| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-NC8 |
| Closing Date | 11/17/2004 |
| Collateral Factor Date | 3/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 89.82% |
| |
| Delinquency Status (*) | |
| 30+ Days | 1.99% |
| 60+ Days | 0.48% |
| 90+ Days | 0.08% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.31% |
| Foreclosure | 0.77% |
| REO | 0.00% |
| |
| Cumulative Net Loss | 0.00% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 30.21% |
| 3mo CPR | 30.51% |
| Life CPR | 26.87% |
|