| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 11/1/2007 |
| |
| Performance Summary | |
| Current Pool Factor | 7.91% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.04% |
| 60+ Days | 2.59% |
| 90+ Days | 2.28% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 5.08% |
| Foreclosure | 5.43% |
| REO | 5.90% |
| |
| Cumulative Net Loss | 1.62% |
| Loss Severity | 89.74% |
| |
| Prepayment Experience | |
| 1mo CPR | 20.53% |
| 3mo CPR | 22.02% |
| 6mo CPR | 25.58% |
| 9mo CPR | 29.27% |
| 12mo CPR | 31.46% |
| Life CPR | 43.18% |
|