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

MORGAN STANLEY DEAN WITTER CAPITAL I TRUST, SERIES 2003-NC4— January 2012


DEAL NAMEMorgan Stanley Dean Witter Capital I Trust, Series 2003-NC4
Closing Date4/29/2003
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor4.21%
 
Delinquency Status (*)
30+ Days14.95%
60+ Days10.25%
90+ Days9.36%
120+ Days0.00%
 
Bankruptcy3.26%
Foreclosure11.09%
REO3.86%
 
Cumulative Net Loss1.95%
Loss Severity0.00%
 
Prepayment Experience
1mo CPR12.81%
3mo CPR13.12%
6mo CPR7.59%
9mo CPR6.97%
12mo CPR6.91%
Life CPR29.49%


* Delinquency methodology: OTS