SECURITIES AND FUTURES AUTHORITY Sample Clauses

SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 12 WEIGHTED AVERAGE LIFE SENSITIVITY TO MATURITY ----------------------------------------------------------------------------------------------------------------------------------- PPC (%) 50 60 75 100 125 150 175 ---- ------------------------------------------------------------------------------------------------------------------------------ A-2 WAL (YRS) 5.76 4.96 4.07 3.08 2.39 1.86 1.25 FIRST PAYMENT DATE 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 10/25/2003 EXPECTED FINAL MATURITY 2/25/2031 4/25/2029 1/25/2026 3/25/2021 8/25/2017 1/25/2015 9/25/2006 WINDOW 1 - 329 1 - 307 1 - 268 1 - 210 1 - 167 1 - 136 1 - 36 ---- ------------------------------------------------------------------------------------------------------------------------------ M-1 WAL 11.07 9.49 7.72 5.87 5.03 4.90 5.95 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 12/25/2006 4/25/2007 8/25/2007 9/25/2006 EXPECTED FINAL MATURITY 8/25/2028 3/25/2026 9/25/2022 4/25/2018 4/25/2015 2/25/2013 2/25/2013 WINDOW 60 - 299 50 - 270 40 - 228 39 - 175 43 - 139 47 - 113 36 - 113 ---- ------------------------------------------------------------------------------------------------------------------------------ M-2 WAL 11.00 9.41 7.65 5.78 4.82 4.38 4.33 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 11/25/2006 1/25/2007 2/25/2007 5/25/2007 EXPECTED FINAL MATURITY 3/25/2027 8/25/2024 3/25/2021 1/25/2017 3/25/2014 4/25/2012 10/25/2010 WINDOW 60 - 282 50 - 251 40 - 210 38 - 160 40 - 126 41 - 103 44 - 85 ---- ------------------------------------------------------------------------------------------------------------------------------ M-3 WAL 10.90 9.31 7.55 5.70 4.69 4.17 3.94 FIRST PAYMENT DATE 9/25/2008 11/25/2007 1/25/2007 10/25/2006 12/25/2006 1/25/2007 3/25/2007 EXPECTED FINAL MATURITY 12/25/2024 5/25/2022 3/25/2019 5/25/2015 12/25/2012 3/25/2011 11/25/2009 WIN...
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SECURITIES AND FUTURES AUTHORITY. SCHEDULE OF AVAILABLE FUNDS AND SUPPLEMENTAL INTEREST RATE CAP RATES (CASH CAP) (1)(2) PERIOD A-2 CAP (%) A-3 CAP (%) M-1 CAP (%) M-2 CAP (%) M-3 CAP (%) B-1 CAP (%) B-2 CAP (%) B-3 CAP (%) ---------- ------------- -------------- -------------- -------------- -------------- -------------- -------------- -------------- ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 ACTUAL/360 111 12.05 12.12 11.51 11.51 11.51 11.51 11.51 - 112 12.08 12.15 11.51 11.51 11.51 11.51 11.51 - 113 12.52 12.59 11.89 11.89 11.89 11.89 11.89 - 114 12.15 12.21 11.51 11.51 11.51 11.51 11.51 - 115 12.59 12.66 11.89 11.89 11.89 11.89 11.89 - 116 12.22 12.28 11.50 11.50 11.50 11.50 11.50 - 117 12.25 12.32 11.50 11.50 11.50 11.50 11.50 - 118 13.61 13.68 12.73 12.73 12.73 12.73 12.73 - 119 12.33 12.40 11.50 11.50 11.50 11.50 - - 120 12.78 12.85 11.88 11.88 11.88 11.88 - - 121 12.41 12.48 11.50 11.50 11.50 11.50 - - 122 12.86 12.93 11.88 11.88 11.88 11.88 - - 123 12.49 12.56 11.50 11.50 11.50 11.50 - - 124 12.54 12.60 11.50 11.50 11.50 11.50 - - 125 13.00 13.07 11.88 11.88 11.88 11.88 - - 126 12.63 12.69 11.49 11.49 11.49 11.49 - - 127 13.10 13.17 11.88 11.88 11.88 11.88 - - 128 12.72 12.79 11.49 11.49 11.49 11.49 - - 129 12.77 12.84 11.49 11.49 11.49 11.49 - - 130 14.20 14.27 12.72 12.72 12.72 - - - 131 12.87 12.94 11.49 11.49 11.49 - - - 132 13.36 13.43 11.87 11.87 11.87 - - - 133 12.98 13.05 11.49 11.49 11.49 - - - 134 13.47 13.54 11.87 11.87 11.87 - - - 135 13.10 13.17 11.49 11.49 11.49 - - - 136 13.16 13.23 11.49 11.49 11.49 - - - 137 13.66 13.73 11.87 11.87 11.87 - - - 138 13.28 13.35 11.49 11.49 11.49 - - - 139 13.79 13.86 11.87 11.87 11.87 - - - 140 13.41 13.48 11.48 11.48 11.48 - - - 141 13.48 13.55 11.48 11.48 - - - - 142 15.00 15.08 12.71 12.71 - - - - 143 13.62 13.69 11.48 11.48 - - - - 144 14.15 14.22 11.86 11.86 - - - - 145 13.77 13.84 11.48 11.48 - - - - 146 14.31 14.38 11.86 11.86 - - - - 147 13.93 13.99 11.48 11.48 - - - -
