SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A WAL (years) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 1 - 112 1 - 89 1 - 74 ------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 14 CPR Sensitivity To Call ------------------------------------------------------------------------------- MATURITY ----------- ------------------------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A ------------------------------------------------------------------------------------------------------- A-2 WAL (years) 3.36 2.66 3.48 2.73 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 7/25/2003 7/25/2003 7/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2024 4/25/2020 6/25/2017 Window 1 - 112 248 1 - 89 202 1 - 74 ------------------------------------------------------------------------------- 168 ------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 7.01 5.71 5.09 First Payment Date 2/25/2007 4/25/2007 5/25/2007 7/25/2006 10/25/2006 1/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2021 9/25/2017 3/25/2015 Window 37 - 112 39 - 89 212 40 - 74 ------------------------------------------------------------------------------- 171 43 - 141 ------------------------------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 6.95 5.61 4.85 First Payment Date 2/25/2007 3/25/2007 4/25/2007 7/25/2006 8/25/2006 10/25/2006 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 8/25/2019 7/25/2016 3/25/2014 Window 37 - 112 194 38 - 89 39 157 40 - 74 ------------------------------------------------------------------------------- B 129 ------------------------------------------------------------------------------------------------------- M-3 WAL (years) 6.10 4.94 4.25 6.87 5.52 4.72 First Payment Date 2/25/2007 2/25/2007 2/25/2007 7/25/2006 8/25/2006 9/25/2006 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2017 11/25/2014 10/25/2012 Window 37 - 172 38 - 137 39 - 112 ------------------------------------------------------------------------------------------------------- B-1 WAL 6.79 5.46 4.65 First Payment Date 7/25/2006 7/25/2006 8/25/2006 Expected Final Maturity 11/25/2016 3/25/2014 3/25/2012 Window 37 - 89 161 37 - 74 -------------------------------------------------------------------------------129 38 - 105 ------------------------------------------------------------------------------------------------------- B-2 WAL 6.67 5.34 4.55 First Payment Date 7/25/2006 7/25/2006 8/25/2006 Expected Final Maturity 10/25/2015 4/25/2013 7/25/2011 Window 37 - 148 37 - 118 38 - 97 ------------------------------------------------------------------------------------------------------- B-3 WAL 6.43 5.15 4.37 First Payment Date 7/25/2006 7/25/2006 7/25/2006 Expected Final Maturity 7/25/2014 4/25/2012 9/25/2010 Window 37 - 133 37 - 106 37 - 87 ------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR CALL PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------------ A-2 WAL (years) 3.36 2.66 2.16 8.22 7.46 6.64 5.81 5.28 4.87 4.25 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2007 3/25/2007 3/25/2007 5/25/2007 10/25/2007 3/25/2008 5/25/2008 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 37 - 182 37 - 157 37 - 128 39 - 96 44 - 75 49 - 61 51 - 51 ------------------------------------------------------------------------------------------------------------------------------------ A-3 WAL 1.71 1.45 1.18 0.90 0.72 0.60 0.52 First Payment Date 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 9/25/2007 2/25/2007 7/25/2006 12/25/2005 8/25/2005 4/25/2005 2/25/2005 Window 1 - 112 43 1 - 89 36 1 - 74 ------------------------------------------------------------------------------- M-1 29 1 - 22 1 - 18 1 - 14 1 - 12 ------------------------------------------------------------------------------------------------------------------------------------ A-4 WAL (years) 6.12 4.99 4.38 8.74 7.45 6.04 4.50 3.47 2.71 2.11 First Payment Date 9/25/2007 2/25/2007 7/25/2006 12/25/2005 8/25/2005 4/25/2005 2/25/2005 Expected Final Maturity 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 43 - 182 36 - 157 29 - 128 22 - 96 18 - 75 14 - 61 12 - 51 ------------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 10.16 8.66 7.01 5.30 4.45 4.12 4.12 First Payment Date 2/25/2009 4/25/2008 6/25/2007 4/25/2007 6/25/2007 8/25/2007 11/25/2007 Expected Final Maturity 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 182 50 - 157 40 - 128 38 - 96 40 - 75 42 - 61 45 - 51 ------------------------------------------------------------------------------------------------------------------------------------ M-2 WAL 10.16 8.66 7.01 5.29 4.37 3.91 3.74 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 5/25/2007 6/25/2007 7/25/2007 Expected Final Maturity 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 182 50 - 157 40 - 128 37 - 96 39 - 75 40 - 61 41 - 51 ------------------------------------------------------------------------------------------------------------------------------------ M-3 WAL 10.16 8.66 7.01 5.28 4.34 3.85 3.61 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 4/25/2007 5/25/2007 6/25/2007 Expected Final Maturity 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 182 50 - 157 40 - 128 37 - 96 38 - 75 39 - 61 40 - 51 ------------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 10.16 8.66 7.01 5.28 4.34 3.83 3.56 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 4/25/2007 5/25/2007 5/25/2007 Expected Final Maturity 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 182 50 - 157 40 - 128 37 - 96 38 - 75 39 - 61 39 - 51 ------------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 10.16 8.66 7.01 5.28 4.33 3.78 3.51 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 182 50 - 157 40 - 128 37 - 112 96 37 - 75 38 - 61 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 51 ------------------------------------------------------------------------------------------------------------------------------------ B-3 WAL (years) 6.12 4.97 4.31 10.00 8.51 6.88 5.18 4.23 3.71 3.40 First Payment Date 2/25/2007 2/25/2009 4/25/2008 6/25/2007 3/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 182 50 - 157 40 - 128 37 - 112 96 37 - 75 37 - 61 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------51
Appears in 1 contract
Samples: Computational Materials (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR ________________________________________________________________________________ Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR CALL ---------------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ---------------------------------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 2.87 2.44 1.98 1.49 1.19 0.99 0.85 First Payment Date 2/25/2004 2/25/2004 2/25/2004 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 12/25/2010 11/25/2009 9/25/2008 7/25/2007 5/25/2006 11/25/2005 8/25/2005 Window 1 - 112 86 1 - 89 73 1 - 74 ------------------------------------------------------------------------------- M-1 59 1 - 45 1 - 31 1 - 25 1 - 22 ---------------------------------------------------------------------------------------------------------------------------------- A-3 WAL (years) 6.12 4.99 4.38 11.85 10.14 8.25 6.20 4.71 3.44 2.43 First Payment Date 2/25/2007 12/25/2010 11/25/2009 9/25/2008 7/25/2007 5/25/2006 11/25/2005 8/25/2005 Expected Final Maturity 2/25/2019 12/25/2016 7/25/2014 11/25/2011 2/25/2010 12/25/2008 2/25/2008 Window 86 - 184 73 - 158 59 - 129 45 - 97 31 - 76 25 - 62 22 - 52 ---------------------------------------------------------------------------------------------------------------------------------- M-1 WAL 10.26 8.74 7.09 5.37 4.60 4.49 4.32 First Payment Date 11/25/2008 1/25/2008 3/25/2007 1/25/2007 4/25/2007 8/25/2007 2/25/2008 Expected Final Maturity 2/25/2019 12/25/2016 7/25/2014 11/25/2011 2/25/2010 12/25/2008 2/25/2008 Window 61 - 184 51 - 158 41 - 129 39 - 97 42 - 76 46 - 62 52 - 52 ---------------------------------------------------------------------------------------------------------------------------------- M-2 WAL 10.26 8.74 7.09 5.35 4.46 4.06 4.03 First Payment Date 11/25/2008 1/25/2008 3/25/2007 12/25/2006 1/25/2007 3/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2019 12/25/2016 7/25/2014 11/25/2011 2/25/2010 12/25/2008 2/25/2008 Window 37 61 - 112 184 51 - 158 41 - 129 38 - 97 39 - 89 40 76 41 - 74 ------------------------------------------------------------------------------- M-2 62 43 - 52 ---------------------------------------------------------------------------------------------------------------------------------- M-3 WAL (years) 6.12 4.97 4.31 10.26 8.74 7.09 5.35 4.40 3.92 3.73 First Payment Date 11/25/2008 1/25/2008 3/25/2007 11/25/2006 1/25/2007 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2019 12/25/2016 7/25/2014 11/25/2011 2/25/2010 12/25/2008 2/25/2008 Window 61 - 184 51 - 158 41 - 129 37 - 112 38 - 89 97 39 - 74 ------------------------------------------------------------------------------- B 76 40 - 62 42 - 52 ---------------------------------------------------------------------------------------------------------------------------------- B-1 WAL (years) 6.10 4.94 4.25 10.26 8.74 7.09 5.34 4.39 3.88 3.64 First Payment Date 2/25/2007 2/25/2007 11/25/2008 1/25/2008 3/25/2007 11/25/2006 12/25/2006 1/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2019 12/25/2016 7/25/2014 11/25/2011 2/25/2010 12/25/2008 2/25/2008 Window 61 - 184 51 - 158 41 - 129 37 - 112 97 38 - 76 39 - 62 40 - 52 ---------------------------------------------------------------------------------------------------------------------------------- B-2 WAL 10.26 8.74 7.09 5.34 4.38 3.84 3.56 First Payment Date 11/25/2008 1/25/2008 3/25/2007 11/25/2006 12/25/2006 12/25/2006 1/25/2007 Expected Final Maturity 2/25/2019 12/25/2016 7/25/2014 11/25/2011 2/25/2010 12/25/2008 2/25/2008 Window 61 - 184 51 - 158 41 - 129 37 - 89 97 38 - 76 38 - 62 39 - 52 ---------------------------------------------------------------------------------------------------------------------------------- B-3 WAL 10.25 8.73 7.08 5.33 4.35 3.81 3.50 First Payment Date 11/25/2008 1/25/2008 3/25/2007 11/25/2006 11/25/2006 12/25/2006 12/25/2006 Expected Final Maturity 2/25/2019 12/25/2016 7/25/2014 11/25/2011 2/25/2010 12/25/2008 2/25/2008 Window 61 - 184 51 - 158 41 - 129 37 - 74 -------------------------------------------------------------------------------97 37 - 76 38 - 62 38 - 52 ---------------------------------------------------------------------------------------------------------------------------------- ________________________________________________________________________________
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY --------------------------------------------------------------------------------------------------------------------------------- PPC 50 60 75 100 125 150 175 --------------------------------------------------------------------------------------------------------------------------------- A WAL (years) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 5.94 5.14 4.23 3.21 2.50 1.97 1.53 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 WINDOW 1 - 112 327 1 - 89 311 1 - 74 ------------------------------------------------------------------------------- 278 1 - 225 1 - 182 1 - 150 1 - 126 --------------------------------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 11.45 9.95 8.22 6.28 5.23 4.79 4.87 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 8/25/2006 11/25/2006 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6/25/2007 EXPECTED FINAL MATURITY 4/25/2028 3/25/2026 2/25/2023 11/25/2018 11/25/2015 9/25/2013 12/25/2011 WINDOW 63 - 298 54 - 273 43 - 236 38 - 185 41 - 149 44 - 123 48 - 102 --------------------------------------------------------------------------------------------------------------------------------- M-2 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 9/25/2006 10/25/2006 11/25/2006 EXPECTED FINAL MATURITY 11/25/2026 8/25/2024 7/25/2021 7/25/2017 9/25/2014 9/25/2012 3/25/2011 WINDOW 63 - 281 54 - 254 43 - 217 37 - 112 169 39 - 89 135 40 - 74 ------------------------------------------------------------------------------- M-2 111 41 - 93 --------------------------------------------------------------------------------------------------------------------------------- B-1 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 11.12 9.62 7.91 6.01 4.90 4.25 3.88 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 7/25/2006 8/25/2006 8/25/2006 EXPECTED FINAL MATURITY 6/25/2024 3/25/2022 2/25/2019 7/25/2015 2/25/2013 5/25/2011 1/25/2010 WINDOW 63 - 252 54 - 225 43 - 188 37 - 112 145 37 - 116 38 - 89 39 95 38 - 74 ------------------------------------------------------------------------------- B 79 --------------------------------------------------------------------------------------------------------------------------------- B-2 WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 10.52 9.07 7.44 5.63 4.57 3.95 3.57 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 7/25/2006 7/25/2006 8/25/2006 EXPECTED FINAL MATURITY 4/25/2020 3/25/2018 9/25/2015 10/25/2012 11/25/2010 7/25/2009 7/25/2008 WINDOW 63 - 202 54 - 177 43 - 147 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------73 38 - 61 ---------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Mortgage Pass THR Cert Ser 2003-He1)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR 11 Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A CALL ------- ---------------------------------------------------------------------------------------------------------------------------- PPC 50 60 75 100 125 ---------------------------------------------------------------------------------------------------------------------------- A-2 WAL (years) 3.36 2.66 2.16 5.40 4.61 3.75 2.82 2.18 First Payment Date 2/25/2004 2/25/2004 2/25/2004 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 Expected Final Maturity 5/25/2013 8/25/2018 8/25/2016 3/25/2014 6/25/2011 3/25/2010 10/25/2009 Window 1 - 112 182 1 - 89 158 1 - 74 ------------------------------------------------------------------------------- 129 1 - 96 1 - 76 ---------------------------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 10.24 8.74 7.08 5.35 4.62 First Payment Date 6/25/2008 9/25/2007 11/25/2006 9/25/2006 1/25/2007 Expected Final Maturity 8/25/2018 8/25/2016 3/25/2014 6/25/2011 10/25/2009 Window 60 - 182 51 - 158 41 - 129 39 - 96 43 - 76 ---------------------------------------------------------------------------------------------------------------------------- M-2 WAL 10.24 8.74 7.08 5.33 4.46 First Payment Date 6/25/2008 9/25/2007 11/25/2006 8/25/2006 9/25/2006 Expected Final Maturity 8/25/2018 8/25/2016 3/25/2014 6/25/2011 10/25/2009 Window 60 - 182 51 - 158 41 - 129 38 - 96 39 - 76 ---------------------------------------------------------------------------------------------------------------------------- M-3 WAL 10.24 8.74 7.08 5.32 4.40 First Payment Date 6/25/2008 9/25/2007 11/25/2006 7/25/2006 9/25/2006 Expected Final Maturity 8/25/2018 8/25/2016 3/25/2014 6/25/2011 10/25/2009 Window 60 - 182 51 - 158 41 - 129 37 - 96 39 - 76 ---------------------------------------------------------------------------------------------------------------------------- B-1 WAL 10.24 8.74 7.08 5.31 4.38 First Payment Date 2/25/2007 4/25/2007 5/25/2007 6/25/2008 9/25/2007 11/25/2006 7/25/2006 8/25/2006 Expected Final Maturity 5/25/2013 8/25/2018 8/25/2016 3/25/2014 6/25/2011 3/25/2010 10/25/2009 Window 60 - 182 51 - 158 41 - 129 37 - 112 39 96 38 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 76 ---------------------------------------------------------------------------------------------------------------------------- B-2 WAL (years) 6.12 4.97 4.31 10.24 8.74 7.08 5.31 4.37 First Payment Date 2/25/2007 3/25/2007 4/25/2007 6/25/2008 9/25/2007 11/25/2006 7/25/2006 8/25/2006 Expected Final Maturity 5/25/2013 8/25/2018 8/25/2016 3/25/2014 6/25/2011 3/25/2010 10/25/2009 Window 60 - 182 51 - 158 41 - 129 37 - 112 96 38 - 89 39 - 74 ------------------------------------------------------------------------------- B 76 ---------------------------------------------------------------------------------------------------------------------------- B-3 WAL (years) 6.10 4.94 4.25 10.22 8.72 7.06 5.30 4.34 First Payment Date 2/25/2007 2/25/2007 6/25/2008 9/25/2007 11/25/2006 7/25/2006 7/25/2006 Expected Final Maturity 8/25/2018 8/25/2016 3/25/2014 6/25/2011 10/25/2009 Window 60 - 182 51 - 158 41 - 129 37 - 96 37 - 76 ---------------------------------------------------------------------------------------------------------------------------- (TABLE CONTINUED) --------------------------------------------------------------------- PPC 150 175 --------------------------------------------------------------------- A-2 WAL 1.66 1.27 First Payment Date 7/25/2003 7/25/2003 Expected Final Maturity 7/25/2008 6/25/2006 Window 1 - 61 1 - 36 --------------------------------------------------------------------- M-1 WAL 4.55 4.20 First Payment Date 5/25/2007 6/25/2006 Expected Final Maturity 7/25/2008 9/25/2007 Window 47 - 61 36 - 51 --------------------------------------------------------------------- M-2 WAL 4.07 4.35 First Payment Date 11/25/2006 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 7/25/2008 9/25/2007 Window 37 41 - 112 37 61 44 - 89 37 51 --------------------------------------------------------------------- M-3 WAL 3.91 3.73 First Payment Date 10/25/2006 12/25/2006 Expected Final Maturity 7/25/2008 9/25/2007 Window 40 - 74 -------------------------------------------------------------------------------61 42 - 51 --------------------------------------------------------------------- B-1 WAL 3.86 3.63 First Payment Date 9/25/2006 10/25/2006 Expected Final Maturity 7/25/2008 