| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-4 |
| Closing Date | 8/27/2004 |
| Collateral Factor Date | 11/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 41.97% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.12% |
| 60+ Days | 2.12% |
| 90+ Days | 1.35% |
| 120+ Days | 0.63% |
| |
| Bankruptcy | 1.54% |
| Foreclosure | 2.58% |
| REO | 0.08% |
| |
| Cumulative Net Loss | 0.41% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 8.84% |
| 3mo CPR | 11.14% |
| 6mo CPR | 16.96% |
| 9mo CPR | 15.51% |
| 12mo CPR | 13.77% |
| Life CPR | 13.69% |
|