SECURITIES AND FUTURES AUTHORITY. CLASS B-2 PRINCIPAL For any Distribution Date, an amount equal to the DISTRIBUTION AMOUNT: excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the payment of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the payment of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the payment of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the payment of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class B-1 Certificates (after taking into account the payment of the Class B-1 Principal Distribution Amount on such Distribution Date) and (vi) the Certificate Principal Balance of the Class B-2 Certificates immediately prior to such Distribution Date over (y) the lesser of (A) the product of (i) approximately 94.00% and (ii) the aggregate principal balance of the Mortgage Loans as of the last day of the related Due Period and (B) the excess, if any, of the aggregate principal balance of the Mortgage Loans as of the last day of the related Due Period over $5,025,049. CLASS B-3 PRINCIPAL For any Distribution Date, an amount equal to the DISTRIBUTION AMOUNT: excess of (x) the sum of (i) the aggregate Certificate Principal Balance of the Class A Certificates (after taking into account the payment of the Class A Principal Distribution Amount on such Distribution Date), (ii) the Certificate Principal Balance of the Class M-1 Certificates (after taking into account the payment of the Class M-1 Principal Distribution Amount on such Distribution Date), (iii) the Certificate Principal Balance of the Class M-2 Certificates (after taking into account the payment of the Class M-2 Principal Distribution Amount on such Distribution Date), (iv) the Certificate Principal Balance of the Class M-3 Certificates (after taking into account the payment of the Class M-3 Principal Distribution Amount on such Distribution Date), (v) the Certificate Principal Balance of the Class B-1 Certificates (after taking into account the payment of the Class B-1 Principal Distribution Amount on such Distributi...
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. Schedule of Available Funds and Supplemental Interest Rate Cap Rates (Cash Cap) (1)(2) Period A-2 Cap (%) M-1 Cap (%) M-2 Cap (%) M-3 Cap (%) B-1 Cap (%) B-2 Cap (%) B-3 Cap (%) Actual/360 Actual/360 Actual/360 Actual/360 Actual/360 Actual/360 Actual/360 ------------------------------------------------------------------------------------------------------------------------------------ 111 11.84 10.96 10.96 10.96 10.96 10.96 10.96 112 12.27 11.33 11.33 11.33 11.33 11.33 11.33 113 11.90 10.96 10.96 10.96 10.96 10.96 - 114 12.33 11.33 11.33 11.33 11.33 11.33 - 115 11.97 10.96 10.96 10.96 10.96 10.96 - 116 12.01 10.96 10.96 10.96 10.96 10.96 - 117 13.33 12.13 12.13 12.13 12.13 12.13 - 118 12.08 10.96 10.96 10.96 10.96 10.96 - 119 12.52 11.32 11.32 11.32 11.32 11.32 - 120 12.16 10.96 10.96 10.96 10.96 10.96 - 121 12.60 11.32 11.32 11.32 11.32 11.32 - 122 12.24 10.96 10.96 10.96 10.96 10.96 - 123 12.28 10.95 10.95 10.95 10.95 10.95 - 124 12.73 11.32 11.32 11.32 11.32 11.32 - 125 12.37 10.95 10.95 10.95 10.95 10.95 - 126 12.83 11.32 11.32 11.32 11.32 - - 127 12.46 10.95 10.95 10.95 10.95 - - 128 12.51 10.95 10.95 10.95 10.95 - - 129 13.90 12.12 12.12 12.12 12.12 - - 130 12.61 10.95 10.95 10.95 10.95 - - 131 13.08 11.32 11.32 11.32 11.32 - - 132 12.71 10.95 10.95 10.95 10.95 - - 133 13.19 11.31 11.31 11.31 11.31 - - 134 12.82 10.95 10.95 10.95 10.95 - - 135 12.88 10.95 10.95 10.95 10.95 - - 136 13.37 11.31 11.31 11.31 11.31 - - 137 13.00 10.95 10.95 10.95 - - - 138 13.49 11.31 11.31 11.31 - - - 139 13.12 10.95 10.95 10.95 - - - 140 13.19 10.95 10.95 10.95 - - - 141 14.68 12.12 12.12 12.12 - - - 142 13.32 10.95 10.95 10.95 - - - 143 13.84 11.31 11.31 11.31 - - - 144 13.47 10.95 10.95 10.95 - - - 145 13.99 11.31 11.31 11.31 - - - 146 13.62 10.95 10.95 - - - - 147 13.70 10.95 10.95 - - - - 1 Annualized coupon based on total interest paid to the certificates including Accrued Certificate Interest, unpaid interest amounts and Basis Risk Carry...
