| DEAL NAME | Morgan Stanley Mortgage Loan Trust, Series 2004-2AR |
| Closing Date | 2/27/2004 |
| Collateral Factor Date | 1/1/2012 |
| |
| Performance Summary | |
| Current Pool Factor | 17.22% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.60% |
| 60+ Days | 2.63% |
| 90+ Days | 2.37% |
| 120+ Days | 1.86% |
| |
| Bankruptcy | 0.72% |
| Foreclosure | 0.84% |
| REO | 0.16% |
| |
| Cumulative Net Loss | 0.14% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 30.51% |
| 3mo CPR | 30.26% |
| 6mo CPR | 27.16% |
| 9mo CPR | 23.84% |
| 12mo CPR | 22.03% |
| Life CPR | 18.81% |
|