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Morgan Stanley ABS Static Pool Information (Last Update: May 23 2012)

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2003-NC5— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2003-NC5
Closing Date5/29/2003
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor3.77%
 
Delinquency Status (*)
30+ Days5.37%
60+ Days2.87%
90+ Days1.48%
120+ Days0.00%
 
Bankruptcy6.54%
Foreclosure13.56%
REO2.72%
 
Cumulative Net Loss2.61%
Loss Severity93.22%
 
Prepayment Experience
1mo CPR23.78%
3mo CPR19.55%
6mo CPR15.90%
9mo CPR13.85%
12mo CPR14.59%
Life CPR30.66%


* Delinquency methodology: OTS