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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2004-HE3— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2004-HE3
Closing Date5/27/2004
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor8.14%
 
Delinquency Status (*)
30+ Days8.91%
60+ Days4.27%
90+ Days2.22%
120+ Days0.00%
 
Bankruptcy3.33%
Foreclosure8.12%
REO1.77%
 
Cumulative Net Loss2.78%
Loss Severity88.87%
 
Prepayment Experience
1mo CPR10.48%
3mo CPR8.61%
6mo CPR7.34%
9mo CPR7.51%
12mo CPR7.69%
Life CPR26.93%


* Delinquency methodology: OTS