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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2003-HE3— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2003-HE3
Closing Date10/30/2003
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor7.93%
 
Delinquency Status (*)
30+ Days10.35%
60+ Days5.59%
90+ Days3.16%
120+ Days0.00%
 
Bankruptcy5.43%
Foreclosure19.61%
REO0.32%
 
Cumulative Net Loss2.42%
Loss Severity49.98%
 
Prepayment Experience
1mo CPR9.43%
3mo CPR10.29%
6mo CPR9.38%
9mo CPR9.44%
12mo CPR8.26%
Life CPR25.47%


* Delinquency methodology: OTS