Filed pursuant to Rule 424(b)(3)
SEC File No. 333-140931-02
Information contained herein is subject to completion or amendment. A registration statement relating to these securities has been filed and declared effective with the Securities and Exchange Commission. These securities may not be sold nor may offers to buy be accepted without delivery of a final prospectus supplement and accompanying prospectus. This prospectus shall not constitute an offer to sell or the solicitation of an offer to buy nor shall there be any sale of these securities in any State in which such offer, solicitation or sale would be unlawful prior to registration or qualification under the securities laws of any such State.
SUBJECT TO COMPLETION — DATED OCTOBER 11, 2007
$1,000,000,000 Automobile Receivables Backed Notes
AmeriCredit Prime Automobile Receivables Trust 2007-2-M
Issuing Entity
AFS SenSub Corp.
Depositor
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Sponsor and Servicer
Supplement, dated October 11, 2007 (subject to completion)
to
Prospectus Supplement, dated October 9, 2007 (subject to completion)
to
Prospectus, dated May 4, 2007
This Supplement revises, and should be read in conjunction with, the Prospectus Supplement, dated October 9, 2007 (subject to completion), and the Prospectus, dated May 4, 2007.
Neither the Securities and Exchange Commission nor any state securities commission has approved or disapproved of these securities or determined if this supplement, or the prospectus supplement or the prospectus to which it relates, is truthful or complete. Any representation to the contrary is a criminal offense.
The depositor (the “registrant”) has filed a registration statement (including a prospectus) with the SEC for the offering to which this supplement to prospectus supplement relates. Before you invest, you should read the prospectus in that registration statement and other documents the registrant has filed with the SEC for more complete information about the depositor, the issuing entity and this offering. You may get these documents for free by visiting EDGAR on the SEC web site at www.sec.gov. Alternatively, the depositor or any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling toll-free 1-866-669-7629.
| | | | |
Joint Bookrunners |
JPMorgan | | RBS Greenwich Capital | | Wachovia Securities |
|
Co-Managers |
BMO Capital Markets | | | | UBS Investment Bank |
The Prospectus Supplement referenced above is hereby revised as follows:
Global Change regarding Class A-3 Notes:
The Class A-3 Notes will not be bifurcated into a Class A-3-A fixed-rate class of notes and a Class A-3-B floating-rate class of notes. Instead, the Class A-3 Notes will be a single, fixed-rate class of notes. Therefore, in addition to the specific changes regarding the Class A-3 Notes that are set forth below, all references in the sections of the Prospectus Supplement entitledSummary—The Hedge Counterparty,Summary—The Hedge Agreement—Swap Transactions,Summary—The Hedge Agreement—Cap Transactions,Risk Factors—Payments on the Notes may be affected by matters relating to the hedge agreement,Description of the Notes—Determination of LIBOR,Description of the Transaction Documents—The Hedge Agreement,Description of the Transaction Documents—The Hedge Agreement—The Swap Transactions andDescription of the Transaction Documents—The Hedge Agreement—The Cap Transactions that refer to a hedge transaction relating to the Class A-3-B Notes and the floating-rate nature of the Class A-3-B Notes are deleted in their entirety. Furthermore, in addition to the specific changes regarding the Class A-3 Notes that are set forth below, all references in the sections of the Prospectus Supplement entitledSummary—Description of the Securities,Summary—Interest,Summary—Principal,Summary—Credit Enhancement,Summary—Events of Default,Summary—Rating of the Notes, Yield and Prepayment Considerations,Description of the Notes—Distribution Dates,Description of the Notes—Payments of Interest,Description of the Notes—Payments of Principal,Description of the Transaction Documents—Distribution Date Payments after an Event of Default,Ratings,Underwriting,Glossary—Available Funds,Glossary—Noteholders’ Monthly Interest Distributable Amountand in the table entitledSummary of Transaction Parties that refer to both Class A-3-A Notes and Class A-3-B Notes are revised to refer solely to the Class A-3 Notes. The reference to “seven” classes of notes inSummary—Description of the Securities is changed to “six” classes of notes.
