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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 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 ------------------------------------------------------------------------------------------------------------------------------ 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 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 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ 1 -------------------------------------------------------------------------------- Morgan Stanley Ju▇▇ ▇, 2▇▇▇ ▇▇▇▇▇▇▇▇▇▇▇ ▇▇▇▇▇▇▇▇ ▇▇▇▇▇ [▇▇▇▇▇▇ ▇▇▇▇▇▇▇ ▇▇▇▇] -------------------------------------------------------------------------------- Approximately $550,791,000 Morgan Stanley ABS Capital I Inc., Series 2003-HE1 ▇▇▇▇▇▇ Stanley ABS Capital I Inc. ▇▇▇▇▇▇t▇▇ Chase Manhattan Mortgage Corporation The Provident Bank Servicers Transaction Highlights ----------------------------------------------------------------------------------------------------------------- Modified Avg Life to Duration To Offered Expected Ratings Call/ Call/ Classes Description Balance(4) (S&P/Fitch/ Moody's) Mty(1)(2) Mty(1)(2)(3) ----------------------------------------------------------------------------------------------------------------- A-1 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 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 ----------------------------------------------------------------------------------------------------------------- (TABLE CONTINUED) -------------------------------------------------------------------------------- Offered Payment 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 - 327 06/11 / 09/06 - 03/18 13.50% 1 Mo. LIBOR M-2 08/06 - 311 06/11 / 08/06 - 01/17 8.00% 1 Mo. LIBOR M-3 07/06 - 278 06/11 / 07/06 - 05/15 6.40% 1 Mo. LIBOR B-1 07/06 - 225 06/11 / 07/06 - 08/14 4.85% 1 Mo. LIBOR B-2 07/06 - 182 06/11 / 07/06 - 09/13 3.55% 1 Mo. LIBOR B-3 07/06 - 150 06/11 / 07/06 - 08/12 2.15% 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 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 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ Mo. LIBOR --------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE 12 CPR SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 CALL ---------------------------------------------------------------------------------------- CPR 20 25 30 ---------------------------------------------------------------------------------------- A WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 3.22 2.53 2.01 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 12/25/2012 1/25/2011 8/25/2009 WINDOW 1 - 327 114 1 - 311 91 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 74 ---------------------------------------------------------------------------------------- M-1 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 6.21 5.08 4.53 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2006 10/25/2006 12/25/2006 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 12/25/2012 1/25/2011 8/25/2009 WINDOW 1 37 - 327 1 114 40 - 311 1 91 42 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 74 ---------------------------------------------------------------------------------------- M-2 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 6.21 5.04 4.37 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 8/25/2006 11/25/2006 2/25/2007 6/25/2007 9/25/2006 EXPECTED FINAL MATURITY 4/25/2028 3/25/2026 2/25/2023 11/25/2018 11/25/2015 9/25/2013 12/25/2011 12/25/2012 1/25/2011 8/25/2009 WINDOW 63 37 - 298 54 - 273 43 - 236 114 38 - 185 41 91 39 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 74 ---------------------------------------------------------------------------------------- B-1 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 6.21 5.02 4.29 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 12/25/2012 1/25/2011 8/25/2009 WINDOW 63 - 202 54 - 177 43 - 147 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 - 73 38 114 37 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------91 37 - 74 ----------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------- Weighted Average Life Sensitivity To Call ------- ---------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------------------- A-1 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 (years) 5.74 4.92 4.02 3.02 2.35 1.86 1.47 First Payment Date 6/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 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 1 - 327 189 1 - 311 165 1 - 278 136 1 - 225 104 1 - 182 82 1 - 150 67 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 ------------------------------------------------------------------------------------------------------------------------------ 56 ---------------------------------------------------------------------------------------------------------------------------------- M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 FIRST PAYMENT DATE 9/25/2008 (years) 10.60 9.14 7.47 5.67 4.71 4.28 4.26 First Payment Date 8/25/2009 10/25/2008 12/25/2007 1/25/2007 8/25/2006 11/25/2006 2/25/2007 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 7/25/2007 9/25/2007 12/25/2007 3/25/2008 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 - 298 54 189 53 - 273 165 43 - 236 136 38 - 185 41 104 40 - 149 44 82 43 - 123 48 67 46 - 102 ------------------------------------------------------------------------------------------------------------------------------ 56 ---------------------------------------------------------------------------------------------------------------------------------- M-2 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 FIRST PAYMENT DATE 9/25/2008 (years) 10.60 9.14 7.47 5.67 4.65 4.11 3.89 First Payment Date 8/25/2009 10/25/2008 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 6/25/2007 8/25/2007 9/25/2007 11/25/2007 Expected Final Maturity 2/25/2020 2/25/2018 9/25/2015 1/25/2013 3/25/2011 WINDOW 12/25/2009 1/25/2009 Window 63 - 281 54 189 53 - 254 165 43 - 217 136 37 - 169 104 39 - 135 82 40 - 111 41 67 42 - 93 ------------------------------------------------------------------------------------------------------------------------------ 56 ---------------------------------------------------------------------------------------------------------------------------------- B-1 WAL 11.12 9.62 7.91 6.01 4.90 4.25 3.88 FIRST PAYMENT DATE 9/25/2008 (years) 10.60 9.14 7.47 5.67 4.61 4.02 3.69 First Payment Date 8/25/2009 10/25/2008 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 6/25/2007 6/25/2007 7/25/2007 8/25/2007 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 - 252 54 189 53 - 225 165 43 - 188 136 37 - 145 104 37 - 116 82 38 - 95 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 - 104 37 - 82 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 67 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------56 ---------------------------------------------------------------------------------------------------------------------------------- -------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ 13 Weighted Average Life Sensitivity To CALL ----------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ----------------------------------------------------------------------------------------------------------------------------------- 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 (yrs) 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 3/25/2019 1/25/2017 8/25/2014 1/25/2012 4/25/2010 2/25/2009 4/25/2008 Window 1 - 182 1 - 150 156 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 127 1 - 327 96 1 - 311 75 1 - 278 61 1 - 225 51 ----------------------------------------------------------------------------------------------------------------------------------- A-3 WAL 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 - 182 90 1 - 150 76 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ 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 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 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 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 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 - 298 54 182 50 - 273 156 40 - 127 38 - 96 39 - 75 41 - 61 43 - 236 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 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 38 - 185 41 75 39 - 149 44 61 40 - 123 48 51 ----------------------------------------------------------------------------------------------------------------------------------- B-2 WAL 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 3/25/2019 1/25/2017 8/25/2014 1/25/2012 4/25/2010 2/25/2009 4/25/2008 Window 60 - 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 63 182 50 - 281 54 156 40 - 254 43 - 217 127 37 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 96 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 75 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------39 - 51 ----------------------------------------------------------------------------------------------------------------------------------- B-3 WAL 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 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 37 - 75 37 - 61 38 - 51 -----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE -------------------------------------------------------------------------------- MORGAN STANLEY Ap▇▇▇ ▇▇, ▇▇▇▇ ▇▇▇▇▇▇▇▇▇▇▇ ▇▇▇▇▇▇▇▇ ▇▇▇▇▇ [▇▇▇▇▇▇▇ ▇▇▇▇▇▇▇] -------------------------------------------------------------------------------- APPROXIMATELY $485,081,000 MORGAN STANLEY ABS CAPITAL I INC., SERIES 2003-NC5 ▇▇▇▇▇▇ STANLEY ABS CAPITAL I INC. ▇▇▇▇S▇▇▇▇ HOMEEQ SERVICING CORP. SERVICER TRANSACTION HIGHLIGHTS MODIFIED EXPECTED RATINGS AVG LIFE SENSITIVITY DURATION OFFERED (S&P/FITCH/ TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ CALL TO CALL / PAYMENT WINDOW TO CALL / CLASSES DESCRIPTION BALANCE MOODY'S) MTY (1)(2) MTY (1)(2)(3) MTY (1)(2) ------------------------------------------------------------------------------------------------------------------------------------ A-1 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 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 - 327 Mo. LIBOR M-1 12.65% 1 - 311 Mo. LIBOR M-2 7.15% 1 - 278 Mo. LIBOR M-3 5.40% 1 - 225 Mo. LIBOR B-1 4.10% 1 - 182 Mo. LIBOR B-2 3.00% 1 - 150 Mo. LIBOR B-3 1.75% 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 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 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------Mo. LIBOR
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO 15 CPR Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ------------------------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------------------------------- 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 (yrs) 3.51 2.75 2.19 First Payment Date 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 6/25/2024 9/25/2020 10/25/2017 Window 1 - 327 248 1 - 311 203 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 168 ------------------------------------------------------------------------------------------------------- M-1 WAL 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 6.99 5.69 5.05 First Payment Date 11/25/2006 2/25/2007 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 5/25/2007 Expected Final Maturity 4/25/2021 12/25/2017 6/25/2015 Window 37 - 298 54 210 40 - 273 170 43 - 236 140 ------------------------------------------------------------------------------------------------------- M-2 WAL 6.92 5.59 4.82 First Payment Date 11/25/2006 12/25/2006 1/25/2007 Expected Final Maturity 10/25/2019 9/25/2016 5/25/2014 Window 37 - 192 38 - 185 41 155 39 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 127 ------------------------------------------------------------------------------------------------------- M-3 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 FIRST PAYMENT DATE 9/25/2008 12/25/2007 6.84 5.50 4.69 First Payment Date 11/25/2006 12/25/2006 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 Expected Final Maturity 10/25/2017 12/25/2014 12/25/2012 Window 37 - 169 168 38 - 134 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ 110 ------------------------------------------------------------------------------------------------------- B-1 WAL 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 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 - 145 161 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 - 116 151 37 - 120 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 99 ------------------------------------------------------------------------------------------------------- B-3 WAL 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 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 - 112 137 37 - 109 37 - 89 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ CALL ---------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ----- ---------------------------------------------------------------------------------------------------------------------------- A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 (YRS) 5.38 4.58 3.73 2.79 2.15 1.64 1.25 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 12/25/2018 10/25/2016 5/25/2014 8/25/2011 12/25/2009 10/25/2008 9/25/2006 WINDOW 1 - 327 183 1 - 311 157 1 - 278 128 1 - 225 95 1 - 182 75 1 - 150 61 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 ------------------------------------------------------------------------------------------------------------------------------ 36 ----- ---------------------------------------------------------------------------------------------------------------------------- M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 10.20 8.67 7.01 5.31 4.59 4.55 4.12 FIRST PAYMENT DATE 9/25/2008 12/25/2007 11/25/2007 1/25/2007 8/25/2006 11/25/2006 2/25/2007 6/25/2007 12/25/2006 4/25/2007 8/25/2007 9/25/2006 EXPECTED FINAL MATURITY 4/25/2028 3/25/2026 2/25/2023 11/25/2018 11/25/2015 9/25/2013 12/25/2011 12/25/2018 10/25/2016 5/25/2014 8/25/2011 12/25/2009 10/25/2008 11/25/2007 WINDOW 63 60 - 298 54 183 50 - 273 157 40 - 128 39 - 95 43 - 236 38 75 47 - 185 41 61 36 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ 50 ----- ---------------------------------------------------------------------------------------------------------------------------- M-2 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 10.20 8.67 7.01 5.28 4.43 4.06 4.02 FIRST PAYMENT DATE 9/25/2008 12/25/2007 11/25/2007 1/25/2007 7/25/2006 9/25/2006 11/25/2006 1/25/2007 2/25/2007 5/25/2007 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 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 - 95 39 - 75 40 - 61 42 - 50 ----- ---------------------------------------------------------------------------------------------------------------------------- B-1 WAL 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 - 95 38 - 75 39 - 61 40 - 50 ----- ---------------------------------------------------------------------------------------------------------------------------- B-2 WAL 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 - 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 11/25/2026 8/25/2024 7/25/2021 7/25/2017 9/25/2014 9/25/2012 3/25/2011 12/25/2018 10/25/2016 5/25/2014 8/25/2011 12/25/2009 10/25/2008 11/25/2007 WINDOW 63 60 - 281 54 183 50 - 254 43 157 40 - 217 128 37 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 95 37 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 75 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------38 - 50 ----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ------------------------------------------------------------------------------- Weighted Average Life Sensitivity To Maturity ----------- ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------------------ A-1 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 (years) 6.11 5.28 4.34 3.28 2.57 2.04 1.62 First Payment Date 