| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-4 |
| Closing Date | 8/27/2004 |
| Collateral Factor Date | 12/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 61.17% |
| |
| Delinquency Status (*) | |
| 30+ Days | 2.75% |
| 60+ Days | 1.82% |
| 90+ Days | 0.38% |
| 120+ Days | 0.21% |
| |
| Bankruptcy | 0.28% |
| Foreclosure | 0.07% |
| REO | 0.25% |
| |
| Cumulative Net Loss | 0.04% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 12.25% |
| 3mo CPR | 13.45% |
| 6mo CPR | 13.21% |
| 9mo CPR | 13.16% |
| 12mo CPR | 13.26% |
| Life CPR | 17.68% |
|