| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 12/1/2003 |
| |
| Performance Summary | |
| Current Pool Factor | 90.81% |
| |
| Delinquency Status (*) | |
| 30+ Days | 1.99% |
| 60+ Days | 0.40% |
| 90+ Days | 0.09% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.71% |
| Foreclosure | 1.54% |
| REO | 0.05% |
| |
| Cumulative Net Loss | 0.00% |
| Loss Severity | 0.89% |
| |
| Prepayment Experience | |
| 1mo CPR | 22.97% |
| 3mo CPR | 23.50% |
| 6mo CPR | 16.77% |
| Life CPR | NA |
|