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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2003-NC9— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2003-NC9
Closing Date9/9/2003
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor3.75%
 
Delinquency Status (*)
30+ Days11.18%
60+ Days2.95%
90+ Days2.95%
120+ Days0.00%
 
Bankruptcy7.48%
Foreclosure18.95%
REO3.33%
 
Cumulative Net Loss1.75%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR8.52%
3mo CPR12.47%
6mo CPR10.40%
9mo CPR9.94%
12mo CPR10.32%
Life CPR31.41%


* Delinquency methodology: OTS