| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 12/1/2004 |
| |
| Performance Summary | |
| Current Pool Factor | 49.07% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.72% |
| 60+ Days | 1.41% |
| 90+ Days | 0.60% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.08% |
| Foreclosure | 2.71% |
| REO | 1.31% |
| |
| Cumulative Net Loss | 0.17% |
| Loss Severity | 82.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 46.02% |
| 3mo CPR | 44.43% |
| 6mo CPR | 48.56% |
| 9mo CPR | 50.26% |
| 12mo CPR | 45.44% |
| Life CPR | 37.19% |
|