| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-NC8 |
| Closing Date | 11/17/2004 |
| Collateral Factor Date | 4/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 17.25% |
| |
| Delinquency Status (*) | |
| 30+ Days | 6.92% |
| 60+ Days | 2.92% |
| 90+ Days | 1.35% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.42% |
| Foreclosure | 5.93% |
| REO | 3.22% |
| |
| Cumulative Net Loss | 0.94% |
| Loss Severity | 59.13% |
| |
| Prepayment Experience | |
| 1mo CPR | 13.41% |
| 3mo CPR | 17.05% |
| 6mo CPR | 19.88% |
| 9mo CPR | 25.28% |
| 12mo CPR | 27.71% |
| Life CPR | 39.64% |
|