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

MORGAN STANLEY DEAN WITTER CAPITAL I TRUST, SERIES 2003-NC2— January 2012


DEAL NAMEMorgan Stanley Dean Witter Capital I Trust, Series 2003-NC2
Closing Date2/26/2003
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor4.29%
 
Delinquency Status (*)
30+ Days16.40%
60+ Days11.68%
90+ Days10.10%
120+ Days0.00%
 
Bankruptcy4.69%
Foreclosure11.17%
REO0.79%
 
Cumulative Net Loss2.38%
Loss Severity74.65%
 
Prepayment Experience
1mo CPR13.77%
3mo CPR6.50%
6mo CPR8.09%
9mo CPR7.74%
12mo CPR8.56%
Life CPR28.89%


* Delinquency methodology: OTS