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

MORGAN STANLEY DEAN WITTER CAPITAL I TRUST, SERIES 2003-NC3— January 2012


DEAL NAMEMorgan Stanley Dean Witter Capital I Trust, Series 2003-NC3
Closing Date3/26/2003
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor4.23%
 
Delinquency Status (*)
30+ Days12.69%
60+ Days7.75%
90+ Days7.51%
120+ Days0.00%
 
Bankruptcy3.52%
Foreclosure14.67%
REO1.79%
 
Cumulative Net Loss2.60%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR4.18%
3mo CPR5.77%
6mo CPR4.98%
9mo CPR5.95%
12mo CPR6.60%
Life CPR29.26%


* Delinquency methodology: OTS