9/25/2007 Window 39 - 61 40 - 51 --------------------------------------------------------------------- B-2 WAL 3.82 3.55 First Payment Date 8/25/2006 9/25/2006 Expected Final Maturity 7/25/2008 9/25/2007 Window 38 - 61 39 - 51 --------------------------------------------------------------------- B-3 WAL 3.78 3.48 First Payment Date 8/25/2006 8/25/2006 Expected Final Maturity 7/25/2008 9/25/2007 Window 38 - 61 38 - 51 --------------------------------------------------------------------- --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR 11 Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR ---------------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- 50 60 75 100 125 150 175 ---------------------------------------------------------------------------------------------------------------------------------- A WAL (years) 3.36 2.66 2.16 5.76 4.96 4.08 3.09 2.43 1.95 1.58 First Payment Date 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2019 6/25/2017 3/25/2015 7/25/2012 10/25/2010 8/25/2009 9/25/2008 Window 1 - 112 184 1 - 89 161 1 - 74 ------------------------------------------------------------------------------- 134 1 - 102 1 - 81 1 - 67 1 - 56 ---------------------------------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 10.33 8.94 7.37 5.61 4.65 4.18 4.02 First Payment Date 3/25/2009 6/25/2008 8/25/2007 2/25/2007 4/25/2007 6/25/2007 8/25/2007 Expected Final Maturity 5/25/2019 6/25/2017 3/25/2015 7/25/2012 10/25/2010 8/25/2009 9/25/2008 Window 62 - 184 53 - 161 43 - 134 37 - 102 39 - 81 41 - 67 43 - 56 ---------------------------------------------------------------------------------------------------------------------------------- M-2 WAL (years) 10.33 8.94 7.37 5.61 4.61 4.06 3.78 First Payment Date 3/25/2009 6/25/2008 8/25/2007 2/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2019 6/25/2017 3/25/2015 7/25/2012 10/25/2010 8/25/2009 9/25/2008 Window 62 - 184 53 - 161 43 - 134 37 - 112 102 38 - 81 39 - 89 67 40 - 74 ------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 38 - 89 39 - 74 ------------------------------------------------------------------------------- 56 ---------------------------------------------------------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 10.31 8.92 7.35 5.59 4.57 3.98 3.63 First Payment Date 3/25/2009 6/25/2008 8/25/2007 2/25/2007 2/25/2007 2/25/2007 3/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2019 6/25/2017 3/25/2015 7/25/2012 10/25/2010 8/25/2009 9/25/2008 Window 62 - 184 53 - 161 43 - 134 37 - 112 102 37 - 89 81 37 - 74 -------------------------------------------------------------------------------67 38 - 56 ----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity 1 -------------------------------------------------------------------------------- Morgan Stanley Juxx 0, 2000 Xxxxxxxxxxx Xxxxxxxx Xxxxx [XXXXXX XXXXXXX XXXX] -------------------------------------------------------------------------------- Approximately $550,791,000 Morgan Stanley ABS Capital I Inc., Series 2003-HE1 Xxxxxx Stanley ABS Capital I Inc. Xxxxxxtxx Chase Manhattan Mortgage Corporation The Provident Bank Servicers Transaction Highlights ----------------------------------------------------------------------------------------------------------------- Modified Avg Life to Duration To Call ------------------------------------------------------------------------------- CPR Offered Expected Ratings Call/ Call/ Classes Description Balance(4) (%S&P/Fitch/ Moody's) 20 25 30 ------------------------------------------------------------------------------- A WAL Mty(1)(2) Mty(1)(2)(3) ----------------------------------------------------------------------------------------------------------------- A-1 Not Offered $339,605,000 *****Not Offered***** A-2 Floater $388,363,000 AAA/AAA/Aaa 2.82 / 3.11 2.72 / 2.97 M-1 Floater $59,147,000 AA/AA/Aa2 5.35 / 5.92 5.04 / 5.50 M-2 Floater $50,048,000 A/A/A2 5.33 / 5.84 4.83 / 5.21 M-3 Floater $14,560,000 A-/A-/A3 5.32 / 5.76 4.77 / 5.09 B-1 Floater $14,104,000 BBB+/BBB+/Baa1 5.31 / 5.69 4.59 / 4.85 B-2 Floater $11,830,000 BBB/BBB/Baa2 5.31 / 5.58 4.54 / 4.72 B-3 Floater $12,739,000 BBB-/BBB-/Baa3 5.30 / 5.39 4.54 / 4.59 ----------------------------------------------------------------------------------------------------------------- (yearsTABLE CONTINUED) 3.36 2.66 2.16 First -------------------------------------------------------------------------------- Offered Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window To Call/ Initial Classes Mty(1)(2) Subordination Level Benchmark -------------------------------------------------------------------------------- A-1 *****Not Offered***** A-2 07/03 - 06/11 / 07/03 - 01/21 20.00% 1 Mo. LIBOR M-1 09/06 - 112 06/11 / 09/06 - 03/18 13.50% 1 Mo. LIBOR M-2 08/06 - 89 06/11 / 08/06 - 01/17 8.00% 1 Mo. LIBOR M-3 07/06 - 74 ------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 06/11 / 07/06 - 112 39 05/15 6.40% 1 Mo. LIBOR B-1 07/06 - 89 40 06/11 / 07/06 - 74 ------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 08/14 4.85% 1 Mo. LIBOR B-2 07/06 - 112 38 06/11 / 07/06 - 89 39 09/13 3.55% 1 Mo. LIBOR B-3 07/06 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 06/11 / 07/06 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------08/12 2.15% 1 Mo. LIBOR --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CPR ------------------------------------------------------------------------------ MORGAN STANLEY Xxxx 0, 0000 Xecuritized Products Group MORGAN STANLEY [GRAPHIC] ------------------------------------------------------------------------------ $549,575,000 Morgan Stanley Auto Loan Trust 2003-HB1 Morgan Staxxxx XBX Xxxxxal II, Inc., Depositor Overview of the Ofxxxxx Nxxxx ----------------------------- ----------------------------------------------------------------------------------------------------------------- Expected Moody's and Class Initial Estimaxxx Principal S&P of Principal Credit Avg. Life Payment Final Expected Notes Balance Support Coupon (%yrs)(1) 20 25 30 ------------------------------------------------------------------------------- A WAL (yearsWindow(1) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 1 - 112 1 - 89 1 - 74 ------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 38 - 89 39 - 74 ------------------------------------------------------------------------------- Ratings ----------------------------------------------------------------------------------------------------------------- A-1 $408,175,000 5.75% [ ] 1.00 08/03-12/05 July 16, 2007 Aaa / AAA ----------------------------------------------------------------------------------------------------------------- A-2 $113,714,000 5.75% [ ] 2.94 12/05-09/06 April 15, 2011 Aaa / AAA ----------------------------------------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------$ 17,996,000 2.50% [ ] 1.89 03/04-09/06 April 15, 2011 A1 / A ----------------------------------------------------------------------------------------------------------------- C $ 9,690,000 .75% [ ] 1.71 03/04-07/06 April 15, 2011 Baa1 / BBB ----------------------------------------------------------------------------------------------------------------- Total $549,575,000 -----------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Asset Backed Notes Offering (Morgan Stanley Abs Capital Ii Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 12 CPR Sensitivity To Call ------------------------------------------------------------------------------- SENSITIVITY TO CALL ------- --------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A --------------------------------------------------------------------------------------- A-1 WAL (years) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 3.22 2.53 2.01 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 EXPECTED FINAL MATURITY 12/25/2012 1/25/2011 8/25/2009 WINDOW 1 - 112 114 1 - 89 91 1 - 74 ------------------------------------------------------------------------------- --------------------------------------------------------------------------------------- A-2 WAL 3.22 2.53 2.01 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 EXPECTED FINAL MATURITY 12/25/2012 1/25/2011 8/25/2009 WINDOW 1 - 114 1 - 91 1 - 74 --------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.21 5.08 4.53 FIRST PAYMENT DATE 7/25/2006 10/25/2006 12/25/2006 EXPECTED FINAL MATURITY 12/25/2012 1/25/2011 8/25/2009 WINDOW 37 - 112 39 - 89 114 40 - 91 42 - 74 ------------------------------------------------------------------------------- --------------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.21 5.04 4.37 FIRST PAYMENT DATE 7/25/2006 8/25/2006 9/25/2006 EXPECTED FINAL MATURITY 12/25/2012 1/25/2011 8/25/2009 WINDOW 37 - 112 114 38 - 89 91 39 - 74 ------------------------------------------------------------------------------- B --------------------------------------------------------------------------------------- B-1 WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.21 5.02 4.29 FIRST PAYMENT DATE 7/25/2006 7/25/2006 8/25/2006 EXPECTED FINAL MATURITY 12/25/2012 1/25/2011 8/25/2009 WINDOW 37 - 112 114 37 - 89 91 38 - 74 --------------------------------------------------------------------------------------- B-2 WAL 6.12 4.93 4.20 FIRST PAYMENT DATE 7/25/2006 7/25/2006 7/25/2006 EXPECTED FINAL MATURITY 12/25/2012 1/25/2011 8/25/2009 WINDOW 37 - 114 37 - 91 37 - 74 ---------------------------------------------------------------------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Mortgage Pass THR Cert Ser 2003-He1)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- SENSITIVITY TO MATURITY ----------- --------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A --------------------------------------------------------------------------------------- A-1 WAL (years) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 3.49 2.75 2.20 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 EXPECTED FINAL MATURITY 9/25/2023 1/25/2020 4/25/2017 WINDOW 1 - 112 243 1 - 89 199 1 - 74 ------------------------------------------------------------------------------- 166 --------------------------------------------------------------------------------------- A-2 WAL 3.49 2.75 2.20 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 EXPECTED FINAL MATURITY 9/25/2023 1/25/2020 4/25/2017 WINDOW 1 - 243 1 - 199 1 - 166 --------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.83 5.60 4.96 FIRST PAYMENT DATE 7/25/2006 10/25/2006 12/25/2006 EXPECTED FINAL MATURITY 3/25/2020 1/25/2017 9/25/2014 WINDOW 37 - 112 201 40 - 163 42 - 135 --------------------------------------------------------------------------------------- M-2 WAL 6.75 5.49 4.75 FIRST PAYMENT DATE 7/25/2006 8/25/2006 9/25/2006 EXPECTED FINAL MATURITY 10/25/2018 11/25/2015 9/25/2013 WINDOW 37 - 184 38 - 149 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 123 --------------------------------------------------------------------------------------- B-1 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.55 5.30 4.54 FIRST PAYMENT DATE 7/25/2006 7/25/2006 8/25/2006 EXPECTED FINAL MATURITY 9/25/2016 2/25/2014 3/25/2012 WINDOW 37 - 112 159 37 - 128 38 - 89 39 - 74 ------------------------------------------------------------------------------- B 105 --------------------------------------------------------------------------------------- B-2 WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.15 4.95 4.22 FIRST PAYMENT DATE 7/25/2006 7/25/2006 7/25/2006 EXPECTED FINAL MATURITY 9/25/2013 8/25/2011 2/25/2010 WINDOW 37 - 112 123 37 - 89 98 37 - 74 -------------------------------------------------------------------------------80 --------------------------------------------------------------------------------------- --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Mortgage Pass THR Cert Ser 2003-He1)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- SENSITIVITY TO MATURITY ---------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------- A WAL (years) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 3.49 2.75 2.20 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 EXPECTED FINAL MATURITY 9/25/2023 1/25/2020 4/25/2017 WINDOW 1 - 112 243 1 - 89 199 1 - 74 ------------------------------------------------------------------------------- 166 ---------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.83 5.60 4.96 FIRST PAYMENT DATE 7/25/2006 10/25/2006 12/25/2006 EXPECTED FINAL MATURITY 3/25/2020 1/25/2017 9/25/2014 WINDOW 37 - 112 201 40 - 163 42 - 135 ---------------------------------------------------------------------------------------- M-2 WAL 6.75 5.49 4.75 FIRST PAYMENT DATE 7/25/2006 8/25/2006 9/25/2006 EXPECTED FINAL MATURITY 10/25/2018 11/25/2015 9/25/2013 WINDOW 37 - 184 38 - 149 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 123 ---------------------------------------------------------------------------------------- B-1 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.55 5.30 4.54 FIRST PAYMENT DATE 7/25/2006 7/25/2006 8/25/2006 EXPECTED FINAL MATURITY 9/25/2016 2/25/2014 3/25/2012 WINDOW 37 - 112 159 37 - 128 38 - 89 39 - 74 ------------------------------------------------------------------------------- B 105 ---------------------------------------------------------------------------------------- B-2 WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.15 4.95 4.22 FIRST PAYMENT DATE 7/25/2006 7/25/2006 7/25/2006 EXPECTED FINAL MATURITY 9/25/2013 8/25/2011 2/25/2010 WINDOW 37 - 112 123 37 - 89 98 37 - 74 -------------------------------------------------------------------------------80 ----------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Mortgage Pass THR Cert Ser 2003-He1)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CPR 12 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ---- ------------------------------------------------------------------------------------------------------------------------------ A-2 WAL (yearsYRS) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 5.76 4.96 4.07 3.08 2.39 1.86 1.25 FIRST PAYMENT DATE 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 EXPECTED FINAL MATURITY 2/25/2031 4/25/2029 1/25/2026 3/25/2021 8/25/2017 1/25/2015 9/25/2006 WINDOW 1 - 112 329 1 - 89 307 1 - 74 ------------------------------------------------------------------------------- 268 1 - 210 1 - 167 1 - 136 1 - 36 ---- ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL (years) 6.12 4.99 11.07 9.49 7.72 5.87 5.03 4.90 5.95 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 12/25/2006 4/25/2007 8/25/2007 9/25/2006 EXPECTED FINAL MATURITY 8/25/2028 3/25/2026 9/25/2022 4/25/2018 4/25/2015 2/25/2013 2/25/2013 WINDOW 60 - 299 50 - 270 40 - 228 39 - 175 43 - 139 47 - 113 36 - 113 ---- ------------------------------------------------------------------------------------------------------------------------------ M-2 WAL 11.00 9.41 7.65 5.78 4.82 4.38 First Payment Date 4.33 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 11/25/2006 1/25/2007 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window EXPECTED FINAL MATURITY 3/25/2027 8/25/2024 3/25/2021 1/25/2017 3/25/2014 4/25/2012 10/25/2010 WINDOW 60 - 282 50 - 251 40 - 210 38 - 160 40 - 126 41 - 103 44 - 85 ---- ------------------------------------------------------------------------------------------------------------------------------ M-3 WAL 10.90 9.31 7.55 5.70 4.69 4.17 3.94 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 10/25/2006 12/25/2006 1/25/2007 3/25/2007 EXPECTED FINAL MATURITY 12/25/2024 5/25/2022 3/25/2019 5/25/2015 12/25/2012 3/25/2011 11/25/2009 WINDOW 60 - 255 50 - 224 40 - 186 37 - 112 140 39 - 89 111 40 - 90 42 - 74 ------------------------------------------------------------------------------- M-2 ---- ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 10.79 9.21 7.46 5.62 4.62 4.07 3.80 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 10/25/2006 11/25/2006 12/25/2006 1/25/2007 EXPECTED FINAL MATURITY 10/25/2023 3/25/2021 2/25/2018 8/25/2014 4/25/2012 8/25/2010 6/25/2009 WINDOW 60 - 241 50 - 210 40 - 173 37 - 112 131 38 - 89 103 39 - 74 ------------------------------------------------------------------------------- B 83 40 - 69 ---- ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 10.64 9.06 7.34 5.52 4.53 3.97 3.67 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 10/25/2006 11/25/2006 11/25/2006 12/25/2006 EXPECTED FINAL MATURITY 5/25/2022 11/25/2019 12/25/2016 9/25/2013 7/25/2011 1/25/2010 12/25/2008 WINDOW 60 - 224 50 - 194 40 - 159 37 - 112 120 38 - 94 38 - 76 39 - 63 ---- ------------------------------------------------------------------------------------------------------------------------------ B-3 WAL 10.35 8.80 7.11 5.35 4.38 3.83 3.52 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 10/25/2006 10/25/2006 11/25/2006 11/25/2006 EXPECTED FINAL MATURITY 12/25/2020 8/25/2018 11/25/2015 10/25/2012 11/25/2010 7/25/2009 7/25/2008 WINDOW 60 - 207 50 - 179 40 - 146 37 - 89 109 37 - 74 -------------------------------------------------------------------------------86 38 - 70 38 - 58 -----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitization Agreement (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR ________________________________________________________________________________ Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR MATURITY ----------------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ----------------------------------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 2.87 2.44 1.98 1.49 1.19 0.99 0.85 First Payment Date 2/25/2004 2/25/2004 2/25/2004 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 12/25/2010 11/25/2009 9/25/2008 7/25/2007 5/25/2006 11/25/2005 8/25/2005 Window 1 - 112 86 1 - 89 73 1 - 74 ------------------------------------------------------------------------------- M-1 