6/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 6/25/2004 Expected Final Maturity 9/25/2031 5/25/2030 9/25/2027 2/25/2023 7/25/2019 11/25/2016 11/25/2014 Window 1 - 327 328 1 - 311 312 1 - 278 280 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 ------------------------------------------------------------------------------------------------------------------------------------ M-1 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 (years) 11.45 9.93 8.19 6.23 5.17 4.65 4.57 First Payment Date 8/25/2009 10/25/2008 12/25/2007 7/25/2007 9/25/2007 12/25/2007 3/25/2008 Expected Final Maturity 10/25/2028 9/25/2026 7/25/2023 4/25/2019 4/25/2016 3/25/2014 7/25/2012 Window 63 - 327 1 293 53 - 311 1 268 43 - 230 38 - 179 40 - 143 43 - 118 46 - 98 ------------------------------------------------------------------------------------------------------------------------------------ M-2 WAL (years) 11.37 9.85 8.10 6.16 5.06 4.44 4.16 First Payment Date 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 11/25/2011 Window 63 - 278 1 53 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 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 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 - 273 251 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 - 217 213 37 - 169 165 39 - 135 132 40 - 111 41 108 42 - 93 ------------------------------------------------------------------------------------------------------------------------------ 90 ------------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 11.12 9.62 7.91 (years) 11.16 9.64 7.92 6.01 4.90 4.25 3.88 FIRST PAYMENT DATE 9/25/2008 First Payment Date 8/25/2009 10/25/2008 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 6/25/2007 6/25/2007 7/25/2007 8/25/2007 Expected Final Maturity 7/25/2025 2/25/2023 2/25/2020 7/25/2016 1/25/2014 4/25/2012 12/25/2010 Window 63 - 252 54 254 53 - 225 43 - 188 189 37 - 145 146 37 - 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 - 118 37 - 94 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 76 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------64 ------------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ Weighted Average Life Sensitivity To Call ---------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ---------------------------------------------------------------------------------------------------------------------------------- A 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 (years) 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 5/25/2019 6/25/2017 3/25/2015 7/25/2012 10/25/2010 8/25/2009 9/25/2008 Window 1 - 327 184 1 - 311 161 1 - 278 134 1 - 225 102 1 - 182 81 1 - 150 67 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 ------------------------------------------------------------------------------------------------------------------------------ 56 ---------------------------------------------------------------------------------------------------------------------------------- M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 FIRST PAYMENT DATE (years) 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 12/25/2007 1/25/2007 8/25/2006 11/25/2006 2/25/2007 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 Window 62 - 298 54 184 53 - 273 161 43 - 236 134 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 5/25/2019 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 38 - 185 41 81 39 - 149 44 67 40 - 123 48 56 ---------------------------------------------------------------------------------------------------------------------------------- B WAL (years) 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 5/25/2019 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 ------------------------------------------------------------------------------------------------------------------------------ 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 81 37 - 145 37 - 116 67 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------56 ----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO 14 Weighted Average Life Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ ----------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ----------------------------------------------------------------------------------------------------------------------------------- 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 (yrs) 5.76 4.95 4.05 3.06 2.37 1.85 1.38 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 6/25/2031 9/25/2029 7/25/2026 9/25/2021 2/25/2018 7/25/2015 8/25/2013 Window 1 - 327 328 1 - 311 307 1 - 278 269 1 - 225 211 1 - 182 168 1 - 150 137 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 114 ----------------------------------------------------------------------------------------------------------------------------------- M-1 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 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 12/25/2015 12/25/2013 WINDOW 1 8/25/2015 6/25/2013 11/25/2011 Window 60 - 327 1 296 51 - 311 1 268 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 1 51 - 225 1 248 41 - 182 1 207 38 - 150 1 158 39 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 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 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 63 125 41 - 298 54 - 273 102 43 - 236 38 - 185 41 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 85 ----------------------------------------------------------------------------------------------------------------------------------- M-3 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 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 5/25/2011 1/25/2010 WINDOW 63 6/25/2011 3/25/2010 Window 60 - 252 54 248 51 - 225 43 218 41 - 188 180 37 - 145 137 39 - 108 40 - 88 41 - 73 ----------------------------------------------------------------------------------------------------------------------------------- B-1 WAL 10.74 9.18 7.46 5.63 4.61 4.06 3.77 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 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 - 116 129 38 - 95 102 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 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 - 117 37 - 92 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 75 39 - 62 ----------------------------------------------------------------------------------------------------------------------------------- B-3 WAL 10.52 9.07 7.44 5.63 4.57 3.95 3.57 FIRST PAYMENT DATE 10.18 8.67 7.02 5.29 4.32 3.79 3.46 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2020 2/25/2018 8/25/2015 9/25/2012 11/25/2010 8/25/2009 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 Window 60 - 202 54 195 51 - 177 43 168 41 - 147 138 37 - 112 103 37 - 89 81 37 - 73 66 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------55 -----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO 15 CPR Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 CPR 20 25 30 ----------------------- ---------- ---------- ---------- A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 FIRST PAYMENT DATE 3.48 2.73 2.16 First Payment Date 7/25/2003 7/25/2003 7/25/2003 Expected Final Maturity 2/25/2024 4/25/2020 6/25/2017 Window 1 - 248 1 - 202 1 - 168 A-3 WAL 1.38 1.09 0.89 First Payment Date 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 Expected Final Maturity 8/25/2006 11/25/2005 6/25/2005 Window 1 - 327 38 1 - 311 29 1 - 278 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 - 225 1 248 29 - 182 1 202 24 - 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 ------------------------------------------------------------------------------------------------------------------------------ 168 M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 FIRST PAYMENT DATE 9/25/2008 12/25/2007 7.01 5.71 5.09 First Payment Date 7/25/2006 10/25/2006 1/25/2007 8/25/2006 11/25/2006 2/25/2007 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 Expected Final Maturity 2/25/2021 9/25/2017 3/25/2015 Window 37 - 298 54 212 40 - 273 171 43 - 236 141 M-2 WAL 6.95 5.61 4.85 First Payment Date 7/25/2006 8/25/2006 10/25/2006 Expected Final Maturity 8/25/2019 7/25/2016 3/25/2014 Window 37 - 194 38 - 185 41 157 40 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 129 M-3 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 6.87 5.52 4.72 First Payment Date 7/25/2006 8/25/2006 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 Expected Final Maturity 10/25/2017 11/25/2014 10/25/2012 Window 37 - 169 172 38 - 137 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ 112 B-1 WAL 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 6.79 5.46 4.65 First Payment Date 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 Expected Final Maturity 11/25/2016 3/25/2014 3/25/2012 Window 37 - 145 161 37 - 116 129 38 - 95 105 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 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 97 B-3 WAL 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 6.43 5.15 4.37 First Payment Date 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 Expected Final Maturity 7/25/2014 4/25/2012 9/25/2010 Window 37 - 112 133 37 - 89 106 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------87
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 CPR Sensitivity To CALL ------------------------------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------------------------------- 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 (yrs) 3.24 2.53 2.00 First Payment Date 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 Window 1 - 327 116 1 - 311 92 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 75 ------------------------------------------------------------------------------------------------------- M-1 WAL 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 6.33 5.15 4.60 First Payment Date 11/25/2006 2/25/2007 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 5/25/2007 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 Window 37 - 298 54 116 40 - 273 92 43 - 236 38 - 185 41 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ 75 ------------------------------------------------------------------------------------------------------- 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 6.33 5.11 4.42 First Payment Date 11/25/2006 12/25/2006 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 WINDOW 63 - 252 54 - 225 43 - 188 37 - 145 Window 37 - 116 38 - 95 92 39 - 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 - 116 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ 92 39 - 75 ------------------------------------------------------------------------------------------------------- B-1 WAL 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 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 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 - 112 116 37 - 89 92 38 - 75 ------------------------------------------------------------------------------------------------------- B-3 WAL 6.33 5.07 4.31 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 - 73 38 116 37 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------92 37 - 75 -------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO 14 CPR Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ------------------------------------------------------------------------------------------------------- CPR 20 25 30 ------------------------------------------------------------------------------------------------------- A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 FIRST PAYMENT DATE 3.48 2.73 2.16 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 Expected Final Maturity 2/25/2024 4/25/2020 6/25/2017 Window 1 - 327 248 1 - 311 202 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 168 ------------------------------------------------------------------------------------------------------- M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 FIRST PAYMENT DATE 9/25/2008 12/25/2007 7.01 5.71 5.09 First Payment Date 7/25/2006 10/25/2006 1/25/2007 8/25/2006 11/25/2006 2/25/2007 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 Expected Final Maturity 2/25/2021 9/25/2017 3/25/2015 Window 37 - 298 54 212 40 - 273 171 43 - 236 141 ------------------------------------------------------------------------------------------------------- M-2 WAL 6.95 5.61 4.85 First Payment Date 7/25/2006 8/25/2006 10/25/2006 Expected Final Maturity 8/25/2019 7/25/2016 3/25/2014 Window 37 - 194 38 - 185 41 157 40 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 129 ------------------------------------------------------------------------------------------------------- M-3 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 6.87 5.52 4.72 First Payment Date 7/25/2006 8/25/2006 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 Expected Final Maturity 10/25/2017 11/25/2014 10/25/2012 Window 37 - 169 172 38 - 137 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ 112 ------------------------------------------------------------------------------------------------------- B-1 WAL 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 6.79 5.46 4.65 First Payment Date 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 Expected Final Maturity 11/25/2016 3/25/2014 3/25/2012 Window 37 - 145 161 37 - 116 129 38 - 95 105 ------------------------------------------------------------------------------------------------------- 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 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 97 ------------------------------------------------------------------------------------------------------- B-3 WAL 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 6.43 5.15 4.37 First Payment Date 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 Expected Final Maturity 7/25/2014 4/25/2012 9/25/2010 Window 37 - 112 133 37 - 89 106 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ 87 ------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ 13 Weighted Average Life Sensitivity To CALL ------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ------------------------------------------------------------------------------------------------------------------------------- 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 (yrs) 5.39 4.59 3.73 2.79 2.15 1.67 1.29 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 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 1 - 327 183 1 - 311 157 1 - 278 128 1 - 225 96 1 - 182 75 1 - 150 61 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 ------------------------------------------------------------------------------------------------------------------------------ 51 ------------------------------------------------------------------------------------------------------------------------------- M-1 WAL 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 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 10.20 8.68 7.03 5.33 4.55 4.40 4.24 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 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 298 54 183 51 - 273 157 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 - 236 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 - 185 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 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 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 - 217 128 37 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 96 37 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 75 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------39 - 51 ------------------------------------------------------------------------------------------------------------------------------- B-3 WAL 10.13 8.62 6.98 5.26 4.29 3.76 3.45 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2019 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 37 - 75 37 - 61 38 - 51 -------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 13 CPR Sensitivity To CALL ------- ------------------------------------------------------------------------------------------------------- CPR 