| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2003-NC10 |
| Closing Date | 10/28/2003 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 5.44% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.86% |
| 60+ Days | 4.57% |
| 90+ Days | 3.37% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 6.55% |
| Foreclosure | 14.86% |
| REO | 3.23% |
| |
| Cumulative Net Loss | 2.59% |
| Loss Severity | 70.02% |
| |
| Prepayment Experience | |
| 1mo CPR | 18.00% |
| 3mo CPR | 12.23% |
| 6mo CPR | 12.24% |
| 9mo CPR | 11.28% |
| 12mo CPR | 12.20% |
| Life CPR | NA |
|