| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-4 |
| Closing Date | 8/27/2004 |
| Collateral Factor Date | 7/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 51.15% |
| |
| Delinquency Status (*) | |
| 30+ Days | 2.36% |
| 60+ Days | 0.57% |
| 90+ Days | 0.05% |
| 120+ Days | 0.05% |
| |
| Bankruptcy | 0.22% |
| Foreclosure | 0.43% |
| REO | 0.29% |
| |
| Cumulative Net Loss | 0.30% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 2.19% |
| 3mo CPR | 5.46% |
| 6mo CPR | 5.75% |
| 9mo CPR | 6.43% |
| 12mo CPR | 6.81% |
| Life CPR | 14.26% |
|