| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 11/1/2004 |
| |
| Performance Summary | |
| Current Pool Factor | 51.70% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.04% |
| 60+ Days | 1.17% |
| 90+ Days | 0.33% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 3.44% |
| Foreclosure | 3.07% |
| REO | 1.24% |
| |
| Cumulative Net Loss | 0.11% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 42.14% |
| 3mo CPR | 43.82% |
| 6mo CPR | 50.01% |
| 9mo CPR | 48.63% |
| 12mo CPR | 43.80% |
| Life CPR | 36.63% |
|