| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 9/1/2004 |
| |
| Performance Summary | |
| Current Pool Factor | 56.98% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.52% |
| 60+ Days | 1.50% |
| 90+ Days | 0.48% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.77% |
| Foreclosure | 2.95% |
| REO | 0.81% |
| |
| Cumulative Net Loss | 0.07% |
| Loss Severity | 47.81% |
| |
| Prepayment Experience | |
| 1mo CPR | 44.22% |
| 3mo CPR | 52.38% |
| 6mo CPR | 52.94% |
| 9mo CPR | 45.76% |
| 12mo CPR | 40.90% |
| Life CPR | 35.63% |
|