59 1 - 45 1 - 31 1 - 25 1 - 22 ----------------------------------------------------------------------------------------------------------------------------------- A-3 WAL (years) 6.12 4.99 4.38 13.19 11.45 9.43 7.17 5.52 4.14 2.65 First Payment Date 2/25/2007 12/25/2010 11/25/2009 9/25/2008 7/25/2007 5/25/2006 11/25/2005 8/25/2005 Expected Final Maturity 4/25/2031 7/25/2029 4/25/2026 6/25/2021 11/25/2017 4/25/2015 5/25/2013 Window 86 - 330 73 - 309 59 - 270 45 - 212 31 - 169 25 - 138 22 - 115 ----------------------------------------------------------------------------------------------------------------------------------- M-1 WAL 11.14 9.56 7.80 5.93 5.05 4.85 5.74 First Payment Date 11/25/2008 1/25/2008 3/25/2007 1/25/2007 4/25/2007 8/25/2007 3/25/2008 Expected Final Maturity 11/25/2028 6/25/2026 1/25/2023 7/25/2018 7/25/2015 5/25/2013 2/25/2012 Window 61 - 301 51 - 272 41 - 231 39 - 177 42 - 141 46 - 115 53 - 100 ----------------------------------------------------------------------------------------------------------------------------------- M-2 WAL 11.07 9.49 7.73 5.85 4.86 4.39 4.29 First Payment Date 11/25/2008 1/25/2008 3/25/2007 12/25/2006 1/25/2007 3/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2027 11/25/2024 6/25/2021 5/25/2017 7/25/2014 7/25/2012 1/25/2011 Window 37 61 - 112 283 51 - 253 41 - 212 38 - 163 39 - 89 40 129 41 - 74 ------------------------------------------------------------------------------- M-2 105 43 - 87 ----------------------------------------------------------------------------------------------------------------------------------- M-3 WAL (years) 6.12 4.97 4.31 10.97 9.39 7.64 5.78 4.75 4.20 3.95 First Payment Date 11/25/2008 1/25/2008 3/25/2007 11/25/2006 1/25/2007 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 4/25/2025 9/25/2022 6/25/2019 9/25/2015 3/25/2013 6/25/2011 3/25/2010 2/25/2010 Window 61 - 258 51 - 227 41 - 188 37 - 112 38 - 89 143 39 - 74 ------------------------------------------------------------------------------- B 113 40 - 92 42 - 76 ----------------------------------------------------------------------------------------------------------------------------------- B-1 WAL (years) 6.10 4.94 4.25 10.88 9.31 7.57 5.71 4.69 4.12 3.83 First Payment Date 2/25/2007 2/25/2007 11/25/2008 1/25/2008 3/25/2007 11/25/2006 12/25/2006 1/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 4/25/2024 9/25/2021 7/25/2018 1/25/2015 8/25/2012 1/25/2011 10/25/2009 Window 61 - 246 51 - 215 41 - 177 37 - 112 135 38 - 106 39 - 87 40 - 72 ----------------------------------------------------------------------------------------------------------------------------------- B-2 WAL 10.72 9.15 7.44 5.61 4.59 4.01 3.70 First Payment Date 11/25/2008 1/25/2008 3/25/2007 11/25/2006 12/25/2006 12/25/2006 1/25/2007 Expected Final Maturity 12/25/2022 6/25/2020 7/25/2017 2/25/2014 12/25/2011 6/25/2010 4/25/2009 Window 61 - 230 51 - 200 41 - 165 37 - 89 124 38 - 98 38 - 80 39 - 66 ----------------------------------------------------------------------------------------------------------------------------------- B-3 WAL 10.39 8.87 7.19 5.41 4.42 3.86 3.54 First Payment Date 11/25/2008 1/25/2008 3/25/2007 11/25/2006 11/25/2006 12/25/2006 12/25/2006 Expected Final Maturity 1/25/2021 8/25/2018 1/25/2016 12/25/2012 1/25/2011 9/25/2009 9/25/2008 Window 61 - 207 51 - 178 41 - 147 37 - 74 -------------------------------------------------------------------------------110 37 - 87 38 - 71 38 - 59 ----------------------------------------------------------------------------------------------------------------------------------- ________________________________________________________________________________
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 14 CPR Sensitivity To Call ------------------------------------------------------------------------------- CALL ------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A ----------------------- ---------- ---------- ---------- A-2 WAL (years) 3.36 2.66 2.16 3.22 2.51 1.98 First Payment Date 2/25/2004 2/25/2004 2/25/2004 7/25/2003 7/25/2003 7/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2013 2/25/2011 9/25/2009 Window 1 - 112 116 1 - 89 92 1 - 74 ------------------------------------------------------------------------------- M-1 75 A-3 WAL (years) 6.12 4.99 4.38 1.38 1.09 0.89 First Payment Date 2/25/2007 4/25/2007 5/25/2007 7/25/2003 7/25/2003 7/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 8/25/2006 11/25/2005 6/25/2005 Window 1 - 38 1 - 29 1 - 24 A-4 WAL 6.43 5.01 3.89 First Payment Date 8/25/2006 11/25/2005 6/25/2005 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 38 - 116 29 - 92 24 - 75 M-1 WAL 6.34 5.17 4.63 First Payment Date 7/25/2006 10/25/2006 1/25/2007 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 112 39 - 89 116 40 - 74 ------------------------------------------------------------------------------- 92 43 - 75 M-2 WAL (years) 6.12 4.97 4.31 6.34 5.12 4.44 First Payment Date 2/25/2007 3/25/2007 4/25/2007 7/25/2006 8/25/2006 10/25/2006 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2013 2/25/2011 9/25/2009 Window 37 - 112 116 38 - 89 39 92 40 - 74 ------------------------------------------------------------------------------- B 75 M-3 WAL (years) 6.10 4.94 4.25 6.34 5.10 4.37 First Payment Date 2/25/2007 2/25/2007 2/25/2007 7/25/2006 8/25/2006 9/25/2006 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2013 2/25/2011 9/25/2009 Window 37 - 112 116 38 - 92 39 - 75 B-1 WAL 6.34 5.10 4.35 First Payment Date 7/25/2006 7/25/2006 8/25/2006 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 89 116 37 - 74 -------------------------------------------------------------------------------92 38 - 75 B-2 WAL 6.34 5.08 4.33 First Payment Date 7/25/2006 7/25/2006 8/25/2006 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 116 37 - 92 38 - 75 B-3 WAL 6.33 5.07 4.30 First Payment Date 7/25/2006 7/25/2006 7/25/2006 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 116 37 - 92 37 - 75
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 15 CPR Sensitivity To Call ------------------------------------------------------------------------------- MATURITY ------------------------------------------------------------------------ CPR (%) 20 25 30 ------------------------------------------------------------------------------- A ------------------------------------------------------------------------ A-2 WAL (yearsyrs) 3.36 2.66 2.16 3.70 2.92 2.35 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2024 1/25/2021 2/25/2018 Window 1 - 112 249 1 - 89 203 1 - 74 ------------------------------------------------------------------------------- 168 ------------------------------------------------------------------------ M-1 WAL (years) 6.12 4.99 4.38 6.93 5.60 4.86 First Payment Date 2/25/2007 3/25/2007 4/25/2007 6/25/2007 Expected Final Maturity 7/25/2020 5/25/2017 1/25/2015 Window 37 - 197 38 - 159 40 - 131 ------------------------------------------------------------------------ M-2 WAL 6.82 5.49 4.70 First Payment Date 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 4/25/2018 6/25/2015 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 170 38 - 136 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 111 ------------------------------------------------------------------------ M-3 WAL (years) 6.12 4.97 4.31 6.74 5.42 4.62 First Payment Date 2/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 1/25/2017 6/25/2014 8/25/2012 Window 37 - 112 155 37 - 124 38 - 89 39 - 74 ------------------------------------------------------------------------------- B 102 ------------------------------------------------------------------------ B-1 WAL (years) 6.10 4.94 4.25 6.65 5.34 4.54 First Payment Date 2/25/2007 2/25/2007 2/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2016 11/25/2013 2/25/2012 Window 37 - 112 147 37 - 89 117 38 - 96 ------------------------------------------------------------------------ B-2 WAL 6.50 5.22 4.44 First Payment Date 3/25/2007 3/25/2007 3/25/2007 Expected Final Maturity 5/25/2015 2/25/2013 6/25/2011 Window 37 - 74 -------------------------------------------------------------------------------135 37 - 108 37 - 88 ------------------------------------------------------------------------ B-3 WAL 6.22 4.99 4.23 First Payment Date 3/25/2007 3/25/2007 3/25/2007 Expected Final Maturity 2/25/2014 2/25/2012 8/25/2010 Window 37 - 120 37 - 96 37 - 78 ------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR CALL ----------------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ----------------------------------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 5.36 4.56 3.70 2.77 2.13 1.64 1.27 First Payment Date 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 3/25/2019 1/25/2017 8/25/2014 1/25/2012 4/25/2010 2/25/2009 4/25/2008 Window 1 - 112 182 1 - 89 156 1 - 74 ------------------------------------------------------------------------------- M-1 127 1 - 96 1 - 75 1 - 61 1 - 51 ----------------------------------------------------------------------------------------------------------------------------------- A-3 WAL (years) 6.12 4.99 4.38 2.92 2.47 2.00 1.49 1.18 0.97 0.82 First Payment Date 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 7/25/2011 5/25/2010 2/25/2009 11/25/2007 8/25/2006 3/25/2006 10/25/2005 Window 1 - 90 1 - 76 1 - 61 1 - 46 1 - 31 1 - 26 1 - 21 ----------------------------------------------------------------------------------------------------------------------------------- A-4 WAL 11.96 10.21 8.29 6.23 4.72 3.46 2.46 First Payment Date 7/25/2011 5/25/2010 2/25/2009 11/25/2007 8/25/2006 3/25/2006 10/25/2005 Expected Final Maturity 3/25/2019 1/25/2017 8/25/2014 1/25/2012 4/25/2010 2/25/2009 4/25/2008 Window 90 - 182 76 - 156 61 - 127 46 - 96 31 - 75 26 - 61 21 - 51 ----------------------------------------------------------------------------------------------------------------------------------- M-1 WAL 10.14 8.63 6.98 5.31 4.55 4.41 4.24 First Payment Date 1/25/2009 3/25/2008 5/25/2007 4/25/2007 7/25/2007 11/25/2007 4/25/2008 Expected Final Maturity 3/25/2019 1/25/2017 8/25/2014 1/25/2012 4/25/2010 2/25/2009 4/25/2008 Window 60 - 182 50 - 156 40 - 127 39 - 96 42 - 75 46 - 61 51 - 51 ----------------------------------------------------------------------------------------------------------------------------------- M-2 WAL 10.14 8.63 6.98 5.29 4.41 4.01 3.96 First Payment Date 1/25/2009 3/25/2008 5/25/2007 3/25/2007 4/25/2007 6/25/2007 8/25/2007 Expected Final Maturity 3/25/2019 1/25/2017 8/25/2014 1/25/2012 4/25/2010 2/25/2009 4/25/2008 Window 60 - 182 50 - 156 40 - 127 38 - 96 39 - 75 41 - 61 43 - 51 ----------------------------------------------------------------------------------------------------------------------------------- M-3 WAL 10.14 8.63 6.98 5.28 4.36 3.88 3.68 First Payment Date 1/25/2009 3/25/2008 5/25/2007 2/25/2007 4/25/2007 5/25/2007 6/25/2007 Expected Final Maturity 3/25/2019 1/25/2017 8/25/2014 1/25/2012 4/25/2010 2/25/2009 4/25/2008 Window 60 - 182 50 - 156 40 - 127 37 - 96 39 - 75 40 - 61 41 - 51 ----------------------------------------------------------------------------------------------------------------------------------- B-1 WAL 10.14 8.63 6.98 5.28 4.33 3.83 3.59 First Payment Date 1/25/2009 3/25/2008 5/25/2007 2/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 3/25/2019 1/25/2017 8/25/2014 1/25/2012 4/25/2010 2/25/2009 4/25/2008 Window 60 - 182 50 - 156 40 - 127 37 - 112 96 38 - 75 39 - 89 61 40 - 74 ------------------------------------------------------------------------------- M-2 51 ----------------------------------------------------------------------------------------------------------------------------------- B-2 WAL (years) 6.12 4.97 4.31 10.14 8.63 6.98 5.28 4.33 3.80 3.53 First Payment Date 1/25/2009 3/25/2008 5/25/2007 2/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 3/25/2019 1/25/2017 8/25/2014 1/25/2012 4/25/2010 2/25/2009 4/25/2008 Window 60 - 182 50 - 156 40 - 127 37 - 112 96 38 - 89 75 38 - 61 39 - 74 ------------------------------------------------------------------------------- B 51 ----------------------------------------------------------------------------------------------------------------------------------- B-3 WAL (years) 6.10 4.94 4.25 10.07 8.57 6.94 5.23 4.27 3.75 3.45 First Payment Date 1/25/2009 3/25/2008 5/25/2007 2/25/2007 2/25/2007 2/25/2007 3/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 3/25/2019 1/25/2017 8/25/2014 1/25/2012 4/25/2010 2/25/2009 4/25/2008 Window 60 - 182 50 - 156 40 - 127 37 - 112 96 37 - 89 75 37 - 74 -------------------------------------------------------------------------------61 38 - 51 -----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 15 CPR Sensitivity To Call ------------------------------------------------------------------------------- MATURITY ----------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A ----------------------- ---------- ---------- ---------- A-2 WAL (years) 3.36 2.66 3.48 2.73 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 7/25/2003 7/25/2003 7/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2024 4/25/2020 6/25/2017 Window 1 - 112 248 1 - 89 202 1 - 74 ------------------------------------------------------------------------------- M-1 168 A-3 WAL (years) 6.12 4.99 4.38 1.38 1.09 0.89 First Payment Date 2/25/2007 4/25/2007 5/25/2007 7/25/2003 7/25/2003 7/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 8/25/2006 11/25/2005 6/25/2005 Window 1 - 38 1 - 29 1 - 24 A-4 WAL 7.16 5.61 4.40 First Payment Date 8/25/2006 11/25/2005 6/25/2005 Expected Final Maturity 2/25/2024 4/25/2020 6/25/2017 Window 38 - 248 29 - 202 24 - 168 M-1 WAL 7.01 5.71 5.09 First Payment Date 7/25/2006 10/25/2006 1/25/2007 Expected Final Maturity 2/25/2021 9/25/2017 3/25/2015 Window 37 - 112 39 - 89 212 40 - 74 ------------------------------------------------------------------------------- 171 43 - 141 M-2 WAL (years) 6.12 4.97 4.31 6.95 5.61 4.85 First Payment Date 2/25/2007 3/25/2007 4/25/2007 7/25/2006 8/25/2006 10/25/2006 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 8/25/2019 7/25/2016 3/25/2014 Window 37 - 112 194 38 - 89 39 157 40 - 74 ------------------------------------------------------------------------------- B 129 M-3 WAL (years) 6.10 4.94 4.25 6.87 5.52 4.72 First Payment Date 2/25/2007 2/25/2007 2/25/2007 7/25/2006 8/25/2006 9/25/2006 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2017 11/25/2014 10/25/2012 Window 37 - 172 38 - 137 39 - 112 B-1 WAL 6.79 5.46 4.65 First Payment Date 7/25/2006 7/25/2006 8/25/2006 Expected Final Maturity 11/25/2016 3/25/2014 3/25/2012 Window 37 - 89 161 37 - 74 -------------------------------------------------------------------------------129 38 - 105 B-2 WAL 6.67 5.34 4.55 First Payment Date 7/25/2006 7/25/2006 8/25/2006 Expected Final Maturity 10/25/2015 4/25/2013 7/25/2011 Window 37 - 148 37 - 118 38 - 97 B-3 WAL 6.43 5.15 4.37 First Payment Date 7/25/2006 7/25/2006 7/25/2006 Expected Final Maturity 7/25/2014 4/25/2012 9/25/2010 Window 37 - 133 37 - 106 37 - 87
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CPR MORGAN STANLEY 12 ------------------------------------------------------------------------------ MORGAN STANLEY Xxxx 0, 0000 Xecuritized Products Group MORGAN STANLEY [GRAPHIC] ------------------------------------------------------------------------------ Distribution of Receivables by Remaining Stated Term to Scheduled Maturity No. of Total Dollar Principal Remaining Stated Term Receivables (#) Amount ($) Balance (%) 20 --------------------- --------------- ---------- ----------- 13 - 18 Months 142 $ 672,567.64 .12% 19 - 24 Months 558 4,012,370.52 .72 25 - 30 ------------------------------------------------------------------------------- A WAL (years) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 1 Months 772 5,836,030.32 1.05 31 - 112 1 - 89 1 - 74 ------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 36 Months 1,579 14,993,843.98 2.71 37 - 112 39 42 Months 3,189 34,515,276.92 6.23 43 - 89 40 48 Months 6,487 86,764,491.33 15.67 49 - 74 ------------------------------------------------------------------------------- M-2 WAL 54 Months 6,102 97,036,972.01 17.52 55 - 60 Months 7,993 138,472,532.33 25.01 61 - 72 Months 7,351 151,992,013.93 27.45 >= 73 720 19,431,602.66 3.51 ------------------------------------------------------------------------------------------------------------------- Total 34,893 $553,727,701.64 100.00% =================================================================================================================== Column totals may not add to 100.00% due to rounding. Distribution of Receivables by Stated Original Trm to Scheduled Maturity No. of Total Dollar Principal Stated Original Term Receivables (years#) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window Amount ($) Balance (%) -------------------- --------------- ---------- ----------- 19 - 24 Months 111 $ 830,440.31 .15% 25 - 30 Months 28 197,168.23 .04 31 - 36 Months 1,269 11,120,562.06 2.01 37 - 112 38 42 Months 300 2,247,861.14 .41 43 - 89 39 48 Months 2,518 25,942,874.98 4.69 49 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 54 Months 1,255 12,521,862.47 2.26 55 - 112 37 60 Months 13,122 191,040,648.83 34.50 61 - 89 37 - 74 -------------------------------------------------------------------------------72 Months 14,343 261,155,565.46 47.16 >= 73 1,947 48,670,718.16 8.79 ------------------------------------------------------------------------------------------------------------------- Total 34,893 $553,727,701.64 100.00% =================================================================================================================== Column totals may not add to 100.00% due to rounding.
