SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS SERIES 2001-TOP 5 (XXXXX'X/S AND P) CLASS B ------------------------------------------------------------------------------------------------------------------------------------ Class B Settlement Date 12/27/2001 Coupon 6.60000 Original Balance 31,259,000.00 Dated Date 12/01/2001 Delay 14 Current Balance 31,259,000.00 First Payment Date 01/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Credit Rating Aa2/AA Next Payment Date 01/15/2002 Orig Deal Size 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 22 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 25 (!YM) CPR 50 (!YM) CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 9.88 9.87 9.80 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 @ 100/16 7.05 7.04 7.03 7.01 6.92 Page 5 of 6 --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ ----------------------------------------------------------------------------------------------------------------------------------- 12/19/2001 12:58:27 CARVE Version 640.0 /u/xxxxxx/deal/msdwc_01-TOP5/1217/top5.seq.updpxguid.1217.carve MS MS SERIES 2001-TOP 5 (XXXXX'X/S AND P) TOP5 PRICED CLASS B ------------------------------------------------------------------------------------------------------------------------------------ A4 ----------------------------------------------------------------------------------------------------------------------------------- Class B A4 Settlement Date 12/27/2001 Coupon 6.60000 6.39000 Original Balance 31,259,000.00 517,028,055.08 Dated Date 12/01/2001 Delay 14 Current Balance 31,259,000.00 517,000,000.00 First Payment Date 01/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Credit Rating Aa2Aaa/AA AAA Next Payment Date 01/15/2002 Orig Deal Size 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 22 21 Factor 1.00000000 0.99994574 Interest Freq Monthly Deal Age 0 -------------------------------------- -------------------------------------- Cusip N/A Yield Table Date 12/11/2001 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 25 (!YM) CPR 50 (!YM) CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/--------------------------------------------------------------------------------------------------------------- PRICE / YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 ------------------------- ------------------------------------------------------------------------------------------ --------------------------------------------------------------------------------------------------------------- 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 9.88 9.87 9.80 9.80 9.63 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 LAST PRIN 11/15/2011 11/15/2011 11/15/2011 10/15/2011 08/15/2011 PAYMENT WINDOW 1 2 2 1 1 18 17 18 18 19 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 0.4615 0.4615 0.4615 0.4615 0.4615 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 Page 5 of 6 --------------------------------------------------------------------------------100.5436 6.98 6.98 6.97 6.96 6.86 SPREAD INTERP. @ 100.5436 133 133 134 134 136
Appears in 1 contract
Samples: Securities Offering Agreement (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 03/13/2002 19:54:39 CARVE Version 661.0 /u/xxxxxx/deal/MSDWC_2002-HQ/20020313/hq.0313.carve MS MS SERIES 20012002-TOP 5 (XXXXX'X/S AND P) C1 CLASS B A2 ------------------------------------------------------------------------------------------------------------------------------------ Class B A1 Settlement Date 12/27/2001 03/27/2002 Coupon 6.60000 5.91000 Cusip N/A Original Balance 31,259,000.00 180,000,000.00 Dated Date 12/01/2001 03/01/2002 Delay 14 Yield Table Date 03/13/2002 Current Balance 31,259,000.00 180,000,000.00 First Payment Date 01/15/2002 04/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Yield Frequency SemiAnnual Credit Rating Aa2Aaa/AA AAA Next Payment Date 01/15/2002 04/15/2002 Orig Deal Size 1,041,991,908.17 845,945,104.00 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 22 21 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 25 (!YM) CPR 50 (!YM) CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/--------------------------------------------------------------------------------------------------------------- PRICE / YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 5.93 5.93 5.93 5.93 5.93 100/02 6.65 6.65 6.65 6.65 6.65 5.92 5.92 5.92 5.92 5.92 100/04 6.64 6.64 6.64 6.64 6.64 5.91 5.91 5.91 5.91 5.91 100/06 6.63 6.63 6.63 6.63 6.63 5.89 5.89 5.89 5.89 5.89 100/08 6.62 6.62 6.62 6.62 6.62 5.88 5.88 5.88 5.88 5.88 100/10 6.61 6.61 6.61 6.61 6.61 5.87 5.87 5.87 5.87 5.87 100/12 6.60 6.60 6.60 6.60 6.60 5.86 5.86 5.85 5.85 5.85 100/14 6.59 6.59 6.59 6.59 6.59 5.84 5.84 5.84 5.84 5.84 100/16 6.58 6.58 6.58 6.58 6.58 5.83 5.83 5.83 5.83 5.83 100/18 6.58 6.58 6.58 6.58 6.58 5.82 5.82 5.82 5.82 5.81 100/20 6.57 6.57 6.57 6.57 6.57 5.80 5.80 5.80 5.80 5.80 100/22 6.56 6.56 6.56 6.56 6.56 5.79 5.79 5.79 5.79 5.78 100/24 6.55 6.55 6.55 6.55 6.55 5.78 5.78 5.78 5.78 5.77 100/26 6.54 6.54 6.54 6.54 6.54 5.76 5.76 5.76 5.76 5.76 100/28 6.53 6.53 6.53 6.53 6.53 5.75 5.75 5.75 5.75 5.74 100/30 6.52 6.52 6.52 6.52 6.52 5.74 5.74 5.74 5.74 5.73 101/00 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 ------------------------- ------------------------------------------------------------------------------------------ 5.72 5.72 5.72 5.72 5.72 --------------------------------------------------------------------------------------------------------------- AVERAGE LIFE 9.88 9.87 9.80 9.80 9.63 5.74 5.74 5.72 5.71 5.58 FIRST PRIN 11/15/2011 10/15/2011 10/15/2011 10/15/2011 08/15/2011 01/15/2006 01/15/2006 01/15/2006 01/15/2006 10/15/2006 LAST PRIN 11/15/2011 11/15/2011 11/15/2011 10/15/2011 08/15/2011 06/15/2010 06/15/2010 06/15/2010 06/15/2010 04/15/2010 PAYMENT WINDOW 1 2 2 1 1 54 54 54 54 55 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 0.42618 0.42618 0.42618 0.42618 0.42618 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 Page 5 of 6 --------------------------------------------------------------------------------4.71 4.71 4.70 4.69 4.60
