| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-NC8 |
| Closing Date | 11/17/2004 |
| Collateral Factor Date | 2/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 53.34% |
| |
| Delinquency Status (*) | |
| 30+ Days | 4.09% |
| 60+ Days | 1.44% |
| 90+ Days | 0.63% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.39% |
| Foreclosure | 2.42% |
| REO | 0.54% |
| |
| Cumulative Net Loss | 0.07% |
| Loss Severity | 29.35% |
| |
| Prepayment Experience | |
| 1mo CPR | 34.35% |
| 3mo CPR | 39.11% |
| 6mo CPR | 43.68% |
| 9mo CPR | 43.70% |
| 12mo CPR | 41.85% |
| Life CPR | 38.94% |
|