EXHIBIT 99
XXXXXX XXXXXXX
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02/08/2005 19:16:23 CARVE Version 40.0 /u/ojhap/deal/iq9/050208/iq9.050208.carve
MSC MSC Series 2005-IQ9 Class A2
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Class A2 Settlement Date 02/24/2005 Coupon 4.29000
Original Balance 112,700,000.00 Dated Date 02/01/2005 Delay 14
Current Balance 112,600,000.00 First Payment Date 03/15/2005 Lead Manager Xxxxxx Xxxxxxx & Co.
Credit Rating AAA/AAA Next Payment Date 03/15/2005 Orig Deal Size 1,531,754,420.80
Market Desc N/A Payment Freq Monthly Num of Tranches 28
Factor 0.99911269 Interest Freq Monthly Deal Age 0
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 20pct_all 50pct_ios 20pct_freds_multi
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Price / Yield |
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99.8624 | 4.3218 4.3222 4.3226 4.3218
99.9249 | 4.3075 4.3087 4.3099 4.3075
99.9874 | 4.2933 4.2952 4.2973 4.2933
100.0499 | 4.2790 4.2817 4.2847 4.2790
100.1124 | 4.2648 4.2682 4.2721 4.2648
100.1749 | 4.2505 4.2547 4.2595 4.2505
100.2374 | 4.2363 4.2413 4.2469 4.2363
100.2999 | 4.2221 4.2278 4.2343 4.2221
100.3624 | 4.2079 4.2144 4.2217 4.2079
100.4249 | 4.1937 4.2010 4.2091 4.1937
100.4874 | 4.1795 4.1875 4.1966 4.1795
100.5499 | 4.1653 4.1741 4.1840 4.1653
100.6124 | 4.1511 4.1607 4.1715 4.1511
100.6749 | 4.1370 4.1474 4.1590 4.1370
100.7374 | 4.1228 4.1340 4.1465 4.1228
100.7999 | 4.1087 4.1206 4.1340 4.1087
100.8624 | 4.0946 4.1072 4.1214 4.0946
100.9249 | 4.0805 4.0939 4.1090 4.0805
100.9874 | 4.0664 4.0806 4.0965 4.0664
101.0499 | 4.0523 4.0672 4.0840 4.0523
101.1124 | 4.0382 4.0539 4.0715 4.0382
------------------------------|---------------------------------------------------------------
Average Life | 4.95 5.28 5.69 4.95
First Prin | 12/15/2009 12/15/2009 12/15/2009 12/15/2009
Last Prin | 02/15/2010 11/15/2011 12/15/2011 02/15/2010
Payment Window | 3 24 25 3
Mod Duration @ 100.4874 | 4.37 4.62 4.94 4.37
USD Swap Spread @ 100.4874 | 13 11 8 13
Page 1 of 2
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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. Xxxxxx Xxxxxxx & Co. Incorporated, Xxxxxx Xxxxxxx & Co.
International Limited, 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 Xxxxxx Xxxxxxx & Co. Incorporated and approved by Xxxxxx
Xxxxxxx & Co. International Limited, a member of The Securities and Futures
Authority and Xxxxxx Xxxxxxx Japan, Ltd. We recommend that investors obtain the
advice of their Xxxxxx Xxxxxxx & Co. International limited or 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.
XXXXXX XXXXXXX
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02/08/2005 19:16:23 CARVE Version 40.0 /u/ojhap/deal/iq9/050208/iq9.050208.carve
MSC MSC Series 2005-IQ9 Class A1A
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Class A1A Settlement Date 02/24/2005 Coupon 4.60000
Original Balance 271,561,000.00 Dated Date 02/01/2005 Delay 14
Current Balance 271,561,000.00 First Payment Date 03/15/2005 Lead Manager Xxxxxx Xxxxxxx & Co.
Credit Rating AAA/AAA Next Payment Date 03/15/2005 Orig Deal Size 1,531,754,420.80
Market Desc N/A Payment Freq Monthly Num of Tranches 28
Factor 1.00000000 Interest Freq Monthly Deal Age 0
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 20pct_all 50pct_ios 20pct_freds_multi
-------------------------------------------------------------------------------------------------
Price / 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 @ 100.4942 | 7.04 7.17 7.41 7.06
USD Swap Spread @ 100.4942 | 21 20 18 21
Page 2 of 2
--------------------------------------------------------------------------------
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. Xxxxxx Xxxxxxx & Co. Incorporated, Xxxxxx Xxxxxxx & Co.
International Limited, 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 Xxxxxx Xxxxxxx & Co. Incorporated and approved by Xxxxxx
Xxxxxxx & Co. International Limited, a member of The Securities and Futures
Authority and Xxxxxx Xxxxxxx Japan, Ltd. We recommend that investors obtain the
advice of their Xxxxxx Xxxxxxx & Co. International limited or 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.
