| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 2/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 6.07% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.51% |
| 60+ Days | 3.94% |
| 90+ Days | 3.31% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.15% |
| Foreclosure | 2.94% |
| REO | 3.58% |
| |
| Cumulative Net Loss | 2.11% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 13.38% |
| 3mo CPR | 10.43% |
| 6mo CPR | 13.31% |
| 9mo CPR | 16.18% |
| 12mo CPR | 17.80% |
| Life CPR | 38.42% |
|