| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 1/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 46.86% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.38% |
| 60+ Days | 1.18% |
| 90+ Days | 0.51% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.08% |
| Foreclosure | 3.81% |
| REO | 1.39% |
| |
| Cumulative Net Loss | 0.15% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 41.84% |
| 3mo CPR | 43.37% |
| 6mo CPR | 45.65% |
| 9mo CPR | 49.68% |
| 12mo CPR | 46.35% |
| Life CPR | 37.45% |
|