Front Cover Page:
| • | | The total initial principal amount of the Notes indicated on the top line of the front cover page should read: |
$1,000,000,000.
| • | | The first table on the front cover page should read: |
| | | | | | | |
| | Principal Amount | | Interest Rate | | Final Scheduled Distribution Date |
Class A-1 Notes | | $ | 183,000,000 | | % | | October 8, 2008 |
Class A-2-A Notes | | $ | 85,000,000 | | % | | November 8, 2010 |
Class A-2-B Notes | | $ | 177,000,000 | | LIBOR + % | | November 8, 2010 |
Class A-3 Notes | | $ | 270,000,000 | | % | | June 8, 2012 |
Class A-4-A Notes | | $ | 139,000,000 | | % | | March 8, 2016 |
Class A-4-B Notes | | $ | 146,000,000 | | LIBOR + % | | March 8, 2016 |
| | | | | | | |
Total | | $ | 1,000,000,000 | | | | |
2
Summary:
| • | | The table under “Summary—Description of the Securities” should read: |
| | | | | | | |
Class | | Initial Note Principal Balance | | Interest Rate | | Final Scheduled Distribution Date |
A-1 | | $ | 183,000,000 | | % | | October 8, 2008 |
A-2-A | | $ | 85,000,000 | | % | | November 8, 2010 |
A-2-B | | $ | 177,000,000 | | LIBOR + % | | November 8, 2010 |
A-3 | | $ | 270,000,000 | | % | | June 8, 2012 |
A-4-A | | $ | 139,000,000 | | % | | March 8, 2016 |
A-4-B | | $ | 146,000,000 | | LIBOR + % | | March 8, 2016 |
| | | | | | | |
| • | | The last paragraph under “Summary—Statistical Information” should read: |
As of October 11, 2007, the automobile loan contracts in the pool are expected to have an aggregate principal balance of approximately $1,025,641,026, which provides approximately 2.50% of initial overcollateralization.
| • | | The first paragraph under “Summary—Credit Enhancement—Spread Account” should read: |
On the closing date, the spread account will be funded with an initial cash deposit of approximately $10,256,410, which is 1.0% of the expected pool balance as of the cutoff date.
| • | | The first sentence under “Summary—Redemption—Optional Redemption” should read: |
On any distribution date on which the aggregate principal balance of the automobile loan contracts declines to 10% or less of the aggregate principal balance of the automobile loan contracts as of the cutoff date, which is expected to be approximately $102,564,103, the notes then outstanding may be redeemed in whole, but not in part, if the servicer or the depositor exercises its “clean-up call” option to purchase the automobile loan contract pool.
The Issuing Entity:
| • | | The section “The Issuing Entity—Capitalization and Liabilities of the Issuing Entity” should read: |
Capitalization and Liabilities of the Issuing Entity
The following table illustrates the expected assets of the issuing entity as of the closing date:
| | | |
Aggregate Principal Balance of the Automobile Loan Contracts | | $ | 1,025,641,026 |
Spread Account | | $ | 10,256,410 |
3
The following table illustrates the expected liabilities of the issuing entity as of the closing date:
| | | |
Class A-1 Asset Backed Notes | | $ | 183,000,000 |
Class A-2-A Asset Backed Notes | | $ | 85,000,000 |
Class A-2-B Asset Backed Notes | | $ | 177,000,000 |
Class A-3 Asset Backed Notes | | $ | 270,000,000 |
Class A-4-A Asset Backed Notes | | $ | 139,000,000 |
Class A-4-B Asset Backed Notes | | $ | 146,000,000 |
| | | |
Total | | $ | 1,000,000,000 |
The issuing entity’s fiscal year ends on December 31.
The spread account is held by the collateral agent for the benefit of the insurer. Although an asset of the issuing entity, it is only available for payments on the notes to the extent authorized by the insurer.
