| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 5/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 9.22% |
| |
| Delinquency Status (*) | |
| 30+ Days | 8.93% |
| 60+ Days | 4.41% |
| 90+ Days | 3.30% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.14% |
| Foreclosure | 3.97% |
| REO | 5.72% |
| |
| Cumulative Net Loss | 1.35% |
| Loss Severity | 53.42% |
| |
| Prepayment Experience | |
| 1mo CPR | 37.48% |
| 3mo CPR | 36.01% |
| 6mo CPR | 36.81% |
| 9mo CPR | 37.54% |
| 12mo CPR | 38.63% |
| Life CPR | 45.08% |
|