| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-4 |
| Closing Date | 8/27/2004 |
| Collateral Factor Date | 2/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 53.02% |
| |
| Delinquency Status (*) | |
| 30+ Days | 2.67% |
| 60+ Days | 1.32% |
| 90+ Days | 0.05% |
| 120+ Days | 0.05% |
| |
| Bankruptcy | 0.31% |
| Foreclosure | 0.51% |
| REO | 0.44% |
| |
| Cumulative Net Loss | 0.14% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 3.10% |
| 3mo CPR | 6.71% |
| 6mo CPR | 6.70% |
| 9mo CPR | 8.83% |
| 12mo CPR | 9.25% |
| Life CPR | 15.17% |
|