The Automobile Loan Contracts:
| • | | The second bullet point of the first paragraph under “The Automobile Loan Contracts—Composition” should read: |
| • | | As of the cutoff date, the automobile loan contracts are expected to have an aggregate Principal Balance of approximately $1,025,641,026. |
Yield and Prepayment Considerations:
| • | | The fourth bullet point under the paragraph that begins “The tables below which are captioned ‘Percent of Initial Note Principal Balance at Various ABS Percentages’ are based on ABS and were prepared using the following assumptions” should read: |
| • | | the initial principal amount of each class of notes is equal to the initial principal amount set forth on the front cover as revised by this Supplement, dated October 11, 2007, to the Prospectus Supplement, dated October 9, 2007, to the Prospectus dated May 4, 2007; |
| • | | The eighth bullet point under the paragraph that begins “The tables below which are captioned ‘Percent of Initial Note Principal Balance at Various ABS Percentages’” is deleted in its entirety. |
4
| • | | The table following the paragraph that begins “The tables below which are captioned ‘Percent of Initial Note Principal Balance at Various ABS Percentages’ are based on ABS and were prepared using the following assumptions” should read: |
| | | | | | | | | | | | |
Pool | | Aggregate Principal Balance | | Gross APR | | | Assumed Cutoff Date | | Remaining Term to Maturity (in Months) | | Seasoning (in Months) |
1 | | $ | 3,125,575.05 | | 12.240 | % | | 10/1/2007 | | 8 | | 54 |
2 | | $ | 16,109,164.19 | | 10.734 | % | | 10/1/2007 | | 19 | | 50 |
3 | | $ | 7,179,845.10 | | 11.245 | % | | 10/1/2007 | | 32 | | 7 |
4 | | $ | 20,599,939.24 | | 11.486 | % | | 10/1/2007 | | 44 | | 6 |
5 | | $ | 126,439,075.53 | | 11.594 | % | | 10/1/2007 | | 56 | | 5 |
6 | | $ | 611,663,552.57 | | 12.184 | % | | 10/1/2007 | | 68 | | 4 |
7 | | $ | 123,194,265.76 | | 9.526 | % | | 10/1/2007 | | 81 | | 3 |
8 | | $ | 117,329,608.18 | | 9.957 | % | | 10/1/2007 | | 94 | | 2 |
| • | | The tables captioned “Percent of Initial Note Principal Balance at Various ABS Percentages” should read as set forth in Appendix A to this Supplement. |
Description of the Transaction Documents:
| • | | The first sentence of the first paragraph under “Description of the Transaction Documents—Credit Enhancement—Spread Account” should read: |
On the closing date, the spread account will be funded with an initial cash deposit of approximately $10,256,410.
5
Underwriting:
| • | | The five tables following the first paragraph under “Underwriting” should read: |
Class A-1 Notes
| | | |
| | Principal Amount |
Greenwich Capital Markets, Inc. | | | |
J.P. Morgan Securities Inc. | | | |
Wachovia Capital Markets, LLC | | | |
BMO Capital Markets Corp. | | | |
UBS Securities LLC | | | |
| | | |
Total | | $ | 183,000,000 |
| | | |
Class A-2-A Notes
| | | |
| | Principal Amount |
Greenwich Capital Markets, Inc. | | | |
J.P. Morgan Securities Inc. | | | |
Wachovia Capital Markets, LLC | | | |
BMO Capital Markets Corp. | | | |
UBS Securities LLC | | | |
| | | |
Total | | $ | 85,000,000 |
| | | |
Class A-2-B Notes
| | | |
| | Principal Amount |
Greenwich Capital Markets, Inc. | | | |
J.P. Morgan Securities Inc. | | | |
Wachovia Capital Markets, LLC | | | |
BMO Capital Markets Corp. | | | |
UBS Securities LLC | | | |
| | | |
Total | | $ | 177,000,000 |
| | | |
Class A-3 Notes
| | | |
| | Principal Amount |
Greenwich Capital Markets, Inc. | | | |
J.P. Morgan Securities Inc. | | | |
Wachovia Capital Markets, LLC | | | |
BMO Capital Markets Corp. | | | |
UBS Securities LLC | | | |
| | | |
Total | | $ | 270,000,000 |
| | | |
6
Class A-4-A Notes
| | | |
| | Principal Amount |
Greenwich Capital Markets, Inc. | | | |
J.P. Morgan Securities Inc. | | | |
Wachovia Capital Markets, LLC | | | |
BMO Capital Markets Corp. | | | |
UBS Securities LLC | | | |
| | | |
Total | | $ | 139,000,000 |
| | | |
Class A-4-B Notes
| | | |
| | Principal Amount |
Greenwich Capital Markets, Inc. | | | |
J.P. Morgan Securities Inc. | | | |
Wachovia Capital Markets, LLC | | | |
BMO Capital Markets Corp. | | | |
UBS Securities LLC | | | |
| | | |
Total | | $ | 146,000,000 |
| | | |
7
Exhibit A
PERCENT OF INITIAL NOTE PRINCIPAL BALANCE
AT VARIOUS ABS PERCENTAGES
| | | | | | | | | | | | | | | | | | | | |
| | Class A-1 Notes | | Class A-2-A Notes/Class A-2-B Notes |