Appears in 1 contract
Samples: Asset Backed Notes Offering (Morgan Stanley Abs Capital Ii Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- ------------------------------------------------------------------------------ Page 13 15 CPR Sensitivity To Call ------------------------------------------------------------------------------- CALL --------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A --------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 3.27 2.56 2.03 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 1 - 112 116 1 - 89 92 1 - 74 ------------------------------------------------------------------------------- 75 --------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 6.33 5.15 4.57 First Payment Date 2/25/2007 3/25/2007 6/25/2007 8/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 40 - 92 42 - 75 --------------------------------------------------------------------------------------- M-2 WAL 6.33 5.10 4.41 First Payment Date 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 112 116 38 - 92 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 75 --------------------------------------------------------------------------------------- M-3 WAL (years) 6.12 4.97 4.31 6.33 5.09 4.35 First Payment Date 2/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 38 - 92 39 - 75 --------------------------------------------------------------------------------------- B-1 WAL 6.33 5.08 4.33 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 112 116 37 - 92 38 - 89 39 - 74 ------------------------------------------------------------------------------- B 75 --------------------------------------------------------------------------------------- B-2 WAL (years) 6.10 4.94 4.25 6.33 5.07 4.32 First Payment Date 2/25/2007 2/25/2007 2/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 112 116 37 - 89 92 38 - 75 --------------------------------------------------------------------------------------- B-3 WAL 6.28 5.03 4.27 First Payment Date 3/25/2007 3/25/2007 3/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 74 -------------------------------------------------------------------------------116 37 - 92 37 - 75 ---------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 14 CPR Sensitivity To Call Maturity ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A WAL (years) 3.36 2.66 2.16 3.65 2.90 2.35 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 1/25/2024 6/25/2020 9/25/2017 Window 1 - 112 240 1 - 89 197 1 - 74 164 ------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 6.68 5.46 4.76 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 4/25/2019 5/25/2016 4/25/2014 Window 37 - 112 183 39 - 89 148 40 - 74 123 ------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 6.58 5.36 4.63 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2017 4/25/2015 4/25/2013 Window 37 - 112 166 38 - 89 135 39 - 74 111 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 6.31 5.12 4.38 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2016 10/25/2013 2/25/2012 Window 37 - 112 145 37 - 89 117 37 - 74 97 -------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR MATURITY ------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 ------------------------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 5.72 4.92 4.03 3.04 2.36 First Payment Date 2/25/2004 2/25/2004 2/25/2004 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 3/25/2031 5/25/2029 3/25/2026 5/25/2021 10/25/2017 Window 1 - 112 329 1 - 89 307 1 - 74 ------------------------------------------------------------------------------- 269 1 - 211 1 - 168 ------------------------------------------------------------------------------------------------------------------------- M-1 WAL 11.08 9.51 7.75 5.89 5.02 First Payment Date 10/25/2008 1/25/2008 3/25/2007 1/25/2007 4/25/2007 Expected Final Maturity 8/25/2028 4/25/2026 10/25/2022 5/25/2018 5/25/2015 Window 60 - 298 51 - 270 41 - 228 39 - 175 42 - 139 ------------------------------------------------------------------------------------------------------------------------- M-2 WAL 11.00 9.43 7.67 5.81 4.82 First Payment Date 10/25/2008 1/25/2008 3/25/2007 12/25/2006 1/25/2007 Expected Final Maturity 2/25/2027 8/25/2024 4/25/2021 2/25/2017 5/25/2014 Window 60 - 280 51 - 250 41 - 210 38 - 160 39 - 127 ------------------------------------------------------------------------------------------------------------------------- M-3 WAL 10.90 9.33 7.58 5.73 4.71 First Payment Date 10/25/2008 1/25/2008 3/25/2007 11/25/2006 1/25/2007 Expected Final Maturity 10/25/2024 3/25/2022 1/25/2019 5/25/2015 12/25/2012 Window 60 - 252 51 - 221 41 - 183 37 - 139 39 - 110 ------------------------------------------------------------------------------------------------------------------------- B-1 WAL 10.83 9.26 7.52 5.67 4.66 First Payment Date 10/25/2008 1/25/2008 3/25/2007 11/25/2006 12/25/2006 Expected Final Maturity 1/25/2024 7/25/2021 6/25/2018 11/25/2014 7/25/2012 Window 60 - 243 51 - 213 41 - 176 37 - 133 38 - 105 ------------------------------------------------------------------------------------------------------------------------- B-2 WAL 10.71 9.14 7.42 5.59 4.58 First Payment Date 10/25/2008 1/25/2008 3/25/2007 11/25/2006 12/25/2006 Expected Final Maturity 1/25/2023 7/25/2020 8/25/2017 3/25/2014 1/25/2012 Window 60 - 231 51 - 201 41 - 166 37 - 125 38 - 99 ------------------------------------------------------------------------------------------------------------------------- B-3 WAL 10.44 8.89 7.21 5.43 4.44 First Payment Date 10/25/2008 1/25/2008 3/25/2007 11/25/2006 11/25/2006 Expected Final Maturity 6/25/2021 2/25/2019 5/25/2016 3/25/2013 3/25/2011 Window 60 - 212 51 - 184 41 - 151 37 - 113 37 - 89 ------------------------------------------------------------------------------------------------------------------------- TABLE (yearsCONTINUED) 6.12 4.99 4.38 ----------------------------------------------------------------------- PPC (%) 150 175 ----------------------------------------------------------------------- A-2 WAL (yrs) 1.83 1.33 First Payment Date 11/25/2003 11/25/2003 Expected Final Maturity 3/25/2015 4/25/2013 Window 1 - 137 1 - 114 ----------------------------------------------------------------------- M-1 WAL 4.83 5.71 First Payment Date 8/25/2007 2/25/2008 Expected Final Maturity 3/25/2013 1/25/2012 Window 46 - 113 52 - 99 ----------------------------------------------------------------------- M-2 WAL 4.35 4.25 First Payment Date 3/25/2007 5/25/2007 Expected Final Maturity 5/25/2012 11/25/2010 Window 41 - 103 43 - 85 ----------------------------------------------------------------------- M-3 WAL 4.17 3.93 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 3/25/2011 12/25/2009 Window 37 - 112 39 40 - 89 40 42 - 74 ------------------------------------------------------------------------------- M-2 ----------------------------------------------------------------------- B-1 WAL (years) 6.12 4.97 4.31 4.11 3.83 First Payment Date 2/25/2007 1/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2010 9/25/2009 Window 37 - 112 38 - 89 39 - 74 ------------------------------------------------------------------------------- B 85 41 - 71 ----------------------------------------------------------------------- B-2 WAL (years) 6.10 4.94 4.25 4.02 3.72 First Payment Date 2/25/2007 2/25/2007 2/25/2007 1/25/2007 1/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 6/25/2010 4/25/2009 Window 37 39 - 112 37 80 39 - 89 37 66 ----------------------------------------------------------------------- B-3 WAL 3.87 3.56 First Payment Date 12/25/2006 12/25/2006 Expected Final Maturity 10/25/2009 10/25/2008 Window 38 - 74 -------------------------------------------------------------------------------72 38 - 60 -----------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR ------------------------------------------------------------------------------- Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR ------- ---------------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ---------------------------------------------------------------------------------------------------------------------------------- A-1 WAL (years) 3.36 2.66 2.16 5.74 4.92 4.02 3.02 2.35 1.86 1.47 First Payment Date 2/25/2004 2/25/2004 2/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2020 2/25/2018 9/25/2015 1/25/2013 3/25/2011 12/25/2009 1/25/2009 Window 1 - 112 189 1 - 89 165 1 - 74 ------------------------------------------------------------------------------- 136 1 - 104 1 - 82 1 - 67 1 - 56 ---------------------------------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 10.60 9.14 7.47 5.67 4.71 4.28 4.26 First Payment Date 2/25/2007 4/25/2007 5/25/2007 8/25/2009 10/25/2008 12/25/2007 7/25/2007 9/25/2007 12/25/2007 3/25/2008 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2020 2/25/2018 9/25/2015 1/25/2013 3/25/2011 12/25/2009 1/25/2009 Window 37 63 - 112 39 189 53 - 89 165 43 - 136 38 - 104 40 - 74 ------------------------------------------------------------------------------- 82 43 - 67 46 - 56 ---------------------------------------------------------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 10.60 9.14 7.47 5.67 4.65 4.11 3.89 First Payment Date 2/25/2007 3/25/2007 4/25/2007 8/25/2009 10/25/2008 12/25/2007 6/25/2007 8/25/2007 9/25/2007 11/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2020 2/25/2018 9/25/2015 1/25/2013 3/25/2011 12/25/2009 1/25/2009 Window 63 - 189 53 - 165 43 - 136 37 - 112 38 - 89 104 39 - 74 ------------------------------------------------------------------------------- B 82 40 - 67 42 - 56 ---------------------------------------------------------------------------------------------------------------------------------- B-1 WAL (years) 6.10 4.94 4.25 10.60 9.14 7.47 5.67 4.61 4.02 3.69 First Payment Date 2/25/2007 2/25/2007 2/25/2007 8/25/2009 10/25/2008 12/25/2007 6/25/2007 6/25/2007 7/25/2007 8/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2020 2/25/2018 9/25/2015 1/25/2013 3/25/2011 12/25/2009 1/25/2009 Window 63 - 189 53 - 165 43 - 136 37 - 112 104 37 - 89 82 38 - 67 39 - 56 ---------------------------------------------------------------------------------------------------------------------------------- B-2 WAL (years) 10.60 9.14 7.47 5.67 4.59 3.98 3.61 First Payment Date 8/25/2009 10/25/2008 12/25/2007 6/25/2007 6/25/2007 7/25/2007 7/25/2007 Expected Final Maturity 2/25/2020 2/25/2018 9/25/2015 1/25/2013 3/25/2011 12/25/2009 1/25/2009 Window 63 - 189 53 - 165 43 - 136 37 - 74 104 37 - 82 38 - 67 38 - 56 ---------------------------------------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------
Appears in 1 contract
Samples: Computational Materials (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CALL ------- ------------------------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A ------------------------------------------------------------------------------------------------------- A-2 WAL (years) 3.36 2.66 2.16 3.22 2.51 1.98 First Payment Date 2/25/2004 2/25/2004 2/25/2004 7/25/2003 7/25/2003 7/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2013 2/25/2011 9/25/2009 Window 1 - 112 116 1 - 89 92 1 - 74 ------------------------------------------------------------------------------- 75 ------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 6.34 5.17 4.63 First Payment Date 2/25/2007 4/25/2007 5/25/2007 7/25/2006 10/25/2006 1/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2013 2/25/2011 9/25/2009 Window 37 - 112 39 - 89 116 40 - 74 ------------------------------------------------------------------------------- 92 43 - 75 ------------------------------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 6.34 5.12 4.44 First Payment Date 2/25/2007 3/25/2007 4/25/2007 7/25/2006 8/25/2006 10/25/2006 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2013 2/25/2011 9/25/2009 Window 37 - 112 116 38 - 89 39 92 40 - 74 ------------------------------------------------------------------------------- B 75 ------------------------------------------------------------------------------------------------------- M-3 WAL (years) 6.10 4.94 4.25 6.34 5.10 4.37 First Payment Date 2/25/2007 2/25/2007 2/25/2007 7/25/2006 8/25/2006 9/25/2006 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2013 2/25/2011 9/25/2009 Window 37 - 112 116 38 - 92 39 - 75 ------------------------------------------------------------------------------------------------------- B-1 WAL 6.34 5.10 4.35 First Payment Date 7/25/2006 7/25/2006 8/25/2006 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 89 116 37 - 74 -------------------------------------------------------------------------------92 38 - 75 ------------------------------------------------------------------------------------------------------- B-2 WAL 6.34 5.08 4.33 First Payment Date 7/25/2006 7/25/2006 8/25/2006 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 116 37 - 92 38 - 75 ------------------------------------------------------------------------------------------------------- B-3 WAL 6.33 5.07 4.30 First Payment Date 7/25/2006 7/25/2006 7/25/2006 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 116 37 - 92 37 - 75 ------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 WAL (years) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 5.94 5.14 4.23 3.21 2.50 1.97 1.53 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 WINDOW 1 - 112 327 1 - 89 311 1 - 74 ------------------------------------------------------------------------------- 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 WINDOW 1 - 327 1 - 311 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 11.45 9.95 8.22 6.28 5.23 4.79 4.87 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 8/25/2006 11/25/2006 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6/25/2007 EXPECTED FINAL MATURITY 4/25/2028 3/25/2026 2/25/2023 11/25/2018 11/25/2015 9/25/2013 12/25/2011 WINDOW 63 - 298 54 - 273 43 - 236 38 - 185 41 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 9/25/2006 10/25/2006 11/25/2006 EXPECTED FINAL MATURITY 11/25/2026 8/25/2024 7/25/2021 7/25/2017 9/25/2014 9/25/2012 3/25/2011 WINDOW 63 - 281 54 - 254 43 - 217 37 - 112 169 39 - 89 135 40 - 74 ------------------------------------------------------------------------------- M-2 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 11.12 9.62 7.91 6.01 4.90 4.25 3.88 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 7/25/2006 8/25/2006 8/25/2006 EXPECTED FINAL MATURITY 6/25/2024 3/25/2022 2/25/2019 7/25/2015 2/25/2013 5/25/2011 1/25/2010 WINDOW 63 - 252 54 - 225 43 - 188 37 - 112 145 37 - 116 38 - 89 39 95 38 - 74 ------------------------------------------------------------------------------- B 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 10.52 9.07 7.44 5.63 4.57 3.95 3.57 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 7/25/2006 7/25/2006 8/25/2006 EXPECTED FINAL MATURITY 4/25/2020 3/25/2018 9/25/2015 10/25/2012 11/25/2010 7/25/2009 7/25/2008 WINDOW 63 - 202 54 - 177 43 - 147 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Mortgage Pass THR Cert Ser 2003-He1)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CPR 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO CALL ---------------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ----- ---------------------------------------------------------------------------------------------------------------------------- A-2 WAL (yearsYRS) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 5.38 4.58 3.73 2.79 2.15 1.64 1.25 FIRST PAYMENT DATE 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 EXPECTED FINAL MATURITY 12/25/2018 10/25/2016 5/25/2014 8/25/2011 12/25/2009 10/25/2008 9/25/2006 WINDOW 1 - 112 183 1 - 89 157 1 - 74 ------------------------------------------------------------------------------- 128 1 - 95 1 - 75 1 - 61 1 - 36 ----- ---------------------------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 10.20 8.67 7.01 5.31 4.59 4.55 4.12 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 12/25/2006 4/25/2007 8/25/2007 9/25/2006 EXPECTED FINAL MATURITY 12/25/2018 10/25/2016 5/25/2014 8/25/2011 12/25/2009 10/25/2008 11/25/2007 WINDOW 60 - 183 50 - 157 40 - 128 39 - 95 43 - 75 47 - 61 36 - 50 ----- ---------------------------------------------------------------------------------------------------------------------------- M-2 WAL 10.20 8.67 7.01 5.28 4.43 4.06 4.02 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 11/25/2006 1/25/2007 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window EXPECTED FINAL MATURITY 12/25/2018 10/25/2016 5/25/2014 8/25/2011 12/25/2009 10/25/2008 11/25/2007 WINDOW 60 - 183 50 - 157 40 - 128 38 - 95 40 - 75 41 - 61 44 - 50 ----- ---------------------------------------------------------------------------------------------------------------------------- M-3 WAL 10.20 8.67 7.01 5.27 4.36 3.90 3.71 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 10/25/2006 12/25/2006 1/25/2007 3/25/2007 EXPECTED FINAL MATURITY 12/25/2018 10/25/2016 5/25/2014 8/25/2011 12/25/2009 10/25/2008 11/25/2007 WINDOW 60 - 183 50 - 157 40 - 128 37 - 112 95 39 - 89 75 40 - 74 ------------------------------------------------------------------------------- M-2 61 42 - 50 ----- ---------------------------------------------------------------------------------------------------------------------------- B-1 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 10.20 8.67 7.01 5.26 4.34 3.85 3.61 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 10/25/2006 11/25/2006 12/25/2006 1/25/2007 EXPECTED FINAL MATURITY 12/25/2018 10/25/2016 5/25/2014 8/25/2011 12/25/2009 10/25/2008 11/25/2007 WINDOW 60 - 183 50 - 157 40 - 128 37 - 112 95 38 - 89 75 39 - 74 ------------------------------------------------------------------------------- B 61 40 - 50 ----- ---------------------------------------------------------------------------------------------------------------------------- B-2 WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 10.20 8.67 7.01 5.26 4.33 3.82 3.53 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 10/25/2006 11/25/2006 11/25/2006 12/25/2006 EXPECTED FINAL MATURITY 12/25/2018 10/25/2016 5/25/2014 8/25/2011 12/25/2009 10/25/2008 11/25/2007 WINDOW 60 - 183 50 - 157 40 - 128 37 - 112 95 38 - 75 38 - 61 39 - 50 ----- ---------------------------------------------------------------------------------------------------------------------------- B-3 WAL 10.19 8.66 7.00 5.25 4.31 3.77 3.47 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 10/25/2006 10/25/2006 11/25/2006 11/25/2006 EXPECTED FINAL MATURITY 12/25/2018 10/25/2016 5/25/2014 8/25/2011 12/25/2009 10/25/2008 11/25/2007 WINDOW 60 - 183 50 - 157 40 - 128 37 - 89 95 37 - 74 -------------------------------------------------------------------------------75 38 - 61 38 - 50 ----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitization Agreement (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR ------------------------------------------------------------------------------- Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR Maturity ----------- ------------------------------------------------------------------------------------------------------------------------------------ PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------------ A-1 WAL (years) 3.36 2.66 2.16 6.11 5.28 4.34 3.28 2.57 2.04 1.62 First Payment Date 2/25/2004 2/25/2004 2/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 9/25/2031 5/25/2030 9/25/2027 2/25/2023 7/25/2019 11/25/2016 11/25/2014 Window 1 - 112 328 1 - 89 312 1 - 74 ------------------------------------------------------------------------------- 280 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------------ M-1 WAL (years) 6.12 4.99 4.38 11.45 9.93 8.19 6.23 5.17 4.65 4.57 First Payment Date 2/25/2007 4/25/2007 5/25/2007 8/25/2009 10/25/2008 12/25/2007 7/25/2007 9/25/2007 12/25/2007 3/25/2008 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2028 9/25/2026 7/25/2023 4/25/2019 4/25/2016 3/25/2014 7/25/2012 Window 37 63 - 112 39 293 53 - 89 268 43 - 230 38 - 179 40 - 74 ------------------------------------------------------------------------------- 143 43 - 118 46 - 98 ------------------------------------------------------------------------------------------------------------------------------------ M-2 WAL (years) 6.12 4.97 4.31 11.37 9.85 8.10 6.16 5.06 4.44 4.16 First Payment Date 2/25/2007 3/25/2007 4/25/2007 8/25/2009 10/25/2008 12/25/2007 6/25/2007 8/25/2007 9/25/2007 11/25/2007 Expected Final Maturity 7/25/2027 4/25/2025 2/25/2022 2/25/2018 5/25/2015 5/25/2013 6/25/2011 3/25/2010 11/25/2011 Window 63 - 278 53 - 251 43 - 213 37 - 112 38 - 89 165 39 - 74 ------------------------------------------------------------------------------- B 132 40 - 108 42 - 90 ------------------------------------------------------------------------------------------------------------------------------------ B-1 WAL (years) 6.10 4.94 11.16 9.64 7.92 6.01 4.90 4.25 3.88 First Payment Date 2/25/2007 2/25/2007 2/25/2007 8/25/2009 10/25/2008 12/25/2007 6/25/2007 6/25/2007 7/25/2007 8/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 7/25/2025 2/25/2023 2/25/2020 7/25/2016 1/25/2014 4/25/2012 12/25/2010 Window 63 - 254 53 - 225 43 - 189 37 - 112 146 37 - 89 116 38 - 95 39 - 79 ------------------------------------------------------------------------------------------------------------------------------------ B-2 WAL (years) 10.79 9.30 7.62 5.77 4.68 4.05 3.67 First Payment Date 8/25/2009 10/25/2008 12/25/2007 6/25/2007 6/25/2007 7/25/2007 7/25/2007 Expected Final Maturity 2/25/2022 11/25/2019 3/25/2017 3/25/2014 3/25/2012 9/25/2010 9/25/2009 Window 63 - 213 53 - 186 43 - 154 37 - 74 118 37 - 94 38 - 76 38 - 64 ------------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------
