SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 CARVE Version 47.0 /u/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC SERIES 2005-TOP19 FITCH/S&P CLASS A4A ------------------------------------------------------------------------------------------------------------------------------------ Class A4A Settlement Date 07/28/2005 Coupon 4.87500 Cusip N/A Original Balance 642,754,000.00 Dated Date 07/01/2005 Delay 11 Yield Table Date 07/14/2005 Current Balance 642,754,000.00 First Payment Date 08/12/2005 Lead Manager Mxxxxx Sxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAA/Aaa Next Payment Date 08/12/2005 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.
Appears in 1 contract
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 11/29/2004 18:08:56 CARVE Version 47.0 dev /u/dsouzadxxxxxxx/deal/top19/050714gmaccm_2004_c3/041129/top19.050714.carve gmacc04c3.041129.carve MSC MSC GMACC SERIES 20052004-TOP19 FITCH/S&P C3 (RED) CLASS A4A A5 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A A5 Settlement Date 07/28/2005 12/21/2004 Coupon 4.87500 4.87700 Cusip N/A Original Balance 642,754,000.00 138,600,000.00 Dated Date 07/01/2005 12/01/2004 Delay 11 9 Yield Table Date 07/14/2005 11/29/2004 Current Balance 642,754,000.00 138,600,000.00 First Payment Date 08/12/2005 01/10/2005 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx Yield Frequency SemiAnnual Credit Rating AAA/Aaa AAA Next Payment Date 08/12/2005 01/10/2005 Orig Deal Size 1,228,438,747.44 1,251,090,921.20 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 27 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 98/00 5.1775 5.1780 5.1806 5.1345 5.1792 5.1776 5.1986 5.1777 5.1793 98/08 5.1438 5.1442 5.1465 5.1065 5.1453 5.1439 5.1621 5.1439 5.1453 98/16 5.1102 5.1105 5.1125 5.0787 5.1114 5.1103 5.1256 5.1103 5.1115 98/24 5.0767 5.0770 5.0786 5.0509 5.0777 5.0767 5.0893 5.0768 5.0777 99/00 5.0433 5.0435 5.0448 5.0233 5.0441 5.0433 5.0531 5.0434 5.0441 99/08 5.0100 5.0101 5.0110 4.9957 5.0106 5.0100 5.0170 5.0100 5.0106 99/16 4.9768 4.9769 4.9774 4.9682 4.9771 4.9768 4.9810 4.9768 4.9772 99/24 4.9437 4.9437 4.9439 4.9408 4.9438 4.9437 4.9451 4.9437 4.9438 100/00 4.9107 4.9107 4.9105 4.9135 4.9106 4.9107 4.9094 4.9107 4.9106 100/08 4.8778 4.8777 4.8772 4.8863 4.8775 4.8778 4.8737 4.8778 4.8775 100/16 4.8450 4.8449 4.8440 4.8591 4.8445 4.8450 4.8382 4.8450 4.8445 100/24 4.8124 4.8121 4.8109 4.8320 4.8116 4.8123 4.8027 4.8123 4.8115 101/00 4.7798 4.7795 4.7779 4.8051 4.7788 4.7797 4.7674 4.7797 4.7787 101/08 4.7473 4.7469 4.7450 4.7782 4.7460 4.7472 4.7321 4.7471 4.7460 101/16 4.7149 4.7145 4.7122 4.7513 4.7134 4.7148 4.6970 4.7147 4.7134 101/24 4.6826 4.6821 4.6795 4.7246 4.6809 4.6825 4.6620 4.6824 4.6808 102/00 4.6504 4.6498 4.6469 4.6980 4.6485 4.6502 4.6271 4.6502 4.6484 102/08 4.6183 4.6177 4.6144 4.6714 4.6162 4.6181 4.5923 4.6181 4.6161 102/16 4.5863 4.5856 4.5819 4.6449 4.5839 4.5861 4.5576 4.5860 4.5838 102/24 4.5544 4.5536 4.5496 4.6185 4.5518 4.5542 4.5230 4.5541 4.5517 103/00 4.5225 4.5217 4.5174 4.5922 4.5198 4.5223 4.4885 4.5222 4.5196 ------------------------------------------------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 9.73 9.70 9.57 12.49 9.65 9.72 8.81 9.72 9.64 FIRST PRIN 03/10/2014 03/10/2014 03/10/2014 01/10/2016 01/10/2014 02/10/2014 11/10/2011 02/10/2014 01/10/2014 LAST PRIN 11/10/2014 10/10/2014 08/10/2014 10/10/2017 11/10/2014 11/10/2014 10/10/2014 12/10/2014 10/10/2014 PAYMENT WINDOW 9 8 6 22 11 10 36 11 10 ACCRUAL FACTOR 0.2709 0.2709 0.2709 0.2709 0.2709 0.2709 0.2709 0.2709 0.2709 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- 100/16 7.58 7.56 7.48 9.15 7.53 7.57 6.99 7.57 7.52 Page 3 of 3 ------------------------------------------------------------------------------------------------------------------------------------ This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.
Appears in 1 contract
Samples: Morgan Stanley (GMAC Commercial Mortgage Pass-Through Certificates Series 2004-C3)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 07/21/2005 17:17:15 CARVE Version 47.0 /u/dsouzad/deal/top19/050714hq6/top19.050714.carve MSC MSC red/hq6.red.050718.carve MSCI MSCI SERIES **2005-TOP19 HQ6 **S&P/FITCH/S&P DBRS (RED) CLASS A4A A2 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A A2 Settlement Date 07/28/2005 08/11/2005 Coupon 4.87500 4.78900 Cusip N/A Original Balance 642,754,000.00 337,000,000.00 Dated Date 07/01/2005 08/01/2005 Delay 11 12 Yield Table Date 07/14/2005 07/21/2005 Current Balance 642,754,000.00 337,000,000.00 First Payment Date 08/12/2005 09/13/2005 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx Yield Frequency SemiAnnual Credit Rating AAA/Aaa AAA Next Payment Date 08/12/2005 09/13/2005 Orig Deal Size 1,228,438,747.44 2,754,054,199.21 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 33 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 2025% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ ----------------------------------------------------------------------------------------------------------- PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.-----------------------------------------------------------------------------------------------------------
Appears in 1 contract
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 XXXXXX XXXXXXX ----------------------------------------------------------------------------------------------------------------------------------- 12/19/2001 12:58:27 CARVE Version 47.0 640.0 /u/dsouzadxxxxxx/deal/top19/050714msdwc_01-TOP5/1217/top19.050714.carve MSC MSC top5.seq.updpxguid.1217.carve MS MS SERIES 20052001-TOP19 FITCH/S&P TOP5 PRICED CLASS A4A ------------------------------------------------------------------------------------------------------------------------------------ A3 ----------------------------------------------------------------------------------------------------------------------------------- Class A4A A3 Settlement Date 07/28/2005 12/27/2001 Coupon 4.87500 Cusip N/A 6.16000 Original Balance 642,754,000.00 136,593,147.66 Dated Date 07/01/2005 12/01/2001 Delay 11 Yield Table Date 07/14/2005 14 Current Balance 642,754,000.00 136,593,000.00 First Payment Date 08/12/2005 01/15/2002 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAAAaa/Aaa AAA Next Payment Date 08/12/2005 01/15/2002 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 34 21 Factor 1.00000000 0.99999892 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW -------------------------------------- -------------------------------------- Cusip N/A Yield Table Date 12/19/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 TREASURY CURVE 2 3.0540 5 4.3880 10 5.0840 30 5.4786 SWAP CURVE 2 yr 47.5000 3 yr 83.5000 5 yr 75.5000 7 yr 87.2500 10 10 21 yr 77.2500 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.yr 113.4600 30 yr 73.0000
Appears in 1 contract
Samples: Morgan Stanley (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 CARVE Version 47.0 /u/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC 2 MORGXX XXXNXXX XXXX XXXXXX -------------------------------------------------------------------------------- UNION PLANTERS UNION PLANTERS REMIC 1999-1 SERIES 20051999-TOP19 FITCH/S&P 1(Preliminary) CLASS A4A ------------------------------------------------------------------------------------------------------------------------------------ A2 -------------------------------------------------------------------------------- Class A4A Settlement Date 07/28/2005 Coupon 4.87500 A2 Cusip N/A Dated Date 02/01/1999 Original Balance 642,754,000.00 Dated Date 07/01/2005 20,754,611.54 Delay 11 Yield Table Date 07/14/2005 Current Balance 642,754,000.00 24 First Payment Date 08/12/2005 03/25/1999 Factor 1.00000000 Lead Manager Mxxxxx Sxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAA/Aaa Morgxx Xxxnxxx Xxxx Xxxxxx Xxxment Freq Monthly Next Payment Date 08/12/2005 03/25/1999 Current Balance 20,754,611.54 Orig Deal Size 1,228,438,747.44 132,467,434.20 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Settlement Date 02/26/1999 Coupon 6.2500 Num of Tranches 34 Factor 1.00000000 17 Yield Freq SemiAnnual Interest Freq Monthly Market Desc SEQ Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> YIELD TABLE DATE 02/08/1999 ----------------------------------------------------------------------------------------------------------------------------------- PREPAY CPR 0 10 CPR 0 12 CPR 0 14 CPR 0 16 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE 18 CPR 20 CPR 30 ----------------------------------------------------------------------------------------------------------------------------------- Price / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ Yield 96/24+ 6.643 6.657 6.674 6.693 6.715 6.738 6.887 96/26+ 6.636 6.650 6.666 6.685 6.706 6.729 6.874 96/28+ 6.629 6.643 6.659 6.677 6.697 6.720 6.862 96/30+ 6.622 6.635 6.651 6.669 6.689 6.711 6.849 97/00+ 6.615 6.628 6.643 6.661 6.680 6.702 6.837 97/02+ 6.608 6.621 6.635 6.652 6.672 6.693 6.824 97/04+ 6.601 6.613 6.628 6.644 6.663 6.683 6.812 97/06+ 6.594 6.606 6.620 6.636 6.654 6.674 6.799 97/08+ 6.587 6.599 6.612 6.628 6.646 6.665 6.787 97/10+ 6.580 6.591 6.605 6.620 6.637 6.656 6.775 97/12+ 6.573 6.584 6.597 6.612 6.629 6.647 6.762 97/14+ 6.566 6.577 6.589 6.604 6.620 6.638 6.750 97/16+ 6.559 6.569 6.582 6.596 6.611 6.629 6.737 97/18+ 6.552 6.562 6.574 6.588 6.603 6.620 6.725 97/20+ 6.545 6.555 6.566 6.580 6.594 6.611 6.712 97/22+ 6.538 6.548 6.559 6.571 6.586 6.601 6.700 97/24+ 6.531 6.540 6.551 6.563 6.577 6.592 6.688 97/26+ 6.524 6.533 6.543 6.555 6.569 6.583 6.675 97/28+ 6.517 6.526 6.536 6.547 6.560 6.574 6.663 97/30+ 6.510 6.519 6.528 6.539 6.552 6.565 6.651 98/00+ 6.503 6.511 6.521 6.531 6.543 