| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-4 |
| Closing Date | 8/27/2004 |
| Collateral Factor Date | 4/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 47.30% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.50% |
| 60+ Days | 2.86% |
| 90+ Days | 1.44% |
| 120+ Days | 0.16% |
| |
| Bankruptcy | 0.56% |
| Foreclosure | 0.61% |
| REO | 0.63% |
| |
| Cumulative Net Loss | 0.31% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 12.73% |
| 3mo CPR | 13.49% |
| 6mo CPR | 8.47% |
| 9mo CPR | 7.82% |
| 12mo CPR | 7.24% |
| Life CPR | 13.30% |
|