| DEAL NAME | Morgan Stanley Mortgage Loan Trust 2007-11AR |
| Closing Date | 6/29/2007 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 45.58% |
| |
| Delinquency Status (*) | |
| 30+ Days | 10.46% |
| 60+ Days | 6.52% |
| 90+ Days | 3.60% |
| 120+ Days | 2.36% |
| |
| Bankruptcy | 6.98% |
| Foreclosure | 23.84% |
| REO | 5.38% |
| |
| Cumulative Net Loss | 23.52% |
| Loss Severity | 70.62% |
| |
| Prepayment Experience | |
| 1mo CPR | 36.43% |
| 3mo CPR | 22.36% |
| 6mo CPR | 22.22% |
| 9mo CPR | 18.38% |
| 12mo CPR | 17.58% |
| Life CPR | 13.20% |
|