| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 3/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 7.31% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.65% |
| 60+ Days | 2.73% |
| 90+ Days | 2.33% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.96% |
| Foreclosure | 6.35% |
| REO | 4.65% |
| |
| Cumulative Net Loss | 1.81% |
| Loss Severity | 84.14% |
| |
| Prepayment Experience | |
| 1mo CPR | 25.05% |
| 3mo CPR | 18.48% |
| 6mo CPR | 19.22% |
| 9mo CPR | 22.15% |
| 12mo CPR | 25.89% |
| Life CPR | 41.81% |
|