Appears in 1 contract
Samples: Computational Materials (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- ------------------------------------------------------------------------------ Page 13 CPR Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR CALL ------------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 5.39 4.59 3.73 2.79 2.15 1.67 1.29 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 1 - 112 183 1 - 89 157 1 - 74 ------------------------------------------------------------------------------- 128 1 - 96 1 - 75 1 - 61 1 - 51 ------------------------------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 10.20 8.68 7.03 5.33 4.55 4.40 4.24 First Payment Date 2/25/2007 2/25/2009 5/25/2008 7/25/2007 5/25/2007 8/25/2007 11/25/2007 5/25/2008 Expected Final Maturity 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 128 39 - 96 42 - 75 45 - 61 51 - 51 ------------------------------------------------------------------------------------------------------------------------------- M-2 WAL 10.20 8.68 7.03 5.31 4.42 4.01 3.95 First Payment Date 2/25/2009 5/25/2008 7/25/2007 4/25/2007 5/25/2007 7/25/2007 9/25/2007 Expected Final Maturity 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 128 38 - 96 39 - 75 41 - 61 43 - 51 ------------------------------------------------------------------------------------------------------------------------------- M-3 WAL 10.20 8.68 7.03 5.30 4.37 3.88 3.67 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 5/25/2007 6/25/2007 7/25/2007 Expected Final Maturity 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 128 37 - 96 39 - 75 40 - 61 41 - 51 ------------------------------------------------------------------------------------------------------------------------------- B-1 WAL 10.20 8.68 7.03 5.30 4.35 3.84 3.59 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 4/25/2007 5/25/2007 6/25/2007 Expected Final Maturity 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 128 37 - 96 38 - 75 39 - 61 40 - 51 ------------------------------------------------------------------------------------------------------------------------------- B-2 WAL 10.20 8.68 7.03 5.30 4.34 3.80 3.53 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 128 37 - 112 96 37 - 75 38 - 61 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 51 ------------------------------------------------------------------------------------------------------------------------------- B-3 WAL (years) 6.12 4.97 4.31 10.13 8.62 6.98 5.26 4.29 3.76 3.45 First Payment Date 2/25/2007 2/25/2009 5/25/2008 7/25/2007 3/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 128 37 - 112 96 37 - 75 37 - 61 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------51 -------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 ------------------------------------------------------------------------------- CPR Sensitivity To Call ------------------------------------------------------------------------------- ------- -------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A -------------------------------------------------------------------------------- A-1 WAL (years) 3.36 2.66 2.16 3.31 2.61 2.08 First Payment Date 2/25/2004 2/25/2004 2/25/2004 6/25/2004 6/25/2004 6/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2013 12/25/2011 7/25/2010 Window 1 - 112 114 1 - 89 91 1 - 74 ------------------------------------------------------------------------------- -------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 6.19 5.06 4.45 First Payment Date 2/25/2007 4/25/2007 5/25/2007 6/25/2007 8/25/2007 10/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2013 12/25/2011 7/25/2010 Window 37 - 112 114 39 - 89 40 91 41 - 74 ------------------------------------------------------------------------------- -------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 6.19 5.02 4.34 First Payment Date 2/25/2007 3/25/2007 4/25/2007 6/25/2007 7/25/2007 8/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2013 12/25/2011 7/25/2010 Window 37 - 112 114 38 - 89 91 39 - 74 ------------------------------------------------------------------------------- B -------------------------------------------------------------------------------- B-1 WAL (years) 6.10 4.94 4.25 6.19 5.01 4.28 First Payment Date 2/25/2007 2/25/2007 2/25/2007 6/25/2007 6/25/2007 7/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2013 12/25/2011 7/25/2010 Window 37 - 112 114 37 - 89 91 38 - 74 -------------------------------------------------------------------------------- B-2 WAL (years) 6.19 5.00 4.26 First Payment Date 6/25/2007 6/25/2007 6/25/2007 Expected Final Maturity 11/25/2013 12/25/2011 7/25/2010 Window 37 - 114 37 - 91 37 - 74 -------------------------------------------------------------------------------- -------------------------------------------------------------------------------
Appears in 1 contract
Samples: Computational Materials (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CPR -------------------------------------------------------------------------------- MORGAN STANLEY Apxxx 00, 0000 Xxxxxxxxxxx Xxxxxxxx Xxxxx [XXXXXXX XXXXXXX] -------------------------------------------------------------------------------- APPROXIMATELY $485,081,000 MORGAN STANLEY ABS CAPITAL I INC., SERIES 2003-NC5 XXXXXX STANLEY ABS CAPITAL I INC. XXXXSXXXX HOMEEQ SERVICING CORP. SERVICER TRANSACTION HIGHLIGHTS MODIFIED EXPECTED RATINGS AVG LIFE DURATION OFFERED (%S&P/FITCH/ TO CALL TO CALL / PAYMENT WINDOW TO CALL / CLASSES DESCRIPTION BALANCE MOODY'S) 20 25 30 ------------------------------------------------------------------------------- A WAL MTY (years1)(2) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window MTY (1)(2)(3) MTY (1)(2) ------------------------------------------------------------------------------------------------------------------------------------ A-1 Not Offered 502,341,000 *****Not Offered***** A-2 Floater 311,716,000 AAA/AAA/Aaa 2.86 / 3.17 2.76 / 3.03 06/03 - 05/11 / 06/03 - 12/20 M-1 Floater 63,818,000 AA/AA/Aa2 5.33 / 5.88 5.02 / 5.47 08/06 - 05/11 / 08/06 - 12/17 M-2 Floater 55,276,000 A/A/A2 5.30 / 5.79 4.83 / 5.20 07/06 - 05/11 / 07/06 - 09/16 M-3 Floater 17,588,000 A-/A-/A3 5.29 / 5.69 4.76 / 5.05 06/06 - 05/11 / 06/06 - 11/14 B-1 Floater 13,065,000 BBB+/BBB+/Baa1 5.29 / 5.60 4.59 / 4.81 06/06 - 05/11 / 06/06 - 12/13 B-2 Floater 11,055,000 BBB/BBB/Baa2 5.29 / 5.48 4.53 / 4.66 06/06 - 05/11 / 06/06 - 01/13 B-3 Floater 12,563,000 BBB-/BBB-/Baa3 5.21 / 5.23 4.48 / 4.49 06/06 - 05/11 / 06/06 - 12/11 (TABLE CONTINUED) INITIAL OFFERED SUBORDINATION CLASSES LEVEL BENCHMARK ----------------------------------------- A-1 A-2 19.00% 1 - 112 Mo. LIBOR M-1 12.65% 1 - 89 Mo. LIBOR M-2 7.15% 1 - 74 ------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------Mo. LIBOR M-3 5.40% 1 Mo. LIBOR B-1 4.10% 1 Mo. LIBOR B-2 3.00% 1 Mo. LIBOR B-3 1.75% 1 Mo. LIBOR
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 ________________________________________________________________________________ CPR Sensitivity To Call ------------------------------------------------------------------------------- MATURITY -------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A -------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 1.64 1.27 1.03 First Payment Date 2/25/2004 2/25/2004 2/25/2004 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 1/25/2008 9/25/2006 3/25/2006 Window 1 - 112 51 1 - 89 35 1 - 74 ------------------------------------------------------------------------------- M-1 29 -------------------------------------------------------------------------------- A-3 WAL (years) 6.12 4.99 4.38 8.21 6.49 5.06 First Payment Date 1/25/2008 9/25/2006 3/25/2006 Expected Final Maturity 7/25/2024 9/25/2020 11/25/2017 Window 51 - 249 35 - 203 29 - 169 -------------------------------------------------------------------------------- M-1 WAL 6.99 5.69 5.06 First Payment Date 11/25/2006 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2021 1/25/2018 7/25/2015 Window 37 - 112 39 - 89 211 40 - 74 ------------------------------------------------------------------------------- 171 43 - 141 -------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 6.92 5.59 4.83 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 11/25/2006 12/25/2006 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 12/25/2019 10/25/2016 6/25/2014 Window 37 - 112 194 38 - 156 40 - 128 -------------------------------------------------------------------------------- M-3 WAL 6.84 5.50 4.71 First Payment Date 11/25/2006 12/25/2006 1/25/2007 Expected Final Maturity 1/25/2018 3/25/2015 2/25/2013 Window 37 - 89 171 38 - 137 39 - 112 -------------------------------------------------------------------------------- B-1 WAL 6.77 5.45 4.64 First Payment Date 11/25/2006 12/25/2006 12/25/2006 Expected Final Maturity 4/25/2017 7/25/2014 8/25/2012 Window 37 - 74 -------------------------------------------------------------------------------162 38 - 129 38 - 106 -------------------------------------------------------------------------------- B-2 WAL 6.65 5.33 4.53 First Payment Date 11/25/2006 11/25/2006 12/25/2006 Expected Final Maturity 3/25/2016 9/25/2013 11/25/2011 Window 37 - 149 37 - 119 38 - 97 -------------------------------------------------------------------------------- B-3 WAL 6.42 5.14 4.37 First Payment Date 11/25/2006 11/25/2006 11/25/2006 Expected Final Maturity 10/25/2014 7/25/2012 12/25/2010 Window 37 - 132 37 - 105 37 - 86 -------------------------------------------------------------------------------- ________________________________________________________________________________
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR MATURITY ------------------------------------------------------------------------------------------------------------ PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------ A-2 WAL (yearsyrs) 3.36 2.66 2.16 5.96 5.11 4.17 3.14 2.45 1.94 1.53 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final 6/25/2031 9/25/2029 6/25/2026 8/25/2021 2/25/2018 7/25/2015 8/25/2013 Maturity 5/25/2013 6/25/2011 3/25/2010 Window 1 - 112 328 1 - 89 307 1 - 74 ------------------------------------------------------------------------------- 268 1 - 210 1 - 168 1 - 137 1 - 114 ------------------------------------------------------------------------------------------------------------ M-1 WAL (years) 6.12 4.99 4.38 10.97 9.40 7.65 5.80 4.85 4.43 4.43 First Payment Date 2/25/2007 2/25/2009 4/25/2008 6/25/2007 4/25/2007 6/25/2007 7/25/2007 10/25/2007 Expected Final 11/25/2027 5/25/2025 12/25/2021 10/25/2017 12/25/2014 11/25/2012 6/25/2011 Maturity Window 60 - 285 50 - 255 40 - 214 38 - 164 40 - 130 41 - 105 44 - 88 ------------------------------------------------------------------------------------------------------------ M-2 WAL 10.84 9.28 7.54 5.70 4.70 4.16 3.93 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 5/25/2007 6/25/2007 7/25/2007 Expected Final 4/25/2025 10/25/2022 7/25/2019 11/25/2015 5/25/2013 8/25/2011 5/25/2010 Maturity Window 60 - 254 50 - 224 40 - 185 37 - 141 39 - 111 40 - 90 41 - 75 ------------------------------------------------------------------------------------------------------------ M-3 WAL 10.74 9.18 7.45 5.62 4.62 4.07 3.79 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 4/25/2007 5/25/2007 6/25/2007 Expected Final 10/25/2023 4/25/2021 4/25/2018 11/25/2014 7/25/2012 12/25/2010 10/25/2009 Maturity Window 60 - 236 50 - 206 40 - 170 37 - 129 38 - 101 39 - 82 40 - 68 ------------------------------------------------------------------------------------------------------------ B-1 WAL 10.62 9.07 7.36 5.55 4.55 4.00 3.70 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 4/25/2007 5/25/2007 5/25/2007 Expected Final 11/25/2022 5/25/2020 7/25/2017 3/25/2014 1/25/2012 7/25/2010 6/25/2009 Maturity Window 60 - 225 50 - 195 40 - 161 37 - 121 38 - 95 39 - 77 39 - 64 ------------------------------------------------------------------------------------------------------------ B-2 WAL 10.42 8.88 7.20 5.43 4.45 3.88 3.58 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final 8/25/2021 3/25/2019 7/25/2016 6/25/2013 6/25/2011 1/25/2010 1/25/2009 Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 60 - 112 39 210 50 - 89 181 40 - 74 ------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 149 37 - 112 37 - 89 88 38 - 71 39 - 59 ------------------------------------------------------------------------------------------------------------ B-3 WAL 10.01 8.52 6.89 5.19 4.24 3.72 3.41 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final 11/25/2019 8/25/2017 3/25/2015 5/25/2012 8/25/2010 5/25/2009 7/25/2008 Maturity Window 60 - 189 50 - 162 40 - 133 37 - 74 -------------------------------------------------------------------------------99 37 - 78 37 - 63 38 - 53 ------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 12 CPR Sensitivity To Call ------------------------------------------------------------------------------- SENSITIVITY TO CALL ---------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------- A WAL (years) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 3.22 2.53 2.01 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 EXPECTED FINAL MATURITY 12/25/2012 1/25/2011 8/25/2009 WINDOW 1 - 112 114 1 - 89 91 1 - 74 ------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.21 5.08 4.53 FIRST PAYMENT DATE 7/25/2006 10/25/2006 12/25/2006 EXPECTED FINAL MATURITY 12/25/2012 1/25/2011 8/25/2009 WINDOW 37 - 112 39 - 89 114 40 - 91 42 - 74 ------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.21 5.04 4.37 FIRST PAYMENT DATE 7/25/2006 8/25/2006 9/25/2006 EXPECTED FINAL MATURITY 12/25/2012 1/25/2011 8/25/2009 WINDOW 37 - 112 114 38 - 89 91 39 - 74 ------------------------------------------------------------------------------- B ---------------------------------------------------------------------------------------- B-1 WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.21 5.02 4.29 FIRST PAYMENT DATE 7/25/2006 7/25/2006 8/25/2006 EXPECTED FINAL MATURITY 12/25/2012 1/25/2011 8/25/2009 WINDOW 37 - 112 114 37 - 89 91 38 - 74 ---------------------------------------------------------------------------------------- B-2 WAL 6.12 4.93 4.20 FIRST PAYMENT DATE 7/25/2006 7/25/2006 7/25/2006 EXPECTED FINAL MATURITY 12/25/2012 1/25/2011 8/25/2009 WINDOW 37 - 114 37 - 91 37 - 74 -----------------------------------------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Mortgage Pass THR Cert Ser 2003-He1)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR MATURITY PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------------ A-2 WAL (years) 3.36 2.66 2.16 8.84 8.10 7.30 6.52 6.11 5.99 6.25 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2007 3/25/2007 3/25/2007 5/25/2007 10/25/2007 3/25/2008 12/25/2008 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 3/25/2031 5/25/2029 1/25/2026 1/25/2021 6/25/2017 11/25/2014 11/25/2012 Window 37 - 325 37 - 303 37 - 263 39 - 203 44 - 160 49 - 129 58 - 105 ------------------------------------------------------------------------------------------------------------------------------------ A-3 WAL 1.71 1.45 1.18 0.90 0.72 0.60 0.52 First Payment Date 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 9/25/2007 2/25/2007 7/25/2006 12/25/2005 8/25/2005 4/25/2005 2/25/2005 Window 1 - 112 43 1 - 89 36 1 - 74 ------------------------------------------------------------------------------- M-1 29 1 - 22 1 - 18 1 - 14 1 - 12 ------------------------------------------------------------------------------------------------------------------------------------ A-4 WAL (years) 6.12 4.99 4.38 9.44 8.11 6.63 4.97 3.85 3.03 2.36 First Payment Date 9/25/2007 2/25/2007 7/25/2006 12/25/2005 8/25/2005 4/25/2005 2/25/2005 Expected Final Maturity 6/25/2031 9/25/2029 6/25/2026 8/25/2021 2/25/2018 7/25/2015 8/25/2013 Window 43 - 328 36 - 307 29 - 268 22 - 210 18 - 168 14 - 137 12 - 114 ------------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 10.98 9.41 7.66 5.81 4.86 4.45 4.48 First Payment Date 2/25/2009 4/25/2008 6/25/2007 4/25/2007 6/25/2007 8/25/2007 11/25/2007 Expected Final Maturity 11/25/2027 5/25/2025 1/25/2022 10/25/2017 12/25/2014 12/25/2012 6/25/2011 Window 60 - 285 50 - 255 40 - 215 38 - 164 40 - 130 42 - 106 45 - 88 ------------------------------------------------------------------------------------------------------------------------------------ M-2 WAL 10.86 9.29 7.55 5.71 4.71 4.18 3.96 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 5/25/2007 6/25/2007 7/25/2007 Expected Final Maturity 9/25/2025 2/25/2023 1/25/2019 2/25/2016 7/25/2013 10/25/2011 6/25/2010 Window 60 - 259 50 - 228 40 - 189 37 - 144 39 - 113 40 - 92 41 - 76 ------------------------------------------------------------------------------------------------------------------------------------ M-3 WAL 10.74 9.18 7.45 5.62 4.62 4.07 3.79 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 4/25/2007 5/25/2007 6/25/2007 Expected Final Maturity 10/25/2023 4/25/2021 4/25/2018 11/25/2014 7/25/2012 12/25/2010 10/25/2009 Window 60 - 236 50 - 206 40 - 170 37 - 129 38 - 101 39 - 82 40 - 68 ------------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 10.62 9.07 7.36 5.55 4.55 4.00 3.70 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 4/25/2007 5/25/2007 5/25/2007 Expected Final Maturity 11/25/2022 5/25/2020 7/25/2017 3/25/2014 1/25/2012 7/25/2010 6/25/2009 Window 60 - 225 50 - 195 40 - 161 37 - 121 38 - 95 39 - 77 39 - 64 ------------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 10.42 8.88 7.20 5.43 4.45 3.88 3.58 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 8/25/2021 3/25/2019 7/25/2016 6/25/2013 6/25/2011 3/25/2010 1/25/2010 1/25/2009 Window 60 - 210 50 - 181 40 - 149 37 - 112 37 - 88 38 - 71 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 59 ------------------------------------------------------------------------------------------------------------------------------------ B-3 WAL (years) 6.12 4.97 4.31 10.01 8.52 6.89 5.19 4.24 3.72 3.41 First Payment Date 2/25/2007 2/25/2009 4/25/2008 6/25/2007 3/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2019 8/25/2017 3/25/2015 5/25/2012 8/25/2010 5/25/2009 7/25/2008 Window 60 - 189 50 - 162 40 - 133 37 - 112 99 37 - 78 37 - 63 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------53
Appears in 1 contract
