| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 3/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 43.04% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.48% |
| 60+ Days | 1.90% |
| 90+ Days | 0.78% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.28% |
| Foreclosure | 3.78% |
| REO | 1.37% |
| |
| Cumulative Net Loss | 0.24% |
| Loss Severity | 31.83% |
| |
| Prepayment Experience | |
| 1mo CPR | 40.88% |
| 3mo CPR | 40.16% |
| 6mo CPR | 42.34% |
| 9mo CPR | 45.90% |
| 12mo CPR | 47.91% |
| Life CPR | 37.63% |
|