| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 9/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 6.47% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.15% |
| 60+ Days | 3.97% |
| 90+ Days | 2.43% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.23% |
| Foreclosure | 3.84% |
| REO | 3.59% |
| |
| Cumulative Net Loss | 2.02% |
| Loss Severity | 89.39% |
| |
| Prepayment Experience | |
| 1mo CPR | 15.72% |
| 3mo CPR | 20.04% |
| 6mo CPR | 20.52% |
| 9mo CPR | 19.86% |
| 12mo CPR | 19.93% |
| Life CPR | 40.08% |
|