20 25 30 ------------------------------------------------------------------------------------------------------- A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 FIRST PAYMENT DATE 3.22 2.51 1.98 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 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 1 - 327 116 1 - 311 92 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 75 ------------------------------------------------------------------------------------------------------- M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 FIRST PAYMENT DATE 9/25/2008 12/25/2007 6.34 5.17 4.63 First Payment Date 7/25/2006 10/25/2006 1/25/2007 8/25/2006 11/25/2006 2/25/2007 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 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 298 54 116 40 - 273 92 43 - 236 38 - 185 41 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ 75 ------------------------------------------------------------------------------------------------------- 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 6.34 5.12 4.44 First Payment Date 7/25/2006 8/25/2006 8/25/2006 EXPECTED FINAL MATURITY 6/25/2024 3/25/2022 2/25/2019 7/25/2015 10/25/2006 Expected Final Maturity 2/25/2013 5/25/2011 1/25/2010 WINDOW 63 - 252 54 - 225 43 - 188 37 - 145 2/25/2011 9/25/2009 Window 37 - 116 38 - 95 92 40 - 75 ------------------------------------------------------------------------------------------------------- M-3 WAL 6.34 5.10 4.37 First Payment Date 7/25/2006 8/25/2006 9/25/2006 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 116 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ 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 - 116 37 - 92 38 - 75 ------------------------------------------------------------------------------------------------------- B-2 WAL 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 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 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 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 112 116 37 - 89 92 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ 75 ------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ Weighted Average Life Sensitivity To CALL PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ------------------------------------------------------------------------------------------------------------------------------------ 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 8.22 7.46 6.64 5.81 5.28 4.87 4.25 First Payment Date 3/25/2007 3/25/2007 3/25/2007 5/25/2007 10/25/2007 3/25/2008 5/25/2008 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 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 - 327 43 1 - 311 36 1 - 278 29 1 - 225 22 1 - 182 18 1 - 150 14 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 12 ------------------------------------------------------------------------------------------------------------------------------------ A-4 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 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 1 36 - 150 1 157 29 - 126 ------------------------------------------------------------------------------------------------------------------------------ 128 22 - 96 18 - 75 14 - 61 12 - 51 ------------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 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 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 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 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 - 298 54 182 50 - 273 43 157 40 - 236 128 38 - 185 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 - 149 44 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 - 123 48 182 50 - 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 63 157 40 - 281 54 - 254 43 - 217 128 37 - 169 96 38 - 75 39 - 135 61 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ 51 ------------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 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 - 252 54 182 50 - 225 43 157 40 - 188 128 37 - 145 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 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 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 96 37 - 112 37 - 89 37 - 73 75 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------39 - 51 ------------------------------------------------------------------------------------------------------------------------------------ B-3 WAL 10.00 8.51 6.88 5.18 4.23 3.71 3.40 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 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 37 - 75 37 - 61 38 - 51
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO 14 Weighted Average Life Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ ----------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ----------------------------------------------------------------------------------------------------------------------------------- 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 (yrs) 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 5/25/2031 7/25/2029 5/25/2026 7/25/2021 12/25/2017 6/25/2015 7/25/2013 Window 1 - 327 328 1 - 311 306 1 - 278 268 1 - 225 210 1 - 182 167 1 - 150 137 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 114 ----------------------------------------------------------------------------------------------------------------------------------- A-3 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 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 - 327 90 1 - 311 76 1 - 278 61 1 - 225 46 1 - 182 31 1 - 150 26 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ 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 11.45 9.95 8.22 6.28 5.23 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 4.87 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 8/25/2006 11/25/2006 2/25/2007 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 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 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 - 298 54 277 50 - 273 246 40 - 206 38 - 157 39 - 125 41 - 101 43 - 236 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 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 - 128 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 - 169 101 39 - 135 82 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ 68 ----------------------------------------------------------------------------------------------------------------------------------- B-2 WAL 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 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 5/25/2022 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 - 118 38 - 93 38 - 76 39 - 63 ----------------------------------------------------------------------------------------------------------------------------------- B-3 WAL 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 8/25/2020 4/25/2018 9/25/2015 10/25/2012 11/25/2010 7/25/2009 7/25/2008 WINDOW 63 12/25/2010 8/25/2009 9/25/2008 Window 60 - 202 54 199 50 - 177 43 171 40 - 147 140 37 - 112 105 37 - 89 83 37 - 73 67 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------56 -----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO 16 CPR Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ---------------------------------------------------------------------------------------- CPR (%) 20 25 30 ---------------------------------------------------------------------------------------- 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 (yrs) 3.54 2.78 2.22 First Payment Date 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 10/25/2024 1/25/2021 2/25/2018 Window 1 - 327 248 1 - 311 203 1 - 278 1 168 ---------------------------------------------------------------------------------------- M-1 WAL 6.98 5.68 5.02 First Payment Date 3/25/2007 6/25/2007 8/25/2007 Expected Final Maturity 6/25/2021 2/25/2018 8/25/2015 Window 37 - 225 1 208 40 - 182 1 168 42 - 150 1 138 --------------------------------------------------------------------------------------- M-2 WAL 6.90 5.57 4.80 First Payment Date 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 12/25/2019 11/25/2016 8/25/2014 Window 37 - 190 38 - 153 39 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 ---------------------------------------------------------------------------------------- M-3 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 6.81 5.48 4.68 First Payment Date 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 11/25/2017 2/25/2015 2/25/2013 Window 37 - 327 1 - 311 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 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 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 - 236 165 38 - 185 41 132 39 - 149 44 108 ---------------------------------------------------------------------------------------- B-1 WAL 6.72 5.40 4.60 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 2/25/2017 6/25/2014 8/25/2012 Window 37 - 123 48 156 37 - 124 38 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 ---------------------------------------------------------------------------------------- B-2 WAL 11.37 9.87 8.13 6.20 5.09 6.57 5.27 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 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 11/25/2015 7/25/2013 10/25/2011 Window 37 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 188 141 37 - 145 113 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 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 147 125 37 - 112 99 37 - 89 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------81 ----------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE 13 CPR SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------- CPR 20 25 30 --------------------------------------------------------------------------------------- A-1 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 3.49 2.75 2.20 FIRST PAYMENT DATE 7/25/2003 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 --------------------------------------------------------------------------------------- A-2 WAL 3.49 2.75 2.20 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 9/25/2023 1/25/2020 4/25/2017 WINDOW 1 - 327 243 1 - 311 199 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 166 --------------------------------------------------------------------------------------- M-1 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 6.83 5.60 4.96 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2006 10/25/2006 12/25/2006 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 3/25/2020 1/25/2017 9/25/2014 WINDOW 1 37 - 327 1 201 40 - 311 1 163 42 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 135 --------------------------------------------------------------------------------------- M-2 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 6.75 5.49 4.75 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 8/25/2006 11/25/2006 2/25/2007 6/25/2007 9/25/2006 EXPECTED FINAL MATURITY 4/25/2028 3/25/2026 2/25/2023 11/25/2018 10/25/2018 11/25/2015 9/25/2013 12/25/2011 WINDOW 63 37 - 298 54 - 273 43 - 236 184 38 - 185 41 - 149 44 39 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 --------------------------------------------------------------------------------------- B-1 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 6.55 5.30 4.54 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 9/25/2016 2/25/2014 3/25/2012 WINDOW 63 - 202 54 - 177 43 - 147 37 - 112 159 37 - 89 128 38 - 105 --------------------------------------------------------------------------------------- B-2 WAL 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 - 73 38 123 37 - 61 ------------------------------------------------------------------------------------------------------------------------------ 98 37 - 80 --------------------------------------------------------------------------------------- --------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY MORGAN STANLEY 12 ------------------------------------------------------------------------------ MORGAN STANLEY ▇▇▇▇ ▇, ▇▇▇▇ ▇ecuritized 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 (%) --------------------- --------------- ---------- ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 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 13 - 327 1 18 Months 142 $ 672,567.64 .12% 19 - 311 1 24 Months 558 4,012,370.52 .72 25 - 278 1 30 Months 772 5,836,030.32 1.05 31 - 225 1 36 Months 1,579 14,993,843.98 2.71 37 - 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 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 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 42 Months 3,189 34,515,276.92 6.23 43 - 236 38 48 Months 6,487 86,764,491.33 15.67 49 - 185 41 54 Months 6,102 97,036,972.01 17.52 55 - 149 44 60 Months 7,993 138,472,532.33 25.01 61 - 123 48 72 Months 7,351 151,992,013.93 27.45 >= 73 720 19,431,602.66 3.51 ------------------------------------------------------------------------------------------------------------------- Total 34,893 $553,727,701.64 100.00% =================================================================================================================== Column totals may not add to 100.00% due to rounding. Distribution of Receivables by Stated Original Trm to Scheduled Maturity No. of Total Dollar Principal Stated Original Term Receivables (#) Amount ($) Balance (%) -------------------- --------------- ---------- ----------- 19 - 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 24 Months 111 $ 830,440.31 .15% 25 - 281 54 30 Months 28 197,168.23 .04 31 - 254 36 Months 1,269 11,120,562.06 2.01 37 - 42 Months 300 2,247,861.14 .41 43 - 217 37 48 Months 2,518 25,942,874.98 4.69 49 - 169 39 54 Months 1,255 12,521,862.47 2.26 55 - 135 40 60 Months 13,122 191,040,648.83 34.50 61 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 72 Months 14,343 261,155,565.46 47.16 >= 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------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