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-TOP5 PRICED CLASS A2 ---------------------------------------------------------------------------------------------------------------------------------- Class A2 Settlement Date 12/27/2001 Coupon 5.90000 Original Balance 105,431,797.26 Dated Date 12/01/2001 Delay 14 Current Balance 105,432,000.00 First Payment Date 01/15/2002 Lead Manager Xxxxxx Xxxxxxx & Co. Credit Rating Aaa/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 21 Factor 1.00000192 Interest Freq Monthly Deal Age 0 -------------------------------------- -------------------------------------- Cusip N/A Yield Table Date 12/19/2001 Yield Frequency XxxxXxxxxx Xxxxx Day Count 30/360 TREASURY CURVE 2 3.0540 5 4.3880 10 5.0840 30 5.4786 SWAP CURVE 2 yr 47.5000 3 yr 83.5000 5 yr 75.5000 7 yr 87.2500 10 yr 77.2500 20 yr 113.4600 30 yr 73.0000
SECURITIES AND FUTURES AUTHORITY. This information is being delivered to a specific number of prospective sophisticated investors in order to assist them in determining whether they have an interest in the type of security described herein. It has been prepared solely for information 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 trading strategy. This material is based on information that Morgan Stanley & Co. Incorporated ("Morgan Stanley") considers reliaxxx. Xoxxxx Xxanley makes no represexxxxxxn xx xxxranty with respect to txx xxxuxxxx xx completeness of the information, or with respect to the terms of any future offer of securities conforming to the terms hereof. Any such offer of securities would be made pursuant to a definitive Prospectus or Private Placement Memorandum, as the case may be, prepared by the issuer which could contain material information not contained herein and to which the prospective purchasers are referred. In the event of any such offering, this information shall be deemed superseded, amended and supplemented in its entirety by such Prospectus or Private Placement Memorandum. Such Prospectus or Private Placement Memorandum will contain all material information in respect of any securities offered thereby and any decision to invest in such securities should be made solely in reliance upon such Prospectus or Private Placement Memorandum. The information contained here in may be based on certain assumptions regarding market conditions and other matters and is therefore subject to change. We make no representations regarding the reasonableness of such assumptions or the likelihood that any of such assumptions will coincide with actual market conditions or events, and this material should not be relied on for such purposes. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact on any returns detailed. Morgan Stanley disclaims any and all liability relating to this infoxxxxxxn, xxxxxding without limitation any express or implied representations or warranties for, statements contained in, and omissions from the information contained here in. Additional information is available upon request. Morgan Stanley and others associated with it may have positions in, xxx xxy xxxxxx transaction in, securities and instruments of issuers mentioned herein and may also perform or seek to perform investment banking service...
