| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 7/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 6.79% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.33% |
| 60+ Days | 2.39% |
| 90+ Days | 1.81% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.11% |
| Foreclosure | 3.92% |
| REO | 5.34% |
| |
| Cumulative Net Loss | 1.91% |
| Loss Severity | 77.47% |
| |
| Prepayment Experience | |
| 1mo CPR | 11.70% |
| 3mo CPR | 17.02% |
| 6mo CPR | 19.08% |
| 9mo CPR | 19.67% |
| 12mo CPR | 21.05% |
| Life CPR | 40.54% |
|