| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 10/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 6.36% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.88% |
| 60+ Days | 3.12% |
| 90+ Days | 1.64% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.53% |
| Foreclosure | 4.67% |
| REO | 3.63% |
| |
| Cumulative Net Loss | 2.03% |
| Loss Severity | 84.53% |
| |
| Prepayment Experience | |
| 1mo CPR | 17.76% |
| 3mo CPR | 21.91% |
| 6mo CPR | 19.50% |
| 9mo CPR | 20.03% |
| 12mo CPR | 20.26% |
| Life CPR | 39.79% |
|