| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 7/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 8.70% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.70% |
| 60+ Days | 2.67% |
| 90+ Days | 1.63% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 5.83% |
| Foreclosure | 5.52% |
| REO | 5.84% |
| |
| Cumulative Net Loss | 1.46% |
| Loss Severity | 43.61% |
| |
| Prepayment Experience | |
| 1mo CPR | 22.49% |
| 3mo CPR | 31.83% |
| 6mo CPR | 33.01% |
| 9mo CPR | 36.00% |
| 12mo CPR | 35.80% |
| Life CPR | 44.50% |
|