| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 1/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 6.15% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.71% |
| 60+ Days | 4.01% |
| 90+ Days | 2.53% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.20% |
| Foreclosure | 3.34% |
| REO | 3.66% |
| |
| Cumulative Net Loss | 2.07% |
| Loss Severity | 65.21% |
| |
| Prepayment Experience | |
| 1mo CPR | 4.84% |
| 3mo CPR | 10.88% |
| 6mo CPR | 16.58% |
| 9mo CPR | 16.72% |
| 12mo CPR | 17.84% |
| Life CPR | 38.73% |
|