| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 6/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 30.29% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.46% |
| 60+ Days | 1.82% |
| 90+ Days | 0.94% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 5.50% |
| Foreclosure | 4.37% |
| REO | 2.12% |
| |
| Cumulative Net Loss | 0.35% |
| Loss Severity | 39.56% |
| |
| Prepayment Experience | |
| 1mo CPR | 76.86% |
| 3mo CPR | 75.24% |
| 6mo CPR | 61.51% |
| 9mo CPR | 56.50% |
| 12mo CPR | 55.50% |
| Life CPR | 44.43% |
|