| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 12/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 5.37% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.68% |
| 60+ Days | 3.03% |
| 90+ Days | 1.59% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 5.69% |
| Foreclosure | 5.55% |
| REO | 1.05% |
| |
| Cumulative Net Loss | 2.42% |
| Loss Severity | 54.72% |
| |
| Prepayment Experience | |
| 1mo CPR | 16.52% |
| 3mo CPR | 13.99% |
| 6mo CPR | 11.95% |
| 9mo CPR | 13.26% |
| 12mo CPR | 11.77% |
| Life CPR | 35.58% |
|