| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 9/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 5.60% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.06% |
| 60+ Days | 1.54% |
| 90+ Days | 0.99% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.98% |
| Foreclosure | 5.80% |
| REO | 1.01% |
| |
| Cumulative Net Loss | 2.36% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 4.47% |
| 3mo CPR | 9.87% |
| 6mo CPR | 12.92% |
| 9mo CPR | 11.02% |
| 12mo CPR | 12.09% |
| Life CPR | 36.32% |
|