| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 7/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 5.66% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.27% |
| 60+ Days | 3.39% |
| 90+ Days | 1.75% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 7.46% |
| Foreclosure | 3.66% |
| REO | 1.30% |
| |
| Cumulative Net Loss | 2.34% |
| Loss Severity | 95.16% |
| |
| Prepayment Experience | |
| 1mo CPR | 19.63% |
| 3mo CPR | 17.32% |
| 6mo CPR | 14.05% |
| 9mo CPR | 13.04% |
| 12mo CPR | 15.35% |
| Life CPR | 37.01% |
|