Banc of America Merrill Lynch Commercial Mortgage
Filed: 11 Oct 05, 12:00am
BACM 2005-5 RED WITH XP ADDED, CLASS A4:PRICE/YIELD DEAL INFORMATION - ---------------- Deal Type: Commercial MBS Gross WAC: 5.380372288 Orig Deal Bal: $2,181,338,403.07 WA Rem Term: 109 Cur Deal Bal: $2,181,338,403.07 WA Amort Term: 303 Orig Collat Bal: $2,181,338,403.07 Pricing Speed: 0 CPR Cur Collat Bal: $2,181,338,403.07 At Pricing Deal Closed: 10/13/2005 Next Pay: 11/10/2005 First Pay: 11/10/2005 TRANCHE INFORMATION - ------------------- Tranche A4 Coupon 5.1150000000 Cur Balance 799,100,000.00 Factor 1.00000 Accum Writedown 0.00 Orig Support (%) 30.00 Int Rate Used FORMULA Float Formula FLOAT Freq Monthly Ground Group 1,2,3,4 Cur Support ($) 588,702,403.07 Orig Support ($) 588,702,403.07 Cur Subordinate 588,702,403.07 Orig Subordinate 588,702,403.07 Cur Letter 0.00 Orig Letter 0.00 Cur Excess Interest 539,317.09 Orig Excess Interest 0.00 Cur Fully Insured No Orig Fully Insured No Type SEN_FIX_CAP Orig Balance 799,100,000.00 Delay 9 Accrual Date 10/01/2005 Cur Support (%) 30.00 Accum Int Shortfall 0.00 Floater Floor 0.0000000000 Floater Cap 999.000000000 Business Day None Daycount 30/360 Cur Basis 1,962,338,403.07 Orig Basis 1,962,338,403.07 Cur Guaranty 0.00 Orig Guaranty 0.00 Cur Reserve 0.00 Orig Reserve 0.00 Cur OC 0.00 Orig OC 0.00 Given: Price 0 CPR, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag,... 99.255795 Yield 5.25194 99.380795 Yield 5.23523 99.505795 Yield 5.21855 99.630795 Yield 5.20189 99.755795 Yield 5.18526 99.880795 Yield 5.16866 100.005795 Yield 5.15208 100.130795 Yield 5.13552 100.255795 Yield 5.11899 100.380795 Yield 5.10249 100.505795 Yield 5.08601 100.630795 Yield 5.06955 100.755795 Yield 5.05313 100.880795 Yield 5.03672 101.005795 Yield 5.02034 101.130795 Yield 5.00399 101.255795 Yield 4.98766 101.380795 Yield 4.97135 101.505795 Yield 4.95507 101.630795 Yield 4.93882 101.755795 Yield 4.92259 WAL 9.80 Spread @ Center 31 Principal Window Mar15 to Sep15 Principal Writedown 0.00 (0.00%) Maturity #mos 119 Mod Durn 7.540 Mod Convexity 0.698 Principal Writedown 0.00 (0.00%) Total Collat Loss(Entitled) 0.00 (0.00%) Total Collat Loss w/ History(Entitled) 0.00 (0.00%) Total Collat Liquidation(Entitled) 0.00 (0.00%) CMT_3MO 4.169000 CMT_6MO 4.169000 CMT_2YR 4.169000 CMT_3YR 4.167000 BACM 2005-5 RED WITH XP ADDED, CLASS A4:PRICE/YIELD DEAL INFORMATION - ---------------- Deal Type: Commercial MBS Gross WAC: 5.380372288 Orig Deal Bal: $2,181,338,403.07 WA Rem Term: 109 Cur Deal Bal: $2,181,338,403.07 WA Amort Term: 303 Orig Collat Bal: $2,181,338,403.07 Pricing Speed: 0 CPR Cur Collat Bal: $2,181,338,403.07 At Pricing Deal Closed: 10/13/2005 Next Pay: 11/10/2005 First Pay: 11/10/2005 TRANCHE INFORMATION - ------------------- Tranche A4 Coupon 5.1150000000 Cur Balance 799,100,000.00 Factor 1.00000 Accum Writedown 0.00 Orig Support (%) 30.00 Int Rate Used FORMULA Float Formula FLOAT Freq Monthly Ground Group 1,2,3,4 Cur Support ($) 588,702,403.07 Orig Support ($) 588,702,403.07 Cur Subordinate 588,702,403.07 Orig Subordinate 588,702,403.07 Cur Letter 0.00 Orig Letter 0.00 Cur Excess Interest 539,317.09 Orig Excess Interest 0.00 Cur Fully Insured No Orig Fully Insured No Type SEN_FIX_CAP Orig Balance 799,100,000.00 Delay 9 Accrual Date 10/01/2005 Cur Support (%) 30.00 Accum Int Shortfall 0.00 Floater Floor 0.0000000000 Floater Cap 999.000000000 Business Day None Daycount 30/360 Cur Basis 1,962,338,403.07 Orig Basis 1,962,338,403.07 Cur Guaranty 0.00 Orig Guaranty 0.00 Cur Reserve 0.00 Orig Reserve 0.00 Cur OC 0.00 Orig OC 0.00 Given: Price 0 CPR, 0 CDR,0%Sev ,Adv0%P&I,0mo(s) lag,... CMT_5YR 4.187000 CMT_10YR 4.324000 CMT_30YR 4.568000 Prepay Rate 0 CPR YMP Incl pnlty Prepay Penalty Haircut(%) 0 No Prepay if L/O Pts > During Lockout No Prepay if L/O YM > During Lockout Default Rate 0 CDR Default Severity 0 Percent Servicer Advance All but newly liqdtd Advance (% of P&I) 0 Recovery Lag 0 Recovery Time Series 100 Initial Rate 0 Initial Severity 0 Extension (#mos) 0 Extension % 100 Coupon Stepup 0 Amort Type By pre-exten rules Swap Curve Mat 1YR 2YR 3YR 4YR 5YR 6YR Yld 4.5665000000 4.5665000000 4.5970000000 4.6220000000 4.6495000000 4.6769000000 Swap Curve Mat 7YR 8YR 9YR 10YR 11YR Yld 4.6993000000 4.7292000000 4.7541000000 4.7815000000 4.8140000000