| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-NC8 |
| Closing Date | 11/17/2004 |
| Collateral Factor Date | 11/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 60.54% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.30% |
| 60+ Days | 1.99% |
| 90+ Days | 1.35% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.03% |
| Foreclosure | 0.48% |
| REO | 0.09% |
| |
| Cumulative Net Loss | 0.04% |
| Loss Severity | 31.68% |
| |
| Prepayment Experience | |
| 1mo CPR | 40.76% |
| 3mo CPR | 47.92% |
| 6mo CPR | 45.86% |
| 9mo CPR | 42.74% |
| 12mo CPR | 38.89% |
| Life CPR | 38.89% |
|