Samples: Computational Materials (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 15 CPR Sensitivity To Call CALL ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A A-2 WAL (yearsyrs) 3.36 2.66 2.16 3.27 2.56 2.03 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 1 - 112 116 1 - 89 92 1 - 74 75 ------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 6.33 5.15 4.57 First Payment Date 2/25/2007 3/25/2007 6/25/2007 8/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 40 - 92 42 - 75 ------------------------------------------------------------------------------- M-2 WAL 6.33 5.10 4.41 First Payment Date 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 112 116 38 - 92 39 - 89 40 - 74 75 ------------------------------------------------------------------------------- M-2 M-3 WAL (years) 6.12 4.97 4.31 6.33 5.09 4.35 First Payment Date 2/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 38 - 92 39 - 75 ------------------------------------------------------------------------------- B-1 WAL 6.33 5.08 4.33 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 112 116 37 - 92 38 - 89 39 - 74 75 ------------------------------------------------------------------------------- B B-2 WAL (years) 6.10 4.94 4.25 6.33 5.07 4.32 First Payment Date 2/25/2007 2/25/2007 2/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 112 116 37 - 89 92 38 - 75 ------------------------------------------------------------------------------- B-3 WAL 6.28 5.03 4.27 First Payment Date 3/25/2007 3/25/2007 3/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 74 116 37 - 92 37 - 75 -------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR 12 Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR CALL ----------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ----------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 5.58 4.75 3.85 2.88 2.23 1.76 1.39 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Maturity 5/25/2013 6/25/2011 3/25/2010 Window 1 - 112 182 1 - 89 157 1 - 74 ------------------------------------------------------------------------------- 128 1 - 96 1 - 75 1 - 61 1 - 51 ----------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 10.16 8.66 7.01 5.30 4.44 4.10 4.09 First Payment Date 2/25/2007 2/25/2009 4/25/2008 6/25/2007 4/25/2007 6/25/2007 7/25/2007 10/25/2007 Expected Final 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Maturity Window 60 - 182 50 - 157 40 - 128 38 - 96 40 - 75 41 - 61 44 - 51 ----------------------------------------------------------------------------------------------------------- M-2 WAL 10.16 8.66 7.01 5.29 4.37 3.90 3.71 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 5/25/2007 6/25/2007 7/25/2007 Expected Final 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Maturity Window 60 - 182 50 - 157 40 - 128 37 - 96 39 - 75 40 - 61 41 - 51 ----------------------------------------------------------------------------------------------------------- M-3 WAL 10.16 8.66 7.01 5.28 4.34 3.85 3.61 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 4/25/2007 5/25/2007 6/25/2007 Expected Final 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Maturity Window 60 - 182 50 - 157 40 - 128 37 - 96 38 - 75 39 - 61 40 - 51 ----------------------------------------------------------------------------------------------------------- B-1 WAL 10.16 8.66 7.01 5.28 4.34 3.83 3.56 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 4/25/2007 5/25/2007 5/25/2007 Expected Final 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Maturity Window 60 - 182 50 - 157 40 - 128 37 - 96 38 - 75 39 - 61 39 - 51 ----------------------------------------------------------------------------------------------------------- B-2 WAL 10.16 8.66 7.01 5.28 4.33 3.78 3.51 First Payment Date 2/25/2009 4/25/2008 6/25/2007 3/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Maturity 5/25/2013 6/25/2011 3/25/2010 Window 60 - 182 50 - 157 40 - 128 37 - 112 96 37 - 75 38 - 61 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 51 ----------------------------------------------------------------------------------------------------------- B-3 WAL (years) 6.12 4.97 4.31 10.00 8.51 6.88 5.18 4.23 3.71 3.40 First Payment Date 2/25/2007 2/25/2009 4/25/2008 6/25/2007 3/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Maturity 5/25/2013 6/25/2011 3/25/2010 Window 60 - 182 50 - 157 40 - 128 37 - 112 96 37 - 75 37 - 61 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------51 -----------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR Maturity ------------------------------------------------------------------------------------------------------------------------------------ PPC (%) 20 25 30 ------------------------------------------------------------------------------- 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------------ A WAL (years) 3.36 2.66 2.16 6.14 5.33 4.40 3.35 2.64 2.13 1.73 First Payment Date 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 12/25/2030 8/25/2029 12/25/2026 7/25/2022 1/25/2019 6/25/2016 6/25/2014 Window 1 - 112 323 1 - 89 307 1 - 74 ------------------------------------------------------------------------------- 275 1 - 222 1 - 180 1 - 149 1 - 125 ------------------------------------------------------------------------------------------------------------------------------------ M-1 WAL (years) 6.12 4.99 4.38 11.12 9.68 8.01 6.14 5.08 4.52 4.31 First Payment Date 3/25/2009 6/25/2008 8/25/2007 2/25/2007 4/25/2007 6/25/2007 8/25/2007 Expected Final Maturity 3/25/2027 1/25/2025 1/25/2022 1/25/2018 4/25/2015 4/25/2013 10/25/2011 Window 62 - 278 53 - 252 43 - 216 37 - 168 39 - 135 41 - 111 43 - 93 ------------------------------------------------------------------------------------------------------------------------------------ M-2 WAL (years) 11.01 9.56 7.90 6.05 4.97 4.35 4.02 First Payment Date 3/25/2009 6/25/2008 8/25/2007 2/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 9/25/2025 5/25/2023 6/25/2020 10/25/2016 3/25/2014 6/25/2012 1/25/2011 Window 62 - 260 53 - 232 43 - 197 37 - 112 153 38 - 122 39 - 89 101 40 - 74 ------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 38 - 89 39 - 74 ------------------------------------------------------------------------------- 84 \----------------------------------------------------------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 10.62 9.19 7.58 5.79 4.73 4.11 3.73 First Payment Date 3/25/2009 6/25/2008 8/25/2007 2/25/2007 2/25/2007 2/25/2007 3/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2023 3/25/2021 5/25/2018 2/25/2015 11/25/2012 4/25/2011 2/25/2010 Window 62 - 232 53 - 206 43 - 172 37 - 112 133 37 - 89 106 37 - 74 -------------------------------------------------------------------------------87 38 - 73 ------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CALL ------------------------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A ------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 3.24 2.53 2.00 First Payment Date 2/25/2004 2/25/2004 2/25/2004 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 5/25/2013 6/25/2013 6/25/2011 3/25/2010 1/25/2010 Window 1 - 112 116 1 - 89 92 1 - 74 ------------------------------------------------------------------------------- 75 ------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 6.33 5.15 4.60 First Payment Date 11/25/2006 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2013 6/25/2011 3/25/2010 1/25/2010 Window 37 - 112 116 40 - 92 43 - 75 ------------------------------------------------------------------------------------------------------- M-2 WAL 6.33 5.11 4.42 First Payment Date 11/25/2006 12/25/2006 1/25/2007 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 Window 37 - 116 38 - 92 39 - 89 40 75 ------------------------------------------------------------------------------------------------------- M-3 WAL 6.33 5.09 4.35 First Payment Date 11/25/2006 12/25/2006 1/25/2007 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 Window 37 - 74 ------------------------------------------------------------------------------- M-2 116 38 - 92 39 - 75 ------------------------------------------------------------------------------------------------------- B-1 WAL (years) 6.12 4.97 6.33 5.09 4.35 First Payment Date 11/25/2006 12/25/2006 12/25/2006 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 Window 37 - 116 38 - 92 38 - 75 ------------------------------------------------------------------------------------------------------- B-2 WAL 6.33 5.08 4.32 First Payment Date 11/25/2006 11/25/2006 12/25/2006 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 Window 37 - 116 37 - 92 38 - 75 ------------------------------------------------------------------------------------------------------- B-3 WAL 6.33 5.07 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 11/25/2006 11/25/2006 11/25/2006 Expected Final Maturity 5/25/2013 6/25/2013 6/25/2011 3/25/2010 1/25/2010 Window 37 - 112 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 116 37 - 112 92 37 - 89 37 - 74 -------------------------------------------------------------------------------75 -------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- ------------------------------------------------------------------------------ Page 13 16 CPR Sensitivity To Call ------------------------------------------------------------------------------- MATURITY ---------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A ---------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 3.54 2.78 2.22 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2024 1/25/2021 2/25/2018 Window 1 - 112 248 1 - 89 203 1 - 74 ------------------------------------------------------------------------------- 168 ---------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 6.98 5.68 5.02 First Payment Date 2/25/2007 3/25/2007 6/25/2007 8/25/2007 Expected Final Maturity 6/25/2021 2/25/2018 8/25/2015 Window 37 - 208 40 - 168 42 - 138 --------------------------------------------------------------------------------------- M-2 WAL 6.90 5.57 4.80 First Payment Date 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 12/25/2019 11/25/2016 8/25/2014 Window 37 - 112 190 38 - 153 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 126 ---------------------------------------------------------------------------------------- M-3 WAL (years) 6.12 4.97 4.31 6.81 5.48 4.68 First Payment Date 2/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 11/25/2017 2/25/2015 2/25/2013 Window 37 - 165 38 - 132 39 - 108 ---------------------------------------------------------------------------------------- B-1 WAL 6.72 5.40 4.60 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2017 6/25/2014 8/25/2012 Window 37 - 112 156 37 - 124 38 - 89 39 - 74 ------------------------------------------------------------------------------- B 102 ---------------------------------------------------------------------------------------- B-2 WAL (years) 6.10 4.94 4.25 6.57 5.27 4.49 First Payment Date 2/25/2007 2/25/2007 2/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2015 7/25/2013 10/25/2011 Window 37 - 112 141 37 - 89 113 38 - 92 ---------------------------------------------------------------------------------------- B-3 WAL 6.31 5.06 4.29 First Payment Date 3/25/2007 3/25/2007 3/25/2007 Expected Final Maturity 7/25/2014 5/25/2012 11/25/2010 Window 37 - 74 -------------------------------------------------------------------------------125 37 - 99 37 - 81 ----------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity 1 -------------------------------------------------------------------------------- Morgan Stanley Juxx 0, 2000 Xxxxxxxxxxx Xxxxxxxx Xxxxx [XXXGAN STANLEY LOGO] -------------------------------------------------------------------------------- Approximately $550,791,000 Morgan Stanley ABS Capital I Inc., Series 2003-HE1 Mxxxxx Xtanley ABS Capital I Inc. Xxxxxxtxx Chase Manhattan Mortgage Corporation The Provident Bank Servicers Transaction Highlights ---------------------- Modified Expected Ratings Avg Life to Duration Offered (S&P/Fitch/ Call / To Call ------------------------------------------------------------------------------- CPR / Classes Description Balance(4) Moody's) Mty(1)(2) Mty(1)(2)(3) ------- ----------- ------------ ---------------- ----------- ------------ A-1 Not Offered $339,605,000 A-2 Floater $231,363,000 AAA/AAA/Aaa 2.82 / 3.11 2.72 / 2.97 A-3 Floater $100,000,000 AAA/AAA/Aaa 1.28 / 1.28 1.28 / 1.28 A-4 Floater $57,000,000 AAA/AAA/Aaa 5.51 / 6.32 5.24 / 5.92 M-1 Floater $59,147,000 AA/AA/Aa2 5.35 / 5.92 5.04 / 5.50 M-2 Floater $50,048,000 A/A/A2 5.33 / 5.84 4.83 / 5.21 M-3 Floater $14,560,000 A-/A-/A3 5.32 / 5.76 4.77 / 5.09 B-1 Floater $14,104,000 BBB+/BBB+/Baa1 5.31 / 5.69 4.59 / 4.85 B-2 Floater $11,830,000 BBB/BBB/Baa2 5.31 / 5.58 4.54 / 4.72 B-3 Floater $12,739,000 BBB-/BBB-/Baa3 5.30 / 5.39 4.54 / 4.59 Initial Offered Payment Window To Call / Subordination Classes Mty(1)(2) Level Benchmark ------- ----------------------------- ------------- ----------- A-1 *****Not Offered***** A-2 07/03 - 06/11 / 07/03 - 01/21 20.00% 1 Mo. LIBOR A-3 07/03 - 02/06 / 07/03 - 02/06 20.00% 1 Mo. LIBOR A-4 02/06 - 06/11 / 02/06 - 01/21 20.00% 1 Mo. LIBOR M-1 09/06 - 06/11 / 09/06 - 03/18 13.50% 1 Mo. LIBOR M-2 08/06 - 06/11 / 08/06 - 01/17 8.00% 1 Mo. LIBOR M-3 07/06 - 06/11 / 07/06 - 05/15 6.40% 1 Mo. LIBOR B-1 07/06 - 06/11 / 07/06 - 08/14 4.85% 1 Mo. LIBOR B-2 07/06 - 06/11 / 07/06 - 09/13 3.55% 1 Mo. LIBOR B-3 07/06 - 06/11 / 07/06 - 08/12 2.15% 1 Mo. LIBOR Notes: (%1) 20 25 30 ------------------------------------------------------------------------------- A WAL (years) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 1 - 112 1 - 89 1 - 74 ------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------Certificates are priced to the 10% optional clean-up call.
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 15 CPR Sensitivity To Call ------------------------------------------------------------------------------- MATURITY ------------------------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A ------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 3.51 2.75 2.19 First Payment Date 2/25/2004 2/25/2004 2/25/2004 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 6/25/2024 9/25/2020 10/25/2017 Window 1 - 112 248 1 - 89 203 1 - 74 ------------------------------------------------------------------------------- 168 ------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 6.99 5.69 5.05 First Payment Date 11/25/2006 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 4/25/2021 12/25/2017 6/25/2015 Window 37 - 112 39 - 89 210 40 - 74 ------------------------------------------------------------------------------- 170 43 - 140 ------------------------------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 6.92 5.59 4.82 First Payment Date 2/25/2007 3/25/2007 4/25/2007 11/25/2006 12/25/2006 1/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2019 9/25/2016 5/25/2014 Window 37 - 112 192 38 - 89 155 39 - 74 ------------------------------------------------------------------------------- B 127 ------------------------------------------------------------------------------------------------------- M-3 WAL (years) 6.10 4.94 4.25 6.84 5.50 4.69 First Payment Date 2/25/2007 2/25/2007 2/25/2007 11/25/2006 12/25/2006 1/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2017 12/25/2014 12/25/2012 Window 37 - 112 168 38 - 134 39 - 110 ------------------------------------------------------------------------------------------------------- B-1 WAL 6.78 5.46 4.66 First Payment Date 11/25/2006 12/25/2006 12/25/2006 Expected Final Maturity 3/25/2017 6/25/2014 7/25/2012 Window 37 - 161 38 - 128 38 - 105 ------------------------------------------------------------------------------------------------------- B-2 WAL 6.70 5.37 4.57 First Payment Date 11/25/2006 11/25/2006 12/25/2006 Expected Final Maturity 5/25/2016 10/25/2013 1/25/2012 Window 37 - 151 37 - 120 38 - 99 ------------------------------------------------------------------------------------------------------- B-3 WAL 6.51 5.21 4.43 First Payment Date 11/25/2006 11/25/2006 11/25/2006 Expected Final Maturity 5/25/2015 1/25/2013 5/25/2011 Window 37 - 137 37 - 109 37 - 89 37 - 74 --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 14 CPR Sensitivity To Call ------------------------------------------------------------------------------- SENSITIVITY TO MATURITY ---------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A ----- ---------------------------------------------------------------------------------- A-2 WAL (yearsYRS) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 3.51 2.76 2.19 FIRST PAYMENT DATE 10/25/2003 10/25/2003 10/25/2003 EXPECTED FINAL MATURITY 5/25/2024 8/25/2020 9/25/2017 WINDOW 1 - 112 248 1 - 89 203 1 - 74 ------------------------------------------------------------------------------- 168 ----- ---------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 7.02 5.71 5.07 FIRST PAYMENT DATE 10/25/2006 1/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window EXPECTED FINAL MATURITY 5/25/2021 12/25/2017 5/25/2015 WINDOW 37 - 112 212 40 - 171 43 - 140 ----- ---------------------------------------------------------------------------------- M-2 WAL 6.96 5.61 4.85 FIRST PAYMENT DATE 10/25/2006 11/25/2006 1/25/2007 EXPECTED FINAL MATURITY 11/25/2019 9/25/2016 5/25/2014 WINDOW 37 - 194 38 - 156 40 - 128 ----- ---------------------------------------------------------------------------------- M-3 WAL 6.87 5.52 4.72 FIRST PAYMENT DATE 10/25/2006 11/25/2006 12/25/2006 EXPECTED FINAL MATURITY 12/25/2017 1/25/2015 1/25/2013 WINDOW 37 - 171 38 - 136 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 112 ----- ---------------------------------------------------------------------------------- B-1 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.78 5.45 4.64 FIRST PAYMENT DATE 10/25/2006 10/25/2006 11/25/2006 EXPECTED FINAL MATURITY 12/25/2016 4/25/2014 5/25/2012 WINDOW 37 - 112 159 37 - 127 38 - 89 39 - 74 ------------------------------------------------------------------------------- B 104 ----- ---------------------------------------------------------------------------------- B-2 WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 6.67 5.34 4.54 FIRST PAYMENT DATE 10/25/2006 10/25/2006 11/25/2006 EXPECTED FINAL MATURITY 11/25/2015 5/25/2013 6/25/2011 3/25/2010 Window 8/25/2011 WINDOW 37 - 112 146 37 - 89 116 38 - 95 ----- ---------------------------------------------------------------------------------- B-3 WAL 6.46 5.17 4.39 FIRST PAYMENT DATE 10/25/2006 10/25/2006 10/25/2006 EXPECTED FINAL MATURITY 10/25/2014 7/25/2012 12/25/2010 WINDOW 37 - 74 -------------------------------------------------------------------------------133 37 - 106 37 - 87 ----------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitization Agreement (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 ------------------------------------------------------------------------------- CPR Sensitivity To Call ------------------------------------------------------------------------------- Maturity ----------- -------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A -------------------------------------------------------------------------------- A-1 WAL (years) 3.36 2.66 2.16 3.59 2.84 2.28 First Payment Date 2/25/2004 2/25/2004 2/25/2004 6/25/2004 6/25/2004 6/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 9/25/2024 1/25/2021 3/25/2018 Window 1 - 112 244 1 - 89 200 1 - 74 ------------------------------------------------------------------------------- 166 -------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 6.80 5.55 4.87 First Payment Date 2/25/2007 4/25/2007 5/25/2007 6/25/2007 8/25/2007 10/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 8/25/2020 7/25/2017 3/25/2015 Window 37 - 112 195 39 - 89 40 158 41 - 74 ------------------------------------------------------------------------------- 130 -------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 6.73 5.46 4.72 First Payment Date 2/25/2007 3/25/2007 4/25/2007 6/25/2007 7/25/2007 8/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 4/25/2019 6/25/2016 5/25/2014 Window 37 - 112 179 38 - 89 145 39 - 74 ------------------------------------------------------------------------------- B 120 -------------------------------------------------------------------------------- B-1 WAL (years) 6.10 4.94 4.25 6.57 5.31 4.54 First Payment Date 2/25/2007 2/25/2007 2/25/2007 6/25/2007 6/25/2007 7/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 8/25/2017 1/25/2015 2/25/2013 Window 37 - 112 159 37 - 89 128 38 - 105 -------------------------------------------------------------------------------- B-2 WAL (years) 6.31 5.09 4.35 First Payment Date 6/25/2007 6/25/2007 6/25/2007 Expected Final Maturity 2/25/2015 12/25/2012 6/25/2011 Window 37 - 74 129 37 - 103 37 - 85 -------------------------------------------------------------------------------- -------------------------------------------------------------------------------
Appears in 1 contract
