| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 5/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 7.01% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.85% |
| 60+ Days | 2.63% |
| 90+ Days | 2.10% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 5.44% |
| Foreclosure | 4.29% |
| REO | 5.69% |
| |
| Cumulative Net Loss | 1.83% |
| Loss Severity | 21.98% |
| |
| Prepayment Experience | |
| 1mo CPR | 18.59% |
| 3mo CPR | 22.53% |
| 6mo CPR | 20.52% |
| 9mo CPR | 21.08% |
| 12mo CPR | 23.13% |
| Life CPR | 41.22% |
|