| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-4 |
| Closing Date | 8/27/2004 |
| Collateral Factor Date | 2/1/2010 |
| |
| Performance Summary | |
| Current Pool Factor | 40.04% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.28% |
| 60+ Days | 3.01% |
| 90+ Days | 1.71% |
| 120+ Days | 0.84% |
| |
| Bankruptcy | 1.78% |
| Foreclosure | 2.86% |
| REO | 0.20% |
| |
| Cumulative Net Loss | 0.42% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 10.23% |
| 3mo CPR | 15.01% |
| 6mo CPR | 13.10% |
| 9mo CPR | 16.33% |
| 12mo CPR | 15.40% |
| Life CPR | 13.77% |
|