| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2005-HE3 |
| Closing Date | 7/21/2005 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 13.81% |
| |
| Delinquency Status (*) | |
| 30+ Days | 19.38% |
| 60+ Days | 13.46% |
| 90+ Days | 9.99% |
| 120+ Days | 8.37% |
| |
| Bankruptcy | 10.81% |
| Foreclosure | 13.99% |
| REO | 6.00% |
| |
| Cumulative Net Loss | 10.25% |
| Loss Severity | 68.07% |
| |
| Prepayment Experience | |
| 1mo CPR | 16.19% |
| 3mo CPR | 16.47% |
| 6mo CPR | 12.66% |
| 9mo CPR | 12.22% |
| 12mo CPR | 11.46% |
| Life CPR | 25.49% |
|