| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-1 |
| Closing Date | 1/30/2004 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 13.01% |
| |
| Delinquency Status (*) | |
| 30+ Days | 2.81% |
| 60+ Days | 1.51% |
| 90+ Days | 0.51% |
| 120+ Days | 0.51% |
| |
| Bankruptcy | 0.00% |
| Foreclosure | 0.38% |
| REO | 0.00% |
| |
| Cumulative Net Loss | 0.05% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 19.18% |
| 3mo CPR | 26.82% |
| 6mo CPR | 24.17% |
| 9mo CPR | 24.67% |
| 12mo CPR | 24.50% |
| Life CPR | 17.82% |
|