| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 12/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 6.19% |
| |
| Delinquency Status (*) | |
| 30+ Days | 8.54% |
| 60+ Days | 4.67% |
| 90+ Days | 2.26% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.97% |
| Foreclosure | 3.01% |
| REO | 3.61% |
| |
| Cumulative Net Loss | 2.05% |
| Loss Severity | 14.68% |
| |
| Prepayment Experience | |
| 1mo CPR | 12.79% |
| 3mo CPR | 15.08% |
| 6mo CPR | 17.60% |
| 9mo CPR | 18.74% |
| 12mo CPR | 18.69% |
| Life CPR | 39.13% |
|