| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-4 |
| Closing Date | 8/27/2004 |
| Collateral Factor Date | 7/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 44.16% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.21% |
| 60+ Days | 2.97% |
| 90+ Days | 1.98% |
| 120+ Days | 0.51% |
| |
| Bankruptcy | 0.47% |
| Foreclosure | 1.00% |
| REO | 0.11% |
| |
| Cumulative Net Loss | 0.39% |
| Loss Severity | 47.79% |
| |
| Prepayment Experience | |
| 1mo CPR | 36.73% |
| 3mo CPR | 22.22% |
| 6mo CPR | 17.98% |
| 9mo CPR | 13.31% |
| 12mo CPR | 11.66% |
| Life CPR | 13.79% |
|