Samples: Computational Materials (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR 14 Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR MATURITY ----------------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ----------------------------------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 5.73 4.92 4.02 3.03 2.34 1.82 1.35 First Payment Date 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2031 7/25/2029 5/25/2026 7/25/2021 12/25/2017 6/25/2015 7/25/2013 Window 1 - 112 328 1 - 89 306 1 - 74 ------------------------------------------------------------------------------- M-1 268 1 - 210 1 - 167 1 - 137 1 - 114 ----------------------------------------------------------------------------------------------------------------------------------- A-3 WAL (years) 6.12 4.99 4.38 2.92 2.47 2.00 1.49 1.18 0.97 0.82 First Payment Date 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 7/25/2011 5/25/2010 2/25/2009 11/25/2007 8/25/2006 3/25/2006 10/25/2005 Window 1 - 90 1 - 76 1 - 61 1 - 46 1 - 31 1 - 26 1 - 21 ----------------------------------------------------------------------------------------------------------------------------------- A-4 WAL 13.32 11.54 9.49 7.18 5.51 4.12 2.76 First Payment Date 7/25/2011 5/25/2010 2/25/2009 11/25/2007 8/25/2006 3/25/2006 10/25/2005 Expected Final Maturity 5/25/2031 7/25/2029 5/25/2026 7/25/2021 12/25/2017 6/25/2015 7/25/2013 Window 90 - 328 76 - 306 61 - 268 46 - 210 31 - 167 26 - 137 21 - 114 ----------------------------------------------------------------------------------------------------------------------------------- M-1 WAL 10.99 9.44 7.69 5.85 4.98 4.76 5.46 First Payment Date 1/25/2009 3/25/2008 5/25/2007 4/25/2007 7/25/2007 11/25/2007 4/25/2008 Expected Final Maturity 9/25/2028 4/25/2026 10/25/2022 6/25/2018 6/25/2015 5/25/2013 10/25/2011 Window 60 - 296 50 - 267 40 - 225 39 - 173 42 - 137 46 - 112 51 - 93 ----------------------------------------------------------------------------------------------------------------------------------- M-2 WAL 10.91 9.35 7.61 5.77 4.79 4.32 4.21 First Payment Date 1/25/2009 3/25/2008 5/25/2007 3/25/2007 4/25/2007 6/25/2007 8/25/2007 Expected Final Maturity 2/25/2027 7/25/2024 3/25/2021 2/25/2017 6/25/2014 6/25/2012 1/25/2011 Window 60 - 277 50 - 246 40 - 206 38 - 157 39 - 125 41 - 101 43 - 84 ----------------------------------------------------------------------------------------------------------------------------------- M-3 WAL 10.80 9.24 7.51 5.68 4.68 4.14 3.89 First Payment Date 1/25/2009 3/25/2008 5/25/2007 2/25/2007 4/25/2007 5/25/2007 6/25/2007 Expected Final Maturity 10/25/2024 3/25/2022 2/25/2019 6/25/2015 1/25/2013 5/25/2011 2/25/2010 Window 60 - 249 50 - 218 40 - 181 37 - 137 39 - 108 40 - 88 41 - 73 ----------------------------------------------------------------------------------------------------------------------------------- B-1 WAL 10.69 9.14 7.42 5.60 4.60 4.05 3.76 First Payment Date 1/25/2009 3/25/2008 5/25/2007 2/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 8/25/2023 2/25/2021 2/25/2018 9/25/2014 6/25/2012 11/25/2010 9/25/2009 Window 60 - 235 50 - 205 40 - 169 37 - 112 128 38 - 101 39 - 89 82 40 - 74 ------------------------------------------------------------------------------- M-2 68 ----------------------------------------------------------------------------------------------------------------------------------- B-2 WAL (years) 6.12 4.97 4.31 10.52 8.98 7.28 5.49 4.51 3.94 3.64 First Payment Date 1/25/2009 3/25/2008 5/25/2007 2/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2022 12/25/2019 2/25/2017 11/25/2013 10/25/2011 5/25/2010 4/25/2009 Window 60 - 220 50 - 191 40 - 157 37 - 112 118 38 - 89 93 38 - 76 39 - 74 ------------------------------------------------------------------------------- B 63 ----------------------------------------------------------------------------------------------------------------------------------- B-3 WAL (years) 6.10 4.94 4.25 10.14 8.64 7.00 5.27 4.31 3.78 3.47 First Payment Date 1/25/2009 3/25/2008 5/25/2007 2/25/2007 2/25/2007 2/25/2007 3/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 8/25/2020 4/25/2018 9/25/2015 10/25/2012 12/25/2010 8/25/2009 9/25/2008 Window 60 - 199 50 - 171 40 - 140 37 - 112 105 37 - 89 83 37 - 74 -------------------------------------------------------------------------------67 38 - 56 -----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- ------------------------------------------------------------------------------ Page 13 CPR 14 Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR MATURITY ---------------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ---------------------------------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 5.76 4.95 4.05 3.06 2.37 1.85 1.38 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 5/25/2013 6/25/2031 9/25/2029 7/25/2026 9/25/2021 2/25/2018 7/25/2015 8/25/2013 Window 1 - 328 1 - 307 1 - 269 1 - 211 1 - 168 1 - 137 1 - 114 ---------------------------------------------------------------------------------------------------------------------------------- M-1 WAL 11.05 9.49 7.73 5.88 5.00 4.76 5.40 First Payment Date 2/25/2009 5/25/2008 7/25/2007 5/25/2007 8/25/2007 11/25/2007 5/25/2008 Expected Final Maturity 10/25/2028 6/25/2026 12/25/2022 8/25/2018 8/25/2015 6/25/2013 11/25/2011 Window 60 - 296 51 - 268 41 - 226 39 - 174 42 - 138 45 - 112 51 - 93 ---------------------------------------------------------------------------------------------------------------------------------- M-2 WAL 10.97 9.40 7.65 5.79 4.81 4.33 4.21 First Payment Date 2/25/2009 5/25/2008 7/25/2007 4/25/2007 5/25/2007 7/25/2007 9/25/2007 Expected Final Maturity 4/25/2027 10/25/2024 5/25/2021 4/25/2017 7/25/2014 8/25/2012 3/25/2011 Window 60 - 278 51 - 248 41 - 207 38 - 158 39 - 125 41 - 102 43 - 85 ---------------------------------------------------------------------------------------------------------------------------------- M-3 WAL 10.85 9.29 7.55 5.70 4.70 4.14 3.89 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 5/25/2007 6/25/2007 7/25/2007 Expected Final Maturity 10/25/2024 4/25/2022 2/25/2019 7/25/2015 2/25/2013 6/25/2011 3/25/2010 Window 1 60 - 112 1 248 51 - 89 1 218 41 - 74 ------------------------------------------------------------------------------- M-1 180 37 - 137 39 - 108 40 - 88 41 - 73 ---------------------------------------------------------------------------------------------------------------------------------- B-1 WAL (years) 6.12 4.99 4.38 10.74 9.18 7.46 5.63 4.61 4.06 3.77 First Payment Date 2/25/2007 2/25/2009 5/25/2008 7/25/2007 3/25/2007 4/25/2007 5/25/2007 6/25/2007 Expected Final Maturity 11/25/2023 5/25/2021 4/25/2018 11/25/2014 8/25/2012 1/25/2011 11/25/2009 Window 60 - 237 51 - 207 41 - 170 37 - 129 38 - 102 39 - 83 40 - 69 ---------------------------------------------------------------------------------------------------------------------------------- B-2 WAL 10.54 8.99 7.30 5.50 4.51 3.94 3.63 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 4/25/2022 11/25/2019 1/25/2017 11/25/2013 10/25/2011 5/25/2010 4/25/2009 Window 60 - 218 51 - 189 41 - 155 37 - 112 117 37 - 92 38 - 75 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 62 ---------------------------------------------------------------------------------------------------------------------------------- B-3 WAL (years) 6.12 4.97 4.31 10.18 8.67 7.02 5.29 4.32 3.79 3.46 First Payment Date 2/25/2007 2/25/2009 5/25/2008 7/25/2007 3/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2020 2/25/2018 8/25/2015 9/25/2012 11/25/2010 8/25/2009 9/25/2008 Window 60 - 195 51 - 168 41 - 138 37 - 112 103 37 - 81 37 - 66 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------55 ----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CALL CPR (%) 20 25 30 ------------------------------------------------------------------------------- A -------------------------------------------------------------------------------------------------------- A-2 WAL (years) 3.36 2.66 2.16 6.38 5.77 5.33 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2007 6/25/2007 10/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 40 - 92 44 - 75 -------------------------------------------------------------------------------------------------------- A-3 WAL 0.99 0.79 0.65 First Payment Date 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 3/25/2006 10/25/2005 6/25/2005 Window 1 - 112 25 1 - 89 20 1 - 74 ------------------------------------------------------------------------------- M-1 16 -------------------------------------------------------------------------------------------------------- A-4 WAL (years) 6.12 4.99 4.38 5.40 4.24 3.39 First Payment Date 2/25/2007 3/25/2006 10/25/2005 6/25/2005 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 25 - 116 20 - 92 16 - 75 -------------------------------------------------------------------------------------------------------- M-1 WAL 6.32 5.12 4.46 First Payment Date 3/25/2007 4/25/2007 6/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 38 - 92 40 - 75 -------------------------------------------------------------------------------------------------------- M-2 WAL 6.32 5.09 4.37 First Payment Date 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 112 116 38 - 92 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 75 -------------------------------------------------------------------------------------------------------- M-3 WAL (years) 6.12 4.97 4.31 6.32 5.09 4.34 First Payment Date 2/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 112 116 37 - 92 38 - 89 39 - 74 ------------------------------------------------------------------------------- B 75 -------------------------------------------------------------------------------------------------------- B-1 WAL (years) 6.10 4.94 4.25 6.32 5.07 4.32 First Payment Date 2/25/2007 2/25/2007 2/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 112 116 37 - 89 92 38 - 75 -------------------------------------------------------------------------------------------------------- B-2 WAL 6.32 5.07 4.32 First Payment Date 3/25/2007 3/25/2007 3/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 74 -------------------------------------------------------------------------------116 37 - 92 37 - 75 -------------------------------------------------------------------------------------------------------- B-3 WAL 6.21 4.98 4.22 First Payment Date 3/25/2007 3/25/2007 3/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 37 - 92 37 - 75
Appears in 1 contract
Samples: Computational Materials (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 16 CPR Sensitivity To Call ------------------------------------------------------------------------------- MATURITY -------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A -------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 3.53 2.77 2.21 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2024 12/25/2020 1/25/2018 Window 1 - 112 249 1 - 89 203 1 - 74 ------------------------------------------------------------------------------- 168 -------------------------------------------------------------------------------- A-3 WAL 1.71 1.32 1.08 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 7/25/2008 8/25/2007 7/25/2006 Window 1 - 54 1 - 43 1 - 30 -------------------------------------------------------------------------------- A-4 WAL 8.45 6.72 5.28 First Payment Date 7/25/2008 8/25/2007 7/25/2006 Expected Final Maturity 10/25/2024 12/25/2020 1/25/2018 Window 54 - 249 43 - 203 30 - 168 -------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 6.96 5.67 5.01 First Payment Date 2/25/2007 4/25/2007 5/25/2007 7/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2021 1/25/2018 7/25/2015 Window 37 - 112 39 - 89 208 40 - 74 ------------------------------------------------------------------------------- 168 42 - 138 -------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 6.89 5.56 4.80 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2019 9/25/2016 6/25/2014 Window 37 - 112 190 38 - 89 152 39 - 74 ------------------------------------------------------------------------------- B 125 -------------------------------------------------------------------------------- M-3 WAL (years) 6.10 4.94 4.25 6.79 5.47 4.67 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 11/25/2017 1/25/2015 2/25/2013 Window 37 - 166 38 - 132 39 - 109 -------------------------------------------------------------------------------- B-1 WAL 6.71 5.39 4.59 First Payment Date 2/25/2007 2/25/2007 3/25/2007 Expected Final Maturity 12/25/2016 5/25/2014 6/25/2012 Window 37 - 155 37 - 124 38 - 101 -------------------------------------------------------------------------------- B-2 WAL 6.58 5.28 4.50 First Payment Date 2/25/2007 2/25/2007 3/25/2007 Expected Final Maturity 12/25/2015 7/25/2013 10/25/2011 Window 37 - 143 37 - 114 38 - 93 -------------------------------------------------------------------------------- B-3 WAL 6.31 5.06 4.30 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 9/25/2014 6/25/2012 12/25/2010 Window 37 - 112 128 37 - 89 101 37 - 74 -------------------------------------------------------------------------------83 --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A MATURITY ----------- ---------------------------------------------------------------------------------------------------------------------------- PPC 50 60 75 100 125 ---------------------------------------------------------------------------------------------------------------------------- A-2 WAL (years) 3.36 2.66 2.16 5.79 4.99 4.10 3.11 2.42 First Payment Date 2/25/2004 2/25/2004 2/25/2004 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2030 2/25/2029 11/25/2025 1/25/2021 7/25/2017 Window 1 - 112 329 1 - 89 308 1 - 74 ------------------------------------------------------------------------------- 269 1 - 211 1 - 169 ---------------------------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 11.12 9.55 7.78 5.92 5.06 First Payment Date 2/25/2007 4/25/2007 5/25/2007 6/25/2008 9/25/2007 11/25/2006 9/25/2006 1/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 6/25/2028 2/25/2026 8/25/2022 3/25/2018 3/25/2015 Window 37 60 - 112 300 51 - 272 41 - 230 39 - 89 40 177 43 - 74 ------------------------------------------------------------------------------- 141 ---------------------------------------------------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 11.06 9.48 7.71 5.84 4.86 First Payment Date 2/25/2007 3/25/2007 4/25/2007 6/25/2008 9/25/2007 11/25/2006 8/25/2006 9/25/2006 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 1/25/2027 7/25/2024 2/25/2021 1/25/2017 3/25/2014 Window 37 60 - 112 283 51 - 253 41 - 212 38 - 89 163 39 - 74 ------------------------------------------------------------------------------- B 129 ---------------------------------------------------------------------------------------------------------------------------- M-3 WAL (years) 6.10 4.94 4.25 10.95 9.38 7.62 5.76 4.74 First Payment Date 2/25/2007 2/25/2007 6/25/2008 9/25/2007 11/25/2006 7/25/2006 9/25/2006 Expected Final Maturity 11/25/2024 3/25/2022 1/25/2019 5/25/2015 10/25/2012 Window 60 - 257 51 - 225 41 - 187 37 - 143 39 - 112 ---------------------------------------------------------------------------------------------------------------------------- B-1 WAL 10.86 9.28 7.55 5.69 4.67 First Payment Date 6/25/2008 9/25/2007 11/25/2006 7/25/2006 8/25/2006 Expected Final Maturity 10/25/2023 3/25/2021 2/25/2018 8/25/2014 3/25/2012 Window 60 - 244 51 - 213 41 - 176 37 - 134 38 - 105 ---------------------------------------------------------------------------------------------------------------------------- B-2 WAL 10.70 9.13 7.42 5.58 4.57 First Payment Date 6/25/2008 9/25/2007 11/25/2006 7/25/2006 8/25/2006 Expected Final Maturity 5/25/2022 11/25/2019 1/25/2017 9/25/2013 7/25/2011 Window 60 - 227 51 - 197 41 - 163 37 - 123 38 - 97 ---------------------------------------------------------------------------------------------------------------------------- B-3 WAL 10.37 8.85 7.16 5.39 4.40 First Payment Date 6/25/2008 9/25/2007 11/25/2006 7/25/2006 7/25/2006 Expected Final Maturity 9/25/2020 4/25/2018 9/25/2015 8/25/2012 9/25/2010 Window 60 - 207 51 - 178 41 - 147 37 - 110 37 - 87 ---------------------------------------------------------------------------------------------------------------------------- (TABLE CONTINUED) ----------------------------------------------------------------------- PPC 150 175 ----------------------------------------------------------------------- A-2 WAL 1.88 1.27 First Payment Date 7/25/2003 7/25/2003 Expected Final Maturity 12/25/2014 6/25/2006 Window 1 - 138 1 - 36 ----------------------------------------------------------------------- M-1 WAL 4.93 5.99 First Payment Date 5/25/2007 6/25/2006 Expected Final Maturity 1/25/2013 1/25/2013 Window 47 - 115 36 - 115 ----------------------------------------------------------------------- M-2 WAL 4.40 4.35 First Payment Date 11/25/2006 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 3/25/2012 9/25/2010 Window 37 41 - 112 37 105 44 - 89 37 87 ----------------------------------------------------------------------- M-3 WAL 4.20 3.96 First Payment Date 10/25/2006 12/25/2006 Expected Final Maturity 1/25/2011 10/25/2009 Window 40 - 74 -------------------------------------------------------------------------------91 42 - 76 ----------------------------------------------------------------------- B-1 WAL 4.11 3.83 First Payment Date 9/25/2006 10/25/2006 Expected Final Maturity 8/25/2010 5/25/2009 Window 39 - 86 40 - 71 ----------------------------------------------------------------------- B-2 WAL 4.00 3.69 First Payment Date 8/25/2006 9/25/2006 Expected Final Maturity 12/25/2009 11/25/2008 Window 38 - 78 39 - 65 ----------------------------------------------------------------------- B-3 WAL 3.84 3.53 First Payment Date 8/25/2006 8/25/2006 Expected Final Maturity 4/25/2009 4/25/2008 Window 38 - 70 38 - 58 ----------------------------------------------------------------------- --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 15 CPR Sensitivity To Call ------------------------------------------------------------------------------- CALL -------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A -------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 3.26 2.55 2.02 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 9/25/2013 9/25/2011 4/25/2010 Window 1 - 112 116 1 - 89 92 1 - 74 ------------------------------------------------------------------------------- 75 -------------------------------------------------------------------------------- A-3 WAL 1.71 1.32 1.08 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 7/25/2008 8/25/2007 7/25/2006 Window 1 - 54 1 - 43 1 - 30 -------------------------------------------------------------------------------- A-4 WAL 7.44 5.89 4.58 First Payment Date 7/25/2008 8/25/2007 7/25/2006 Expected Final Maturity 9/25/2013 9/25/2011 4/25/2010 Window 54 - 116 43 - 92 30 - 75 -------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 6.31 5.14 4.57 First Payment Date 2/25/2007 4/25/2007 5/25/2007 7/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 9/25/2013 9/25/2011 4/25/2010 Window 37 - 112 39 - 89 116 40 - 74 ------------------------------------------------------------------------------- 92 42 - 75 -------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 6.31 5.09 4.41 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 9/25/2013 9/25/2011 4/25/2010 Window 37 - 112 116 38 - 89 92 39 - 74 ------------------------------------------------------------------------------- B 75 -------------------------------------------------------------------------------- M-3 WAL (years) 6.10 4.94 4.25 6.31 5.08 4.35 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 9/25/2013 9/25/2011 4/25/2010 Window 37 - 116 38 - 92 39 - 75 -------------------------------------------------------------------------------- B-1 WAL 6.31 5.07 4.33 First Payment Date 2/25/2007 2/25/2007 3/25/2007 Expected Final Maturity 9/25/2013 9/25/2011 4/25/2010 Window 37 - 116 37 - 92 38 - 75 -------------------------------------------------------------------------------- B-2 WAL 6.31 5.06 4.31 First Payment Date 2/25/2007 2/25/2007 3/25/2007 Expected Final Maturity 9/25/2013 9/25/2011 4/25/2010 Window 37 - 116 37 - 92 38 - 75 -------------------------------------------------------------------------------- B-3 WAL 6.26 5.02 4.26 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 9/25/2013 9/25/2011 4/25/2010 Window 37 - 112 116 37 - 89 92 37 - 74 -------------------------------------------------------------------------------75 --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 16 CPR Sensitivity To Call MATURITY ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A A-2 WAL (yearsyrs) 3.36 2.66 2.16 3.54 2.78 2.22 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2024 1/25/2021 2/25/2018 Window 1 - 112 248 1 - 89 203 1 - 74 168 ------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 6.98 5.68 5.02 First Payment Date 2/25/2007 3/25/2007 6/25/2007 8/25/2007 Expected Final Maturity 6/25/2021 2/25/2018 8/25/2015 Window 37 - 208 40 - 168 42 - 138 ------------------------------------------------------------------------------- M-2 WAL 6.90 5.57 4.80 First Payment Date 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 12/25/2019 11/25/2016 8/25/2014 Window 37 - 112 190 38 - 153 39 - 89 40 - 74 126 ------------------------------------------------------------------------------- M-2 M-3 WAL (years) 6.12 4.97 4.31 6.81 5.48 4.68 First Payment Date 2/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 11/25/2017 2/25/2015 2/25/2013 Window 37 - 165 38 - 132 39 - 108 ------------------------------------------------------------------------------- B-1 WAL 6.72 5.40 4.60 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 2/25/2017 6/25/2014 8/25/2012 Window 37 - 112 156 37 - 124 38 - 89 39 - 74 102 ------------------------------------------------------------------------------- B B-2 WAL (years) 6.10 4.94 4.25 6.57 5.27 4.49 First Payment Date 2/25/2007 2/25/2007 2/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2015 7/25/2013 10/25/2011 Window 37 - 112 141 37 - 89 113 38 - 92 ------------------------------------------------------------------------------- B-3 WAL 6.31 5.06 4.29 First Payment Date 3/25/2007 3/25/2007 3/25/2007 Expected Final Maturity 7/25/2014 5/25/2012 11/25/2010 Window 37 - 74 125 37 - 99 37 - 81 -------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 14 CPR Sensitivity To Call ------------------------------------------------------------------------------- CALL ------------------------------------------------------------------------ CPR (%) 20 25 30 ------------------------------------------------------------------------------- A ------------------------------------------------------------------------ A-2 WAL (yearsyrs) 3.36 2.66 2.16 3.41 2.68 2.15 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 1 - 112 116 1 - 89 92 1 - 74 ------------------------------------------------------------------------------- 75 ------------------------------------------------------------------------ M-1 WAL (years) 6.12 4.99 4.38 6.32 5.11 4.45 First Payment Date 2/25/2007 3/25/2007 4/25/2007 6/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 38 - 92 40 - 75 ------------------------------------------------------------------------ M-2 WAL 6.32 5.09 4.36 First