| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-NC8 |
| Closing Date | 11/17/2004 |
| Collateral Factor Date | 10/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 63.29% |
| |
| Delinquency Status (*) | |
| 30+ Days | 2.89% |
| 60+ Days | 0.63% |
| 90+ Days | 0.29% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 0.94% |
| Foreclosure | 1.80% |
| REO | 0.18% |
| |
| Cumulative Net Loss | 0.03% |
| Loss Severity | 38.52% |
| |
| Prepayment Experience | |
| 1mo CPR | 46.02% |
| 3mo CPR | 48.07% |
| 6mo CPR | 45.62% |
| 9mo CPR | 41.33% |
| Life CPR | 38.72% |
|