| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 6/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 5.77% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.08% |
| 60+ Days | 3.34% |
| 90+ Days | 2.19% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.39% |
| Foreclosure | 4.03% |
| REO | 2.51% |
| |
| Cumulative Net Loss | 2.25% |
| Loss Severity | 96.82% |
| |
| Prepayment Experience | |
| 1mo CPR | 16.13% |
| 3mo CPR | 15.88% |
| 6mo CPR | 11.61% |
| 9mo CPR | 12.82% |
| 12mo CPR | 14.69% |
| Life CPR | 37.22% |
|