| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 10/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 8.07% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.97% |
| 60+ Days | 2.94% |
| 90+ Days | 2.28% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 5.53% |
| Foreclosure | 5.30% |
| REO | 5.28% |
| |
| Cumulative Net Loss | 1.60% |
| Loss Severity | 60.20% |
| |
| Prepayment Experience | |
| 1mo CPR | 13.66% |
| 3mo CPR | 25.03% |
| 6mo CPR | 28.55% |
| 9mo CPR | 30.47% |
| 12mo CPR | 33.44% |
| Life CPR | 43.54% |
|