6.556 6.638 98/02+ 6.497 6.504 6.513 6.523 6.535 6.547 6.626 98/04+ 6.490 6.497 6.505 6.515 6.526 6.538 6.614 98/06+ 6.483 6.490 6.498 6.507 6.518 6.529 6.601 98/08+ 6.476 6.483 6.490 6.499 6.509 6.520 6.589 98/10+ 6.469 6.475 6.483 6.491 6.501 6.511 6.577 98/12+ 6.462 6.468 6.475 6.483 6.492 6.502 6.564 98/14+ 6.455 6.461 6.468 6.475 6.484 6.493 6.552 98/16+ 6.448 6.454 6.460 6.467 6.475 6.484 6.540 98/18+ 6.441 6.447 6.452 6.459 6.467 6.475 6.528 98/20+ 6.435 6.439 6.445 6.451 6.458 6.466 6.515 98/22+ 6.428 6.432 6.437 6.443 6.450 6.457 6.503 98/24+ 6.421 6.425 6.430 6.435 6.442 6.448 6.491 ----------------------------------------------------------------------------------------------------------------------------------- SPREAD INTERP. @ 97/24+ 149.0 151.9 155.0 158.1 161.3 164.5 179.3 AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 14.5497 13.5764 12.5987 11.6461 10.7399 9.8930 6.5949 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 97/24+ 9.1772 8.7723 8.3415 7.8984 7.4552 7.0216 5.1419 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 08/25/2010 06/25/2009 05/25/2008 06/25/2007 08/25/2006 11/25/2005 07/25/2003 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 05/25/2021 05/25/2021 05/25/2021 05/25/2021 05/25/2021 05/25/2021 05/25/2021 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.130 144 157 168 178 187 215 -----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Morgan Stanley (Union Planters Mortgage Finance Corp)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 CARVE Version 47.0 /uMS MS SERIES 2001-TOP 5 (XXXXX'X/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC SERIES 2005-TOP19 FITCH/S&P S AND P) CLASS A4A A2 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A A2 Settlement Date 07/28/2005 12/27/2001 Coupon 4.87500 Cusip N/A 5.82000 Original Balance 642,754,000.00 193,973,000.00 Dated Date 07/01/2005 12/01/2001 Delay 11 Yield Table Date 07/14/2005 14 Current Balance 642,754,000.00 193,973,000.00 First Payment Date 08/12/2005 01/15/2002 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAAAaa/Aaa AAA Next Payment Date 08/12/2005 01/15/2002 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 34 22 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 0 25 (!YM) CPR 0 50 (!YM) CPR 0 75 (!YM) CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ ------------------------- ------------------------------------------------------------------------------------------ 99/20 5.92 5.92 5.92 5.92 5.92 99/22 5.91 5.91 5.91 5.91 5.91 99/24 5.90 5.90 5.90 5.90 5.90 99/26 5.88 5.88 5.88 5.88 5.88 99/28 5.87 5.87 5.87 5.87 5.87 99/30 5.86 5.86 5.86 5.86 5.85 100/00 5.84 5.84 5.84 5.84 5.84 100/02 5.83 5.83 5.83 5.83 5.83 100/04 5.82 5.82 5.82 5.81 5.81 100/06 5.80 5.80 5.80 5.80 5.80 100/08 5.79 5.79 5.79 5.79 5.79 100/10 5.78 5.77 5.77 5.77 5.77 100/12 5.76 5.76 5.76 5.76 5.76 100/14 5.75 5.75 5.75 5.75 5.74 100/16 5.74 5.73 5.73 5.73 5.73 100/18 5.72 5.72 5.72 5.72 5.72 100/20 5.71 5.71 5.71 5.71 5.70 100/22 5.70 5.69 5.69 5.69 5.69 100/24 5.68 5.68 5.68 5.68 5.68 100/26 5.67 5.67 5.67 5.67 5.66 100/28 5.66 5.65 5.65 5.65 5.65 ------------------------- ------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 5.70 5.68 5.66 5.64 5.50 FIRST PRIN 01/15/2002 01/15/2002 01/15/2002 01/15/2002 01/15/2002 LAST PRIN 01/15/2011 01/15/2011 12/15/2010 11/15/2010 10/15/2010 PAYMENT WINDOW 109 109 108 107 106 ACCRUAL FACTOR 0.4203 0.4203 0.4203 0.4203 0.4203 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative 100/08 4.64 4.63 4.61 4.60 4.50 Page 2 of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.6 --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Morgan Stanley (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 11/29/2004 18:08:56 CARVE Version 47.0 dev /u/dsouzadxxxxxxx/deal/top19/050714gmaccm_2004_c3/041129/top19.050714.carve gmacc04c3.041129.carve MSC MSC GMACC SERIES 20052004-TOP19 FITCH/S&P C3 (RED) CLASS A4A A4 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A A4 Settlement Date 07/28/2005 12/21/2004 Coupon 4.87500 4.54900 Cusip N/A Original Balance 642,754,000.00 266,000,000.00 Dated Date 07/01/2005 12/01/2004 Delay 11 9 Yield Table Date 07/14/2005 11/29/2004 Current Balance 642,754,000.00 266,000,000.00 First Payment Date 08/12/2005 01/10/2005 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx Yield Frequency SemiAnnual Credit Rating AAA/Aaa AAA Next Payment Date 08/12/2005 01/10/2005 Orig Deal Size 1,228,438,747.44 1,251,090,921.20 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 27 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 98/00 4.9246 4.9257 4.9351 4.8382 4.9320 4.9288 4.9635 4.9452 4.9355 98/08 4.8801 4.8811 4.8892 4.8053 4.8865 4.8837 4.9138 4.8980 4.8896 98/16 4.8358 4.8366 4.8435 4.7725 4.8412 4.8388 4.8643 4.8509 4.8438 98/24 4.7916 4.7922 4.7979 4.7397 4.7960 4.7941 4.8149 4.8039 4.7981 99/00 4.7475 4.7480 4.7524 4.7071 4.7510 4.7494 4.7657 4.7571 4.7526 99/08 4.7035 4.7039 4.7071 4.6746 4.7060 4.7049 4.7166 4.7104 4.7072 99/16 4.6597 4.6600 4.6619 4.6422 4.6612 4.6606 4.6676 4.6639 4.6620 99/24 4.6161 4.6161 4.6168 4.6099 4.6166 4.6164 4.6188 4.6175 4.6168 100/00 4.5725 4.5724 4.5719 4.5777 4.5721 4.5723 4.5702 4.5713 4.5719 100/08 4.5291 4.5289 4.5271 4.5455 4.5277 4.5283 4.5217 4.5252 4.5270 100/16 4.4858 4.4854 4.4824 4.5135 4.4834 4.4845 4.4733 4.4792 4.4823 100/24 4.4426 4.4421 4.4379 4.4816 4.4393 4.4407 4.4251 4.4334 4.4377 101/00 4.3996 4.3989 4.3935 4.4498 4.3953 4.3972 4.3771 4.3877 4.3933 101/08 4.3567 4.3559 4.3492 4.4180 4.3514 4.3537 4.3291 4.3421 4.3489 101/16 4.3139 4.3130 4.3051 4.3864 4.3077 4.3104 4.2814 4.2967 4.3047 101/24 4.2712 4.2701 4.2611 4.3548 4.2641 4.2672 4.2337 4.2514 4.2607 102/00 4.2287 4.2275 4.2172 4.3234 4.2206 4.2241 4.1862 4.2062 4.2168 102/08 4.1863 4.1849 4.1734 4.2920 4.1772 4.1812 4.1389 4.1612 4.1730 102/16 4.1440 4.1425 4.1298 4.2607 4.1340 4.1384 4.0916 4.1163 4.1293 102/24 4.1018 4.1002 4.0863 4.2295 4.0909 4.0957 4.0445 4.0715 4.0857 103/00 4.0597 4.0580 4.0429 4.1985 4.0479 4.0531 3.9976 4.0269 4.0423 ------------------------------------------------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 6.82 6.79 6.57 9.82 6.65 6.72 6.01 6.37 6.57 FIRST PRIN 07/10/2011 04/10/2011 04/10/2011 01/10/2013 12/10/2009 01/10/2010 10/10/2009 11/10/2009 12/10/2009 LAST PRIN 11/10/2011 11/10/2011 11/10/2011 01/10/2016 11/10/2011 11/10/2011 11/10/2011 11/10/2011 11/10/2011 PAYMENT WINDOW 5 8 8 37 24 23 26 25 24 ACCRUAL FACTOR 0.2527 0.2527 0.2527 0.2527 0.2527 0.2527 0.2527 0.2527 0.2527 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative 100/16 5.74 5.72 5.56 7.76 5.61 5.67 5.14 5.41 5.56 Page 2 of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.3
Appears in 1 contract
Samples: Morgan Stanley (GMAC Commercial Mortgage Pass-Through Certificates Series 2004-C3)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 CARVE Version 47.0 /u/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC SERIES 2005-TOP19 FITCH/S&P CLASS A4A A3 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A A3 Settlement Date 07/28/2005 Coupon 4.87500 4.80500 Cusip N/A Original Balance 642,754,000.00 44,700,000.00 Dated Date 07/01/2005 Delay 11 Yield Table Date 07/14/2005 Current Balance 642,754,000.00 44,700,000.00 First Payment Date 08/12/2005 Lead Manager Mxxxxx Sxxxxxx & Co. Yxxxx Xxxxxxxxx Yield Frequency SemiAnnual Credit Rating AAA/Aaa Next Payment Date 08/12/2005 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ Freq </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 100.5488 4.7247 4.7263 4.7279 4.7324 4.7393 ------------------------------------------------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 6.39 6.49 6.59 6.88 7.38 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 100.5488 5.38 5.45 5.52 5.73 6.07 FIRST PRIN 10/12/2014 10/12/2011 10/12/2011 10/12/2011 10/12/2011 10/12/2011 LAST PRIN 02/12/2012 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 5 37 37 37 39 USD SWAP SPREAD @ 100.5485 100.5488 28 28 28 27 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.>
Appears in 1 contract
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 CARVE Version 47.0 /u/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC 4 MORGXX XXXNXXX XXXX XXXXXX XXION PLANTERS UNION PLANTERS REMIC 1999-1 SERIES 20051999-TOP19 FITCH/S&P 1 (PRICED) CLASS A4A ------------------------------------------------------------------------------------------------------------------------------------ A2 ---------------------------------------------------------------------------------------------------------------------------------- Class A4A Settlement Date 07/28/2005 Coupon 4.87500 A2 Cusip N/A Original Balance 642,754,000.00 Dated Date 07/01/2005 02/01/1999 Delay 11 Yield Table Date 07/14/2005 Current Balance 642,754,000.00 24 First Payment Date 08/12/2005 Lead Manager Mxxxxx Sxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAA/Aaa 03/25/1999 Factor 1.00000000 Payment Freq Monthly Next Payment Date 08/12/2005 Orig Deal Size 1,228,438,747.44 03/25/1999 Current Balance 15,100,185.24 Yield Day Count 30/360 Market Desc N/A Payment Settlement Date 02/26/1999 Coupon 6.2500 Yield Freq Monthly Num of Tranches 34 Factor 1.00000000 SemiAnnual Interest Freq Monthly Market Desc SEQ YIELD TABLE DATE 02/09/1999 ---------------------------------------------------------------------------------------------------------------------------------- TRIGGER _OPTIONAL CALL YES _OPTIONAL CALL YES _OPTIONAL CALL YES _OPTIONAL CALL YES _OPTIONAL CALL YES _OPTIONAL CALL YES PREPAY CPR 10 CPR 12 CPR 14 CPR 16 CPR 18 CPR 20 ---------------------------------------------------------------------------------------------------------------------------------- PRICE/YIELD 