| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 10/1/2004 |
| |
| Performance Summary | |
| Current Pool Factor | 54.16% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.01% |
| 60+ Days | 1.24% |
| 90+ Days | 0.38% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 3.08% |
| Foreclosure | 3.82% |
| REO | 0.95% |
| |
| Cumulative Net Loss | 0.11% |
| Loss Severity | 35.02% |
| |
| Prepayment Experience | |
| 1mo CPR | 45.06% |
| 3mo CPR | 47.84% |
| 6mo CPR | 52.56% |
| 9mo CPR | 47.30% |
| 12mo CPR | 42.72% |
| Life CPR | 36.27% |
|