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ Weighted Average Life Sensitivity To Maturity ------------------------------------------------------------------------------------------------------------------------------------ PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ------------------------------------------------------------------------------------------------------------------------------------ A 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 (years) 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 12/25/2030 8/25/2029 12/25/2026 7/25/2022 1/25/2019 6/25/2016 6/25/2014 Window 1 - 327 323 1 - 311 307 1 - 278 275 1 - 225 222 1 - 182 180 1 - 150 149 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 125 ------------------------------------------------------------------------------------------------------------------------------------ M-1 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 (years) 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 1 53 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 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 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 - 273 252 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 - 217 216 37 - 169 168 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 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 - 153 38 - 122 39 - 101 40 - 111 41 84 \----------------------------------------------------------------------------------------------------------------------------------- B WAL (years) 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 5/25/2023 3/25/2021 5/25/2018 2/25/2015 11/25/2012 4/25/2011 2/25/2010 Window 62 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 63 232 53 - 252 54 - 225 206 43 - 188 172 37 - 145 133 37 - 116 106 37 - 87 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO 16 CPR Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- 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 (yrs) 3.54 2.78 2.22 First Payment Date 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 10/25/2024 1/25/2021 2/25/2018 Window 1 - 327 248 1 - 311 203 1 - 278 1 168 ------------------------------------------------------------------------------- M-1 WAL 6.98 5.68 5.02 First Payment Date 3/25/2007 6/25/2007 8/25/2007 Expected Final Maturity 6/25/2021 2/25/2018 8/25/2015 Window 37 - 225 1 208 40 - 182 1 168 42 - 150 1 138 ------------------------------------------------------------------------------- M-2 WAL 6.90 5.57 4.80 First Payment Date 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 12/25/2019 11/25/2016 8/25/2014 Window 37 - 190 38 - 153 39 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 ------------------------------------------------------------------------------- M-3 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 6.81 5.48 4.68 First Payment Date 3/25/2007 4/25/2007 5/25/2007 Expected Final Maturity 11/25/2017 2/25/2015 2/25/2013 Window 37 - 327 1 - 311 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 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 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 - 236 165 38 - 185 41 132 39 - 149 44 108 ------------------------------------------------------------------------------- B-1 WAL 6.72 5.40 4.60 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 2/25/2017 6/25/2014 8/25/2012 Window 37 - 123 48 156 37 - 124 38 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 ------------------------------------------------------------------------------- B-2 WAL 11.37 9.87 8.13 6.20 5.09 6.57 5.27 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 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 11/25/2015 7/25/2013 10/25/2011 Window 37 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 188 141 37 - 145 113 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 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 147 125 37 - 112 99 37 - 89 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------81 -------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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. ________________________________________________________________________________ CPR Sensitivity To MATURITY -------------------------------------------------------------------------------- Page 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 CPR (%) 20 25 30 -------------------------------------------------------------------------------- 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 (yrs) 1.64 1.27 1.03 First Payment Date 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 1/25/2008 9/25/2006 3/25/2006 Window 1 - 327 51 1 - 311 35 1 - 278 1 29 -------------------------------------------------------------------------------- A-3 WAL 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 - 225 1 249 35 - 182 1 203 29 - 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 ------------------------------------------------------------------------------------------------------------------------------ 169 -------------------------------------------------------------------------------- M-1 WAL 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 6.99 5.69 5.06 First Payment Date 11/25/2006 2/25/2007 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 5/25/2007 Expected Final Maturity 5/25/2021 1/25/2018 7/25/2015 Window 37 - 298 54 211 40 - 273 171 43 - 236 141 -------------------------------------------------------------------------------- M-2 WAL 6.92 5.59 4.83 First Payment Date 11/25/2006 12/25/2006 2/25/2007 Expected Final Maturity 12/25/2019 10/25/2016 6/25/2014 Window 37 - 194 38 - 185 41 156 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 - 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 - 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 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 - 169 39 119 38 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 97 -------------------------------------------------------------------------------- B-3 WAL 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 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 - 145 132 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 147 105 37 - 112 37 - 89 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------86 -------------------------------------------------------------------------------- ________________________________________________________________________________
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ 13 Weighted Average Life Sensitivity To CALL ---------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ---------------------------------------------------------------------------------------------------------------------------------- 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 (yrs) 5.39 4.59 3.73 2.79 2.15 1.67 1.29 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 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 1 - 327 183 1 - 311 157 1 - 278 128 1 - 225 96 1 - 182 75 1 - 150 61 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 ------------------------------------------------------------------------------------------------------------------------------ 51 ---------------------------------------------------------------------------------------------------------------------------------- M-1 WAL 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 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 10.20 8.68 7.03 5.33 4.55 4.40 4.24 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 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 298 54 183 51 - 273 157 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 - 236 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 - 185 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 5/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Window 60 - 183 51 - 157 41 - 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 - 217 128 37 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 96 37 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 75 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------39 - 51 ---------------------------------------------------------------------------------------------------------------------------------- B-3 WAL 10.13 8.62 6.98 5.26 4.29 3.76 3.45 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2019 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 37 - 75 37 - 61 38 - 51 ----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 14 CPR Sensitivity To Maturity ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A 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 (years) 3.65 2.90 2.35 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 1/25/2024 6/25/2020 9/25/2017 Window 1 - 327 240 1 - 311 197 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 164 ------------------------------------------------------------------------------- M-1 WAL 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 (years) 6.68 5.46 4.76 First Payment Date 2/25/2007 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 4/25/2007 5/25/2007 Expected Final Maturity 4/25/2019 5/25/2016 4/25/2014 Window 37 - 298 54 183 39 - 273 43 148 40 - 236 123 ------------------------------------------------------------------------------- M-2 WAL (years) 6.58 5.36 4.63 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 11/25/2017 4/25/2015 4/25/2013 Window 37 - 166 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 - 169 135 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 ------------------------------------------------------------------------------- B WAL 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 (years) 6.31 5.12 4.38 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 2/25/2016 10/25/2013 2/25/2012 Window 37 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 147 117 37 - 112 37 - 89 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------97 -------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY 1 -------------------------------------------------------------------------------- Morgan Stanley Ju▇▇ ▇, 2▇▇▇ ▇▇▇▇▇▇▇▇▇▇▇ ▇▇▇▇▇▇▇▇ ▇▇▇▇▇ [▇▇▇GAN STANLEY LOGO] -------------------------------------------------------------------------------- Approximately $550,791,000 Morgan Stanley ABS Capital I Inc., Series 2003-HE1 M▇▇▇▇▇ ▇tanley ABS Capital I Inc. ▇▇▇▇▇▇t▇▇ Chase Manhattan Mortgage Corporation The Provident Bank Servicers Transaction Highlights ---------------------- Modified Expected Ratings Avg Life to Duration Offered (S&P/Fitch/ Call / To Call / Classes Description Balance(4) Moody's) Mty(1)(2) Mty(1)(2)(3) ------- ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ ------------ ---------------- ----------- ------------ A-1 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 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 - 327 02/06 / 07/03 - 02/06 20.00% 1 Mo. LIBOR A-4 02/06 - 311 06/11 / 02/06 - 01/21 20.00% 1 Mo. LIBOR M-1 09/06 - 278 06/11 / 09/06 - 03/18 13.50% 1 Mo. LIBOR M-2 08/06 - 225 06/11 / 08/06 - 01/17 8.00% 1 Mo. LIBOR M-3 07/06 - 182 06/11 / 07/06 - 05/15 6.40% 1 Mo. LIBOR B-1 07/06 - 150 06/11 / 07/06 - 08/14 4.85% 1 Mo. LIBOR B-2 07/06 - 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 06/11 / 07/06 - 09/13 3.55% 1 Mo. LIBOR B-3 07/06 - 327 06/11 / 07/06 - 08/12 2.15% 1 - 311 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 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 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------Mo. LIBOR Notes: (1) Certificates are priced to the 10% optional clean-up call.
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO Weighted Average Life Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------------- PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ---------------------------------------------------------------------------------------------------------------------------- A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 FIRST PAYMENT DATE 5.79 4.99 4.10 3.11 2.42 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 Expected Final Maturity 11/25/2030 2/25/2029 11/25/2025 1/25/2021 7/25/2017 Window 1 - 327 329 1 - 311 308 1 - 278 269 1 - 225 211 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 ------------------------------------------------------------------------------------------------------------------------------ 169 ---------------------------------------------------------------------------------------------------------------------------- M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 FIRST PAYMENT DATE 9/25/2008 12/25/2007 11.12 9.55 7.78 5.92 5.06 First Payment Date 6/25/2008 9/25/2007 11/25/2006 9/25/2006 1/25/2007 8/25/2006 11/25/2006 2/25/2007 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 Expected Final Maturity 6/25/2028 2/25/2026 8/25/2022 3/25/2018 3/25/2015 Window 60 - 298 54 300 51 - 273 43 - 236 38 - 185 272 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 - 169 230 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 141 ---------------------------------------------------------------------------------------------------------------------------- M-2 WAL 11.06 9.48 7.71 5.84 4.86 First Payment Date 6/25/2008 9/25/2007 11/25/2006 8/25/2006 9/25/2006 Expected Final Maturity 1/25/2027 7/25/2024 2/25/2021 1/25/2017 3/25/2014 Window 60 - 283 51 - 253 41 - 212 38 - 163 39 - 129 ---------------------------------------------------------------------------------------------------------------------------- M-3 WAL 10.95 9.38 7.62 5.76 4.74 First Payment Date 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 - 112 110 37 - 89 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 - 73 138 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 3/25/2012 9/25/2010 Window 41 - 105 44 - 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 - 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 - 61 ------------------------------------------------------------------------------------------------------------------------------ 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
Sources: 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 11 WEIGHTED AVERAGE LIFE 13 CPR SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 CALL ---------------------------------------------------------------------------------------- CPR (%) 20 25 30 ----- ---------------------------------------------------------------------------------- A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 (YRS) 3.25 2.54 2.00 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 10/25/2003 10/25/2003 10/25/2003 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 6/25/2013 5/25/2011 12/25/2009 WINDOW 1 - 327 117 1 - 311 92 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 75 ----- ---------------------------------------------------------------------------------- M-1 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 6.36 5.17 4.62 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 10/25/2006 1/25/2007 4/25/2007 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 6/25/2013 5/25/2011 12/25/2009 WINDOW 1 37 - 327 1 117 40 - 311 1 92 43 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 75 ----- ---------------------------------------------------------------------------------- M-2 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 6.36 5.12 4.44 FIRST PAYMENT DATE 9/25/2008 12/25/2007 10/25/2006 11/25/2006 1/25/2007 8/25/2006 11/25/2006 2/25/2007 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 6/25/2013 5/25/2011 12/25/2009 WINDOW 63 37 - 298 54 - 273 43 - 236 117 38 - 185 41 92 40 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 75 ----- ---------------------------------------------------------------------------------- M-3 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 6.36 5.10 4.37 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 9/25/2006 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 - 75 ----- ---------------------------------------------------------------------------------- B-1 WAL 6.36 5.10 4.35 FIRST PAYMENT DATE 10/25/2006 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 6/25/2013 5/25/2011 12/25/2009 WINDOW 63 - 281 54 - 254 43 - 217 37 - 169 39 117 37 - 135 40 92 38 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 75 ----- ---------------------------------------------------------------------------------- B-2 WAL 11.12 9.62 7.91 6.01 4.90 4.25 3.88 6.36 5.09 4.33 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 7/25/2006 8/25/2006 8/25/2006 10/25/2006 10/25/2006 11/25/2006 EXPECTED FINAL MATURITY 6/25/2024 3/25/2022 2/25/2019 7/25/2015 2/25/2013 6/25/2013 5/25/2011 1/25/2010 12/25/2009 WINDOW 63 - 252 54 - 225 43 - 188 37 - 145 117 37 - 116 92 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 75 ----- ---------------------------------------------------------------------------------- B-3 WAL 10.52 9.07 7.44 5.63 4.57 3.95 3.57 6.36 5.08 4.32 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 7/25/2006 7/25/2006 8/25/2006 10/25/2006 10/25/2006 10/25/2006 EXPECTED FINAL MATURITY 4/25/2020 3/25/2018 9/25/2015 10/25/2012 11/25/2010 7/25/2009 7/25/2008 6/25/2013 5/25/2011 12/25/2009 WINDOW 63 - 202 54 - 177 43 - 147 37 - 112 117 37 - 89 92 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------75 ----------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------------- PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 --------------------------------------------------------------------------------------------------------------------------------- A 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 ------------------------------------------------------------------------------------------------------------------------------ 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 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 