97/26+ 6.5277 6.5377 6.5493 6.5629 6.5778 6.5940 97/27 6.5259 6.5358 6.5473 6.5608 6.5756 6.5916 97/27+ 6.5241 6.5340 6.5454 6.5587 6.5734 6.5892 97/28 6.5224 6.5321 6.5434 6.5566 6.5712 6.5869 97/28+ 6.5206 6.5303 6.5415 6.5545 6.5689 6.5845 97/29 6.5189 6.5284 6.5395 6.5525 6.5667 6.5822 97/29+ 6.5171 6.5266 6.5376 6.5504 6.5645 6.5798 97/30 6.5153 6.5247 6.5356 6.5483 6.5623 6.5775 97/30+ 6.5136 6.5229 6.5337 6.5462 6.5601 6.5751 97/31 6.5118 6.5210 6.5317 6.5442 6.5579 6.5728 97/31+ 6.5100 6.5192 6.5297 6.5421 6.5557 6.5704 98/00 6.5083 6.5173 6.5278 6.5400 6.5535 6.5680 98/00+ 6.5065 6.5155 6.5258 6.5379 6.5513 6.5657 98/01 6.5048 6.5136 6.5239 6.5359 6.5491 6.5633 98/01+ 6.5030 6.5118 6.5219 6.5338 6.5468 6.5610 98/02 6.5013 6.5099 6.5200 6.5317 6.5446 6.5586 98/02+ 6.4995 6.5081 6.5180 6.5296 6.5424 6.5563 98/03 6.4977 6.5062 6.5161 6.5276 6.5402 6.5539 98/03+ 6.4960 6.5044 6.5141 6.5255 6.5380 6.5516 98/04 6.4942 6.5026 6.5122 6.5234 6.5358 6.5492 98/04+ 6.4925 6.5007 6.5102 6.5214 6.5336 6.5469 98/05 6.4907 6.4989 6.5083 6.5193 6.5314 6.5445 98/05+ 6.4890 6.4970 6.5063 6.5172 6.5292 6.5422 98/06 6.4872 6.4952 6.5044 6.5151 6.5270 6.5398 98/06+ 6.4855 6.4933 6.5024 6.5131 6.5248 6.5375 98/07 6.4837 6.4915 6.5005 6.5110 6.5226 6.5351 98/07+ 6.4819 6.4896 6.4985 6.5089 6.5204 6.5328 98/08 6.4802 6.4878 6.4966 6.5069 6.5182 6.5304 98/08+ 6.4784 6.4860 6.4946 6.5048 6.5160 6.5281 ------------------------------------------------------------------------------------------------------------------------------- AVERAGE LIFE 14.0630 13.0146 11.9902 10.9835 10.0579 9.2204 FIRST PRIN 8/25/2010 06/25/2009 05/25/2008 06/25/2007 08/25/2006 11/25/2005 LAST PRIN 10/25/2014 11/25/2013 12/25/2012 12/25/2011 01/25/2001 03/25/2010 PAYMENT WINDOW 51 54 56 55 54 53 ACCRUAL FACTOR 0.4340 0.4340 0.4340 0.4340 0.4340 0.4340 MED DURATION @ 98/01+ 9.0253 8.5859 8.1282 7.6518 7.1873 6.7442 ------------------------------------------------------- Original Balance 15,100,185.24 Lead Manager Morgxx Xxxnxxx Xxxx Xxxxxx Orig Deal Size 132,467,434.48 Number of Tranches 17 Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY _OPTIONAL CALL NO _OPTIONAL CALL NO _OPTIONAL CALL NO _OPTIONAL CALL NO _OPTIONAL CALL NO _OPTIONAL CALL NO CPR 0 10 CPR 0 12 CPR 0 14 CPR 0 16 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 18 CPR 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.------------------------------------------------------------------------------------------------------------------ 6.5242 6.5331 6.5435 6.5554 6.5687 6.5833 6.5225 6.5313 6.5416 6.5534 6.5665 6.5810 6.5207 6.5295 6.5397 6.5514 6.5644 6.5788 6.5190 6.5277 6.5378 6.5493 6.5623 6.5765 6.5173 6.5258 6.5359 6.5473 6.5601 6.5742 6.5155 6.5240 6.5340 6.5453 6.5580 6.5720 6.5138 6.5222 6.5321 6.5433 6.5559 6.5697 6.5121 6.5204 6.5302 6.5413 6.5538 6.5675 6.5104 6.5186 6.5283 6.5393 6.5516 6.5652 6.5086 6.5168 6.5264 6.5373 6.5495 6.5629 6.5069 6.5150 6.5245 6.5353 6.5474 6.5607 6.5052 6.5132 6.5226 6.5333 6.5452 6.5584 6.5034 6.5114 6.5207 6.5313 6.5431 6.5562 6.5017 6.5096 6.5188 6.5292 6.5410 6.5539 6.5000 6.5078 6.5169 6.5272 6.5389 6.5516 6.4983 6.5060 6.5150 6.5252 6.5367 6.5494 6.4965 6.5041 6.5131 6.5232 6.5346 6.5471 6.4948 6.5023 6.5112 6.5212 6.5325 6.5449 6.4931 6.5005 6.5093 6.5192 6.5304 6.5426 6.4914 6.4987 6.5074 6.5172 6.5282 6.5404 6.4896 6.4969 6.5055 6.5152 6.5261 6.5381 6.4879 6.4951 6.5036 6.5132 6.5240 6.5359 6.4862 6.4933 6.5017 6.5112 6.5219 6.5336 6.4845 6.4915 6.4998 6.5092 6.5197 6.5314 6.4827 6.4897 6.4979 6.5072 6.5176 6.5291 6.4810 6.4879 6.4960 6.5052 6.5155 6.5268 6.4793 6.4861 6.4941 6.5032 6.5134 6.5246 6.4776 6.4843 6.4922 6.5012 6.5113 6.5223 6.4758 6.4825 6.4903 6.4992 6.5091 6.5201 ------------------------------------------------------------------------------------------------------------------ 14.5497 13.5763 12.5987 11.6461 10.7399 9.8929 08/25/2010 06/25/2009 05/25/2008 06/25/2007 08/25/2006 11/25/2005 05/25/2021 05/25/2021 05/25/2021 06/25/2021 05/25/2021 05/25/2021 130 144 157 168 178 187 0.4340 0.4340 0.4340 0.4340 0.4340 0.4340 9.1868 8.7812 8.3498 7.9060 7.4623 7.0283
Appears in 1 contract
Samples: Morgan Stanley (Union Planters Mortgage Finance Corp)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 CARVE Version 47.0 /uMS MS SERIES 2001-TOP 5 (XXXXX'X/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC SERIES 2005-TOP19 FITCH/S&P S AND P) CLASS A4A A4 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A A4 Settlement Date 07/28/2005 12/27/2001 Coupon 4.87500 Cusip N/A 6.40000 Original Balance 642,754,000.00 497,747,000.00 Dated Date 07/01/2005 12/01/2001 Delay 11 Yield Table Date 07/14/2005 14 Current Balance 642,754,000.00 497,747,000.00 First Payment Date 08/12/2005 01/15/2002 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAAAaa/Aaa AAA Next Payment Date 08/12/2005 01/15/2002 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 34 22 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 0 25 (!YM) CPR 0 50 (!YM) CPR 0 75 (!YM) CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ ------------------------- ------------------------------------------------------------------------------------------ 99/28 6.47 6.47 6.47 6.47 6.47 99/30 6.46 6.46 6.46 6.46 6.46 100/00 6.45 6.45 6.45 6.45 6.45 100/02 6.44 6.44 6.44 6.44 6.44 100/04 6.43 6.43 6.43 6.43 6.43 100/06 6.42 6.42 6.42 6.42 6.42 100/08 6.41 6.41 6.41 6.41 6.41 100/10 6.41 6.41 6.41 6.41 6.40 100/12 6.40 6.40 6.40 6.40 6.40 100/14 6.39 6.39 6.39 6.39 6.39 100/16 6.38 6.38 6.38 6.38 6.38 100/18 6.37 6.37 6.37 6.37 6.37 100/20 6.36 6.36 6.36 6.36 6.36 100/22 6.35 6.35 6.35 6.35 6.35 100/24 6.34 6.34 6.34 6.34 6.34 100/26 6.34 6.34 6.33 6.33 6.33 100/28 6.33 6.33 6.33 6.33 6.32 100/30 6.32 6.32 6.32 6.32 6.31 101/00 6.31 6.31 6.31 6.31 6.31 101/02 6.30 6.30 6.30 6.30 6.30 101/04 6.29 6.29 6.29 6.29 6.29 ------------------------- ------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 9.66 9.64 9.63 9.60 9.43 FIRST PRIN 01/15/2011 01/15/20011 12/15/2010 11/15/2010 10/15/2010 LAST PRIN 11/15/2011 10/15/2011 10/15/2011 10/15/2011 08/15/2011 PAYMENT WINDOW 11 10 11 12 11 ACCRUAL FACTOR 0.4622 0.4622 0.4622 0.4622 0.4622 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative 100/16 7.00 6.99 6.98 6.97 6.88 Page 4 of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.6 --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Morgan Stanley (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 07/21/2005 17:17:15 CARVE Version 47.0 /u/dsouzad/deal/top19/050714hq6/top19.050714.carve MSC MSC red/hq6.red.050718.carve MSCI MSCI SERIES **2005-TOP19 HQ6 **S&P/FITCH/S&P DBRS (RED) CLASS A4A A1 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A A1 Settlement Date 07/28/2005 08/11/2005 Coupon 4.87500 4.54000 Cusip N/A Original Balance 642,754,000.00 121,200,000.00 Dated Date 07/01/2005 08/01/2005 Delay 11 12 Yield Table Date 07/14/2005 07/21/2005 Current Balance 642,754,000.00 121,200,000.00 First Payment Date 08/12/2005 09/13/2005 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx Yield Frequency SemiAnnual Credit Rating AAA/Aaa AAA Next Payment Date 08/12/2005 09/13/2005 Orig Deal Size 1,228,438,747.44 2,754,054,199.21 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 33 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 2025% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------- PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------- 99.6224 4.6671 4.6671 4.6670 4.6669 4.6643 99.6849 4.6439 4.6439 4.6438 4.6438 4.6419 99.7474 4.6207 4.6207 4.6207 4.6206 4.6194 99.8099 4.5975 4.5975 4.5975 4.5975 4.5971 99.8724 4.5744 4.5744 4.5744 4.5744 4.5747 99.9349 4.5513 4.5513 4.5513 4.5513 4.5523 99.9974 4.5281 4.5282 4.5282 4.5283 4.5300 100.0599 4.5051 4.5051 4.5052 4.5052 4.5077 100.1224 4.4820 4.4820 4.4821 4.4822 4.4854 100.1849 4.4590 4.4590 4.4591 4.4592 4.4631 100.2474 4.4359 4.4360 4.4361 4.4363 4.4409 100.3099 4.4129 4.4130 4.4131 4.4133 4.4187 100.3724 4.3899 4.3900 4.3902 4.3904 4.3965 100.4349 4.3670 4.3671 4.3672 4.3675 4.3743 100.4974 4.3440 4.3442 4.3443 4.3446 4.3521 100.5599 4.3211 4.3212 4.3214 4.3217 4.3300 100.6224 4.2982 4.2984 4.2986 4.2989 4.3079 100.6849 4.2754 4.2755 4.2757 4.2760 4.2858 100.7474 4.2525 4.2526 4.2529 4.2532 4.2637 100.8099 4.2297 4.2298 4.2301 4.2305 4.2416 100.8724 4.2068 4.2070 4.2073 4.2077 4.2196 -------------------------------------------------------------------------------------------------- AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 2.99 3.00 3.00 3.00 3.12 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 100.2474 2.71 2.71 2.71 2.71 2.80 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 09/13/2005 09/13/2005 09/13/2005 09/13/2005 09/13/2005 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 06/13/2010 06/13/2010 06/13/2010 06/13/2010 06/13/2011 FIRST PRIN PER 1 1 1 1 1 LAST PRIN PER 58 58 58 58 70 PAYMENT WINDOW 10 10 10 21 20 58 58 58 58 70 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 100.2474 11 11 11 11 11 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative Page 1 of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.4
Appears in 1 contract