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Dean Witter Cap I Inc Dep Series 2002-Hq)
SECURITIES AND FUTURES AUTHORITY. <TABLE> XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS 07/21/2005 17:17:15 CARVE Version 47.0 /u/dsouzad/deal/hq6/red/hq6.red.050718.carve MSCI MSCI SERIES 2001**2005-TOP 5 HQ6 **S&P/FITCH/DBRS (XXXXX'X/S AND PRED) CLASS B A4A ------------------------------------------------------------------------------------------------------------------------------------ Class B A4A Settlement Date 12/27/2001 08/11/2005 Coupon 6.60000 4.94600 Cusip N/A Original Balance 31,259,000.00 1,060,595,000.00 Dated Date 12/01/2001 08/01/2005 Delay 14 12 Yield Table Date 07/21/2005 Current Balance 31,259,000.00 1,060,595,000.00 First Payment Date 01/15/2002 09/13/2005 Lead Manager Xxxxxx Xxxxxxx & Co. Yield Frequency SemiAnnual Credit Rating Aa2AAA/AA AAA Next Payment Date 01/15/2002 09/13/2005 Orig Deal Size 1,041,991,908.17 2,754,054,199.21 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 22 33 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 </TABLE> <TABLE> PREPAY CPR 0 (!YM) CPR 25 (!YM) 0 CPR 50 (!YM) 0 CPR 75 (!YM) 0 CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/0 BALL EXT 10% 12 MOS 25% 12 MOS 50% 12 MOS 12 MOS -------------------------------------------------------------------------------------------------------------------- PRICE / YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 9.88 9.87 9.80 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 @ 100/16 7.05 7.04 7.03 7.01 6.92 Page 5 of 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Capital I Trust 2005-Hq6)
SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS SERIES 2001-TOP 5 (XXXXX'X/S AND P) CLASS B A4 ------------------------------------------------------------------------------------------------------------------------------------ Class B A4 Settlement Date 12/27/2001 Coupon 6.60000 6.40000 Original Balance 31,259,000.00 497,747,000.00 Dated Date 12/01/2001 Delay 14 Current Balance 31,259,000.00 497,747,000.00 First Payment Date 01/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Credit Rating Aa2Aaa/AA AAA Next Payment Date 01/15/2002 Orig Deal Size 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 22 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 25 (!YM) CPR 50 (!YM) CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD ------------------------- ------------------------------------------------------------------------------------------ 99/28 6.67 6.67 6.67 6.67 6.67 6.47 6.47 6.47 6.47 6.47 99/30 6.66 6.66 6.66 6.66 6.66 6.46 6.46 6.46 6.46 6.46 100/00 6.66 6.65 6.65 6.66 6.65 6.45 6.45 6.45 6.45 6.45 100/02 6.65 6.65 6.65 6.65 6.65 6.44 6.44 6.44 6.44 6.44 100/04 6.64 6.64 6.64 6.64 6.64 6.43 6.43 6.43 6.43 6.43 100/06 6.63 6.63 6.63 6.63 6.63 6.42 6.42 6.42 6.42 6.42 100/08 6.62 6.62 6.62 6.62 6.62 6.41 6.41 6.41 6.41 6.41 100/10 6.61 6.61 6.61 6.61 6.61 6.41 6.41 6.41 6.41 6.40 100/12 6.60 6.60 6.60 6.60 6.60 6.40 6.40 6.40 6.40 6.40 100/14 6.59 6.59 6.59 6.59 6.59 6.39 6.39 6.39 6.39 6.39 100/16 6.58 6.58 6.58 6.58 6.58 6.38 6.38 6.38 6.38 6.38 100/18 6.58 6.58 6.58 6.58 6.58 6.37 6.37 6.37 6.37 6.37 100/20 6.57 6.57 6.57 6.57 6.57 6.36 6.36 6.36 6.36 6.36 100/22 6.56 6.56 6.56 6.56 6.56 6.35 6.35 6.35 6.35 6.35 100/24 6.55 6.55 6.55 6.55 6.55 6.34 6.34 6.34 6.34 6.34 100/26 6.54 6.54 6.54 6.54 6.54 6.34 6.34 6.33 6.33 6.33 100/28 6.53 6.53 6.53 6.53 6.53 6.33 6.33 6.33 6.33 6.32 100/30 6.52 6.52 6.52 6.52 6.52 6.32 6.32 6.32 6.32 6.31 101/00 6.51 6.51 6.51 6.51 6.51 6.31 6.31 6.31 6.31 6.31 101/02 6.51 6.51 6.51 6.50 6.50 6.30 6.30 6.30 6.30 6.30 101/04 6.50 6.50 6.50 6.50 6.49 6.29 6.29 6.29 6.29 6.29 ------------------------- ------------------------------------------------------------------------------------------ AVERAGE LIFE 9.88 9.87 9.80 9.80 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 LAST PRIN 11/15/2011 11/15/2011 11/15/2011 10/15/2011 08/15/2011 PAYMENT WINDOW 1 2 2 1 1 11 10 11 12 11 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 0.4622 0.4622 0.4622 0.4622 0.4622 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 7.00 6.99 6.98 6.97 6.88 Page 5 4 of 6 --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ 03/13/2002 19:54:39 CARVE Version 661.0 /u/xxxxxx/deal/MSDWC_2002-HQ/20020313/hq.0313.carve MS MS SERIES 20012002-TOP 5 (XXXXX'X/S AND P) C1 CLASS B A3 ------------------------------------------------------------------------------------------------------------------------------------ Class B A3 Settlement Date 12/27/2001 03/27/2002 Coupon 6.60000 6.39000 Cusip N/A Original Balance 31,259,000.00 363,674,000.00 Dated Date 12/01/2001 03/01/2002 Delay 14 Yield Table Date 03/13/2002 Current Balance 31,259,000.00 363,674,000.00 First Payment Date 01/15/2002 04/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Yield Frequency SemiAnnual Credit Rating Aa2Aaa/AA AAA Next Payment Date 01/15/2002 04/15/2002 Orig Deal Size 1,041,991,908.17 845,945,104.00 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 22 21 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 25 (!YM) CPR 50 (!YM) CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/--------------------------------------------------------------------------------------------------------------- PRICE / YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 6.44 6.44 6.44 6.44 6.44 100/02 6.65 6.65 6.65 6.65 6.65 6.43 6.43 6.43 6.43 6.43 100/04 6.64 6.64 6.64 6.64 6.64 6.42 6.42 6.42 6.42 6.42 100/06 6.63 6.63 6.63 6.63 6.63 6.41 6.41 6.41 6.41 6.41 100/08 6.62 6.62 6.62 6.62 6.62 6.40 6.40 6.40 6.40 6.40 100/10 6.61 6.61 6.61 6.61 6.61 6.39 6.39 6.39 6.39 6.39 100/12 6.60 6.60 6.60 6.60 6.60 6.38 6.38 6.38 6.38 6.38 100/14 6.59 6.59 6.59 6.59 6.59 6.38 6.38 6.38 6.38 6.37 100/16 6.58 6.58 