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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2003-HE2— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2003-HE2
Closing Date8/26/2003
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor6.30%
 
Delinquency Status (*)
30+ Days6.86%
60+ Days3.44%
90+ Days2.09%
120+ Days0.00%
 
Bankruptcy5.66%
Foreclosure16.29%
REO0.93%
 
Cumulative Net Loss2.04%
Loss Severity85.51%
 
Prepayment Experience
1mo CPR19.61%
3mo CPR9.29%
6mo CPR7.42%
9mo CPR6.98%
12mo CPR6.94%
Life CPR27.06%


* Delinquency methodology: OTS