| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 4.49% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.64% |
| 60+ Days | 2.70% |
| 90+ Days | 2.46% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 5.91% |
| Foreclosure | 10.48% |
| REO | 1.28% |
| |
| Cumulative Net Loss | 2.70% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 0.31% |
| 3mo CPR | 5.38% |
| 6mo CPR | 5.05% |
| 9mo CPR | 4.77% |
| 12mo CPR | 5.92% |
| Life CPR | NA |
|