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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-HE2— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-HE2
Closing Date2/28/2007
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor42.07%
 
Delinquency Status (*)
30+ Days16.39%
60+ Days13.73%
90+ Days12.27%
120+ Days0.00%
 
Bankruptcy4.89%
Foreclosure22.70%
REO6.03%
 
Cumulative Net Loss28.80%
Loss Severity87.79%
 
Prepayment Experience
1mo CPR11.06%
3mo CPR12.96%
6mo CPR14.82%
9mo CPR14.64%
12mo CPR14.50%
Life CPRNA


* Delinquency methodology: OTS