| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-NC8 |
| Closing Date | 11/17/2004 |
| Collateral Factor Date | 5/1/2006 |
| |
| Performance Summary | |
| Current Pool Factor | 48.04% |
| |
| Delinquency Status (*) | |
| 30+ Days | 3.97% |
| 60+ Days | 1.33% |
| 90+ Days | 0.39% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 1.40% |
| Foreclosure | 2.94% |
| REO | 0.47% |
| |
| Cumulative Net Loss | 0.14% |
| Loss Severity | 33.27% |
| |
| Prepayment Experience | |
| 1mo CPR | 30.98% |
| 3mo CPR | 33.54% |
| 6mo CPR | 36.39% |
| 9mo CPR | 40.49% |
| 12mo CPR | 41.32% |
| Life CPR | 38.07% |
|