| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 5/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 5.86% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.15% |
| 60+ Days | 2.43% |
| 90+ Days | 2.09% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.37% |
| Foreclosure | 4.46% |
| REO | 3.11% |
| |
| Cumulative Net Loss | 2.20% |
| Loss Severity | 76.76% |
| |
| Prepayment Experience | |
| 1mo CPR | 16.11% |
| 3mo CPR | 11.62% |
| 6mo CPR | 11.02% |
| 9mo CPR | 12.77% |
| 12mo CPR | 15.08% |
| Life CPR | 37.48% |
|