| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-4 |
| Closing Date | 8/27/2004 |
| Collateral Factor Date | 8/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 43.50% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.03% |
| 60+ Days | 3.46% |
| 90+ Days | 2.54% |
| 120+ Days | 0.67% |
| |
| Bankruptcy | 0.37% |
| Foreclosure | 1.24% |
| REO | 0.03% |
| |
| Cumulative Net Loss | 0.41% |
| Loss Severity | 76.80% |
| |
| Prepayment Experience | |
| 1mo CPR | 14.33% |
| 3mo CPR | 22.38% |
| 6mo CPR | 17.60% |
| 9mo CPR | 14.61% |
| 12mo CPR | 12.07% |
| Life CPR | 13.81% |
|