| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 4/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 9.60% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.99% |
| 60+ Days | 3.10% |
| 90+ Days | 1.86% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.42% |
| Foreclosure | 5.02% |
| REO | 5.73% |
| |
| Cumulative Net Loss | 1.31% |
| Loss Severity | 47.82% |
| |
| Prepayment Experience | |
| 1mo CPR | 36.11% |
| 3mo CPR | 34.15% |
| 6mo CPR | 37.98% |
| 9mo CPR | 37.06% |
| 12mo CPR | 39.42% |
| Life CPR | 45.23% |
|