| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 8/1/2004 |
| |
| Performance Summary | |
| Current Pool Factor | 59.87% |
| |
| Delinquency Status (*) | |
| 30+ Days | 3.64% |
| 60+ Days | 1.05% |
| 90+ Days | 0.39% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.51% |
| Foreclosure | 3.25% |
| REO | 0.72% |
| |
| Cumulative Net Loss | 0.05% |
| Loss Severity | 23.71% |
| |
| Prepayment Experience | |
| 1mo CPR | 53.70% |
| 3mo CPR | 55.52% |
| 6mo CPR | 50.87% |
| 9mo CPR | 43.78% |
| 12mo CPR | 38.70% |
| Life CPR | NA |
|