6.58 6.58 6.58 6.37 6.37 6.37 6.37 6.36 100/18 6.58 6.58 6.58 6.58 6.58 6.36 6.36 6.36 6.36 6.36 100/20 6.57 6.57 6.57 6.57 6.57 6.35 6.35 6.35 6.35 6.35 100/22 6.56 6.56 6.56 6.56 6.56 6.34 6.34 6.34 6.34 6.34 100/24 6.55 6.55 6.55 6.55 6.55 6.33 6.33 6.33 6.33 6.33 100/26 6.54 6.54 6.54 6.54 6.54 6.32 6.32 6.32 6.32 6.32 100/28 6.53 6.53 6.53 6.53 6.53 6.31 6.31 6.31 6.31 6.31 100/30 6.52 6.52 6.52 6.52 6.52 6.30 6.30 6.30 6.30 6.30 101/00 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 ------------------------- ------------------------------------------------------------------------------------------ 6.29 6.29 6.29 6.29 6.29 --------------------------------------------------------------------------------------------------------------- AVERAGE LIFE 9.88 9.87 9.80 9.80 9.63 9.36 9.35 9.34 9.31 9.13 FIRST PRIN 11/15/2011 10/15/2011 10/15/2011 10/15/2011 08/15/2011 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 11/15/2011 11/15/2011 10/15/2011 08/15/2011 PAYMENT WINDOW 1 2 2 1 1 21 21 21 21 20 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 0.4615 0.4615 0.4615 0.4615 0.4615 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 Page 5 of 6 --------------------------------------------------------------------------------6.85 6.84 6.83 6.82 6.72
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Dean Witter Cap I Inc Dep Series 2002-Hq)
SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ ----------------------------------------------------------------------------------------------------------------------------------- 12/19/2001 12:58:27 CARVE Version 640.0 /u/xxxxxx/deal/msdwc_01-TOP5/1217/top5.seq.updpxguid.1217.carve MS MS SERIES 2001-TOP 5 (XXXXX'X/S AND P) TOP5 PRICED CLASS B ------------------------------------------------------------------------------------------------------------------------------------ ----------------------------------------------------------------------------------------------------------------------------------- Class B Settlement Date 12/27/2001 Coupon 6.60000 6.56000 Original Balance 31,259,000.00 Dated Date 12/01/2001 Delay 14 Current Balance 31,259,000.00 First Payment Date 01/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Credit Rating Aa2/AA AAA Next Payment Date 01/15/2002 Orig Deal Size 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 22 21 Factor 1.00000000 Interest Freq Monthly Deal Age 0 -------------------------------------- -------------------------------------- Cusip N/A Yield Table Date 12/11/2001 12/19/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 25 (!YM) CPR 50 (!YM) CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 9.88 9.87 9.80 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 TREASURY CURVE 2 3.0540 5 4.3880 10 5.0840 30 5.4786 SWAP CURVE 2 1 1 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 Page yr 47.5000 3 yr 83.5000 5 of 6 --------------------------------------------------------------------------------yr 75.5000 7 yr 87.2500 10 yr 77.2500 20 yr 113.4600 30 yr 73.0000
Appears in 1 contract
Samples: Securities Offering Agreement (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. <TABLE> XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS 07/26/2005 11:49:06 CARVE Version 50.0 /u/dsouzad/deal/hq6/050725/hq6.050725.carve MSCI MSCI SERIES 2001**2005-TOP 5 (XXXXX'XHQ6 **S&P/S AND P) FITCH/DBRS CLASS B X1 ------------------------------------------------------------------------------------------------------------------------------------ Class B X1 Settlement Date 12/27/2001 08/11/2005 Coupon 6.60000 -1.00000 Cusip N/A Original Balance 31,259,000.00 2,754,054,199.21 Dated Date 12/01/2001 08/01/2005 Delay 14 12 Yield Table Date 07/26/2005 Current Balance 31,259,000.00 1.00 First Payment Date 01/15/2002 09/13/2005 Lead Manager Xxxxxx Xxxxxxx & Co. Yield Frequency SemiAnnual Credit Rating Aa2AAA/AA AAA Next Payment Date 01/15/2002 09/13/2005 Orig Deal Size 1,041,991,908.17 2,754,054,199.21 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 22 33 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 25 (!YM) CPR 50 (!YM) CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 ------------------------- ------------------------------------------------------------------------------------------ </TABLE> <TABLE> 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 9.88 9.87 9.80 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 8.18 8.45 8.09 7.94 7.85 7.71 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 1.0848 5.65 5.72 5.74 5.79 5.66 5.71 SPREAD INTERP. @ 1.0848 215 327 59 -52 -62 -178 </TABLE> Page 5 1 of 6 --------------------------------------------------------------------------------1
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Capital I Trust 2005-Hq6)
SECURITIES AND FUTURES AUTHORITY. 3 MORGXX XXXNXXX XXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS ---------------------------------------------------------------------------------------------------------------------------------- UNION PLANTERS UNION PLANTERS REMIC 1999-1 SERIES 20011999-TOP 5 1 (XXXXX'X/S AND PPRICED) CLASS B ------------------------------------------------------------------------------------------------------------------------------------ A1 ---------------------------------------------------------------------------------------------------------------------------------- Class B Settlement Date 12/27/2001 Coupon 6.60000 Original Balance 31,259,000.00 Dated Date 12/01/2001 Delay 14 Current Balance 31,259,000.00 First Payment Date 01/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Credit Rating Aa2/AA Next Payment Date 01/15/2002 Orig Deal Size 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 22 Factor 1.00000000 Interest Freq Monthly Deal Age 0 A1 Cusip N/A Dated Date 02/01/1999 Original Balance 78,361,000.00 Delay 24 First Payment Date 03/25/1999 Factor 1.00000000 Lead Manager Morgxx Xxxnxxx Xxxx Xxxxxx Xxxment Freq Monthly Next Payment Date 03/25/1999 