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------------- B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------------------------- B-2 WAL 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 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ________________________________________________________________________________ CPR Sensitivity To CALL --------------------------------------------------------------------------------- CPR (%) 20 25 30 --------------------------------------------------------------------------------- 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 (yrs) 1.64 1.27 1.03 First Payment Date 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 1/25/2008 9/25/2006 3/25/2006 Window 1 - 327 51 1 - 311 35 1 - 278 1 29 --------------------------------------------------------------------------------- A-3 WAL 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 - 225 1 116 35 - 182 1 92 29 - 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 ------------------------------------------------------------------------------------------------------------------------------ 75 --------------------------------------------------------------------------------- M-1 WAL 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 6.32 5.15 4.61 First Payment Date 11/25/2006 2/25/2007 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 5/25/2007 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 Window 37 - 298 54 116 40 - 273 92 43 - 236 38 - 185 41 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ 75 --------------------------------------------------------------------------------- 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 6.32 5.10 4.43 First Payment Date 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 12/25/2006 2/25/2007 Expected Final Maturity 6/25/2013 6/25/2011 1/25/2010 WINDOW 63 - 252 54 - 225 43 - 188 37 - 145 Window 37 - 116 38 - 95 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 - 116 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ 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 - 116 38 - 92 38 - 75 --------------------------------------------------------------------------------- B-2 WAL 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 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 - 112 116 37 - 89 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 - 73 38 116 37 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------92 37 - 75 --------------------------------------------------------------------------------- ________________________________________________________________________________
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO Weighted Average Life Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ------------------------------------------------------------------------------------------------------------------------- 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 (yrs) 5.72 4.92 4.03 3.04 2.36 First Payment Date 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 3/25/2031 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 WINDOW 3/25/2026 5/25/2021 10/25/2017 Window 1 - 327 329 1 - 311 307 1 - 278 269 1 - 225 211 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 ------------------------------------------------------------------------------------------------------------------------------ 168 ------------------------------------------------------------------------------------------------------------------------- M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 FIRST PAYMENT DATE 9/25/2008 12/25/2007 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 8/25/2006 11/25/2006 2/25/2007 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 4/25/2007 Expected Final Maturity 8/25/2028 4/25/2026 10/25/2022 5/25/2018 5/25/2015 Window 60 - 298 54 51 - 273 43 270 41 - 236 228 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 - 185 160 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 - 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 - 217 183 37 - 169 139 39 - 135 40 110 ------------------------------------------------------------------------------------------------------------------------- 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 - 111 243 51 - 213 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 188 176 37 - 145 133 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 - 116 125 38 - 95 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 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 63 212 51 - 202 54 184 41 - 177 43 - 147 151 37 - 112 113 37 - 89 37 ------------------------------------------------------------------------------------------------------------------------- TABLE (CONTINUED) ----------------------------------------------------------------------- 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 - 73 137 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 Expected Final Maturity 3/25/2011 12/25/2009 Window 40 - 89 42 - 74 ----------------------------------------------------------------------- B-1 WAL 4.11 3.83 First Payment Date 1/25/2007 3/25/2007 Expected Final Maturity 11/25/2010 9/25/2009 Window 39 - 85 41 - 71 ----------------------------------------------------------------------- B-2 WAL 4.02 3.72 First Payment Date 1/25/2007 1/25/2007 Expected Final Maturity 6/25/2010 4/25/2009 Window 39 - 80 39 - 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 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------72 38 - 60 -----------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 12 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ ----------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ---- ------------------------------------------------------------------------------------------------------------------------------ A-1 A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 (YRS) 5.76 4.96 4.07 3.08 2.39 1.86 1.25 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 2/25/2031 4/25/2029 1/25/2026 3/25/2021 8/25/2017 1/25/2015 9/25/2006 WINDOW 1 - 327 329 1 - 311 307 1 - 278 268 1 - 225 210 1 - 182 167 1 - 150 136 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 36 ---- ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 11.07 9.49 7.72 5.87 5.03 4.90 5.95 FIRST PAYMENT DATE 9/25/2008 12/25/2007 11/25/2007 1/25/2007 8/25/2006 11/25/2006 2/25/2007 6/25/2007 12/25/2006 4/25/2007 8/25/2007 9/25/2006 EXPECTED FINAL MATURITY 4/25/2028 8/25/2028 3/25/2026 2/25/2023 11/25/2018 11/25/2015 9/25/2013 12/25/2011 9/25/2022 4/25/2018 4/25/2015 2/25/2013 2/25/2013 WINDOW 63 60 - 298 54 299 50 - 273 270 40 - 228 39 - 175 43 - 236 38 139 47 - 185 41 113 36 - 149 44 - 123 48 - 102 113 ---- ------------------------------------------------------------------------------------------------------------------------------ M-2 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 11.00 9.41 7.65 5.78 4.82 4.38 4.33 FIRST PAYMENT DATE 9/25/2008 12/25/2007 11/25/2007 1/25/2007 7/25/2006 9/25/2006 11/25/2006 1/25/2007 2/25/2007 5/25/2007 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 - 140 39 - 111 40 - 90 42 - 74 ---- ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 131 38 - 103 39 - 83 40 - 69 ---- ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 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 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 12/25/2020 8/25/2018 11/25/2015 10/25/2012 11/25/2010 7/25/2009 7/25/2008 WINDOW 63 60 - 202 54 207 50 - 177 43 179 40 - 147 146 37 - 112 109 37 - 89 37 - 73 86 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------70 38 - 58 -----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE 14 CPR SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ---------------------------------------------------------------------------------------- CPR (%) 20 25 30 ----- ---------------------------------------------------------------------------------- A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 (YRS) 3.51 2.76 2.19 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 10/25/2003 10/25/2003 10/25/2003 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 5/25/2024 8/25/2020 9/25/2017 WINDOW 1 - 327 248 1 - 311 203 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 168 ----- ---------------------------------------------------------------------------------- M-1 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 7.02 5.71 5.07 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 10/25/2006 1/25/2007 4/25/2007 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 5/25/2021 12/25/2017 5/25/2015 WINDOW 1 37 - 327 1 212 40 - 311 1 171 43 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 140 ----- ---------------------------------------------------------------------------------- M-2 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 6.96 5.61 4.85 FIRST PAYMENT DATE 9/25/2008 12/25/2007 10/25/2006 11/25/2006 1/25/2007 8/25/2006 11/25/2006 2/25/2007 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 11/25/2019 9/25/2016 5/25/2014 WINDOW 63 37 - 298 54 - 273 43 - 236 194 38 - 185 41 156 40 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 128 ----- ---------------------------------------------------------------------------------- M-3 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 6.87 5.52 4.72 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 9/25/2006 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 - 112 ----- ---------------------------------------------------------------------------------- B-1 WAL 6.78 5.45 4.64 FIRST PAYMENT DATE 10/25/2006 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 12/25/2016 4/25/2014 5/25/2012 WINDOW 63 - 281 54 - 254 43 - 217 37 - 169 39 159 37 - 135 40 127 38 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 104 ----- ---------------------------------------------------------------------------------- B-2 WAL 11.12 9.62 7.91 6.01 4.90 4.25 3.88 6.67 5.34 4.54 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 7/25/2006 8/25/2006 8/25/2006 10/25/2006 10/25/2006 11/25/2006 EXPECTED FINAL MATURITY 6/25/2024 3/25/2022 2/25/2019 7/25/2015 2/25/2013 5/25/2011 1/25/2010 11/25/2015 5/25/2013 8/25/2011 WINDOW 63 - 252 54 - 225 43 - 188 37 - 145 146 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 ----- ---------------------------------------------------------------------------------- B-3 WAL 10.52 9.07 7.44 5.63 4.57 3.95 3.57 6.46 5.17 4.39 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 7/25/2006 7/25/2006 8/25/2006 10/25/2006 10/25/2006 10/25/2006 EXPECTED FINAL MATURITY 4/25/2020 3/25/2018 9/25/2015 10/25/2012 11/25/2010 7/25/2009 7/25/2008 10/25/2014 7/25/2012 12/25/2010 WINDOW 63 - 202 54 - 177 43 - 147 37 - 112 133 37 - 89 106 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------87 ----------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE 12 CPR SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ CALL ------- --------------------------------------------------------------------------------------- CPR 20 25 30 --------------------------------------------------------------------------------------- A-1 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 3.22 2.53 2.01 FIRST PAYMENT DATE 7/25/2003 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 --------------------------------------------------------------------------------------- A-2 WAL 3.22 2.53 2.01 FIRST PAYMENT DATE 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 12/25/2012 1/25/2011 8/25/2009 WINDOW 1 - 327 114 1 - 311 91 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 74 --------------------------------------------------------------------------------------- M-1 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 6.21 5.08 4.53 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2006 10/25/2006 12/25/2006 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 12/25/2012 1/25/2011 8/25/2009 WINDOW 1 37 - 327 1 114 40 - 311 1 91 42 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 74 --------------------------------------------------------------------------------------- M-2 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 6.21 5.04 4.37 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 8/25/2006 11/25/2006 2/25/2007 6/25/2007 9/25/2006 EXPECTED FINAL MATURITY 4/25/2028 3/25/2026 2/25/2023 11/25/2018 11/25/2015 9/25/2013 12/25/2011 12/25/2012 1/25/2011 8/25/2009 WINDOW 63 37 - 298 54 - 273 43 - 236 114 38 - 185 41 91 39 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 74 --------------------------------------------------------------------------------------- B-1 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 6.21 5.02 4.29 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 12/25/2012 1/25/2011 8/25/2009 WINDOW 63 - 202 54 - 177 43 - 147 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 - 73 38 114 37 - 61 ------------------------------------------------------------------------------------------------------------------------------ 91 37 - 74 --------------------------------------------------------------------------------------- --------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO 13 Weighted Average Life Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------ PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ------------------------------------------------------------------------------------------------------------ A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 (yrs) 5.96 5.11 4.17 3.14 2.45 1.94 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 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 6/25/2031 9/25/2029 6/25/2026 8/25/2021 2/25/2018 7/25/2015 8/25/2013 Maturity Window 1 - 327 328 1 - 311 307 1 - 278 268 1 - 225 210 1 - 182 168 1 - 150 137 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 114 ------------------------------------------------------------------------------------------------------------ M-1 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 10.97 9.40 7.65 5.80 4.85 4.43 4.43 First Payment Date 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 - 327 1 285 50 - 311 1 255 40 - 278 1 214 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 1 50 - 182 1 195 40 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 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 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 - 217 161 37 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 121 38 - 95 38 39 - 79 ------------------------------------------------------------------------------------------------------------------------------ 77 39 - 64 ------------------------------------------------------------------------------------------------------------ B-2 WAL 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 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 Window 60 - 202 54 210 50 - 177 43 181 40 - 147 149 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 - 73 99 37 - 78 37 - 63 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------53 ------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 14 CPR Sensitivity To CALL ------- CPR 20 25 30 ----------------------- ---------- ---------- ---------- A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 FIRST PAYMENT DATE 3.22 2.51 1.98 First Payment Date 7/25/2003 7/25/2003 7/25/2003 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 1 - 116 1 - 92 1 - 75 A-3 WAL 1.38 1.09 0.89 First Payment Date 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 Expected Final Maturity 8/25/2006 11/25/2005 6/25/2005 Window 1 - 327 38 1 - 311 29 1 - 278 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 - 225 1 116 29 - 182 1 92 24 - 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 ------------------------------------------------------------------------------------------------------------------------------ 75 M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 FIRST PAYMENT DATE 9/25/2008 12/25/2007 6.34 5.17 4.63 First Payment Date 7/25/2006 10/25/2006 1/25/2007 8/25/2006 11/25/2006 2/25/2007 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 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 298 54 116 40 - 273 92 43 - 236 38 - 185 41 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ 75 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 6.34 5.12 4.44 First Payment Date 7/25/2006 8/25/2006 8/25/2006 EXPECTED FINAL MATURITY 6/25/2024 3/25/2022 2/25/2019 7/25/2015 10/25/2006 Expected Final Maturity 2/25/2013 5/25/2011 1/25/2010 WINDOW 63 - 252 54 - 225 43 - 188 37 - 145 2/25/2011 9/25/2009 Window 37 - 116 38 - 95 92 40 - 75 M-3 WAL 6.34 5.10 4.37 First Payment Date 7/25/2006 8/25/2006 9/25/2006 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 116 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ 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 - 116 37 - 92 38 - 75 B-2 WAL 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 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 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 Expected Final Maturity 2/25/2013 2/25/2011 9/25/2009 Window 37 - 112 116 37 - 89 92 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------75
