| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 4/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 7.14% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.17% |
| 60+ Days | 2.33% |
| 90+ Days | 1.90% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 5.14% |
| Foreclosure | 5.46% |
| REO | 5.50% |
| |
| Cumulative Net Loss | 1.83% |
| Loss Severity | 43.30% |
| |
| Prepayment Experience | |
| 1mo CPR | 23.79% |
| 3mo CPR | 21.06% |
| 6mo CPR | 20.90% |
| 9mo CPR | 22.31% |
| 12mo CPR | 24.83% |
| Life CPR | 41.55% |
|