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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2003-HE1— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2003-HE1
Closing Date6/27/2003
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor5.71%
 
Delinquency Status (*)
30+ Days12.88%
60+ Days8.58%
90+ Days6.82%
120+ Days0.00%
 
Bankruptcy6.00%
Foreclosure12.60%
REO1.06%
 
Cumulative Net Loss3.43%
Loss Severity75.91%
 
Prepayment Experience
1mo CPR8.05%
3mo CPR6.73%
6mo CPR10.71%
9mo CPR10.54%
12mo CPR10.67%
Life CPR27.41%


* Delinquency methodology: OTS