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 15 CPR Sensitivity To CALL -------------------------------------------------------------------------------- CPR (%) 20 25 30 -------------------------------------------------------------------------------- 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 (yrs) 3.26 2.55 2.02 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 9/25/2013 9/25/2011 4/25/2010 Window 1 - 327 116 1 - 311 92 1 - 278 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 - 225 54 1 - 182 43 1 - 150 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 - 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 1 116 43 - 327 1 92 30 - 311 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ 75 -------------------------------------------------------------------------------- M-1 WAL 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 6.31 5.14 4.57 First Payment Date 2/25/2007 6/25/2007 EXPECTED FINAL MATURITY 4/25/2028 3/25/2026 2/25/2023 11/25/2018 11/25/2015 5/25/2007 7/25/2007 Expected Final Maturity 9/25/2013 12/25/2011 WINDOW 63 9/25/2011 4/25/2010 Window 37 - 298 54 116 40 - 273 43 92 42 - 236 38 - 185 41 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ 75 -------------------------------------------------------------------------------- M-2 WAL 11.37 9.87 8.13 6.20 6.31 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 4.41 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 - 95 92 39 - 75 -------------------------------------------------------------------------------- M-3 WAL 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 - 79 ------------------------------------------------------------------------------------------------------------------------------ 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 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 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 - 112 116 37 - 89 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 9/25/2013 9/25/2011 4/25/2010 Window 37 - 73 38 116 37 - 61 ------------------------------------------------------------------------------------------------------------------------------ 92 37 - 75 --------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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. ------------------------------------------------------------------------------- CPR Sensitivity To Maturity ----------- -------------------------------------------------------------------------------- Page 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ CPR (%) 20 25 30 -------------------------------------------------------------------------------- A-1 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 (years) 3.59 2.84 2.28 First Payment Date 6/25/2004 6/25/2004 6/25/2004 Expected Final Maturity 9/25/2024 1/25/2021 3/25/2018 Window 1 - 327 244 1 - 311 200 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 166 -------------------------------------------------------------------------------- M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 (years) 6.80 5.55 4.87 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 8/25/2006 11/25/2006 2/25/2007 First Payment Date 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 8/25/2007 10/25/2007 Expected Final Maturity 8/25/2020 7/25/2017 3/25/2015 Window 37 - 298 54 195 39 - 273 43 158 41 - 236 130 -------------------------------------------------------------------------------- M-2 WAL (years) 6.73 5.46 4.72 First Payment Date 6/25/2007 7/25/2007 8/25/2007 Expected Final Maturity 4/25/2019 6/25/2016 5/25/2014 Window 37 - 179 38 - 185 41 145 39 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 120 -------------------------------------------------------------------------------- B-1 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 (years) 6.57 5.31 4.54 First Payment Date 6/25/2007 6/25/2007 7/25/2007 Expected Final Maturity 8/25/2017 1/25/2015 2/25/2013 Window 37 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 188 159 37 - 145 128 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 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 147 129 37 - 112 103 37 - 89 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------85 -------------------------------------------------------------------------------- -------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO 14 Weighted Average Life Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ---------------------------------------------------------------------------------------------------------------------------------- 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 (yrs) 5.76 4.95 4.05 3.06 2.37 1.85 1.38 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 6/25/2031 9/25/2029 7/25/2026 9/25/2021 2/25/2018 7/25/2015 8/25/2013 Window 1 - 327 328 1 - 311 307 1 - 278 269 1 - 225 211 1 - 182 168 1 - 150 137 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 114 ---------------------------------------------------------------------------------------------------------------------------------- M-1 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 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 12/25/2015 12/25/2013 WINDOW 1 8/25/2015 6/25/2013 11/25/2011 Window 60 - 327 1 296 51 - 311 1 268 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 1 51 - 225 1 248 41 - 182 1 207 38 - 150 1 158 39 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 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 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 63 125 41 - 298 54 - 273 102 43 - 236 38 - 185 41 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 85 ---------------------------------------------------------------------------------------------------------------------------------- M-3 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 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 5/25/2011 1/25/2010 WINDOW 63 6/25/2011 3/25/2010 Window 60 - 252 54 248 51 - 225 43 218 41 - 188 180 37 - 145 137 39 - 108 40 - 88 41 - 73 ---------------------------------------------------------------------------------------------------------------------------------- B-1 WAL 10.74 9.18 7.46 5.63 4.61 4.06 3.77 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 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 - 116 129 38 - 95 102 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 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 - 117 37 - 92 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 75 39 - 62 ---------------------------------------------------------------------------------------------------------------------------------- B-3 WAL 10.52 9.07 7.44 5.63 4.57 3.95 3.57 FIRST PAYMENT DATE 10.18 8.67 7.02 5.29 4.32 3.79 3.46 First Payment Date 2/25/2009 5/25/2008 7/25/2007 3/25/2007 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2020 2/25/2018 8/25/2015 9/25/2012 11/25/2010 8/25/2009 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 Window 60 - 202 54 195 51 - 177 43 168 41 - 147 138 37 - 112 103 37 - 89 81 37 - 73 66 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------55 ----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 14 CPR Sensitivity To CALL ------------------------------------------------------------------------ CPR (%) 20 25 30 ------------------------------------------------------------------------ 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 (yrs) 3.41 2.68 2.15 First Payment Date 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 1 - 327 116 1 - 311 92 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 75 ------------------------------------------------------------------------ M-1 WAL 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 6.32 5.11 4.45 First Payment Date 3/25/2007 4/25/2007 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 38 - 95 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 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ 92 39 - 75 ------------------------------------------------------------------------ M-3 WAL 6.32 5.09 4.34 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 37 - 92 38 - 75 ------------------------------------------------------------------------ B-1 WAL 6.32 5.07 4.32 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 37 - 92 38 - 75 ------------------------------------------------------------------------ B-2 WAL 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 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 - 112 116 37 - 89 92 37 - 73 38 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 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------116 37 - 92 37 - 75 ------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 15 CPR Sensitivity To CALL ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- 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 (yrs) 3.27 2.56 2.03 First Payment Date 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 1 - 327 116 1 - 311 92 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 75 ------------------------------------------------------------------------------- M-1 WAL 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 6.33 5.15 4.57 First Payment Date 3/25/2007 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 8/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 298 54 116 40 - 273 43 92 42 - 236 38 - 185 41 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ 75 ------------------------------------------------------------------------------- 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 6.33 5.10 4.41 First Payment Date 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 - 95 92 39 - 75 ------------------------------------------------------------------------------- M-3 WAL 6.33 5.09 4.35 First Payment Date 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 - 79 ------------------------------------------------------------------------------------------------------------------------------ 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 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 37 - 92 38 - 75 ------------------------------------------------------------------------------- B-2 WAL 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 6.33 5.07 4.32 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 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 - 73 38 116 37 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------92 37 - 75 -------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ ________________________________________________________________________________ Weighted Average Life Sensitivity To CALL ---------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ---------------------------------------------------------------------------------------------------------------------------------- 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 (yrs) 2.87 2.44 1.98 1.49 1.19 0.99 0.85 First Payment Date 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 12/25/2010 11/25/2009 9/25/2008 7/25/2007 5/25/2006 11/25/2005 8/25/2005 Window 1 - 327 86 1 - 311 73 1 - 278 59 1 - 225 45 1 - 182 31 1 - 150 25 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 22 ---------------------------------------------------------------------------------------------------------------------------------- A-3 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 11.85 10.14 8.25 6.20 4.71 3.44 2.43 First Payment Date 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 - 327 1 184 73 - 311 1 158 59 - 278 1 129 45 - 225 1 97 31 - 182 1 76 25 - 150 1 62 22 - 126 ------------------------------------------------------------------------------------------------------------------------------ 52 ---------------------------------------------------------------------------------------------------------------------------------- M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 FIRST PAYMENT DATE 9/25/2008 12/25/2007 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 8/25/2006 11/25/2006 2/25/2007 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 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 - 298 54 184 51 - 273 158 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 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 38 - 97 39 - 76 41 - 62 43 - 236 52 ---------------------------------------------------------------------------------------------------------------------------------- M-3 WAL 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 4/25/2007 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 - 97 39 - 76 40 - 62 42 - 52 ---------------------------------------------------------------------------------------------------------------------------------- B-1 WAL 10.26 8.74 7.09 5.34 4.39 3.88 3.64 First Payment Date 11/25/2008 1/25/2008 3/25/2007 11/25/2006 12/25/2006 1/25/2007 2/25/2007 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 - 97 38 - 185 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 - 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 - 217 129 37 - 169 97 38 - 76 38 - 62 39 - 135 40 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 - 111 184 51 - 158 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 188 129 37 - 145 97 37 - 116 76 38 - 95 62 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------52 ---------------------------------------------------------------------------------------------------------------------------------- ________________________________________________________________________________
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 CPR Sensitivity To CALL CPR (%) 20 25 30 -------------------------------------------------------------------------------------------------------- A-2 WAL 6.38 5.77 5.33 First Payment Date 3/25/2007 6/25/2007 10/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 40 - 92 44 - 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 -------------------------------------------------------------------------------------------------------- A-3 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 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 - 327 25 1 - 311 20 1 - 278 1 16 -------------------------------------------------------------------------------------------------------- A-4 WAL 5.40 4.24 3.39 First Payment Date 3/25/2006 10/25/2005 6/25/2005 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 25 - 225 1 116 20 - 182 1 92 16 - 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 ------------------------------------------------------------------------------------------------------------------------------ 75 -------------------------------------------------------------------------------------------------------- M-1 WAL 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 6.32 5.12 4.46 First Payment Date 3/25/2007 4/25/2007 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 38 - 95 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 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ 92 39 - 75 -------------------------------------------------------------------------------------------------------- M-3 WAL 6.32 5.09 4.34 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 37 - 92 38 - 75 -------------------------------------------------------------------------------------------------------- B-1 WAL 6.32 5.07 4.32 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 37 - 92 38 - 75 -------------------------------------------------------------------------------------------------------- B-2 WAL 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 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 - 112 116 37 - 89 92 37 - 73 38 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 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------116 37 - 92 37 - 75
