| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 8/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 5.63% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.40% |
| 60+ Days | 2.58% |
| 90+ Days | 1.53% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 8.14% |
| Foreclosure | 4.46% |
| REO | 1.17% |
| |
| Cumulative Net Loss | 2.35% |
| Loss Severity | 50.52% |
| |
| Prepayment Experience | |
| 1mo CPR | 4.67% |
| 3mo CPR | 13.65% |
| 6mo CPR | 12.67% |
| 9mo CPR | 11.93% |
| 12mo CPR | 13.00% |
| Life CPR | 36.66% |
|