| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 7/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 27.39% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.45% |
| 60+ Days | 2.03% |
| 90+ Days | 1.08% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 5.89% |
| Foreclosure | 4.71% |
| REO | 2.21% |
| |
| Cumulative Net Loss | 0.41% |
| Loss Severity | 50.57% |
| |
| Prepayment Experience | |
| 1mo CPR | 69.72% |
| 3mo CPR | 76.32% |
| 6mo CPR | 65.48% |
| 9mo CPR | 59.29% |
| 12mo CPR | 56.69% |
| Life CPR | 45.77% |
|