Current Balance 78,361,000.00 Orig Deal Size 132,467,434.48 Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 Settlement Date 02/26/1999 Coupon 6.2500 Num of Tranches 17 Yield Freq SemiAnnual Interest Freq Monthly Market Desc SEQ Deal Age 0 YIELD TABLE DATE 02/09/1999 ----------------------------------------------------------------------------------------------------------------------------------- TRIGGER OPTIONAL CALL YES OPTIONAL CALL YES OPTIONAL CALL YES OPTIONAL CALL YES PREPAY CPR 0 (!YM) 10 CPR 25 (!YM) 12 CPR 50 (!YM) 14 CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE16 ----------------------------------------------------------------------------------------------------------- Price/YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 Yield 100/07+ 6.1538 6.1321 6.1093 6.0856 100/08 6.62 6.62 6.62 6.62 6.62 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 6.61 6.61 6.61 6.61 6.61 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 6.60 6.60 6.60 6.60 6.60 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 6.59 6.59 6.59 6.59 6.59 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 6.58 6.58 6.58 6.58 6.58 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 6.58 6.58 6.58 6.58 6.58 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 6.57 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 ------------------------- ------------------------------------------------------------------------------------------ 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 9.88 9.87 9.80 9.80 9.63 4.5603 3.9746 3.5000 3.1122 FIRST PRIN 11/15/2011 10/15/2011 10/15/2011 10/15/2011 08/15/2011 03/25/1999 03/25/1999 03/25/1999 03/25/1999 LAST PRIN 11/15/2011 11/15/2011 11/15/2011 10/15/2011 08/15/2011 08/25/2010 06/25/2009 05/25/2008 06/25/2007 PAYMENT WINDOW 1 2 2 1 1 138 124 111 100 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 0.4340 0.4340 0.4340 0.4340 MOD DURATION @ 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 7.05 7.04 7.03 7.01 6.92 Page 5 of 6 --------------------------------------------------------------------------------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 03/25/1999 03/25/1999 03/25/1999 03/25/1999 LAST PRIN 08/25/2006 11/25/2005 08/25/2010 06/25/2009 PAYMENT WINDOW 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 -------------------------------------------------------------------------------------------------------- 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 @ 108/14+ 2.9263 2.6450 2.4058 2.2007
Appears in 1 contract
Samples: Securities Agreement (Union Planters Mortgage Finance Corp)
SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS SERIES 2001-TOP 5 (XXXXX'X/S AND P) CLASS B A2 ------------------------------------------------------------------------------------------------------------------------------------ Class B A2 Settlement Date 12/27/2001 Coupon 6.60000 5.82000 Original Balance 31,259,000.00 193,973,000.00 Dated Date 12/01/2001 Delay 14 Current Balance 31,259,000.00 193,973,000.00 First Payment Date 01/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Credit Rating Aa2Aaa/AA AAA Next Payment Date 01/15/2002 Orig Deal Size 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 22 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 25 (!YM) CPR 50 (!YM) CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 6.67 6.67 6.67 6.67 6.67 5.87 5.87 5.87 5.87 5.87 99/30 6.66 6.66 6.66 6.66 6.66 5.86 5.86 5.86 5.86 5.85 100/00 6.66 6.65 6.65 6.66 6.65 5.84 5.84 5.84 5.84 5.84 100/02 6.65 6.65 6.65 6.65 6.65 5.83 5.83 5.83 5.83 5.83 100/04 6.64 6.64 6.64 6.64 6.64 5.82 5.82 5.82 5.81 5.81 100/06 6.63 6.63 6.63 6.63 6.63 5.80 5.80 5.80 5.80 5.80 100/08 6.62 6.62 6.62 6.62 6.62 5.79 5.79 5.79 5.79 5.79 100/10 6.61 6.61 6.61 6.61 6.61 5.78 5.77 5.77 5.77 5.77 100/12 6.60 6.60 6.60 6.60 6.60 5.76 5.76 5.76 5.76 5.76 100/14 6.59 6.59 6.59 6.59 6.59 5.75 5.75 5.75 5.75 5.74 100/16 6.58 6.58 6.58 6.58 6.58 5.74 5.73 5.73 5.73 5.73 100/18 6.58 6.58 6.58 6.58 6.58 5.72 5.72 5.72 5.72 5.72 100/20 6.57 6.57 6.57 6.57 6.57 5.71 5.71 5.71 5.71 5.70 100/22 6.56 6.56 6.56 6.56 6.56 5.70 5.69 5.69 5.69 5.69 100/24 6.55 6.55 6.55 6.55 6.55 5.68 5.68 5.68 5.68 5.68 100/26 6.54 6.54 6.54 6.54 6.54 5.67 5.67 5.67 5.67 5.66 100/28 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 5.66 5.65 5.65 5.65 5.65 ------------------------- ------------------------------------------------------------------------------------------ AVERAGE LIFE 9.88 9.87 9.80 9.80 9.63 5.70 5.68 5.66 5.64 5.50 FIRST PRIN 11/15/2011 10/15/2011 10/15/2011 10/15/2011 08/15/2011 01/15/2002 01/15/2002 01/15/2002 01/15/2002 01/15/2002 LAST PRIN 11/15/2011 11/15/2011 11/15/2011 10/15/2011 08/15/2011 01/15/2011 01/15/2011 12/15/2010 11/15/2010 10/15/2010 PAYMENT WINDOW 1 2 2 1 1 109 109 108 107 106 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 0.4203 0.4203 0.4203 0.4203 0.4203 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 100/08 4.64 4.63 4.61 4.60 4.50 Page 5 2 of 6 --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. 4 MORGXX XXXNXXX XXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS XXION PLANTERS UNION PLANTERS REMIC 1999-1 SERIES 20011999-TOP 5 1 (XXXXX'X/S AND PPRICED) CLASS B ------------------------------------------------------------------------------------------------------------------------------------ A2 ---------------------------------------------------------------------------------------------------------------------------------- Class B Settlement Date 12/27/2001 Coupon 6.60000 Original Balance 31,259,000.00 Dated Date 12/01/2001 Delay 14 Current Balance 31,259,000.00 First Payment Date 01/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Credit Rating Aa2/AA Next Payment Date 01/15/2002 Orig Deal Size 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 22 Factor 1.00000000 Interest Freq Monthly Deal Age 0 A2 Cusip N/A Dated Date 02/01/1999 Delay 24 First Payment Date 03/25/1999 Factor 