| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-NC8 |
| Closing Date | 11/17/2004 |
| Collateral Factor Date | 12/1/2005 |
| |
| Performance Summary | |
| Current Pool Factor | 58.04% |
| |
| Delinquency Status (*) | |
| 30+ Days | 3.85% |
| 60+ Days | 1.31% |
| 90+ Days | 0.33% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.60% |
| Foreclosure | 2.32% |
| REO | 0.29% |
| |
| Cumulative Net Loss | 0.04% |
| Loss Severity | 38.47% |
| |
| Prepayment Experience | |
| 1mo CPR | 39.12% |
| 3mo CPR | 42.04% |
| 6mo CPR | 45.64% |
| 9mo CPR | 43.60% |
| 12mo CPR | 40.58% |
| Life CPR | 38.91% |
|