| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 2/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 45.01% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.32% |
| 60+ Days | 1.81% |
| 90+ Days | 0.92% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 3.92% |
| Foreclosure | 4.04% |
| REO | 1.48% |
| |
| Cumulative Net Loss | 0.20% |
| Loss Severity | 34.07% |
| |
| Prepayment Experience | |
| 1mo CPR | 37.70% |
| 3mo CPR | 41.95% |
| 6mo CPR | 42.89% |
| 9mo CPR | 47.46% |
| 12mo CPR | 47.04% |
| Life CPR | 37.46% |
|