| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC6 |
| Closing Date | 6/26/2003 |
| Collateral Factor Date | 7/1/2004 |
| |
| Performance Summary | |
| Current Pool Factor | 63.89% |
| |
| Delinquency Status (*) | |
| 30+ Days | 3.78% |
| 60+ Days | 1.02% |
| 90+ Days | 0.47% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.06% |
| Foreclosure | 2.92% |
| REO | 0.62% |
| |
| Cumulative Net Loss | 0.04% |
| Loss Severity | 14.71% |
| |
| Prepayment Experience | |
| 1mo CPR | 58.19% |
| 3mo CPR | 56.84% |
| 6mo CPR | 47.03% |
| 9mo CPR | 40.90% |
| 12mo CPR | 35.09% |
| Life CPR | NA |
|