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 CARVE Version 47.0 /u/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC SERIES 2005-TOP19 FITCH/S&P CLASS A4A AAB ------------------------------------------------------------------------------------------------------------------------------------ Class A4A AAB Settlement Date 07/28/2005 Coupon 4.87500 4.81600 Cusip N/A Original Balance 642,754,000.00 84,100,000.00 Dated Date 07/01/2005 Delay 11 Yield Table Date 07/14/2005 Current Balance 642,754,000.00 84,100,000.00 First Payment Date 08/12/2005 Lead Manager Mxxxxx Sxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAA/Aaa Next Payment Date 08/12/2005 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Freq ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 100.5468 4.7488 4.7488 4.7488 4.7489 4.7490 AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 7.26 7.26 7.26 7.27 7.28 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 100.5468 5.97 5.97 5.97 5.97 5.98 FIRST PRIN 07/12/2010 07/12/2010 07/12/2010 07/12/2010 07/12/2010 LAST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 52 52 52 52 54 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 100.5468 27 27 27 27 27 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.>
Appears in 1 contract
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 02/08/2005 19:16:23 CARVE Version 47.0 40.0 /u/dsouzadojhap/deal/top19/050714iq9/050208/top19.050714.carve iq9.050208.carve MSC MSC SERIES Series 2005-TOP19 FITCH/S&P CLASS A4A IQ9 Class A1A ------------------------------------------------------------------------------------------------------------------------------------ Class A4A A1A Settlement Date 07/28/2005 02/24/2005 Coupon 4.87500 Cusip N/A 4.60000 Original Balance 642,754,000.00 271,561,000.00 Dated Date 07/01/2005 02/01/2005 Delay 11 Yield Table Date 07/14/2005 14 Current Balance 642,754,000.00 271,561,000.00 First Payment Date 08/12/2005 03/15/2005 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAA/Aaa AAA Next Payment Date 08/12/2005 03/15/2005 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 1,531,754,420.80 Market Desc N/A Payment Freq Monthly Num of Tranches 34 28 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR Class Cusip N/A Original Balance Yield Table Date 02/08/2005 Current Balance Yield Frequency SemiAnnual Credit Rating Yield Day Count 30/360 Market Desc Factor 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE 20pct_all 50pct_ios 20pct_freds_multi ------------------------------------------------------------------------------------------------- Price / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 MOD DURATION Yield | ------------------------------------------------------------------------------------------------- 99.8692 | 4.6375 4.6376 4.6378 4.6375 99.9317 | 4.6286 4.6289 4.6294 4.6286 99.9942 | 4.6197 4.6201 4.6209 4.6198 100.0567 | 4.6108 4.6114 4.6125 4.6110 100.1192 | 4.6020 4.6027 4.6041 4.6021 100.1817 | 4.5931 4.5941 4.5957 4.5933 100.2442 | 4.5843 4.5854 4.5873 4.5845 100.3067 | 4.5755 4.5767 4.5789 4.5757 100.3692 | 4.5666 4.5680 4.5705 4.5669 100.4317 | 4.5578 4.5594 4.5621 4.5581 100.4942 | 4.5490 4.5507 4.5538 4.5493 100.5567 | 4.5402 4.5421 4.5454 4.5405 100.6192 | 4.5314 4.5334 4.5371 4.5318 100.6817 | 4.5226 4.5248 4.5287 4.5230 100.7442 | 4.5138 4.5162 4.5204 4.5142 100.8067 | 4.5051 4.5075 4.5120 4.5055 100.8692 | 4.4963 4.4989 4.5037 4.4968 100.9317 | 4.4875 4.4903 4.4954 4.4880 100.9942 | 4.4788 4.4817 4.4870 4.4793 101.0567 | 4.4700 4.4731 4.4787 4.4706 101.1192 | 4.4613 4.4645 4.4704 4.4618 ------------------------------------------------------------------------------------------------- Average Life | 8.83 9.03 9.44 8.86 First Prin | 03/15/2005 03/15/2005 03/15/2005 03/15/2005 Last Prin | 01/15/2015 07/15/2016 10/15/2016 01/15/2015 Payment Window | 119 137 140 119 Mod Duration @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 100.4942 | 7.04 7.17 7.41 7.06 USD Swap Spread @ 100.4942 | 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> 18 21 -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.
Appears in 1 contract
Samples: Morgan Stanley (Morgan Stanley Capital I Trust 2005 IQ9)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 07/21/2005 17:17:15 CARVE Version 47.0 /u/dsouzad/deal/top19/050714hq6/top19.050714.carve MSC MSC red/hq6.red.050718.carve MSCI MSCI SERIES **2005-TOP19 HQ6 **S&P/FITCH/S&P DBRS (RED) CLASS A4A A3 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A A3 Settlement Date 07/28/2005 08/11/2005 Coupon 4.87500 4.95900 Cusip N/A Original Balance 642,754,000.00 103,000,000.00 Dated Date 07/01/2005 08/01/2005 Delay 11 12 Yield Table Date 07/14/2005 07/21/2005 Current Balance 642,754,000.00 103,000,000.00 First Payment Date 08/12/2005 09/13/2005 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx Yield Frequency SemiAnnual Credit Rating AAA/Aaa AAA Next Payment Date 08/12/2005 09/13/2005 Orig Deal Size 1,228,438,747.44 2,754,054,199.21 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 33 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 2025% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------ PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------ 100.1131 4.9665 4.9668 4.9673 4.9682 4.9703 100.1756 4.9566 4.9570 4.9577 4.9587 4.9612 100.2381 4.9468 4.9473 4.9480 4.9492 4.9522 100.3006 4.9369 4.9375 4.9383 4.9398 4.9432 100.3631 4.9271 4.9277 4.9287 4.9303 4.9342 100.4256 4.9172 4.9180 4.9190 4.9209 4.9252 100.4881 4.9074 4.9082 4.9094 4.9114 4.9163 100.5506 4.8976 4.8985 4.8998 4.9020 4.9073 100.6131 4.8878 4.8887 4.8901 4.8926 4.8983 100.6756 4.8780 4.8790 4.8805 4.8831 4.8893 100.7381 4.8682 4.8693 4.8709 4.8737 4.8804 100.8006 4.8584 4.8595 4.8613 4.8643 4.8714 100.8631 4.8486 4.8498 4.8517 4.8549 4.8625 100.9256 4.8388 4.8401 4.8421 4.8455 4.8536 100.9881 4.8290 4.8304 4.8326 4.8361 4.8446 101.0506 4.8193 4.8208 4.8230 4.8267 4.8357 101.1131 4.8095 4.8111 4.8134 4.8174 4.8268 101.1756 4.7998 4.8014 4.8039 4.8080 4.8179 101.2381 4.7900 4.7917 4.7943 4.7986 4.8090 101.3006 4.7803 4.7821 4.7848 4.7893 4.8001 101.3631 4.7706 4.7724 4.7752 4.7799 4.7912 ------------------------------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 7.80 7.88 7.99 8.19 8.71 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 100.7381 6.33 6.37 6.45 6.58 6.92 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 05/13/2012 05/13/2012 05/13/2012 05/13/2012 05/13/2012 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 10/13/2014 12/13/2014 01/13/2015 01/13/2015 07/13/2015 FIRST PRIN PER 81 81 81 81 81 LAST PRIN PER 110 112 113 113 119 PAYMENT WINDOW 10 10 10 21 20 30 32 33 33 39 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 100.7381 30 30 30 29 28 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.>
Appears in 1 contract
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 XXXXXX XXXXXXX ---------------------------------------------------------------------------------------------------------------------------------- 12/19/2001 12:58:27 CARVE Version 47.0 640.0 /u/dsouzadxxxxxx/deal/top19/050714msdwc_01-TOP5/top19.050714.carve MSC MSC priced/top5.finalsizes.1219.carve MS MS SERIES 20052001-TOP19 FITCH/S&P TOP5 PRICED CLASS A4A ------------------------------------------------------------------------------------------------------------------------------------ A2 ---------------------------------------------------------------------------------------------------------------------------------- Class A4A A2 Settlement Date 07/28/2005 12/27/2001 Coupon 4.87500 Cusip N/A 5.90000 Original Balance 642,754,000.00 105,431,797.26 Dated Date 07/01/2005 12/01/2001 Delay 11 Yield Table Date 07/14/2005 14 Current Balance 642,754,000.00 105,432,000.00 First Payment Date 08/12/2005 01/15/2002 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAAAaa/Aaa AAA Next Payment Date 08/12/2005 01/15/2002 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 34 21 Factor 1.00000000 1.00000192 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW -------------------------------------- -------------------------------------- Cusip N/A Yield Table Date 12/19/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 TREASURY CURVE 2 3.0540 5 4.3880 10 5.0840 30 5.4786 SWAP CURVE 2 yr 47.5000 3 yr 83.5000 5 yr 75.5000 7 yr 87.2500 10 10 21 yr 77.2500 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.yr 113.4600 30 yr 73.0000
Appears in 1 contract
Samples: Morgan Stanley (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 03/13/2002 19:54:39 CARVE Version 47.0 661.0 /u/dsouzadxxxxxx/deal/top19/050714MSDWC_2002-HQ/20020313/top19.050714.carve MSC MSC hq.0313.carve MS MS SERIES 20052002-TOP19 FITCH/S&P C1 CLASS A4A A2 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A A1 Settlement Date 07/28/2005 03/27/2002 Coupon 4.87500 5.91000 Cusip N/A Original Balance 642,754,000.00 180,000,000.00 Dated Date 07/01/2005 03/01/2002 Delay 11 14 Yield Table Date 07/14/2005 03/13/2002 Current Balance 642,754,000.00 180,000,000.00 First Payment Date 08/12/2005 04/15/2002 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx Yield Frequency SemiAnnual Credit Rating AAAAaa/Aaa AAA Next Payment Date 08/12/2005 04/15/2002 Orig Deal Size 1,228,438,747.44 845,945,104.00 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 21 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 (!YM) CPR 0 25 (!YM) CPR 0 50 (!YM) CPR 0 75 (!YM) CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ 100 --------------------------------------------------------------------------------------------------------------- PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------- 100/00 5.93 5.93 5.93 5.93 5.93 100/02 5.92 5.92 5.92 5.92 5.92 100/04 5.91 5.91 5.91 5.91 5.91 100/06 5.89 5.89 5.89 5.89 5.89 100/08 5.88 5.88 5.88 5.88 5.88 100/10 5.87 5.87 5.87 5.87 5.87 100/12 5.86 5.86 5.85 5.85 5.85 100/14 5.84 5.84 5.84 5.84 5.84 100/16 5.83 5.83 5.83 5.83 5.83 100/18 5.82 5.82 5.82 5.82 5.81 100/20 5.80 5.80 5.80 5.80 5.80 100/22 5.79 5.79 5.79 5.79 5.78 100/24 5.78 5.78 5.78 5.78 5.77 100/26 5.76 5.76 5.76 5.76 5.76 100/28 5.75 5.75 5.75 5.75 5.74 100/30 5.74 5.74 5.74 5.74 5.73 101/00 5.72 5.72 5.72 5.72 5.72 --------------------------------------------------------------------------------------------------------------- AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 5.74 5.74 5.72 5.71 5.58 FIRST PRIN 01/15/2006 01/15/2006 01/15/2006 01/15/2006 10/15/2006 LAST PRIN 06/15/2010 06/15/2010 06/15/2010 06/15/2010 04/15/2010 PAYMENT WINDOW 54 54 54 54 55 ACCRUAL FACTOR 0.42618 0.42618 0.42618 0.42618 0.42618 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.100/16 4.71 4.71 4.70 4.69 4.60
