| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 10/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 5.51% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.54% |
| 60+ Days | 2.69% |
| 90+ Days | 1.19% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 5.60% |
| Foreclosure | 6.20% |
| REO | 1.26% |
| |
| Cumulative Net Loss | 2.39% |
| Loss Severity | 61.07% |
| |
| Prepayment Experience | |
| 1mo CPR | 14.96% |
| 3mo CPR | 8.17% |
| 6mo CPR | 12.84% |
| 9mo CPR | 12.12% |
| 12mo CPR | 11.84% |
| Life CPR | 36.07% |
|