| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 4/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 39.36% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.33% |
| 60+ Days | 1.65% |
| 90+ Days | 1.03% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 4.82% |
| Foreclosure | 4.29% |
| REO | 1.64% |
| |
| Cumulative Net Loss | 0.27% |
| Loss Severity | 34.17% |
| |
| Prepayment Experience | |
| 1mo CPR | 65.42% |
| 3mo CPR | 49.69% |
| 6mo CPR | 46.62% |
| 9mo CPR | 47.03% |
| 12mo CPR | 49.68% |
| Life CPR | 39.28% |
|