| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-4 |
| Closing Date | 8/27/2004 |
| Collateral Factor Date | 8/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 64.98% |
| |
| Delinquency Status (*) | |
| 30+ Days | 2.40% |
| 60+ Days | 1.16% |
| 90+ Days | 0.91% |
| 120+ Days | 0.52% |
| |
| Bankruptcy | 0.14% |
| Foreclosure | 0.04% |
| REO | 0.08% |
| |
| Cumulative Net Loss | 0.01% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 5.08% |
| 3mo CPR | 10.28% |
| 6mo CPR | 11.53% |
| 9mo CPR | 12.87% |
| 12mo CPR | 14.75% |
| Life CPR | 18.10% |
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