| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 6/1/2004 |
| |
| Performance Summary | |
| Current Pool Factor | 68.76% |
| |
| Delinquency Status (*) | |
| 30+ Days | 3.66% |
| 60+ Days | 1.36% |
| 90+ Days | 0.61% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.65% |
| Foreclosure | 2.62% |
| REO | 0.37% |
| |
| Cumulative Net Loss | 0.02% |
| Loss Severity | 40.50% |
| |
| Prepayment Experience | |
| 1mo CPR | 54.53% |
| 3mo CPR | 53.48% |
| 6mo CPR | 42.12% |
| 9mo CPR | 36.48% |
| 12mo CPR | 30.59% |
| Life CPR | NA |
|