| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-4 |
| Closing Date | 8/27/2004 |
| Collateral Factor Date | 12/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 41.35% |
| |
| Delinquency Status (*) | |
| 30+ Days | 5.77% |
| 60+ Days | 3.04% |
| 90+ Days | 2.38% |
| 120+ Days | 1.01% |
| |
| Bankruptcy | 1.70% |
| Foreclosure | 1.97% |
| REO | 0.17% |
| |
| Cumulative Net Loss | 0.42% |
| Loss Severity | 49.28% |
| |
| Prepayment Experience | |
| 1mo CPR | 14.24% |
| 3mo CPR | 11.00% |
| 6mo CPR | 17.06% |
| 9mo CPR | 15.87% |
| 12mo CPR | 14.70% |
| Life CPR | 13.71% |
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