Appears in 1 contract
Samples: Morgan Stanley (Morgan Stanley Dean Witter Cap I Inc Dep Series 2002-Hq)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 XXXXXX XXXXXXX ----------------------------------------------------------------------------------------------------------------------------------- 12/19/2001 12:58:27 CARVE Version 47.0 640.0 /u/dsouzadxxxxxx/deal/top19/050714msdwc_01-TOP5/1217/top19.050714.carve MSC MSC top5.seq.updpxguid.1217.carve MS MS SERIES 20052001-TOP19 FITCH/S&P TOP5 PRICED CLASS A4A ------------------------------------------------------------------------------------------------------------------------------------ A4 ----------------------------------------------------------------------------------------------------------------------------------- Class A4A A4 Settlement Date 07/28/2005 12/27/2001 Coupon 4.87500 Cusip N/A 6.39000 Original Balance 642,754,000.00 517,028,055.08 Dated Date 07/01/2005 12/01/2001 Delay 11 Yield Table Date 07/14/2005 14 Current Balance 642,754,000.00 517,000,000.00 First Payment Date 08/12/2005 01/15/2002 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAAAaa/Aaa AAA Next Payment Date 08/12/2005 01/15/2002 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 34 21 Factor 1.00000000 0.99994574 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> -------------------------------------- -------------------------------------- Cusip N/A Yield Table Date 12/19/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 TREASURY CURVE 2 3.0540 5 4.3880 10 5.0840 30 5.4786 SWAP CURVE 2 yr 47.5000 3 yr 83.5000 5 yr 75.5000 7 yr 87.2500 10 yr 77.2500 20 yr 113.4600 30 yr 73.0000 PREPAY CPR 0 (!YM) CPR 0 25 (!YM) CPR 0 50 (!YM) CPR 0 75 (!YM) CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ 100 --------------------------------------------------------------------------------------------------------------- PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------- 99.9186 6.45 6.45 6.45 6.45 6.45 99.9811 6.44 6.44 6.44 6.44 6.44 100.0436 6.43 6.43 6.43 6.43 6.43 100.1061 6.42 6.42 6.42 6.42 6.42 100.1686 6.42 6.42 6.42 6.42 6.42 100.2311 6.41 6.41 6.41 6.41 6.41 100.2936 6.40 6.40 6.40 6.40 6.40 100.3561 6.39 6.39 6.39 6.39 6.39 100.4186 6.38 6.38 6.38 6.38 6.38 100.4811 6.37 6.37 6.37 6.37 6.37 100.5436 6.36 6.36 6.36 6.36 6.36 100.6061 6.35 6.35 6.35 6.35 6.35 100.6686 6.35 6.34 6.34 6.34 6.34 100.7311 6.34 6.34 6.34 6.34 6.33 100.7936 6.33 6.33 6.33 6.33 6.32 100.8561 6.32 6.32 6.32 6.32 6.32 100.9186 6.31 6.31 6.31 6.31 6.31 100.9811 6.30 6.30 6.30 6.30 6.30 101.0436 6.29 6.29 6.29 6.29 6.29 101.1061 6.28 6.28 6.28 6.28 6.28 101.1686 6.27 6.27 6.27 6.27 6.27 --------------------------------------------------------------------------------------------------------------- AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 9.62 9.61 9.59 9.57 9.39 FIRST PRIN 06/15/2010 06/15/2010 05/15/2010 05/15/2010 02/15/2010 LAST PRIN 11/15/2011 10/15/2011 10/15/2011 10/15/2011 08/15/2011 PAYMENT WINDOW 18 17 18 18 19 ACCRUAL FACTOR 0.4615 0.4615 0.4615 0.4615 0.4615 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP 100.5436 6.98 6.98 6.97 6.96 6.86 SPREAD INTERP. @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.100.5436 133 133 134 134 136
Appears in 1 contract
Samples: Morgan Stanley (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 XXXXXX XXXXXXX ----------------------------------------------------------------------------------------------------------------------------------- 12/19/2001 12:58:27 CARVE Version 47.0 640.0 /u/dsouzadxxxxxx/deal/top19/050714msdwc_01-TOP5/1217/top19.050714.carve MSC MSC top5.seq.updpxguid.1217.carve MS MS SERIES 20052001-TOP19 FITCH/S&P TOP5 PRICED CLASS A4A ------------------------------------------------------------------------------------------------------------------------------------ C ----------------------------------------------------------------------------------------------------------------------------------- Class A4A C Settlement Date 07/28/2005 12/27/2001 Coupon 4.87500 Cusip N/A 6.72000 Original Balance 642,754,000.00 28,655,000.00 Dated Date 07/01/2005 12/01/2001 Delay 11 Yield Table Date 07/14/2005 14 Current Balance 642,754,000.00 28,655,000.00 First Payment Date 08/12/2005 01/15/2002 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAAA2/Aaa AAA Next Payment Date 08/12/2005 01/15/2002 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 34 21 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> -------------------------------------- -------------------------------------- Cusip N/A Yield Table Date 12/19/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 TREASURY CURVE 2 3.0540 5 4.3880 10 5.0840 30 5.4786 SWAP CURVE 2 yr 47.5000 3 yr 83.5000 5 yr 75.5000 7 yr 87.2500 10 yr 77.2500 20 yr 113.4600 30 yr 73.0000 PREPAY CPR 0 (!YM) CPR 0 25 (!YM) CPR 0 50 (!YM) CPR 0 75 (!YM) CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ 100 --------------------------------------------------------------------------------------------------------------- PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------- 99.8789 6.79 6.79 6.79 6.79 6.79 99.9414 6.79 6.79 6.79 6.79 6.79 100.0039 6.78 6.78 6.78 6.78 6.78 100.0664 6.77 6.77 6.77 6.77 6.77 100.1289 6.76 6.76 6.76 6.76 6.76 100.1914 6.75 6.75 6.75 6.75 6.75 100.2539 6.74 6.74 6.74 6.74 6.74 100.3164 6.73 6.73 6.73 6.73 6.73 100.3789 6.72 6.72 6.72 6.72 6.72 100.4414 6.71 6.71 6.71 6.71 6.71 100.5039 6.71 6.71 6.71 6.71 6.70 100.5664 6.70 6.70 6.70 6.70 6.70 100.6289 6.69 6.69 6.69 6.69 6.69 100.6914 6.68 6.68 6.68 6.68 6.68 100.7539 6.67 6.67 6.67 6.67 6.67 100.8164 6.66 6.66 6.66 6.66 6.66 100.8789 6.65 6.65 6.65 6.65 6.65 100.9414 6.64 6.64 6.64 6.64 6.64 101.0039 6.64 6.64 6.64 6.64 6.63 101.0664 6.63 6.63 6.63 6.63 6.62 101.1289 6.62 6.62 6.62 6.62 6.61 --------------------------------------------------------------------------------------------------------------- AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 9.88 9.88 9.88 9.88 9.63 FIRST PRIN 11/15/2011 11/15/2011 11/15/2011 10/15/2011 08/15/2011 LAST PRIN 11/15/2011 11/15/2011 11/15/2011 11/15/2011 08/15/2011 PAYMENT WINDOW 1 1 1 2 1 ACCRUAL FACTOR 0.4853 0.4853 0.4853 0.4853 0.4853 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP 100.5039 7.01 7.01 7.01 7.00 6.88 SPREAD INTERP. @ 100.5485 26 26 26 25 23 </TABLE> 100.5039 164 164 164 164 167 Page 6 of 6 -------------------------------------------------------------------------------- This memorandum information is based on being delivered to a specific number of prospective sophisticated investors in order to assist them in determining whether they have an interest in the type of security described herein. It has been prepared solely for information generally available purposes and is not an offer to the public from sources believed buy or sell or a solicitation of an offer to be reliablebuy or sell any security or instrument or to participate in any trading strategy. No representation is or warranty can be given with respect to the accuracy or completeness of the information, or with respect to the terms of any future offer of securities conforming to the terms hereof. Any such offer of securities would be made that it is accurate pursuant to a definitive Prospectus or completePrivate Placement Memorandum, as the case may be, prepared by the issuer which could contain material information not contained herein and to which the prospective purchasers are referred. In the event of any such offering, this information shall be deemed superseded, amended and supplemented in its entirety by such Prospectus or Private Placement Memorandum. Such Prospectus or Private Placement Memorandum will contain all material information in respect of any securities offered thereby and any decision to invest in such securities should be made solely in reliance upon such Prospectus or Private Placement Memorandum. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Xxxxxx Xxxxxxx & Co. Incorporated disclaims any and all liability relating to this information, including without limitation any express or implied representations or warranties for, statements contained in, and omissions from, this information. Additional information is available upon request. Xxxxxx Xxxxxxx & Co. Incorporated and others associated with it may have positions in, and may effect transaction in, securities and instruments of issuers mentioned herein and may also perform or seek to perform investment banking services for the issuers of such securities and instruments. Past performance is not necessarily indicative of future returnsresults. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwideour readers worldwide: In addition addition, please note that this publication has been issued by Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Incorporated and Incorporated, approved by Mxxxxx Sxxxxxx & Co. Xxxxxx Xxxxxxx International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx JapanAuthority, any by Xxxxxx Xxxxxxx Japan Ltd. We recommend that such investors obtain the advice of their Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Incorporated, Xxxxxx Xxxxxxx International limited or Mxxxxx Sxxxxxx Japan, Xxxxxx Xxxxxxx Japan Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.