1.00000000 Payment Freq Monthly Next Payment Date 03/25/1999 Current Balance 15,100,185.24 Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 Settlement Date 02/26/1999 Coupon 6.2500 Yield Freq 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 0 (!YM) 10 CPR 25 (!YM) 12 CPR 50 (!YM) 14 CPR 75 (!YM) 16 CPR 100 ------------------------- ------------------------------------------------------------------------------------------ 18 CPR 20 ---------------------------------------------------------------------------------------------------------------------------------- PRICE/YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 ------------------------- ------------------------------------------------------------------------------------------ 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 9.88 9.87 9.80 9.80 9.63 14.0630 13.0146 11.9902 10.9835 10.0579 9.2204 FIRST PRIN 11/15/2011 10/15/2011 10/15/2011 10/15/2011 08/15/2011 8/25/2010 06/25/2009 05/25/2008 06/25/2007 08/25/2006 11/25/2005 LAST PRIN 11/15/2011 11/15/2011 11/15/2011 10/15/2011 08/15/2011 10/25/2014 11/25/2013 12/25/2012 12/25/2011 01/25/2001 03/25/2010 PAYMENT WINDOW 1 2 2 1 1 51 54 56 55 54 53 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 MOD 0.4340 0.4340 0.4340 0.4340 0.4340 0.4340 MED DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 Page 5 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 6 --------------------------------------------------------------------------------Tranches 17 Deal Age 0 _OPTIONAL CALL NO _OPTIONAL CALL NO _OPTIONAL CALL NO _OPTIONAL CALL NO _OPTIONAL CALL NO _OPTIONAL CALL NO CPR 10 CPR 12 CPR 14 CPR 16 CPR 18 CPR 20 ------------------------------------------------------------------------------------------------------------------ 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: Securities Agreement (Union Planters Mortgage Finance Corp)
SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ ----------------------------------------------------------------------------------------------------------------------------------- 12/19/2001 12:58:27 CARVE Version 640.0 /u/xxxxxx/deal/msdwc_01-TOP5/1217/top5.seq.updpxguid.1217.carve MS MS SERIES 2001-TOP 5 (XXXXX'X/S AND P) TOP5 PRICED CLASS B ------------------------------------------------------------------------------------------------------------------------------------ A3 ----------------------------------------------------------------------------------------------------------------------------------- Class B A3 Settlement Date 12/27/2001 Coupon 6.60000 6.16000 Original Balance 31,259,000.00 136,593,147.66 Dated Date 12/01/2001 Delay 14 Current Balance 31,259,000.00 136,593,000.00 First Payment Date 01/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Credit Rating Aa2Aaa/AA AAA Next Payment Date 01/15/2002 Orig Deal Size 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 22 21 Factor 1.00000000 0.99999892 Interest Freq Monthly Deal Age 0 -------------------------------------- -------------------------------------- Cusip N/A Yield Table Date 12/11/2001 12/19/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 25 (!YM) CPR 50 (!YM) CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 9.88 9.87 9.80 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 TREASURY CURVE 2 3.0540 5 4.3880 10 5.0840 30 5.4786 SWAP CURVE 2 1 1 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 Page yr 47.5000 3 yr 83.5000 5 of 6 --------------------------------------------------------------------------------yr 75.5000 7 yr 87.2500 10 yr 77.2500 20 yr 113.4600 30 yr 73.0000
Appears in 1 contract
Samples: Securities Offering Agreement (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX <TABLE> MXXXXX SXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS 07/14/2005 13:39:33 CARVE Version 47.0 /u/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC SERIES 20012005-TOP 5 (XXXXX'XTOP19 FITCH/S AND P) S&P CLASS B AAB ------------------------------------------------------------------------------------------------------------------------------------ Class B AAB Settlement Date 12/27/2001 07/28/2005 Coupon 6.60000 4.81600 Cusip N/A Original Balance 31,259,000.00 84,100,000.00 Dated Date 12/01/2001 07/01/2005 Delay 14 11 Yield Table Date 07/14/2005 Current Balance 31,259,000.00 84,100,000.00 First Payment Date 01/15/2002 08/12/2005 Lead Manager Xxxxxx Xxxxxxx Mxxxxx Sxxxxxx & Co. Yxxxx Xxxxxxxxx SemiAnnual Credit Rating Aa2AAA/AA Aaa Next Payment Date 01/15/2002 08/12/2005 Orig Deal Size 1,041,991,908.17 1,228,438,747.44 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 22 34 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 Freq ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> <TABLE> PREPAY CPR 0 (!YM) CPR 25 (!YM) 0 CPR 50 (!YM) 0 CPR 75 (!YM) 0 CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 ------------------------- ------------------------------------------------------------------------------------------ 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 9.88 9.87 9.80 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 7.26 7.26 7.26 7.27 7.28 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 Page 5 of 6 --------------------------------------------------------------------------------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 PAYMENT WINDOW 52 52 52 52 54 USD SWAP SPREAD @ 100.5468 27 27 27 27 27 </TABLE>
