| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-NC8 |
| Closing Date | 11/17/2004 |
| Collateral Factor Date | 5/1/2008 |
| |
| Performance Summary | |
| Current Pool Factor | 16.82% |
| |
| Delinquency Status (*) | |
| 30+ Days | 7.10% |
| 60+ Days | 2.78% |
| 90+ Days | 1.50% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.47% |
| Foreclosure | 6.47% |
| REO | 3.19% |
| |
| Cumulative Net Loss | 1.00% |
| Loss Severity | 61.27% |
| |
| Prepayment Experience | |
| 1mo CPR | 24.66% |
| 3mo CPR | 20.16% |
| 6mo CPR | 19.90% |
| 9mo CPR | 22.41% |
| 12mo CPR | 26.94% |
| Life CPR | 39.32% |
|