| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 5/1/2004 |
| |
| Performance Summary | |
| Current Pool Factor | 73.49% |
| |
| Delinquency Status (*) | |
| 30+ Days | 3.82% |
| 60+ Days | 1.08% |
| 90+ Days | 0.47% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.32% |
| Foreclosure | 2.50% |
| REO | 0.29% |
| |
| Cumulative Net Loss | 0.01% |
| Loss Severity | 3.81% |
| |
| Prepayment Experience | |
| 1mo CPR | 57.71% |
| 3mo CPR | 45.74% |
| 6mo CPR | 36.80% |
| 9mo CPR | 31.79% |
| Life CPR | NA |
|