| DEAL NAME | Morgan Stanley ABS Capital I Inc. Trust 2004-NC8 |
| Closing Date | 11/17/2004 |
| Collateral Factor Date | 3/1/2009 |
| |
| Performance Summary | |
| Current Pool Factor | 14.87% |
| |
| Delinquency Status (*) | |
| 30+ Days | 11.14% |
| 60+ Days | 5.04% |
| 90+ Days | 2.97% |
| 120+ Days | 0.00% |
| |
| Bankruptcy | 2.69% |
| Foreclosure | 8.02% |
| REO | 2.83% |
| |
| Cumulative Net Loss | 1.48% |
| Loss Severity | 47.86% |
| |
| Prepayment Experience | |
| 1mo CPR | 5.56% |
| 3mo CPR | 8.35% |
| 6mo CPR | 12.66% |
| 9mo CPR | 12.36% |
| 12mo CPR | 13.68% |
| Life CPR | 34.93% |
|