Payment Date 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 112 116 38 - 92 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 75 ------------------------------------------------------------------------ M-3 WAL (years) 6.12 4.97 4.31 6.32 5.09 4.34 First Payment Date 2/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 112 116 37 - 92 38 - 89 39 - 74 ------------------------------------------------------------------------------- B 75 ------------------------------------------------------------------------ B-1 WAL (years) 6.10 4.94 4.25 6.32 5.07 4.32 First Payment Date 2/25/2007 2/25/2007 2/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 10/25/2013 10/25/2011 5/25/2010 Window 37 - 112 116 37 - 89 92 38 - 75 ------------------------------------------------------------------------ B-2 WAL 6.32 5.07 4.32 First Payment Date 3/25/2007 3/25/2007 3/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 74 -------------------------------------------------------------------------------116 37 - 92 37 - 75 ------------------------------------------------------------------------ B-3 WAL 6.21 4.98 4.22 First Payment Date 3/25/2007 3/25/2007 3/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 37 - 92 37 - 75 ------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 ________________________________________________________________________________ CPR Sensitivity To Call ------------------------------------------------------------------------------- CALL --------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A --------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 1.64 1.27 1.03 First Payment Date 2/25/2004 2/25/2004 2/25/2004 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 1/25/2008 9/25/2006 3/25/2006 Window 1 - 112 51 1 - 89 35 1 - 74 ------------------------------------------------------------------------------- M-1 29 --------------------------------------------------------------------------------- A-3 WAL (years) 6.12 4.99 4.38 7.25 5.70 4.41 First Payment Date 1/25/2008 9/25/2006 3/25/2006 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 Window 51 - 116 35 - 92 29 - 75 --------------------------------------------------------------------------------- M-1 WAL 6.32 5.15 4.61 First Payment Date 11/25/2006 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2013 6/25/2011 3/25/2010 1/25/2010 Window 37 - 112 39 - 89 116 40 - 74 ------------------------------------------------------------------------------- 92 43 - 75 --------------------------------------------------------------------------------- M-2 WAL (years) 6.12 4.97 4.31 6.32 5.10 4.43 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 11/25/2006 12/25/2006 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2013 6/25/2011 3/25/2010 1/25/2010 Window 37 - 112 116 38 - 92 40 - 75 --------------------------------------------------------------------------------- M-3 WAL 6.32 5.08 4.36 First Payment Date 11/25/2006 12/25/2006 1/25/2007 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 Window 37 - 89 116 38 - 92 39 - 75 --------------------------------------------------------------------------------- B-1 WAL 6.32 5.08 4.34 First Payment Date 11/25/2006 12/25/2006 12/25/2006 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 Window 37 - 74 -------------------------------------------------------------------------------116 38 - 92 38 - 75 --------------------------------------------------------------------------------- B-2 WAL 6.32 5.07 4.32 First Payment Date 11/25/2006 11/25/2006 12/25/2006 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 Window 37 - 116 37 - 92 38 - 75 --------------------------------------------------------------------------------- B-3 WAL 6.31 5.06 4.30 First Payment Date 11/25/2006 11/25/2006 11/25/2006 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 Window 37 - 116 37 - 92 37 - 75 --------------------------------------------------------------------------------- ________________________________________________________________________________
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR CALL ----------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 ----------------------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 5.36 4.56 3.71 2.78 2.14 First Payment Date 2/25/2004 2/25/2004 2/25/2004 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 1/25/2019 11/25/2016 6/25/2014 10/25/2011 1/25/2010 Window 1 - 112 183 1 - 89 157 1 - 74 ------------------------------------------------------------------------------- 128 1 - 96 1 - 75 ----------------------------------------------------------------------------------------------------------------------- M-1 WAL 10.21 8.69 7.04 5.34 4.57 First Payment Date 10/25/2008 1/25/2008 3/25/2007 1/25/2007 4/25/2007 Expected Final Maturity 1/25/2019 11/25/2016 6/25/2014 10/25/2011 1/25/2010 Window 60 - 183 51 - 157 41 - 128 39 - 96 42 - 75 ----------------------------------------------------------------------------------------------------------------------- M-2 WAL 10.21 8.69 7.04 5.31 4.42 First Payment Date 10/25/2008 1/25/2008 3/25/2007 12/25/2006 1/25/2007 Expected Final Maturity 1/25/2019 11/25/2016 6/25/2014 10/25/2011 1/25/2010 Window 60 - 183 51 - 157 41 - 128 38 - 96 39 - 75 ----------------------------------------------------------------------------------------------------------------------- M-3 WAL 10.21 8.69 7.04 5.31 4.37 First Payment Date 10/25/2008 1/25/2008 3/25/2007 11/25/2006 1/25/2007 Expected Final Maturity 1/25/2019 11/25/2016 6/25/2014 10/25/2011 1/25/2010 Window 60 - 183 51 - 157 41 - 128 37 - 96 39 - 75 ----------------------------------------------------------------------------------------------------------------------- B-1 WAL 10.21 8.69 7.04 5.30 4.36 First Payment Date 10/25/2008 1/25/2008 3/25/2007 11/25/2006 12/25/2006 Expected Final Maturity 1/25/2019 11/25/2016 6/25/2014 10/25/2011 1/25/2010 Window 60 - 183 51 - 157 41 - 128 37 - 96 38 - 75 ----------------------------------------------------------------------------------------------------------------------- B-2 WAL 10.21 8.69 7.04 5.30 4.34 First Payment Date 10/25/2008 1/25/2008 3/25/2007 11/25/2006 12/25/2006 Expected Final Maturity 1/25/2019 11/25/2016 6/25/2014 10/25/2011 1/25/2010 Window 60 - 183 51 - 157 41 - 128 37 - 96 38 - 75 ----------------------------------------------------------------------------------------------------------------------- B-3 WAL 10.21 8.69 7.04 5.30 4.33 First Payment Date 10/25/2008 1/25/2008 3/25/2007 11/25/2006 11/25/2006 Expected Final Maturity 1/25/2019 11/25/2016 6/25/2014 10/25/2011 1/25/2010 Window 60 - 183 51 - 157 41 - 128 37 - 96 37 - 75 ----------------------------------------------------------------------------------------------------------------------- TABLE (yearsCONTINUED) 6.12 4.99 4.38 ----------------------------------------------------------------------------- PPC (%) 150 175 ----------------------------------------------------------------------------- A-2 WAL (yrs) 1.64 1.27 First Payment Date 11/25/2003 11/25/2003 Expected Final Maturity 11/25/2008 1/25/2008 Window 1 - 61 1 - 51 ------------------------------------------------------------------------- M-1 WAL 4.46 4.24 First Payment Date 8/25/2007 1/25/2008 Expected Final Maturity 11/25/2008 1/25/2008 Window 46 - 61 51 - 51 ------------------------------------------------------------------------- M-2 WAL 4.03 3.99 First Payment Date 3/25/2007 5/25/2007 Expected Final Maturity 11/25/2008 1/25/2008 Window 41 - 61 43 - 51 ------------------------------------------------------------------------- M-3 WAL 3.90 3.70 First Payment Date 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2008 1/25/2008 Window 37 - 112 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 61 42 - 51 ------------------------------------------------------------------------- B-1 WAL (years) 6.12 4.97 4.31 3.86 3.64 First Payment Date 2/25/2007 1/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2008 1/25/2008 Window 37 - 112 38 - 89 39 - 74 ------------------------------------------------------------------------------- B 61 41 - 51 ------------------------------------------------------------------------- B-2 WAL (years) 6.10 4.94 4.25 3.83 3.57 First Payment Date 2/25/2007 2/25/2007 2/25/2007 1/25/2007 1/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 11/25/2008 1/25/2008 Window 37 39 - 112 37 61 39 - 89 37 51 ------------------------------------------------------------------------- B-3 WAL 3.79 3.50 First Payment Date 12/25/2006 12/25/2006 Expected Final Maturity 11/25/2008 1/25/2008 Window 38 - 74 -------------------------------------------------------------------------------61 38 - 51 -------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- SENSITIVITY TO CALL ---------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A ----- ---------------------------------------------------------------------------------- A-2 WAL (yearsYRS) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 3.25 2.54 2.00 FIRST PAYMENT DATE 10/25/2003 10/25/2003 10/25/2003 EXPECTED FINAL MATURITY 6/25/2013 5/25/2011 12/25/2009 WINDOW 1 - 112 117 1 - 89 92 1 - 74 ------------------------------------------------------------------------------- 75 ----- ---------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 6.36 5.17 4.62 FIRST PAYMENT DATE 10/25/2006 1/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window EXPECTED FINAL MATURITY 6/25/2013 5/25/2011 12/25/2009 WINDOW 37 - 112 117 40 - 92 43 - 75 ----- ---------------------------------------------------------------------------------- M-2 WAL 6.36 5.12 4.44 FIRST PAYMENT DATE 10/25/2006 11/25/2006 1/25/2007 EXPECTED FINAL MATURITY 6/25/2013 5/25/2011 12/25/2009 WINDOW 37 - 117 38 - 92 40 - 75 ----- ---------------------------------------------------------------------------------- M-3 WAL 6.36 5.10 4.37 FIRST PAYMENT DATE 10/25/2006 11/25/2006 12/25/2006 EXPECTED FINAL MATURITY 6/25/2013 5/25/2011 12/25/2009 WINDOW 37 - 117 38 - 92 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 75 ----- ---------------------------------------------------------------------------------- B-1 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.36 5.10 4.35 FIRST PAYMENT DATE 10/25/2006 10/25/2006 11/25/2006 EXPECTED FINAL MATURITY 6/25/2013 5/25/2011 12/25/2009 WINDOW 37 - 112 117 37 - 92 38 - 89 39 - 74 ------------------------------------------------------------------------------- B 75 ----- ---------------------------------------------------------------------------------- B-2 WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6.36 5.09 4.33 FIRST PAYMENT DATE 10/25/2006 10/25/2006 11/25/2006 EXPECTED FINAL MATURITY 6/25/2013 5/25/2011 12/25/2009 WINDOW 37 - 112 117 37 - 89 92 38 - 75 ----- ---------------------------------------------------------------------------------- B-3 WAL 6.36 5.08 4.32 FIRST PAYMENT DATE 10/25/2006 10/25/2006 10/25/2006 EXPECTED FINAL MATURITY 6/25/2013 5/25/2011 12/25/2009 WINDOW 37 - 74 -------------------------------------------------------------------------------117 37 - 92 37 - 75 ----------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitization Agreement (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR CALL ---------------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ---------------------------------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 5.39 4.59 3.73 2.79 2.15 1.67 1.29 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 1 - 112 183 1 - 89 157 1 - 74 ------------------------------------------------------------------------------- 128 1 - 96 1 - 75 1 - 61 1 - 51 ---------------------------------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 10.20 8.68 7.03 5.33 4.55 4.40 4.24 First Payment Date 2/25/2007 2/25/2009 5/25/2008 7/25/2007 5/25/2007 8/25/2007 11/25/2007 5/25/2008 Expected Final Maturity 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 128 39 - 96 42 - 75 45 - 61 51 - 51 ---------------------------------------------------------------------------------------------------------------------------------- M-2 WAL 10.20 8.68 7.03 5.31 4.42 4.01 3.95 First Payment Date 2/25/2009 5/25/2008 7/25/2007 4/25/2007 5/25/2007 7/25/2007 9/25/2007 Expected Final Maturity 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 128 38 - 96 39 - 75 41 - 61 43 - 51 ---------------------------------------------------------------------------------------------------------------------------------- M-3 WAL 10.20 8.68 7.03 5.30 4.37 3.88 3.67 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 5/25/2007 6/25/2007 7/25/2007 Expected Final Maturity 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 128 37 - 96 39 - 75 40 - 61 41 - 51 ---------------------------------------------------------------------------------------------------------------------------------- B-1 WAL 10.20 8.68 7.03 5.30 4.35 3.84 3.59 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 4/25/2007 5/25/2007 6/25/2007 Expected Final Maturity 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 128 37 - 96 38 - 75 39 - 61 40 - 51 ---------------------------------------------------------------------------------------------------------------------------------- B-2 WAL 10.20 8.68 7.03 5.30 4.34 3.80 3.53 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 128 37 - 112 96 37 - 75 38 - 61 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 51 ---------------------------------------------------------------------------------------------------------------------------------- B-3 WAL (years) 6.12 4.97 4.31 10.13 8.62 6.98 5.26 4.29 3.76 3.45 First Payment Date 2/25/2007 2/25/2009 5/25/2008 7/25/2007 3/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 128 37 - 112 96 37 - 75 37 - 61 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------51 ----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR 14 Weighted Average Life Sensitivity To Call ------------------------------------------------------------------------------- CPR MATURITY ----------------------------------------------------------------------------------------------------------------------------------- PPC (%) 20 25 30 ------------------------------------------------------------------------------- A 50 60 75 100 125 150 175 ----------------------------------------------------------------------------------------------------------------------------------- A-2 WAL (yearsyrs) 3.36 2.66 2.16 5.76 4.95 4.05 3.06 2.37 1.85 1.38 First Payment Date 2/25/2004 2/25/2004 2/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 5/25/2013 6/25/2031 9/25/2029 7/25/2026 9/25/2021 2/25/2018 7/25/2015 8/25/2013 Window 1 - 328 1 - 307 1 - 269 1 - 211 1 - 168 1 - 137 1 - 114 ----------------------------------------------------------------------------------------------------------------------------------- M-1 WAL 11.05 9.49 7.73 5.88 5.00 4.76 5.40 First Payment Date 2/25/2009 5/25/2008 7/25/2007 5/25/2007 8/25/2007 11/25/2007 5/25/2008 Expected Final Maturity 10/25/2028 6/25/2026 12/25/2022 8/25/2018 8/25/2015 6/25/2013 11/25/2011 Window 60 - 296 51 - 268 41 - 226 39 - 174 42 - 138 45 - 112 51 - 93 ----------------------------------------------------------------------------------------------------------------------------------- M-2 WAL 10.97 9.40 7.65 5.79 4.81 4.33 4.21 First Payment Date 2/25/2009 5/25/2008 7/25/2007 4/25/2007 5/25/2007 7/25/2007 9/25/2007 Expected Final Maturity 4/25/2027 10/25/2024 5/25/2021 4/25/2017 7/25/2014 8/25/2012 3/25/2011 Window 60 - 278 51 - 248 41 - 207 38 - 158 39 - 125 41 - 102 43 - 85 ----------------------------------------------------------------------------------------------------------------------------------- M-3 WAL 10.85 9.29 7.55 5.70 4.70 4.14 3.89 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 5/25/2007 6/25/2007 7/25/2007 Expected Final Maturity 10/25/2024 4/25/2022 2/25/2019 7/25/2015 2/25/2013 6/25/2011 3/25/2010 Window 1 60 - 112 1 248 51 - 89 1 218 41 - 74 ------------------------------------------------------------------------------- M-1 180 37 - 137 39 - 108 40 - 88 41 - 73 ----------------------------------------------------------------------------------------------------------------------------------- B-1 WAL (years) 6.12 4.99 4.38 10.74 9.18 7.46 5.63 4.61 4.06 3.77 First Payment Date 2/25/2007 2/25/2009 5/25/2008 7/25/2007 3/25/2007 4/25/2007 5/25/2007 6/25/2007 Expected Final Maturity 11/25/2023 5/25/2021 4/25/2018 11/25/2014 8/25/2012 1/25/2011 11/25/2009 Window 60 - 237 51 - 207 41 - 170 37 - 129 38 - 102 39 - 83 40 - 69 ----------------------------------------------------------------------------------------------------------------------------------- B-2 WAL 10.54 8.99 7.30 5.50 4.51 3.94 3.63 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 4/25/2022 11/25/2019 1/25/2017 11/25/2013 10/25/2011 5/25/2010 4/25/2009 Window 60 - 218 51 - 189 41 - 155 37 - 112 117 37 - 92 38 - 75 39 - 89 40 - 74 ------------------------------------------------------------------------------- M-2 62 ----------------------------------------------------------------------------------------------------------------------------------- B-3 WAL (years) 6.12 4.97 4.31 10.18 8.67 7.02 5.29 4.32 3.79 3.46 First Payment Date 2/25/2007 2/25/2009 5/25/2008 7/25/2007 3/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 5/25/2020 2/25/2018 8/25/2015 9/25/2012 11/25/2010 8/25/2009 9/25/2008 Window 60 - 195 51 - 168 41 - 138 37 - 112 103 37 - 81 37 - 66 38 - 89 39 - 74 ------------------------------------------------------------------------------- B WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 112 37 - 89 37 - 74 -------------------------------------------------------------------------------55 -----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Abs Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A 10 WEIGHTED AVERAGE LIFE SENSITIVITY TO CALL ------- ------------------------------------------------------------------------------------------------------------------------- PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------- A-1 WAL (years) 3.36 2.66 2.16 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 5.59 4.80 3.92 2.96 2.30 1.80 1.39 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 EXPECTED FINAL MATURITY 3/25/2019 3/25/2017 10/25/2014 2/25/2012 4/25/2010 1/25/2009 2/25/2008 WINDOW 1 - 112 189 1 - 89 165 1 - 74 ------------------------------------------------------------------------------- 136 1 - 104 1 - 82 1 - 67 1 - 56 ------------------------------------------------------------------------------------------------------------------------- A-2 WAL 5.59 4.80 3.92 2.96 2.30 1.80 1.39 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 EXPECTED FINAL MATURITY 3/25/2019 3/25/2017 10/25/2014 2/25/2012 4/25/2010 1/25/2009 2/25/2008 WINDOW 1 - 189 1 - 165 1 - 136 1 - 104 1 - 82 1 - 67 1 - 56 ------------------------------------------------------------------------------------------------------------------------- M-1 WAL (years) 6.12 4.99 4.38 First Payment Date 10.61 9.15 7.50 5.70 4.76 4.40 4.47 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 8/25/2006 11/25/2006 2/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 6/25/2007 EXPECTED FINAL MATURITY 3/25/2019 3/25/2017 10/25/2014 2/25/2012 4/25/2010 1/25/2009 2/25/2008 WINDOW 63 - 189 54 - 165 43 - 136 38 - 104 41 - 82 44 - 67 48 - 56 ------------------------------------------------------------------------------------------------------------------------- M-2 WAL 10.61 9.15 7.50 5.69 4.67 4.14 3.94 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 9/25/2006 10/25/2006 11/25/2006 EXPECTED FINAL MATURITY 3/25/2019 3/25/2017 10/25/2014 2/25/2012 4/25/2010 1/25/2009 2/25/2008 WINDOW 63 - 189 54 - 165 43 - 136 37 - 112 104 39 - 89 82 40 - 74 ------------------------------------------------------------------------------- M-2 67 41 - 56 ------------------------------------------------------------------------------------------------------------------------- B-1 WAL (years) 6.12 4.97 4.31 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 10.61 9.15 7.50 5.69 4.63 4.03 3.69 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 7/25/2006 8/25/2006 8/25/2006 EXPECTED FINAL MATURITY 3/25/2019 3/25/2017 10/25/2014 2/25/2012 4/25/2010 1/25/2009 2/25/2008 WINDOW 63 - 189 54 - 165 43 - 136 37 - 112 104 37 - 82 38 - 89 39 67 38 - 74 ------------------------------------------------------------------------------- B 56 ------------------------------------------------------------------------------------------------------------------------- B-2 WAL (years) 6.10 4.94 4.25 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 10.48 9.03 7.40 5.61 4.55 3.93 3.56 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 7/25/2006 7/25/2006 8/25/2006 EXPECTED FINAL MATURITY 3/25/2019 3/25/2017 10/25/2014 2/25/2012 4/25/2010 1/25/2009 2/25/2008 WINDOW 63 - 189 54 - 165 43 - 136 37 - 112 104 37 - 89 82 37 - 74 -------------------------------------------------------------------------------67 38 - 56 ------------------------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securitized Products Offering (Morgan Stanley Mortgage Pass THR Cert Ser 2003-He1)
