| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 8/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 6.57% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.22% |
| 60+ Days | 2.63% |
| 90+ Days | 2.25% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.31% |
| Foreclosure | 4.35% |
| REO | 4.11% |
| |
| Cumulative Net Loss | 1.97% |
| Loss Severity | 45.83% |
| |
| Prepayment Experience | |
| 1mo CPR | 31.29% |
| 3mo CPR | 21.61% |
| 6mo CPR | 22.06% |
| 9mo CPR | 20.88% |
| 12mo CPR | 21.24% |
| Life CPR | 40.41% |
|