| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 9/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 8.18% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.90% |
| 60+ Days | 3.07% |
| 90+ Days | 2.20% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 5.34% |
| Foreclosure | 5.50% |
| REO | 5.11% |
| |
| Cumulative Net Loss | 1.57% |
| Loss Severity | 65.14% |
| |
| Prepayment Experience | |
| 1mo CPR | 30.88% |
| 3mo CPR | 27.68% |
| 6mo CPR | 32.01% |
| 9mo CPR | 33.09% |
| 12mo CPR | 34.67% |
| Life CPR | 44.00% |
|