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

MORGAN STANLEY ABS CAPITAL I INC. TRUST 2007-HE4— January 2012


DEAL NAMEMorgan Stanley ABS Capital I Inc. Trust 2007-HE4
Closing Date3/29/2007
Collateral Factor Date1/1/2012
 
Performance Summary
Current Pool Factor43.82%
 
Delinquency Status (*)
30+ Days20.74%
60+ Days18.27%
90+ Days17.23%
120+ Days16.62%
 
Bankruptcy6.22%
Foreclosure29.10%
REO5.59%
 
Cumulative Net Loss28.87%
Loss Severity100.00%
 
Prepayment Experience
1mo CPR14.57%
3mo CPR14.04%
6mo CPR13.15%
9mo CPR12.62%
12mo CPR12.35%
Life CPR14.87%


* Delinquency methodology: OTS