Appears in 1 contract
Samples: Morgan Stanley (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 CARVE Version 47.0 /uMS MS SERIES 2001-TOP 5 (XXXXX'X/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC SERIES 2005-TOP19 FITCH/S&P S AND P) CLASS A4A A3 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A A3 Settlement Date 07/28/2005 12/27/2001 Coupon 4.87500 Cusip N/A 6.09000 Original Balance 642,754,000.00 130,653,000.00 Dated Date 07/01/2005 12/01/2001 Delay 11 Yield Table Date 07/14/2005 14 Current Balance 642,754,000.00 130,653,000.00 First Payment Date 08/12/2005 01/15/2002 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAAAaa/Aaa AAA Next Payment Date 08/12/2005 01/15/2002 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 34 22 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 0 25 (!YM) CPR 0 50 (!YM) CPR 0 75 (!YM) CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ ------------------------- ------------------------------------------------------------------------------------------ 99/28 6.15 6.15 6.15 6.15 6.15 99/30 6.14 6.14 6.14 6.14 6.13 100/00 6.12 6.12 6.12 6.12 6.12 100/02 6.11 6.11 6.11 6.11 6.11 100/04 6.10 6.10 6.10 6.10 6.10 100/06 6.09 6.09 6.09 6.09 6.09 100/08 6.08 6.08 6.08 6.08 6.08 100/10 6.07 6.07 6.07 6.07 6.06 100/12 6.05 6.05 6.05 6.05 6.05 100/14 6.04 6.04 6.04 6.04 6.04 100/16 6.03 6.03 6.03 6.03 6.03 100/18 6.02 6.02 6.02 6.02 6.02 100/20 6.01 6.01 6.01 6.01 6.00 100/22 6.00 6.00 6.00 6.00 5.99 100/24 5.99 5.99 5.99 5.98 5.98 100/26 5.97 5.97 5.97 5.97 5.97 100/28 5.96 5.96 5.96 5.96 5.96 100/30 5.95 5.95 5.95 5.95 5.95 101/00 5.94 5.94 5.94 5.94 5.93 101/02 5.93 5.93 5.93 5.93 5.92 101/04 5.92 5.92 5.92 5.92 5.91 ------------------------- ------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 6.81 6.79 6.77 6.77 6.57 FIRST PRIN 11/15/2006 11/15/2006 11/15/2006 11/15/2006 09/15/2006 LAST PRIN 01/15/2011 01/15/2011 12/15/2010 11/15/2010 10/15/2010 PAYMENT WINDOW 51 51 50 49 50 ACCRUAL FACTOR 0.4398 0.4398 0.4398 0.4398 0.4398 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative 100/16 5.40 5.39 5.37 5.35 5.25 Page 3 of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.6 --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Morgan Stanley (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 03/13/2002 19:54:39 CARVE Version 47.0 661.0 /u/dsouzadxxxxxx/deal/top19/050714MSDWC_2002-HQ/20020313/top19.050714.carve MSC MSC hq.0313.carve MS MS SERIES 20052002-TOP19 FITCH/S&P C1 CLASS A4A A3 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A A3 Settlement Date 07/28/2005 03/27/2002 Coupon 4.87500 6.39000 Cusip N/A Original Balance 642,754,000.00 363,674,000.00 Dated Date 07/01/2005 03/01/2002 Delay 11 14 Yield Table Date 07/14/2005 03/13/2002 Current Balance 642,754,000.00 363,674,000.00 First Payment Date 08/12/2005 04/15/2002 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx Yield Frequency SemiAnnual Credit Rating AAAAaa/Aaa AAA Next Payment Date 08/12/2005 04/15/2002 Orig Deal Size 1,228,438,747.44 845,945,104.00 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 21 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 (!YM) CPR 0 25 (!YM) CPR 0 50 (!YM) CPR 0 75 (!YM) CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ 100 --------------------------------------------------------------------------------------------------------------- PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------- 100/00 6.44 6.44 6.44 6.44 6.44 100/02 6.43 6.43 6.43 6.43 6.43 100/04 6.42 6.42 6.42 6.42 6.42 100/06 6.41 6.41 6.41 6.41 6.41 100/08 6.40 6.40 6.40 6.40 6.40 100/10 6.39 6.39 6.39 6.39 6.39 100/12 6.38 6.38 6.38 6.38 6.38 100/14 6.38 6.38 6.38 6.38 6.37 100/16 6.37 6.37 6.37 6.37 6.36 100/18 6.36 6.36 6.36 6.36 6.36 100/20 6.35 6.35 6.35 6.35 6.35 100/22 6.34 6.34 6.34 6.34 6.34 100/24 6.33 6.33 6.33 6.33 6.33 100/26 6.32 6.32 6.32 6.32 6.32 100/28 6.31 6.31 6.31 6.31 6.31 100/30 6.30 6.30 6.30 6.30 6.30 101/00 6.29 6.29 6.29 6.29 6.29 --------------------------------------------------------------------------------------------------------------- AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 9.36 9.35 9.34 9.31 9.13 FIRST PRIN 06/15/2010 06/15/2010 06/15/2010 06/15/2010 04/15/2010 LAST PRIN 02/15/2012 02/15/2012 02/15/2012 02/15/2012 11/15/2011 PAYMENT WINDOW 21 21 21 21 20 ACCRUAL FACTOR 0.4615 0.4615 0.4615 0.4615 0.4615 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.100/16 6.85 6.84 6.83 6.82 6.72
Appears in 1 contract
Samples: Morgan Stanley (Morgan Stanley Dean Witter Cap I Inc Dep Series 2002-Hq)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 CARVE Version 47.0 /uMS MS SERIES 2001-TOP 5 (XXXXX'X/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC SERIES 2005-TOP19 FITCH/S&P S AND P) CLASS A4A C ------------------------------------------------------------------------------------------------------------------------------------ Class A4A C Settlement Date 07/28/2005 12/27/2001 Coupon 4.87500 Cusip N/A 6.85000 Original Balance 642,754,000.00 28,655,000.00 Dated Date 07/01/2005 12/01/2001 Delay 11 Yield Table Date 07/14/2005 14 Current Balance 642,754,000.00 28,655,000.00 First Payment Date 08/12/2005 01/15/2002 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAAA2/Aaa A Next Payment Date 08/12/2005 01/15/2002 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 34 22 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 0 25 (!YM) CPR 0 50 (!YM) CPR 0 75 (!YM) CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ ------------------------- ------------------------------------------------------------------------------------------ 99/28 6.93 6.93 6.93 6.93 6.93 99/30 6.92 6.92 6.92 6.92 6.92 100/00 6.91 6.91 6.91 6.91 6.91 100/02 6.90 6.90 6.90 6.90 6.90 100/04 6.89 6.89 6.89 6.89 6.89 100/06 6.88 6.88 6.88 6.88 6.88 100/08 6.87 6.87 6.87 6.87 6.87 100/10 6.87 6.87 6.87 6.87 6.86 100/12 6.86 6.86 6.86 6.86 6.86 100/14 6.85 6.85 6.85 6.85 6.85 100/16 6.84 6.84 6.84 6.84 6.84 100/18 6.83 6.83 6.83 6.83 6.83 100/20 6.82 6.82 6.82 6.82 6.82 100/22 6.81 6.81 6.81 6.81 6.81 100/24 6.80 6.80 6.80 6.80 6.80 100/26 6.79 6.79 6.79 6.79 6.79 100/28 6.79 6.79 6.79 6.79 6.78 100/30 6.78 6.78 6.78 6.78 6.77 101/00 6.77 6.77 6.77 6.77 6.76 101/02 6.76 6.76 6.76 6.76 6.76 101/04 6.75 6.75 6.75 6.75 6.75 ------------------------- ------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 9.88 9.88 9.88 9.88 9.63 FIRST PRIN 11/15/2011 10/15/2011 10/15/2011 10/15/2011 08/15/2011 LAST PRIN 11/15/2011 11/15/2011 11/15/2011 11/15/2011 08/15/2011 PAYMENT WINDOW 1 1 1 2 1 ACCRUAL FACTOR 0.4947 0.4947 0.4947 0.4947 0.4947 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> 100/16 6.96 6.96 6.96 6.96 6.84 Page 6 of 6 -------------------------------------------------------------------------------- This memorandum information is based on being delivered to a specific number of prospective sophisticated investors in order to assist them in determining whether they have an interest in the type of security described herein. It has been prepared solely for information generally available purposes and is not an offer to the public from sources believed buy or sell or a solicitation of an offer to be reliablebuy or sell any security or instrument or to participate in any trading strategy. No representation is or warranty can be given with respect to the accuracy or completeness of the information, or with respect to the terms of any future offer of securities conforming to the terms hereof. Any such offer of securities would be made that it is accurate pursuant to a definitive Prospectus or completePrivate Placement Memorandum, as the case may be, prepared by the issuer which could contain material information not contained herein and to which the prospective purchasers are referred. In the event of any such offering, this information shall be deemed superseded, amended and supplemented in its entirety by such Prospectus or Private Placement Memorandum. Such Prospectus or Private Placement Memorandum will contain all material information in respect of any securities offered thereby and any decision to invest in such securities should be made solely in reliance upon such Prospectus or Private Placement Memorandum. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Xxxxxx Xxxxxxx & Co. Incorporated disclaims any and all liability relating to this information, including without limitation any express or implied representations or warranties for, statements contained in, and omissions from, this information. Additional information is available upon request. Xxxxxx Xxxxxxx & Co. Incorporated and others associated with it may have positions in, and may effect transaction in, securities and instruments of issuers mentioned herein and may also perform or seek to perform investment banking services for the issuers of such securities and instruments. Past performance is not necessarily indicative of future returnsresults. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwideour readers worldwide: In addition addition, please note that this publication has been issued by Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Incorporated and Incorporated, approved by Mxxxxx Sxxxxxx & Co. Xxxxxx Xxxxxxx International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx JapanAuthority, any by Xxxxxx Xxxxxxx Japan Ltd. We recommend that such investors obtain the advice of their Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Incorporated, Xxxxxx Xxxxxxx International limited or Mxxxxx Sxxxxxx Japan, Xxxxxx Xxxxxxx Japan Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.
