EXHIBIT 99
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08/11/2004 16:25:17 CARVE Version 27.0 /u/xxxxxxx/deal/msci_2004_iq8/priced/iq8.fixpriced.040811.carve
MSC MSC Series 2004-IQ8 (PRICED) Class A5
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Class A5 Settlement Date 08/24/2004 Coupon 5.11000 Cusip N/A
Original Balance 354,129,000.00 Dated Date 08/01/2004 Delay 14 Yield Table Date 08/11/2004
Current Balance 354,129,000.00 First Payment Date 09/15/2004 Lead Manager Xxxxxx Xxxxxxx & Co. Yield Frequency SemiAnnual
Credit Rating AAA/AAA Next Payment Date 09/15/2004 Orig Deal Size 759,237,960.39 Yield Day Count 30/360
Market Desc N/A Payment Freq Monthly Num of Tranches 23
Factor 1.00000000 Interest Freq Monthly Deal Age 0
Prepay CPR 0
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Price / Yield |
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70.4840 | 10.0070
72.4840 | 9.6011
74.4840 | 9.2093
76.4840 | 8.8306
78.4840 | 8.4642
80.4840 | 8.1094
82.4840 | 7.7656
84.4840 | 7.4320
86.4840 | 7.1081
88.4840 | 6.7935
90.4840 | 6.4875
92.4840 | 6.1898
94.4840 | 5.8999
96.4840 | 5.6176
98.4840 | 5.3423
100.4840 | 5.0738
102.4840 | 4.8117
104.4840 | 4.5558
106.4840 | 4.3059
108.4840 | 4.0615
110.4840 | 3.8226
112.4840 | 3.5888
114.4840 | 3.3600
116.4840 | 3.1360
118.4840 | 2.9166
120.4840 | 2.7016
122.4840 | 2.4908
124.4840 | 2.2842
126.4840 | 2.0814
128.4840 | 1.8825
130.4840 | 1.6872
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Average Life | 9.71
First Prin | 11/15/2013
Last Prin | 07/15/2014
Payment Window | 9
Accrual Factor | 0.3265
Mod Duration @ 100.4840 | 7.48
USD Swap Spread @ 100.4840 | 35
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