| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-NC8 |
| Closing Date | 11/17/2004 |
| Collateral Factor Date | 5/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 82.67% |
| |
| Delinquency Status (*) | |
| 30+ Days | 1.83% |
| 60+ Days | 0.32% |
| 90+ Days | 0.05% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.39% |
| Foreclosure | 1.05% |
| REO | 0.01% |
| |
| Cumulative Net Loss | 0.00% |
| Loss Severity | 0.00% |
| |
| Prepayment Experience | |
| 1mo CPR | 39.19% |
| 3mo CPR | 35.94% |
| 6mo CPR | 31.02% |
| Life CPR | 31.02% |
|