Appears in 1 contract
Samples: Morgan Stanley (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 CARVE Version 47.0 /u/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC 3 MORGXX XXXNXXX XXXX XXXXXX ---------------------------------------------------------------------------------------------------------------------------------- UNION PLANTERS UNION PLANTERS REMIC 1999-1 SERIES 20051999-TOP19 FITCH/S&P 1 (PRICED) CLASS A4A ------------------------------------------------------------------------------------------------------------------------------------ A1 ---------------------------------------------------------------------------------------------------------------------------------- Class A4A Settlement Date 07/28/2005 Coupon 4.87500 A1 Cusip N/A Dated Date 02/01/1999 Original Balance 642,754,000.00 Dated Date 07/01/2005 78,361,000.00 Delay 11 Yield Table Date 07/14/2005 Current Balance 642,754,000.00 24 First Payment Date 08/12/2005 03/25/1999 Factor 1.00000000 Lead Manager Mxxxxx Sxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAA/Aaa Morgxx Xxxnxxx Xxxx Xxxxxx Xxxment Freq Monthly Next Payment Date 08/12/2005 03/25/1999 Current Balance 78,361,000.00 Orig Deal Size 1,228,438,747.44 132,467,434.48 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Settlement Date 02/26/1999 Coupon 6.2500 Num of Tranches 34 Factor 1.00000000 17 Yield Freq SemiAnnual Interest Freq Monthly Market Desc SEQ Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> YIELD TABLE DATE 02/09/1999 ----------------------------------------------------------------------------------------------------------------------------------- TRIGGER OPTIONAL CALL YES OPTIONAL CALL YES OPTIONAL CALL YES OPTIONAL CALL YES PREPAY CPR 0 10 CPR 0 12 CPR 0 14 CPR 0 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ 16 ----------------------------------------------------------------------------------------------------------- Price/Yield 100/07+ 6.1538 6.1321 6.1093 6.0856 100/08 6.1495 6.1273 6.1040 6.0797 100/08+ 6.1453 6.1225 6.0987 6.0738 100/09 6.1410 6.1178 6.0934 6.0680 100/09+ 6.1368 6.1130 6.0881 6.0621 100/10 6.1325 6.1083 6.0828 6.0562 100/10+ 6.1283 6.1035 6.0774 6.0504 100/11 6.1240 6.0987 6.0721 6.0445 100/11+ 6.1198 6.0940 6.0668 6.0386 100/12 6.1156 6.0892 6.0615 6.0328 100/12+ 6.1113 6.0845 6.0562 6.0269 100/13 6.1071 6.0797 6.0509 6.0210 100/13+ 6.1028 6.0749 6.0457 6.0152 100/14 6.0986 6.0702 6.0404 6.0093 100/14+ 6.0944 6.0654 6.0351 6.0035 100/15 6.0901 6.0607 6.0298 5.9976 100/15+ 6.0859 6.0559 6.0245 5.9918 100/16 6.0817 6.0512 6.0192 5.9859 100/16+ 6.0774 6.0464 6.0139 5.9801 100/17 6.0732 6.0417 6.0086 5.9742 100/17+ 6.0690 6.0370 6.0033 5.9684 100/18 6.0647 6.0322 5.9981 5.9625 100/18+ 6.0605 6.0275 5.9928 5.9567 100/19 6.0563 6.0227 5.9875 5.9508 100/19+ 6.0521 6.0180 5.9822 5.9450 100/20 6.0478 6.0132 5.9769 5.9391 100/20+ 6.0436 6.0085 5.9717 5.9333 100/21 6.0394 6.0038 5.9664 5.9275 100/21+ 6.0352 5.9990 5.9611 5.9216 ----------------------------------------------------------------------------------------------------------- AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 4.5603 3.9746 3.5000 3.1122 FIRST PRIN 03/25/1999 03/25/1999 03/25/1999 03/25/1999 LAST PRIN 08/25/2010 06/25/2009 05/25/2008 06/25/2007 PAYMENT WINDOW 138 124 111 100 ACCRUAL FACTOR 0.4340 0.4340 0.4340 0.4340 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 108/14+ 3.6564 3.2597 2.9263 2.6450 TRIGGER OPTIONAL CALL YES OPTIONAL CALL YES OPTIONAL CALL NO OPTIONAL CALL NO PREPAY CPR 18 CPR 20 CPR 10 CPR 12 ----------------------------------------------------------------------------------------------------------- Price/Yield 100/07+ 6.0611 6.0358 6.1538 6.1321 100/08 6.0546 6.0288 6.1495 6.1273 100/08+ 6.0482 6.0217 6.1453 6.1225 100/09 6.0417 6.0146 6.1410 6.1178 100/09+ 6.0352 6.0076 6.1368 6.1130 100/10 6.0288 6.0005 6.1325 6.1083 100/10+ 6.0223 5.9935 6.1283 6.1035 100/11 6.0159 5.9864 6.1240 6.0987 100/11+ 6.0094 5.9794 6.1198 6.0940 100/12 6.0030 5.9723 6.1156 6.0892 100/12+ 5.9965 5.9653 6.1113 6.0845 100/13 5.9901 5.9582 6.1071 6.0797 100/13+ 5.9837 5.9512 6.1028 6.0749 100/14 5.9772 5.9441 6.0986 6.0702 100/14+ 5.9708 5.9371 6.0944 6.0654 100/15 5.9643 5.9301 6.0901 6.0607 100/15+ 5.9579 5.9230 6.0859 6.0559 100/16 5.9515 5.9160 6.0817 6.0512 100/16+ 5.9450 5.9090 6.0774 6.0464 100/17 5.9386 5.9019 6.0732 6.0417 100/17+ 5.9322 5.8949 6.0690 6.0370 100/18 5.9258 5.8879 6.0647 6.0322 100/18+ 5.9193 5.8809 6.0605 6.0275 100/19 5.9129 5.8738 6.0563 6.0227 100/19+ 5.9065 5.8668 6.0521 6.0180 100/20 5.9001 5.8598 6.0478 6.0132 100/20+ 5.8937 5.8528 6.0436 6.0085 100/21 5.8872 5.8458 6.0394 6.0038 100/21+ 5.8808 5.8388 6.0352 5.9990 -------------------------------------------------------------------------------------------------------- AVERAGE LIFE 2.7918 2.5239 4.5603 3.9746 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 03/25/1999 03/25/1999 03/25/1999 03/25/1999 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 08/25/2006 11/25/2005 08/25/2010 06/25/2009 PAYMENT WINDOW 10 10 10 21 90 81 138 124 ACCRUAL FACTOR 0.4340 0.4340 0.4340 0.4340 MOD DURATION @ 108/14+ 2.4058 2.2007 3.6564 3.2597 TRIGGER OPTIONAL CALL NO OPTIONAL CALL NO OPTIONAL CALL NO OPTIONAL CALL NO PREPAY CPR 14 CPR 16 CPR 18 CPR 20 USD SWAP SPREAD -------------------------------------------------------------------------------------------------------- Price/Yield 100/07+ 6.1093 6.0856 6.0611 6.0358 100/08 6.1040 6.0797 6.0546 6.0288 100/08+ 6.0987 6.0738 6.0482 6.0217 100/09 6.0934 6.0680 6.0417 6.0146 100/09+ 6.0881 6.0621 6.0352 6.0076 100/10 6.0828 6.0562 6.0288 6.0005 100/10+ 6.0774 6.0504 6.0223 5.9935 100/11 6.0721 6.0445 6.0159 5.9864 100/11+ 6.0668 6.0386 6.0094 5.9794 100/12 6.0615 6.0328 6.0030 5.9723 100/12+ 6.0562 6.0269 5.9965 5.9653 100/13 6.0509 6.0210 5.9901 5.9582 100/13+ 6.0457 6.0152 5.9837 5.9512 100/14 6.0404 6.0093 5.9772 5.9441 100/14+ 6.0351 6.0035 5.9708 5.9371 100/15 6.0298 5.9976 5.9643 5.9301 100/15+ 6.0245 5.9918 5.9579 5.9230 100/16 6.0192 5.9859 5.9515 5.9160 100/16+ 6.0139 5.9801 5.9450 5.9090 100/17 6.0086 5.9742 5.9386 5.9019 100/17+ 6.0033 5.9684 5.9322 5.8949 100/18 5.9981 5.9625 5.9258 5.8879 100/18+ 5.9928 5.9567 5.9193 5.8809 100/19 5.9875 5.9508 5.9129 5.8738 100/19+ 5.9822 5.9450 5.9065 5.8668 100/20 5.9769 5.9391 5.9001 5.8598 100/20+ 5.9717 5.9333 5.8937 5.8528 100/21 5.9664 5.9275 5.8872 5.8458 100/21+ 5.9611 5.9216 5.8808 5.8388 ------------------------------------------------------------------------------------------------------- AVERAGE LIFE 3.5000 3.1122 2.7918 2.5239 FIRST PRIN 03/25/1999 03/25/1999 03/25/1999 03/25/1999 LAST PRIN 05/25/2008 08/25/2007 08/25/2006 11/25/2005 PAYMENT WINDOW 111 100 90 81 ACCRUAL FACTOR 0.4340 0.4340 0.4340 0.4340 MOD DURATION @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.108/14+ 2.9263 2.6450 2.4058 2.2007
Appears in 1 contract
Samples: Morgan Stanley (Union Planters Mortgage Finance Corp)
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 07/26/2005 11:49:06 CARVE Version 47.0 50.0 /u/dsouzad/deal/top19/050714hq6/050725/top19.050714.carve MSC MSC hq6.050725.carve MSCI MSCI SERIES **2005-TOP19 HQ6 **S&P/FITCH/S&P DBRS CLASS A4A X1 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A X1 Settlement Date 07/28/2005 08/11/2005 Coupon 4.87500 -1.00000 Cusip N/A Original Balance 642,754,000.00 2,754,054,199.21 Dated Date 07/01/2005 08/01/2005 Delay 11 12 Yield Table Date 07/14/2005 07/26/2005 Current Balance 642,754,000.00 1.00 First Payment Date 08/12/2005 09/13/2005 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx Yield Frequency SemiAnnual Credit Rating AAA/Aaa AAA Next Payment Date 08/12/2005 09/13/2005 Orig Deal Size 1,228,438,747.44 2,754,054,199.21 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 33 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 0.4598 24.0608 24.9895 22.2864 21.0628 21.3025 20.0352 0.5223 21.0292 21.9904 19.2788 18.0666 18.2566 16.9985 0.5848 18.4789 19.4681 16.7528 15.5526 15.6978 14.4502 0.6473 16.2875 17.3010 14.5851 13.3971 13.5016 12.2650 0.7098 14.3727 15.4078 12.6930 11.5169 11.5844 10.3587 0.7723 12.6769 13.7312 11.0188 9.8541 9.8877 8.6727 0.8348 11.1582 12.2299 9.5205 8.3668 8.3693 7.1647 0.8973 9.7855 10.8729 8.1670 7.0238 6.9976 5.8029 0.9598 8.5348 9.6367 6.9345 5.8013 5.7484 4.5633 1.0223 7.3877 8.5028 5.8045 4.6807 4.6030 3.4271 1.0848 6.3293 7.4567 4.7622 3.6475 3.5466 2.3794 1.1473 5.3476 6.4865 3.7959 2.6898 2.5671 1.4083 1.2098 4.4331 5.5826 2.8959 1.7980 1.6549 0.5041 1.2723 3.5777 4.7371 2.0542 0.9641 0.8017 -0.3414 1.3348 2.7746 3.9433 1.2641 0.1815 0.0009 -1.1348 1.3973 2.0182 3.1957 0.5201 -0.5553 -0.7532 -1.8819 1.4598 1.3037 2.4896 -0.1826 -1.2512 -1.4654 -2.5874 1.5223 0.6269 1.8207 -0.8480 -1.9101 -2.1399 -3.2554 1.5848 -0.0156 1.1857 -1.4798 -2.5356 -2.7802 -3.8895 1.6473 -0.6270 0.5814 -2.0809 -3.1306 -3.3895 -4.4927 1.7098 -1.2100 0.0051 -2.6540 -3.6980 -3.9704 -5.0678 ------------------------------------------------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 8.18 8.45 8.09 7.94 7.85 7.71 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP 1.0848 5.65 5.72 5.74 5.79 5.66 5.71 SPREAD INTERP. @ 100.5485 26 26 26 25 23 1.0848 215 327 59 -52 -62 -178 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative Page 1 of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.1
