| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 3/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 6.05% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.44% |
| 60+ Days | 3.96% |
| 90+ Days | 3.25% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.42% |
| Foreclosure | 2.54% |
| REO | 3.59% |
| |
| Cumulative Net Loss | 2.12% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 2.76% |
| 3mo CPR | 7.11% |
| 6mo CPR | 11.23% |
| 9mo CPR | 14.28% |
| 12mo CPR | 16.00% |
| Life CPR | 38.01% |
|