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Dean Witter Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX <TABLE> MXXXXX SXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS 07/14/2005 13:39:33 CARVE Version 47.0 /u/dsouzad/deal/top19/050714/top19.050714.carve MSC MSC SERIES 20012005-TOP 5 (XXXXX'XTOP19 FITCH/S AND P) S&P CLASS B A3 ------------------------------------------------------------------------------------------------------------------------------------ Class B A3 Settlement Date 12/27/2001 07/28/2005 Coupon 6.60000 4.80500 Cusip N/A Original Balance 31,259,000.00 44,700,000.00 Dated Date 12/01/2001 07/01/2005 Delay 14 11 Yield Table Date 07/14/2005 Current Balance 31,259,000.00 44,700,000.00 First Payment Date 01/15/2002 08/12/2005 Lead Manager Xxxxxx Xxxxxxx Mxxxxx Sxxxxxx & Co. Yield Frequency SemiAnnual Credit Rating Aa2AAA/AA Aaa Next Payment Date 01/15/2002 08/12/2005 Orig Deal Size 1,041,991,908.17 1,228,438,747.44 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 22 34 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 Freq </TABLE> <TABLE> PREPAY CPR 0 (!YM) CPR 25 (!YM) 0 CPR 50 (!YM) 0 CPR 75 (!YM) 0 CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/0 BALL EXT 10% 12 MOS 20% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------------------------ PRICE / YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 ------------------------- ------------------------------------------------------------------------------------------ 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 9.88 9.87 9.80 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 6.39 6.49 6.59 6.88 7.38 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 Page 100.5488 5.38 5.45 5.52 5.73 6.07 FIRST PRIN 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 PAYMENT WINDOW 5 of 6 --------------------------------------------------------------------------------37 37 37 39 USD SWAP SPREAD @ 100.5488 28 28 28 27 26 </TABLE>
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Dean Witter Capital I Inc)
SECURITIES AND FUTURES AUTHORITY. <TABLE> XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS 07/21/2005 17:17:15 CARVE Version 47.0 /u/dsouzad/deal/hq6/red/hq6.red.050718.carve MSCI MSCI SERIES 2001**2005-TOP 5 HQ6 **S&P/FITCH/DBRS (XXXXX'X/S AND PRED) CLASS B A3 ------------------------------------------------------------------------------------------------------------------------------------ Class B A3 Settlement Date 12/27/2001 08/11/2005 Coupon 6.60000 4.95900 Cusip N/A Original Balance 31,259,000.00 103,000,000.00 Dated Date 12/01/2001 08/01/2005 Delay 14 12 Yield Table Date 07/21/2005 Current Balance 31,259,000.00 103,000,000.00 First Payment Date 01/15/2002 09/13/2005 Lead Manager Xxxxxx Xxxxxxx & Co. Yield Frequency SemiAnnual Credit Rating Aa2AAA/AA AAA Next Payment Date 01/15/2002 09/13/2005 Orig Deal Size 1,041,991,908.17 2,754,054,199.21 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 22 33 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 </TABLE> <TABLE> PREPAY CPR 0 (!YM) CPR 25 (!YM) 0 CPR 50 (!YM) 0 CPR 75 (!YM) 0 CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/0 BALL EXT 10% 12 MOS 25% 12 MOS 50% 12 MOS 12 MOS ------------------------------------------------------------------------------------------------------------------ PRICE / YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 ------------------------- ------------------------------------------------------------------------------------------ ------------------------------------------------------------------------------------------------------------------ 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 9.88 9.87 9.80 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 7.80 7.88 7.99 8.19 8.71 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 100.7381 6.33 6.37 6.45 6.58 6.92 Page 5 of 6 --------------------------------------------------------------------------------FIRST PRIN 05/13/2012 05/13/2012 05/13/2012 05/13/2012 05/13/2012 LAST PRIN 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 30 32 33 33 39 USD SWAP SPREAD @ 100.7381 30 30 30 29 28 </TABLE>
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Capital I Trust 2005-Hq6)
SECURITIES AND FUTURES AUTHORITY. XXXNXXX XXXX XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS -------------------------------------------------------------------------------- UNION PLANTERS UNION PLANTERS REMIC 1999-1 SERIES 20011999-TOP 5 (XXXXX'X/S AND P1(Preliminary) CLASS B ------------------------------------------------------------------------------------------------------------------------------------ A2 -------------------------------------------------------------------------------- Class B Settlement Date 12/27/2001 Coupon 6.60000 Original Balance 31,259,000.00 Dated Date 12/01/2001 Delay 14 Current Balance 31,259,000.00 First Payment Date 01/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Credit Rating Aa2/AA Next Payment Date 01/15/2002 Orig Deal Size 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 22 Factor 1.00000000 Interest Freq Monthly Deal Age 0 A2 Cusip N/A Dated Date 02/01/1999 Original Balance 20,754,611.54 Delay 24 First Payment Date 03/25/1999 Factor 1.00000000 Lead Manager Morgxx Xxxnxxx Xxxx Xxxxxx Xxxment Freq Monthly Next Payment Date 03/25/1999 Current Balance 20,754,611.54 Orig Deal Size 132,467,434.20 Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 Settlement Date 02/26/1999 Coupon 6.2500 Num of Tranches 17 Yield Freq SemiAnnual Interest Freq Monthly Market Desc SEQ Deal Age 0 YIELD TABLE DATE 02/08/1999 ----------------------------------------------------------------------------------------------------------------------------------- PREPAY CPR 0 (!YM) 10 CPR 25 (!YM) 12 CPR 50 (!YM) 14 CPR 75 (!YM) 16 CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 ------------------------- ------------------------------------------------------------------------------------------ 18 CPR 20 CPR 30 ----------------------------------------------------------------------------------------------------------------------------------- Price / 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 9.88 9.87 9.80 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 14.5497 13.5764 12.5987 11.6461 10.7399 9.8930 6.5949 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 Page 5 of 6 --------------------------------------------------------------------------------97/24+ 9.1772 8.7723 8.3415 7.8984 7.4552 7.0216 5.1419 FIRST PRIN 08/25/2010 06/25/2009 05/25/2008 06/25/2007 08/25/2006 11/25/2005 07/25/2003 LAST PRIN 05/25/2021 05/25/2021 05/25/2021 05/25/2021 05/25/2021 05/25/2021 05/25/2021 PAYMENT WINDOW 130 144 157 168 178 187 215 -----------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securities Agreement (Union Planters Mortgage Finance Corp)
