| DEAL NAME | Morgan Stanley Mortgage Loan Trust 2007-12 |
| Closing Date | 7/31/2007 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 51.51% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.65% |
| 60+ Days | 5.66% |
| 90+ Days | 3.95% |
| 120+ Days | 3.77% |
| |
| Bankruptcy | 3.68% |
| Foreclosure | 8.06% |
| REO | 2.07% |
| |
| Cumulative Net Loss | 4.18% |
| Loss Severity | 33.98% |
| |
| Prepayment Experience | |
| 1mo CPR | 18.41% |
| 3mo CPR | 14.90% |
| 6mo CPR | 14.41% |
| 9mo CPR | 16.72% |
| 12mo CPR | 17.74% |
| Life CPR | 12.48% |
|