| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-4 |
| Closing Date | 8/27/2004 |
| Collateral Factor Date | 3/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 52.37% |
| |
| Delinquency Status (*) | |
| 30+ Days | 3.63% |
| 60+ Days | 1.60% |
| 90+ Days | 0.98% |
| 120+ Days | 0.05% |
| |
| Bankruptcy | 0.17% |
| Foreclosure | 0.59% |
| REO | 0.49% |
| |
| Cumulative Net Loss | 0.15% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 11.81% |
| 3mo CPR | 7.38% |
| 6mo CPR | 6.90% |
| 9mo CPR | 8.90% |
| 12mo CPR | 9.43% |
| Life CPR | 15.09% |
|