SECURITIES AND FUTURES AUTHORITY. <TABLE> XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS 07/21/2005 17:17:15 CARVE Version 47.0 /u/dsouzad/deal/hq6/red/hq6.red.050718.carve MSCI MSCI SERIES 2001**2005-TOP 5 HQ6 **S&P/FITCH/DBRS (XXXXX'X/S AND PRED) CLASS B A1 ------------------------------------------------------------------------------------------------------------------------------------ Class B A1 Settlement Date 12/27/2001 08/11/2005 Coupon 6.60000 4.54000 Cusip N/A Original Balance 31,259,000.00 121,200,000.00 Dated Date 12/01/2001 08/01/2005 Delay 14 12 Yield Table Date 07/21/2005 Current Balance 31,259,000.00 121,200,000.00 First Payment Date 01/15/2002 09/13/2005 Lead Manager Xxxxxx Xxxxxxx & Co. Yield Frequency SemiAnnual Credit Rating Aa2AAA/AA AAA Next Payment Date 01/15/2002 09/13/2005 Orig Deal Size 1,041,991,908.17 2,754,054,199.21 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 22 33 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 </TABLE> <TABLE> PREPAY CPR 0 (!YM) CPR 25 (!YM) 0 CPR 50 (!YM) 0 CPR 75 (!YM) 0 CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/0 BALL EXT 10% 12 MOS 25% 12 MOS 50% 12 MOS 12 MOS -------------------------------------------------------------------------------------------------- PRICE / YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 ------------------------- ------------------------------------------------------------------------------------------ -------------------------------------------------------------------------------------------------- 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 9.88 9.87 9.80 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 2.99 3.00 3.00 3.00 3.12 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 100.2474 2.71 2.71 2.71 2.71 2.80 FIRST PRIN 09/13/2005 09/13/2005 09/13/2005 09/13/2005 09/13/2005 LAST PRIN 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 58 58 58 58 70 USD SWAP SPREAD @ 100.2474 11 11 11 11 11 </TABLE> Page 5 1 of 6 --------------------------------------------------------------------------------4
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Capital I Trust 2005-Hq6)
SECURITIES AND FUTURES AUTHORITY. <TABLE> XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS 07/21/2005 17:17:15 CARVE Version 47.0 /u/dsouzad/deal/hq6/red/hq6.red.050718.carve MSCI MSCI SERIES 2001**2005-TOP 5 HQ6 **S&P/FITCH/DBRS (XXXXX'X/S AND PRED) CLASS B A2 ------------------------------------------------------------------------------------------------------------------------------------ Class B A2 Settlement Date 12/27/2001 08/11/2005 Coupon 6.60000 4.78900 Cusip N/A Original Balance 31,259,000.00 337,000,000.00 Dated Date 12/01/2001 08/01/2005 Delay 14 12 Yield Table Date 07/21/2005 Current Balance 31,259,000.00 337,000,000.00 First Payment Date 01/15/2002 09/13/2005 Lead Manager Xxxxxx Xxxxxxx & Co. Yield Frequency SemiAnnual Credit Rating Aa2AAA/AA AAA Next Payment Date 01/15/2002 09/13/2005 Orig Deal Size 1,041,991,908.17 2,754,054,199.21 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 22 33 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 </TABLE> <TABLE> PREPAY CPR 0 (!YM) CPR 25 (!YM) 0 CPR 50 (!YM) 0 CPR 75 (!YM) 0 CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/0 BALL EXT 10% 12 MOS 25% 12 MOS 50% 12 MOS 12 MOS ----------------------------------------------------------------------------------------------------------- PRICE / YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 9.88 9.87 9.80 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 @ 100/16 7.05 7.04 7.03 7.01 6.92 Page 5 of 6 -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Capital I Trust 2005-Hq6)
SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS SERIES 2001-TOP 5 (XXXXX'X/S AND P) CLASS B A3 ------------------------------------------------------------------------------------------------------------------------------------ Class B A3 Settlement Date 12/27/2001 Coupon 6.60000 6.09000 Original Balance 31,259,000.00 130,653,000.00 Dated Date 12/01/2001 Delay 14 Current Balance 31,259,000.00 130,653,000.00 First Payment Date 01/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Credit Rating Aa2Aaa/AA AAA Next Payment Date 01/15/2002 Orig Deal Size 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 22 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 25 (!YM) CPR 50 (!YM) CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD ------------------------- ------------------------------------------------------------------------------------------ 99/28 6.67 6.67 6.67 6.67 6.67 6.15 6.15 6.15 6.15 6.15 99/30 6.66 6.66 6.66 6.66 6.66 6.14 6.14 6.14 6.14 6.13 100/00 6.66 6.65 6.65 6.66 6.65 6.12 6.12 6.12 6.12 6.12 100/02 6.65 6.65 6.65 6.65 6.65 6.11 6.11 6.11 6.11 6.11 100/04 6.64 6.64 6.64 6.64 6.64 6.10 6.10 6.10 6.10 6.10 100/06 6.63 6.63 6.63 6.63 6.63 6.09 6.09 6.09 6.09 6.09 100/08 6.62 6.62 6.62 6.62 6.62 6.08 6.08 6.08 6.08 6.08 100/10 6.61 6.61 6.61 6.61 6.61 6.07 6.07 6.07 6.07 6.06 100/12 6.60 6.60 6.60 6.60 6.60 6.05 6.05 6.05 6.05 6.05 100/14 6.59 6.59 6.59 6.59 6.59 6.04 6.04 6.04 6.04 6.04 100/16 6.58 6.58 6.58 6.58 6.58 6.03 6.03 6.03 6.03 6.03 100/18 6.58 6.58 6.58 6.58 6.58 6.02 6.02 6.02 6.02 6.02 100/20 6.57 6.57 6.57 6.57 6.57 6.01 6.01 6.01 6.01 6.00 100/22 6.56 6.56 6.56 6.56 6.56 6.00 6.00 6.00 6.00 5.99 100/24 6.55 6.55 6.55 6.55 6.55 5.99 5.99 5.99 5.98 5.98 100/26 6.54 6.54 6.54 6.54 6.54 5.97 5.97 5.97 5.97 5.97 100/28 6.53 6.53 6.53 6.53 6.53 5.96 5.96 5.96 5.96 5.96 100/30 6.52 6.52 6.52 6.52 6.52 5.95 5.95 5.95 5.95 5.95 101/00 6.51 6.51 6.51 6.51 6.51 5.94 5.94 5.94 5.94 5.93 101/02 6.51 6.51 6.51 6.50 6.50 5.93 5.93 5.93 5.93 5.92 101/04 6.50 6.50 6.50 6.50 6.49 5.92 5.92 5.92 5.92 5.91 ------------------------- ------------------------------------------------------------------------------------------ AVERAGE LIFE 9.88 9.87 9.80 9.80 9.63 6.81 6.79 6.77 6.77 6.57 FIRST PRIN 11/15/2011 10/15/2011 10/15/2011 10/15/2011 08/15/2011 11/15/2006 11/15/2006 11/15/2006 11/15/2006 09/15/2006 LAST PRIN 11/15/2011 11/15/2011 11/15/2011 10/15/2011 08/15/2011 01/15/2011 01/15/2011 12/15/2010 11/15/2010 10/15/2010 PAYMENT WINDOW 1 2 2 1 1 51 51 50 49 50 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 0.4398 0.4398 0.4398 0.4398 0.4398 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 5.40 5.39 5.37 5.35 5.25 Page 5 3 of 6 --------------------------------------------------------------------------------