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure. -------------------------------------------------------------------------------- Page 15 TO MATURITY ----------- PERCENTAGE OF CLASS M-3 CERTIFICATE PRINCIPAL BALANCE OUTSTANDING DATES PPC 0% PPC 75% PPC 100% PPC 125% PPC 150% ------------------ ----------------- ----------------- ----------------- ----------------- ----------------- Initial 100 100 100 100 100 May 2004 100 100 100 100 100 May 2005 100 100 100 100 100 May 2006 100 100 100 100 100 May 2007 100 87 64 46 33 May 2008 100 70 48 32 20 May 2009 100 56 36 22 13 May 2010 100 45 27 15 4 May 2011 100 36 20 10 0 May 2012 100 29 15 0 0 May 2013 100 23 11 0 0 May 2014 100 19 4 0 0 May 2015 100 15 0 0 0 May 2016 100 12 0 0 0 May 2017 100 9 0 0 0 May 2018 100 1 0 0 0 May 2019 100 0 0 0 0 May 2020 100 0 0 0 0 May 2021 100 0 0 0 0 May 2022 100 0 0 0 0 May 2023 100 0 0 0 0 May 2024 100 0 0 0 0 May 2025 96 0 0 0 0 May 2026 87 0 0 0 0 May 2027 77 0 0 0 0 May 2028 66 0 0 0 0 May 2029 54 0 0 0 0 May 2030 41 0 0 0 0 May 2031 28 0 0 0 0 May 2032 13 0 0 0 0 May 2033 0 0 0 0 0 Average Life to 26.13 7.56 5.69 4.68 4.13 Maturity (years) Average Life to 26.02 7.03 5.29 4.36 3.88 Call (1) (years)
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SECURITIES AND FUTURES AUTHORITY. Page 8 of 14 % of Mortgage Pool by Aggregate Aggregate Weighted Weighted Weighted Number Cut-off Cut-off Average Average Average of Date Date Gross Remaining Combined Initial Mortgage Principal Principal Interest Term Original Periodic Cap (%) Loans Balance ($) Balance Rate (%) (months) LTV --------------- -------- ----------- -------- -------- -------- -------- Fixed Rate Loans 1,649 198,473,378 28.49 7.985 334 78.26 1.000 20 3,360,365 0.48 8.778 358 79.42 1.500 2,651 466,161,321 66.92 7.934 358 78.63 2.000 1 84,462 0.01 9.99 357 85.00 3.000 74 28,560,026 4.10 5.191 297 81.55 ----- ---------- ---- ----- --- ----- Total: 4,395 696,639,551 100.00 7.841 349 78.65 ----- ----------- ------ ----- --- ----- Non-Zero Minimum: 1.000 Maximum: 3.000 Non-Zero Weighted Average: 1.583 % of Mortgage Pool by Aggregate Aggregate Weighted Weighted Weighted Number Cut-off Cut-off Average Average Average of Date Date Gross Remaining Combined Subseqeunt Mortgage Principal Principal Interest Term Original Periodic Cap (%) Loans Balance ($) Balance Rate (%) (months) LTV ---------------- -------- ----------- -------- -------- --------- -------- Fixed Rate Loans 1,649 198,473,378 28.49 7.985 334 78.26 1.000 21 3,444,827 0.49 8.807 358 79.56 1.500 2,651 466,161,321 66.92 7.934 358 78.63 3.000 74 28,560,026 4.10 5.191 297 81.55 ----- ---------- ------ ----- --- ----- Total: 4,395 696,639,551 100.00 7.841 349 78.65 ----- ----------- ------ ----- --- ----- Non-Zero Minimum: 1.000 Maximum: 3.000 Non-Zero Weighted Average: 1.583
SECURITIES AND FUTURES AUTHORITY. Notwithstanding anything to the contrary contained in a definitive Private Placement Memorandum or any transaction document, all persons may disclose to any and all persons, without limitation of any kind, the federal income tax treatment and tax structure of the securities described herein, any fact relevant to understanding the federal tax treatment or tax structure of the securities described herein, and all materials of any kind (including opinions or other tax analyses) relating to such federal tax treatment or tax structure.
SECURITIES AND FUTURES AUTHORITY. Page 12 TO MATURITY ----------- PERCENTAGE OF CLASS M-1 CERTIFICATE PRINCIPAL BALANCE OUTSTANDING
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