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 15 CPR Sensitivity To CALL --------------------------------------------------------------------------------------- CPR (%) 20 25 30 --------------------------------------------------------------------------------------- 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 (yrs) 3.27 2.56 2.03 First Payment Date 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 1 - 327 116 1 - 311 92 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 75 --------------------------------------------------------------------------------------- M-1 WAL 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 6.33 5.15 4.57 First Payment Date 3/25/2007 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 8/25/2007 Expected Final Maturity 10/25/2013 10/25/2011 5/25/2010 Window 37 - 298 54 116 40 - 273 43 92 42 - 236 38 - 185 41 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ 75 --------------------------------------------------------------------------------------- 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 6.33 5.10 4.41 First Payment Date 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 - 95 92 39 - 75 --------------------------------------------------------------------------------------- M-3 WAL 6.33 5.09 4.35 First Payment Date 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 - 79 ------------------------------------------------------------------------------------------------------------------------------ 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 10/25/2013 10/25/2011 5/25/2010 Window 37 - 116 37 - 92 38 - 75 --------------------------------------------------------------------------------------- B-2 WAL 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 6.33 5.07 4.32 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 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 - 73 38 116 37 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------92 37 - 75 ---------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO 15 CPR Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ------------------------------------------------------------------------ CPR (%) 20 25 30 ------------------------------------------------------------------------ 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 (yrs) 3.70 2.92 2.35 First Payment Date 3/25/2004 3/25/2004 3/25/2004 Expected Final Maturity 11/25/2024 1/25/2021 2/25/2018 Window 1 - 327 249 1 - 311 203 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 168 ------------------------------------------------------------------------ M-1 WAL 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 6.93 5.60 4.86 First Payment Date 3/25/2007 4/25/2007 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 Expected Final Maturity 7/25/2020 5/25/2017 1/25/2015 Window 37 - 298 54 - 273 43 - 236 197 38 - 185 41 159 40 - 149 44 131 ------------------------------------------------------------------------ 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 Window 37 - 123 48 170 38 - 136 39 - 111 ------------------------------------------------------------------------ M-3 WAL 6.74 5.42 4.62 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 1/25/2017 6/25/2014 8/25/2012 Window 37 - 155 37 - 124 38 - 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------ B-1 WAL 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 6.65 5.34 4.54 First Payment Date 3/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 5/25/2016 11/25/2013 2/25/2012 Window 37 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 112 117 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 - 89 135 37 - 73 38 108 37 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------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
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO Weighted Average Life Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ------------------------------------------------------------------------------------------------------------------------------------ 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 8.84 8.10 7.30 6.52 6.11 5.99 6.25 First Payment Date 3/25/2007 3/25/2007 3/25/2007 5/25/2007 10/25/2007 3/25/2008 12/25/2008 Expected Final Maturity 3/25/2031 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 WINDOW 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 - 327 43 1 - 311 36 1 - 278 29 1 - 225 22 1 - 182 18 1 - 150 14 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 12 ------------------------------------------------------------------------------------------------------------------------------------ A-4 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 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 - 327 1 328 36 - 311 1 307 29 - 278 1 268 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 1 50 - 182 1 195 40 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 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 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 - 217 161 37 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 121 38 - 95 38 39 - 79 ------------------------------------------------------------------------------------------------------------------------------ 77 39 - 64 ------------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 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 8/25/2021 3/25/2019 7/25/2016 6/25/2013 6/25/2011 1/25/2010 1/25/2009 Window 60 - 202 54 210 50 - 177 43 181 40 - 147 149 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 Maturity 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 - 73 99 37 - 78 37 - 63 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------53
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO 16 CPR Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 -------------------------------------------------------------------------------- CPR (%) 20 25 30 -------------------------------------------------------------------------------- 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 (yrs) 3.53 2.77 2.21 First Payment Date 2/25/2004 2/25/2004 2/25/2004 Expected Final Maturity 10/25/2024 12/25/2020 1/25/2018 Window 1 - 327 249 1 - 311 203 1 - 278 168 -------------------------------------------------------------------------------- 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 - 225 54 1 - 182 43 1 - 150 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 - 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 1 249 43 - 327 1 203 30 - 311 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ 168 -------------------------------------------------------------------------------- M-1 WAL 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 6.96 5.67 5.01 First Payment Date 2/25/2007 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 5/25/2007 7/25/2007 Expected Final Maturity 5/25/2021 1/25/2018 7/25/2015 Window 37 - 298 54 208 40 - 273 43 168 42 - 236 138 -------------------------------------------------------------------------------- M-2 WAL 6.89 5.56 4.80 First Payment Date 2/25/2007 3/25/2007 4/25/2007 Expected Final Maturity 11/25/2019 9/25/2016 6/25/2014 Window 37 - 190 38 - 185 41 152 39 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 125 -------------------------------------------------------------------------------- M-3 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 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 - 169 166 38 - 132 39 - 135 40 109 -------------------------------------------------------------------------------- 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 - 111 41 155 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-1 -------------------------------------------------------------------------------- B-3 WAL 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 6.31 5.06 4.30 First Payment Date 2/25/2007 2/25/2007 2/25/2007 Expected Final Maturity 9/25/2014 6/25/2012 12/25/2010 Window 37 - 145 128 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 147 101 37 - 112 37 - 89 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ 83 --------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------ MORGAN STANLEY ▇▇▇▇ ▇, ▇▇▇▇ ▇ecuritized Products Group MORGAN STANLEY [GRAPHIC] ------------------------------------------------------------------------------ $549,575,000 Morgan Stanley Auto Loan Trust 2003-HB1 Morgan Sta▇▇▇▇ ▇B▇ ▇▇▇▇▇al II, Inc., Depositor Overview of the Of▇▇▇▇▇ N▇▇▇▇ ----------------------------- ----------------------------------------------------------------------------------------------------------------- Expected Moody's and Class Initial Estima▇▇▇ Principal S&P of Principal Credit Avg. Life Payment Final Expected Notes Balance Support Coupon (yrs)(1) Window(1) Payment Date Ratings ----------------------------------------------------------------------------------------------------------------- A-1 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 ------------------------------------------------------------------------------------------------------------------------------ $408,175,000 5.75% [ ] 1.00 08/03-12/05 July 16, 2007 Aaa / AAA ----------------------------------------------------------------------------------------------------------------- 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 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 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------$113,714,000 5.75% [ ] 2.94 12/05-09/06 April 15, 2011 Aaa / AAA ----------------------------------------------------------------------------------------------------------------- B $ 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
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 13 CPR Sensitivity To Call ------------------------------------------------------------------------------- CPR (%) 20 25 30 ------------------------------------------------------------------------------- A 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 (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 - 327 112 1 - 311 89 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 74 ------------------------------------------------------------------------------- M-1 WAL 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 (years) 6.12 4.99 4.38 First Payment Date 2/25/2007 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 4/25/2007 5/25/2007 Expected Final Maturity 5/25/2013 6/25/2011 3/25/2010 Window 37 - 298 54 112 39 - 273 43 89 40 - 236 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 - 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 - 169 89 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 74 ------------------------------------------------------------------------------- B WAL 11.12 9.62 7.91 6.01 4.90 (years) 6.10 4.94 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 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 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------74 -------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ Weighted Average Life Sensitivity To CALL ----------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 ----------------------------------------------------------------------------------------------------------------------- A-2 WAL (yrs) 5.36 4.56 3.71 2.78 2.14 First Payment Date 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 1/25/2019 11/25/2016 6/25/2014 10/25/2011 1/25/2010 Window 1 - 183 1 - 157 1 - 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 (CONTINUED) ----------------------------------------------------------------------------- PPC (%) 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ----------------------------------------------------------------------------- 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 (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 - 327 61 1 - 311 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 51 ------------------------------------------------------------------------- M-1 WAL 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 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 4.46 4.24 First Payment Date 8/25/2007 1/25/2008 Expected Final Maturity 11/25/2008 1/25/2008 Window 46 - 298 54 61 51 - 273 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 - 236 38 51 ------------------------------------------------------------------------- M-3 WAL 3.90 3.70 First Payment Date 2/25/2007 4/25/2007 Expected Final Maturity 11/25/2008 1/25/2008 Window 40 - 185 61 42 - 51 ------------------------------------------------------------------------- B-1 WAL 3.86 3.64 First Payment Date 1/25/2007 3/25/2007 Expected Final Maturity 11/25/2008 1/25/2008 Window 39 - 61 41 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 51 ------------------------------------------------------------------------- B-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 3.83 3.57 First Payment Date 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 - 169 1/25/2007 Expected Final Maturity 11/25/2008 1/25/2008 Window 39 - 135 40 61 39 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 51 ------------------------------------------------------------------------- B-3 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 73 3.79 3.50 First Payment Date 12/25/2006 12/25/2006 Expected Final Maturity 11/25/2008 1/25/2008 Window 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------38 - 51 -------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 10 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ CALL ------- ------------------------------------------------------------------------------------------------------------------------- PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------------- A-1 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 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 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 3/25/2019 3/25/2017 10/25/2014 2/25/2012 4/25/2010 1/25/2009 2/25/2008 WINDOW 1 - 327 189 1 - 311 165 1 - 278 136 1 - 225 104 1 - 182 82 1 - 150 67 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ 56 ------------------------------------------------------------------------------------------------------------------------- A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 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 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 3/25/2019 3/25/2017 10/25/2014 2/25/2012 4/25/2010 1/25/2009 2/25/2008 WINDOW 1 - 327 189 1 - 311 165 1 - 278 136 1 - 225 104 1 - 182 82 1 - 150 67 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ 56 ------------------------------------------------------------------------------------------------------------------------- M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 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 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 3/25/2019 3/25/2017 10/25/2014 2/25/2012 4/25/2010 1/25/2009 2/25/2008 WINDOW 63 - 298 189 54 - 273 165 43 - 236 136 38 - 185 104 41 - 149 82 44 - 123 67 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ 