulative Net Loss | 1.22% |
| Loss Severity | 20.08% |
| |
| Prepayment Experience | |
| 1mo CPR | 34.36% |
| 3mo CPR | 35.12% |
| 6mo CPR | 37.16% |
| 9mo CPR | 38.46% |
| 12mo CPR | 40.46% |
| Life CPR | 45.42% |
|