| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-3 |
| Closing Date | 5/28/2004 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 30.26% |
| |
| Delinquency Status (*) | |
| 30+ Days | 2.68% |
| 60+ Days | 1.08% |
| 90+ Days | 0.54% |
| 120+ Days | 0.47% |
| |
| Bankruptcy | 1.70% |
| Foreclosure | 2.99% |
| REO | 0.33% |
| |
| Cumulative Net Loss | 0.48% |
| Loss Severity | 100.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 12.26% |
| 3mo CPR | 12.48% |
| 6mo CPR | 12.61% |
| 9mo CPR | 11.62% |
| 12mo CPR | 12.05% |
| Life CPR | 12.49% |
|