56 ------------------------------------------------------------------------------------------------------------------------- M-2 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 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 11/25/2026 8/25/2024 7/25/2021 7/25/2017 9/25/2014 9/25/2012 3/25/2011 3/25/2019 3/25/2017 10/25/2014 2/25/2012 4/25/2010 1/25/2009 2/25/2008 WINDOW 63 - 281 189 54 - 254 165 43 - 217 136 37 - 169 104 39 - 135 82 40 - 111 67 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ 56 ------------------------------------------------------------------------------------------------------------------------- B-1 WAL 11.12 9.62 7.91 6.01 4.90 4.25 3.88 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 6/25/2024 3/25/2022 2/25/2019 7/25/2015 2/25/2013 5/25/2011 1/25/2010 3/25/2019 3/25/2017 10/25/2014 2/25/2012 4/25/2010 1/25/2009 2/25/2008 WINDOW 63 - 252 189 54 - 225 165 43 - 188 136 37 - 145 104 37 - 116 82 38 - 95 67 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ 56 ------------------------------------------------------------------------------------------------------------------------- B-2 WAL 10.52 9.07 7.44 5.63 4.57 3.95 3.57 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 4/25/2020 3/25/2018 9/25/2015 10/25/2012 11/25/2010 7/25/2009 7/25/2008 3/25/2019 3/25/2017 10/25/2014 2/25/2012 4/25/2010 1/25/2009 2/25/2008 WINDOW 63 - 202 189 54 - 177 165 43 - 147 136 37 - 112 104 37 - 89 82 37 - 73 67 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ 56 ------------------------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO ________________________________________________________________________________ Weighted Average Life Sensitivity To MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ ----------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ----------------------------------------------------------------------------------------------------------------------------------- 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 (yrs) 2.87 2.44 1.98 1.49 1.19 0.99 0.85 First Payment Date 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 11/25/2003 Expected Final Maturity 12/25/2010 11/25/2009 9/25/2008 7/25/2007 5/25/2006 11/25/2005 8/25/2005 Window 1 - 327 86 1 - 311 73 1 - 278 59 1 - 225 45 1 - 182 31 1 - 150 25 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 22 ----------------------------------------------------------------------------------------------------------------------------------- A-3 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 13.19 11.45 9.43 7.17 5.52 4.14 2.65 First Payment Date 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 - 327 1 330 73 - 311 1 309 59 - 278 1 270 45 - 225 1 212 31 - 182 1 169 25 - 150 1 138 22 - 126 ------------------------------------------------------------------------------------------------------------------------------ 115 ----------------------------------------------------------------------------------------------------------------------------------- M-1 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 FIRST PAYMENT DATE 9/25/2008 12/25/2007 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 8/25/2006 11/25/2006 2/25/2007 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 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 - 298 54 301 51 - 273 272 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 5/25/2027 11/25/2024 6/25/2021 5/25/2017 7/25/2014 7/25/2012 1/25/2011 Window 61 - 283 51 - 253 41 - 212 38 - 163 39 - 129 41 - 105 43 - 236 38 87 ----------------------------------------------------------------------------------------------------------------------------------- M-3 WAL 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 4/25/2007 Expected Final Maturity 4/25/2025 9/25/2022 6/25/2019 9/25/2015 3/25/2013 6/25/2011 2/25/2010 Window 61 - 185 258 51 - 227 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 143 39 - 113 40 - 92 42 - 76 ----------------------------------------------------------------------------------------------------------------------------------- B-1 WAL 10.88 9.31 7.57 5.71 4.69 4.12 3.83 First Payment Date 11/25/2008 1/25/2008 3/25/2007 11/25/2006 12/25/2006 1/25/2007 2/25/2007 Expected Final Maturity 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 - 116 135 38 - 95 106 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 - 124 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 98 38 - 80 39 - 66 ----------------------------------------------------------------------------------------------------------------------------------- B-3 WAL 10.52 9.07 7.44 5.63 4.57 3.95 3.57 FIRST PAYMENT DATE 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 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 Window 61 - 202 54 207 51 - 177 43 178 41 - 147 37 - 112 110 37 - 89 37 - 73 87 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------71 38 - 59 ----------------------------------------------------------------------------------------------------------------------------------- ________________________________________________________________________________
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE 13 CPR SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ---------------------------------------------------------------------------------------- CPR 20 25 30 ---------------------------------------------------------------------------------------- A WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 3.49 2.75 2.20 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 9/25/2023 1/25/2020 4/25/2017 WINDOW 1 - 327 243 1 - 311 199 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ A-2 166 ---------------------------------------------------------------------------------------- M-1 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 6.83 5.60 4.96 FIRST PAYMENT DATE 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2003 7/25/2006 10/25/2006 12/25/2006 EXPECTED FINAL MATURITY 9/25/2030 5/25/2029 8/25/2026 3/25/2022 8/25/2018 12/25/2015 12/25/2013 3/25/2020 1/25/2017 9/25/2014 WINDOW 1 37 - 327 1 201 40 - 311 1 163 42 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 135 ---------------------------------------------------------------------------------------- M-2 WAL 11.45 9.95 8.22 6.28 5.23 4.79 4.87 6.75 5.49 4.75 FIRST PAYMENT DATE 9/25/2008 12/25/2007 1/25/2007 7/25/2006 8/25/2006 11/25/2006 2/25/2007 6/25/2007 9/25/2006 EXPECTED FINAL MATURITY 4/25/2028 3/25/2026 2/25/2023 11/25/2018 10/25/2018 11/25/2015 9/25/2013 12/25/2011 WINDOW 63 37 - 298 54 - 273 43 - 236 184 38 - 185 41 - 149 44 39 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 ---------------------------------------------------------------------------------------- B-1 WAL 11.37 9.87 8.13 6.20 5.09 4.49 4.22 6.55 5.30 4.54 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 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 9/25/2016 2/25/2014 3/25/2012 WINDOW 63 - 202 54 - 177 43 - 147 37 - 112 159 37 - 89 128 38 - 105 ---------------------------------------------------------------------------------------- B-2 WAL 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 - 73 38 123 37 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------98 37 - 80 ----------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ Weighted Average Life Sensitivity To CALL ------- ---------------------------------------------------------------------------------------------------------------------------- PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ---------------------------------------------------------------------------------------------------------------------------- A-2 WAL 5.94 5.14 4.23 3.21 2.50 1.97 1.53 FIRST PAYMENT DATE 5.40 4.61 3.75 2.82 2.18 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 Expected Final Maturity 8/25/2018 12/25/2015 12/25/2013 WINDOW 1 - 327 1 - 311 1 - 278 1 - 225 8/25/2016 3/25/2014 6/25/2011 10/25/2009 Window 1 - 182 1 - 150 158 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ 129 1 - 96 1 - 76 ---------------------------------------------------------------------------------------------------------------------------- M-1 WAL 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 6/25/2008 9/25/2007 11/25/2006 7/25/2006 8/25/2006 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 38 - 76 ---------------------------------------------------------------------------------------------------------------------------- B-2 WAL 10.24 8.74 7.08 5.31 4.37 First Payment Date 6/25/2008 9/25/2007 11/25/2006 7/25/2006 8/25/2006 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 38 - 76 ---------------------------------------------------------------------------------------------------------------------------- B-3 WAL 10.22 8.72 7.06 5.30 4.34 First Payment Date 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 5.94 5.14 4.23 3.21 2.50 1.97 1.53 FIRST PAYMENT DATE 1.66 1.27 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 Expected Final Maturity 7/25/2008 6/25/2006 Window 1 - 327 61 1 - 311 1 - 278 1 - 225 1 - 182 1 - 150 1 - 126 ------------------------------------------------------------------------------------------------------------------------------ 36 --------------------------------------------------------------------- M-1 WAL 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 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 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 Expected Final Maturity 7/25/2008 9/25/2007 Window 41 - 149 61 44 - 123 48 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 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 61 42 - 51 --------------------------------------------------------------------- B-1 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 3.86 3.63 First Payment Date 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 - 169 Expected Final Maturity 7/25/2008 9/25/2007 Window 39 - 135 61 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 145 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ 51 --------------------------------------------------------------------- B-2 WAL 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 3.82 3.55 First Payment Date 8/25/2006 EXPECTED FINAL MATURITY 4/25/2020 3/25/2018 9/25/2015 10/25/2012 11/25/2010 7/25/2009 9/25/2006 Expected Final Maturity 7/25/2008 WINDOW 63 - 202 54 - 177 43 - 147 37 - 112 37 - 89 37 - 73 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
Sources: 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 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ 12 Weighted Average Life Sensitivity To CALL ----------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ A-1 ----------------------------------------------------------------------------------------------------------- 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 (yrs) 5.58 4.75 3.85 2.88 2.23 1.76 1.39 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 4/25/2019 3/25/2017 10/25/2014 2/25/2012 5/25/2010 3/25/2009 5/25/2008 Maturity Window 1 - 182 1 - 150 157 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 128 1 - 327 96 1 - 311 75 1 - 278 61 1 - 225 1 51 ----------------------------------------------------------------------------------------------------------- M-1 WAL 10.16 8.66 7.01 5.30 4.44 4.10 4.09 First Payment Date 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 1 50 - 150 1 157 40 - 126 ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 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 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 - 236 128 38 - 185 96 40 - 75 41 - 149 61 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ 51 ----------------------------------------------------------------------------------------------------------- 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 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 - 281 54 182 50 - 254 43 157 40 - 217 128 37 - 169 96 39 - 135 75 40 - 111 61 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ 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 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 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 - 252 54 182 50 - 225 43 157 40 - 188 128 37 - 145 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 Window 60 - 182 50 - 157 40 - 128 37 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 96 37 - 112 37 - 89 37 - 73 75 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------39 - 51 ----------------------------------------------------------------------------------------------------------- B-3 WAL 10.00 8.51 6.88 5.18 4.23 3.71 3.40 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 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 37 - 75 37 - 61 38 - 51 -----------------------------------------------------------------------------------------------------------
Appears in 1 contract
Sources: 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. ------------------------------------------------------------------------------- CPR Sensitivity To Call ------- -------------------------------------------------------------------------------- Page 11 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------- ------------------------------------------------------------------------------------------------------------------------------ PPC 50 60 75 100 125 150 175 ------------------------------------------------------------------------------------------------------------------------------ CPR (%) 20 25 30 -------------------------------------------------------------------------------- A-1 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 (years) 3.31 2.61 2.08 First Payment Date 6/25/2004 6/25/2004 6/25/2004 Expected Final Maturity 11/25/2013 12/25/2011 7/25/2010 Window 1 - 327 114 1 - 311 91 1 - 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 ------------------------------------------------------------------------------------------------------------------------------ 74 -------------------------------------------------------------------------------- M-1 WAL 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 (years) 6.19 5.06 4.45 First Payment Date 6/25/2007 EXPECTED FINAL MATURITY 4/25/2028 3/25/2026 2/25/2023 11/25/2018 11/25/2015 9/25/2013 8/25/2007 10/25/2007 Expected Final Maturity 11/25/2013 12/25/2011 WINDOW 63 7/25/2010 Window 37 - 298 54 114 39 - 273 43 91 41 - 236 74 -------------------------------------------------------------------------------- M-2 WAL (years) 6.19 5.02 4.34 First Payment Date 6/25/2007 7/25/2007 8/25/2007 Expected Final Maturity 11/25/2013 12/25/2011 7/25/2010 Window 37 - 114 38 - 185 41 91 39 - 149 44 - 123 48 - 102 ------------------------------------------------------------------------------------------------------------------------------ M-2 74 -------------------------------------------------------------------------------- B-1 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 (years) 6.19 5.01 4.28 First Payment Date 6/25/2007 6/25/2007 7/25/2007 Expected Final Maturity 11/25/2013 12/25/2011 7/25/2010 Window 37 - 169 39 - 135 40 - 111 41 - 93 ------------------------------------------------------------------------------------------------------------------------------ B-1 WAL 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 - 188 114 37 - 145 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 - 116 38 - 95 38 - 79 ------------------------------------------------------------------------------------------------------------------------------ B-2 WAL 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 - 147 114 37 - 112 91 37 - 89 37 - 73 38 - 61 ------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------74 -------------------------------------------------------------------------------- -------------------------------------------------------------------------------
Appears in 1 contract
Sources: Computational Materials (Morgan Stanley Abs Capital I Inc)