Appears in 1 contract
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 07/22/2005 16:01:12 CARVE Version 47.0 /u/dsouzad/deal/top19/050714hq6/050722/top19.050714.carve MSC MSC hq6.050722.carve MSCI MSCI SERIES **2005-TOP19 HQ6 **S&P/FITCH/S&P DBRS CLASS A4A X1 ------------------------------------------------------------------------------------------------------------------------------------ Class A4A X1 Settlement Date 07/28/2005 08/11/2005 Coupon 4.87500 -1.00000 Cusip N/A Original Balance 642,754,000.00 2,754,054,199.21 Dated Date 07/01/2005 08/01/2005 Delay 11 12 Yield Table Date 07/14/2005 07/22/2005 Current Balance 642,754,000.00 1.00 First Payment Date 08/12/2005 09/13/2005 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx Yield Frequency SemiAnnual Credit Rating AAA/Aaa AAA Next Payment Date 08/12/2005 09/13/2005 Orig Deal Size 1,228,438,747.44 2,754,054,199.21 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 33 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ 0.5076 22.4277 23.4015 20.7528 19.8583 18.9881 0.5701 19.7492 20.7511 18.0805 17.1891 16.3264 0.6326 17.4590 18.4851 15.7964 14.9086 14.0532 0.6951 15.4657 16.5132 13.8092 12.9251 12.0768 0.7576 13.7060 14.7726 12.0554 11.1749 10.3335 0.8201 12.1343 13.2182 10.4893 9.6123 8.7774 0.8826 10.7170 11.8164 9.0772 8.2036 7.3749 0.9451 9.4282 10.5419 7.7933 6.9229 6.1001 1.0076 8.2480 9.3749 6.6177 5.7505 4.9332 1.0701 7.1608 8.2997 5.5347 4.6704 3.8584 1.1326 6.1538 7.3040 4.5316 3.6702 2.8632 1.1951 5.2167 6.3774 3.5982 2.7396 1.9373 1.2576 4.3410 5.5115 2.7260 1.8700 1.0722 1.3201 3.5197 4.6995 1.9079 1.0544 0.2610 1.3826 2.7468 3.9353 1.1381 0.2869 -0.5024 1.4451 2.0173 3.2140 0.4114 -0.4375 -1.2228 1.5076 1.3269 2.5313 -0.2764 -1.1231 -1.9047 1.5701 0.6717 1.8835 -0.9290 -1.7737 -2.5516 1.6326 0.0487 1.2675 -1.5497 -2.3923 -3.1668 1.6951 -0.5450 0.6804 -2.1412 -2.9820 -3.7531 1.7576 -1.1119 0.1199 -2.7061 -3.5450 -4.3129 ----------------------------------------------------------------------------------------------------------------- AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 8.18 8.45 7.98 7.88 7.80 MOD DURATION @ 100.5485 7.60 7.62 1.1326 5.68 5.74 5.70 5.72 5.75 SPREAD INTERP. @ 1.1326 200 314 39 -47 -128 0.5076 18.1924 17.4744 0.5701 15.5437 14.8417 0.6326 13.2828 12.5953 0.6951 11.3178 10.6436 0.7576 9.5850 8.9230 0.8201 8.0388 7.3880 0.8826 6.6454 6.0050 0.9451 5.3792 4.7483 1.0076 4.2204 3.5983 1.0701 3.1532 2.5393 1.1326 2.1651 1.5589 1.1951 1.2458 0.6469 1.2576 0.3871 -0.2051 1.3201 -0.4182 -1.0040 1.3826 -1.1758 -1.7556 1.4451 -1.8909 -2.4650 1.5076 -2.5676 -3.1363 1.5701 -3.2096 -3.7731 1.6326 -3.8201 -4.3788 1.6951 -4.4019 -4.9559 1.7576 -4.9574 -5.5069 ----------------------------------------------------------- AVERAGE LIFE 7.71 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP MOD DURATION @ 1.1326 5.79 5.83 SPREAD INTERP. @ 100.5485 26 26 26 25 23 1.1326 -197 -257 </TABLE> Page 1 of 1 -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.
Appears in 1 contract
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 07/21/2005 17:17:15 CARVE Version 47.0 /u/dsouzad/deal/top19/050714hq6/top19.050714.carve MSC MSC red/hq6.red.050718.carve MSCI MSCI SERIES **2005-TOP19 HQ6 **S&P/FITCH/S&P DBRS (RED) CLASS A4A ------------------------------------------------------------------------------------------------------------------------------------ Class A4A Settlement Date 07/28/2005 08/11/2005 Coupon 4.87500 4.94600 Cusip N/A Original Balance 642,754,000.00 1,060,595,000.00 Dated Date 07/01/2005 08/01/2005 Delay 11 12 Yield Table Date 07/14/2005 07/21/2005 Current Balance 642,754,000.00 1,060,595,000.00 First Payment Date 08/12/2005 09/13/2005 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx Yield Frequency SemiAnnual Credit Rating AAA/Aaa AAA Next Payment Date 08/12/2005 09/13/2005 Orig Deal Size 1,228,438,747.44 2,754,054,199.21 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 34 33 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 BALL EXT 10% 12 MOS 2025% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------------------------- PRICE / YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.80 9.81 10.12 10.74 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.--------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
SECURITIES AND FUTURES AUTHORITY. <TABLE> MXXXXX SXXXXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 07/14/2005 13:39:33 CARVE Version 47.0 /uMS MS SERIES 2001-TOP 5 (XXXXX'X/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC SERIES 2005-TOP19 FITCH/S&P S AND P) CLASS A4A B ------------------------------------------------------------------------------------------------------------------------------------ Class A4A B Settlement Date 07/28/2005 12/27/2001 Coupon 4.87500 Cusip N/A 6.60000 Original Balance 642,754,000.00 31,259,000.00 Dated Date 07/01/2005 12/01/2001 Delay 11 Yield Table Date 07/14/2005 14 Current Balance 642,754,000.00 31,259,000.00 First Payment Date 08/12/2005 01/15/2002 Lead Manager Mxxxxx Sxxxxxx Xxxxxx Xxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating AAAAa2/Aaa AA Next Payment Date 08/12/2005 01/15/2002 Orig Deal Size 1,228,438,747.44 Yield Day Count 30/360 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 34 22 Factor 1.00000000 Interest Freq Monthly Deal Age 0 ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 0 25 (!YM) CPR 0 50 (!YM) CPR 0 75 (!YM) CPR 0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 100.5485 4.8335 4.8336 4.8337 4.8359 4.8399 ------------------------------------------------------------------------------------------------------------------------------------ ------------------------- ------------------------------------------------------------------------------------------ 99/28 6.67 6.67 6.67 6.67 6.67 99/30 6.66 6.66 6.66 6.66 6.66 100/00 6.66 6.65 6.65 6.66 6.65 100/02 6.65 6.65 6.65 6.65 6.65 100/04 6.64 6.64 6.64 6.64 6.64 100/06 6.63 6.63 6.63 6.63 6.63 100/08 6.62 6.62 6.62 6.62 6.62 100/10 6.61 6.61 6.61 6.61 6.61 100/12 6.60 6.60 6.60 6.60 6.60 100/14 6.59 6.59 6.59 6.59 6.59 100/16 6.58 6.58 6.58 6.58 6.58 100/18 6.58 6.58 6.58 6.58 6.58 100/20 6.57 6.57 6.57 6.57 6.57 100/22 6.56 6.56 6.56 6.56 6.56 100/24 6.55 6.55 6.55 6.55 6.55 100/26 6.54 6.54 6.54 6.54 6.54 100/28 6.53 6.53 6.53 6.53 6.53 100/30 6.52 6.52 6.52 6.52 6.52 101/00 6.51 6.51 6.51 6.51 6.51 101/02 6.51 6.51 6.51 6.50 6.50 101/04 6.50 6.50 6.50 6.50 6.49 ------------------------- ------------------------------------------------------------------------------------------ AVERAGE LIFE 9.78 9.88 9.87 9.80 9.81 10.12 10.74 9.80 9.63 FIRST PRIN 11/15/2011 10/15/2011 10/15/2011 10/15/2011 08/15/2011 LAST PRIN 11/15/2011 11/15/2011 11/15/2011 10/15/2011 08/15/2011 PAYMENT WINDOW 1 2 2 1 1 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 MOD DURATION @ 100.5485 7.60 7.62 7.63 7.81 8.18 FIRST PRIN 10/12/2014 10/12/2014 10/12/2014 10/12/2014 12/12/2014 LAST PRIN 07/12/2015 07/12/2015 07/12/2015 06/12/2016 07/12/2016 PAYMENT WINDOW 10 10 10 21 20 USD SWAP SPREAD @ 100.5485 26 26 26 25 23 </TABLE> -------------------------------------------------------------------------------- This memorandum is based on information generally available to the public from sources believed to be reliable. No representation is made that it is accurate or complete. Certain assumptions may have been made in this analysis which have resulted in any returns detailed herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Past performance is not necessarily indicative 100/16 7.05 7.04 7.03 7.01 6.92 Page 5 of future returns. Price and availability are subject to change without notice. The foregoing has been prepared solely for informational purposes, and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to participate in any particular trading strategy. Mxxxxx Sxxxxxx & Co. Incorporated, Mxxxxx Sxxxxxx & Co. International Limited, Mxxxxx Sxxxxxx Japan Ltd. and/or their affiliates may have positions in, and effect transactions in securities and instruments of issuers mentioned herein and may also provide or seek to provide significant advice or investment services, including investment banking, for the issuers of such securities and instruments. Additional information is available upon request. To Our Readers Worldwide: In addition please note that this publication has been issued by Mxxxxx Sxxxxxx & Co. Incorporated and approved by Mxxxxx Sxxxxxx & Co. International Limited, a member of The Securities and Futures Authority and Mxxxxx Sxxxxxx Japan, Ltd. We recommend that investors obtain the advice of their Mxxxxx Sxxxxxx & Co. International limited or Mxxxxx Sxxxxxx Japan, Ltd. representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U.K. SECURITIES AND FUTURES AUTHORITY.6 --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Morgan Stanley (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
