Banc of America Merrill Lynch Commercial Mortgage
Filed: 10 Jun 05, 12:00am
PRICE/YIELD TABLE - CLASS A-2 <TABLE> - ------------------------------------------------------------------------------------------------------------------------------------ Security ID: BACM 2005-2 Initial Balance: 137,100,000 Settlement Date: 06/28/05 Initial Pass-Through Rate: 4.213% Accrual Start Date: 06/01/05 First Pay Date: 07/10/05 - ------------------------------------------------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------ PREPAYMENT SCENARIO 1 SCENARIO 2 SCENARIO 3 - ------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------ During YM 0.00% 0.00% 0.00% - ------------------------------------------------------------------------------------------ During Penalty 0.00% 0.00% 0.00% - ------------------------------------------------------------------------------------------ During Open 0.00% 0.00% 0.00% - ------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------ EXTENSIONS SCENARIO 1 SCENARIO 2 SCENARIO 3 - ------------------------------------------------------------------------------------------ Extension Term (months) 0 12 24 - ------------------------------------------------------------------------------------------ Extension Pct (FASHION MALL ONLY) 0.00% 100.00% 100.00% - ------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------ SCENARIO 1 SCENARIO 2 SCENARIO 3 - ------------------------------------------------------------------------------------------ 100.00000000 4.21 4.22 4.22 - ------------------------------------------------------------------------------------------ 100.06250000 4.18 4.20 4.21 - ------------------------------------------------------------------------------------------ 100.12500000 4.15 4.18 4.19 - ------------------------------------------------------------------------------------------ 100.18750000 4.13 4.16 4.18 - ------------------------------------------------------------------------------------------ 100.25000000 4.10 4.14 4.16 - ------------------------------------------------------------------------------------------ 100.31250000 4.07 4.12 4.14 - ------------------------------------------------------------------------------------------ 100.37500000 4.05 4.10 4.13 - ------------------------------------------------------------------------------------------ 100.43750000 4.02 4.08 4.11 - ------------------------------------------------------------------------------------------ 100.50000000 3.99 4.06 4.10 - ------------------------------------------------------------------------------------------ 100.56250000 3.97 4.04 4.08 - ------------------------------------------------------------------------------------------ 100.62500000 3.94 4.02 4.06 - ------------------------------------------------------------------------------------------ 100.68750000 3.92 4.00 4.05 - ------------------------------------------------------------------------------------------ 100.75000000 3.89 3.98 4.03 - ------------------------------------------------------------------------------------------ 100.81250000 3.86 3.97 4.02 - ------------------------------------------------------------------------------------------ 100.87500000 3.84 3.95 4.00 - ------------------------------------------------------------------------------------------ 100.93750000 3.81 3.93 3.98 - ------------------------------------------------------------------------------------------ 101.00000000 3.78 3.91 3.97 - ------------------------------------------------------------------------------------------ WAL (YRS) 2.53 3.52 4.34 - ------------------------------------------------------------------------------------------ MOD DUR 2.36 3.21 3.89 - ------------------------------------------------------------------------------------------ FIRST PRIN PAY 1/10/2008 1/10/2008 1/10/2008 - ------------------------------------------------------------------------------------------ MATURITY 1/10/2008 1/10/2009 1/10/2010 - ------------------------------------------------------------------------------------------ YIELD SPREAD 48 50 50 - ------------------------------------------------------------------------------------------ - ------------------------------------------------------------------------------------------------------------------------------------ ASSUMPTIONS TREASURY CURVE AS OF - ------------------------------------------------------------------------------------------------------------------------------------ 1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%) - -------------------------------- - ------------------------------------------------------------------------------------------------------------------------------------ Initial Balance is as of June 2005 1/12 3.486% - ---------------------------------- - ------------------------------------------------------------------------------------------------------------------------------------ No Prepayments on any Mortgage Loan 1/4 3.486% - ------------------------------------------------------------------------------------------------------------------------------------ No Delinquencies on any Mortgage Loan 1/2 3.486% - ------------------------------------------------------------------------------------------------------------------------------------ No Defaults on any Mortgage Loan 2 3.486% - ------------------------------------------------------------------------------------------------------------------------------------ 3 3.532% - ------------------------------------------------------------------------------------------------------------------------------------ 5 3.630% - ------------------------------------------------------------------------------------------------------------------------------------ 10 3.900% - ------------------------------------------------------------------------------------------------------------------------------------ 30 4.259% - ------------------------------------------------------------------------------------------------------------------------------------ </TABLE> This material is for your private information and Banc of America Securities LLC (the "Underwriter") is not soliciting any action based upon it. This material is not to be construed as an offer to sell or the solicitation of any offer to buy any security in any jurisdiction where such an offer or solicitation would be illegal. This material is based on information that the Underwriter considers reliable, but the Underwriter does not represent that it is accurate or complete and it should not be relied upon as such. By accepting this material the recipient agrees that it will not distribute or provide the material to any other person. The information contained in this material may pertain to securities that ultimately are not sold. The information contained in this material may be based on assumptions regarding market conditions and other matters as reflected herein. The Underwriter makes no representation 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 upon for such purposes. 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