Appears in 1 contract
Samples: Securities Agreement (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ MS MS 11/29/2004 18:08:56 CARVE Version dev /u/xxxxxxx/deal/gmaccm_2004_c3/041129/gmacc04c3.041129.carve MSC GMACC SERIES 20012004-TOP 5 C3 (XXXXX'X/S AND PRED) CLASS B A4 ------------------------------------------------------------------------------------------------------------------------------------ Class B A4 Settlement Date 12/27/2001 12/21/2004 Coupon 6.60000 4.54900 Cusip N/A Original Balance 31,259,000.00 266,000,000.00 Dated Date 12/01/2001 12/01/2004 Delay 14 9 Yield Table Date 11/29/2004 Current Balance 31,259,000.00 266,000,000.00 First Payment Date 01/15/2002 01/10/2005 Lead Manager Xxxxxx Xxxxxxx & Co. Yield Frequency SemiAnnual Credit Rating Aa2AAA/AA AAA Next Payment Date 01/15/2002 01/10/2005 Orig Deal Size 1,041,991,908.17 1,251,090,921.20 Yield Day Count 30/360 Market Desc N/A Payment Freq Monthly Num of Tranches 22 27 Factor 1.00000000 Interest Freq Monthly Deal Age 0 Cusip N/A Yield Table Date 12/11/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 25 (!YM) CPR 50 (!YM) CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD ------------------------- ------------------------------------------------------------------------------------------ 99/28 6.67 6.67 6.67 6.67 6.67 99/30 6.66 6.66 6.66 6.66 6.66 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 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 4.5725 4.5724 4.5719 4.5777 4.5721 4.5723 4.5702 4.5713 4.5719 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 4.5291 4.5289 4.5271 4.5455 4.5277 4.5283 4.5217 4.5252 4.5270 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 4.4858 4.4854 4.4824 4.5135 4.4834 4.4845 4.4733 4.4792 4.4823 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 4.4426 4.4421 4.4379 4.4816 4.4393 4.4407 4.4251 4.4334 4.4377 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 ------------------------- ------------------------------------------------------------------------------------------ 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 9.88 9.87 9.80 9.80 9.63 6.82 6.79 6.57 9.82 6.65 6.72 6.01 6.37 6.57 FIRST PRIN 11/15/2011 10/15/2011 10/15/2011 10/15/2011 08/15/2011 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 11/15/2011 11/15/2011 11/15/2011 10/15/2011 08/15/2011 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 1 2 2 1 1 5 8 8 37 24 23 26 25 24 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 0.2527 0.2527 0.2527 0.2527 0.2527 0.2527 0.2527 0.2527 0.2527 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 5.74 5.72 5.56 7.76 5.61 5.67 5.14 5.41 5.56 Page 5 2 of 6 --------------------------------------------------------------------------------3
Appears in 1 contract
Samples: Settlement Agreement (GMAC Commercial Mortgage Pass-Through Certificates Series 2004-C3)
SECURITIES AND FUTURES AUTHORITY. XXXXXX XXXXXXX ------------------------------------------------------------------------------------------------------------------------------------ ---------------------------------------------------------------------------------------------------------------------------------- 12/19/2001 12:58:27 CARVE Version 640.0 /u/xxxxxx/deal/msdwc_01-TOP5/priced/top5.finalsizes.1219.carve MS MS SERIES 2001-TOP 5 (XXXXX'X/S AND P) TOP5 PRICED CLASS B ------------------------------------------------------------------------------------------------------------------------------------ A2 ---------------------------------------------------------------------------------------------------------------------------------- Class B A2 Settlement Date 12/27/2001 Coupon 6.60000 5.90000 Original Balance 31,259,000.00 105,431,797.26 Dated Date 12/01/2001 Delay 14 Current Balance 31,259,000.00 105,432,000.00 First Payment Date 01/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Credit Rating Aa2Aaa/AA AAA Next Payment Date 01/15/2002 Orig Deal Size 1,041,991,908.17 Market Desc N/A Payment Freq Monthly Num of Tranches 22 21 Factor 1.00000000 1.00000192 Interest Freq Monthly Deal Age 0 -------------------------------------- -------------------------------------- Cusip N/A Yield Table Date 12/11/2001 12/19/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 PREPAY CPR 0 (!YM) CPR 25 (!YM) CPR 50 (!YM) CPR 75 (!YM) CPR 100 ------------------------- ------------------------------------------------------------------------------------------ PRICE/YIELD ------------------------- ------------------------------------------------------------------------------------------ 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 9.88 9.87 9.80 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 TREASURY CURVE 2 3.0540 5 4.3880 10 5.0840 30 5.4786 SWAP CURVE 2 1 1 ACCRUAL FACTOR 0.4767 0.4767 0.4767 0.4767 0.4767 MOD DURATION @ 100/16 7.05 7.04 7.03 7.01 6.92 Page yr 47.5000 3 yr 83.5000 5 of 6 --------------------------------------------------------------------------------yr 75.5000 7 yr 87.2500 10 yr 77.2500 20 yr 113.4600 30 yr 73.0000
Appears in 1 contract
Samples: Securities Offering Agreement (Morgan Stanley Dean Witter Cap I Inc Dep for Series 2001-Top)