Distribution Date | | 0.50% | | 1.00% | | 1.70% | | 2.00% | | 2.25% | | 0.50% | | 1.00% | | 1.70% | | 2.00% | | 2.25% |
Closing Date | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
11/08/07 | | 88 | | 85 | | 79 | | 69 | | 67 | | 100 | | 100 | | 100 | | 100 | | 100 |
12/08/07 | | 76 | | 70 | | 60 | | 49 | | 46 | | 100 | | 100 | | 100 | | 100 | | 100 |
01/08/08 | | 65 | | 56 | | 41 | | 30 | | 25 | | 100 | | 100 | | 100 | | 100 | | 100 |
02/08/08 | | 53 | | 42 | | 22 | | 11 | | 5 | | 100 | | 100 | | 100 | | 100 | | 100 |
03/08/08 | | 42 | | 28 | | 4 | | 0 | | 0 | | 100 | | 100 | | 100 | | 95 | | 89 |
04/08/08 | | 31 | | 14 | | 0 | | 0 | | 0 | | 100 | | 100 | | 90 | | 82 | | 75 |
05/08/08 | | 19 | | * | | 0 | | 0 | | 0 | | 100 | | 100 | | 78 | | 69 | | 62 |
06/08/08 | | 8 | | 0 | | 0 | | 0 | | 0 | | 100 | | 91 | | 68 | | 59 | | 51 |
07/08/08 | | 0 | | 0 | | 0 | | 0 | | 0 | | 100 | | 84 | | 59 | | 48 | | 40 |
08/08/08 | | 0 | | 0 | | 0 | | 0 | | 0 | | 94 | | 76 | | 49 | | 38 | | 29 |
09/08/08 | | 0 | | 0 | | 0 | | 0 | | 0 | | 88 | | 69 | �� | 40 | | 28 | | 18 |
10/08/08 | | 0 | | 0 | | 0 | | 0 | | 0 | | 82 | | 62 | | 31 | | 18 | | 7 |
11/08/08 | | 0 | | 0 | | 0 | | 0 | | 0 | | 76 | | 55 | | 22 | | 9 | | 0 |
12/08/08 | | 0 | | 0 | | 0 | | 0 | | 0 | | 71 | | 48 | | 14 | | 0 | | 0 |
01/08/09 | | 0 | | 0 | | 0 | | 0 | | 0 | | 65 | | 41 | | 5 | | 0 | | 0 |
02/08/09 | | 0 | | 0 | | 0 | | 0 | | 0 | | 59 | | 34 | | 0 | | 0 | | 0 |
03/08/09 | | 0 | | 0 | | 0 | | 0 | | 0 | | 53 | | 27 | | 0 | | 0 | | 0 |
04/08/09 | | 0 | | 0 | | 0 | | 0 | | 0 | | 47 | | 20 | | 0 | | 0 | | 0 |
05/08/09 | | 0 | | 0 | | 0 | | 0 | | 0 | | 42 | | 13 | | 0 | | 0 | | 0 |
06/08/09 | | 0 | | 0 | | 0 | | 0 | | 0 | | 36 | | 7 | | 0 | | 0 | | 0 |
07/08/09 | | 0 | | 0 | | 0 | | 0 | | 0 | | 31 | | 1 | | 0 | | 0 | | 0 |
08/08/09 | | 0 | | 0 | | 0 | | 0 | | 0 | | 25 | | 0 | | 0 | | 0 | | 0 |
09/08/09 | | 0 | | 0 | | 0 | | 0 | | 0 | | 20 | | 0 | | 0 | | 0 | | 0 |
10/08/09 | | 0 | | 0 | | 0 | | 0 | | 0 | | 15 | | 0 | | 0 | | 0 | | 0 |
11/08/09 | | 0 | | 0 | | 0 | | 0 | | 0 | | 9 | | 0 | | 0 | | 0 | | 0 |
12/08/09 | | 0 | | 0 | | 0 | | 0 | | 0 | | 4 | | 0 | | 0 | | 0 | | 0 |
01/08/10 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
02/08/10 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
03/08/10 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
04/08/10 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
05/08/10 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
06/08/10 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
07/08/10 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
08/08/10 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
09/08/10 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
10/08/10 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
11/08/10 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
12/08/10 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
01/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
02/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
03/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
04/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
05/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
06/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
07/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
08/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
09/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
10/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
11/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
12/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
01/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
02/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
03/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
04/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
05/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
06/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
07/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
08/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
09/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
10/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
11/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
12/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
01/08/13 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
Weighted Average Life (years) | | 0.37 | | 0.30 | | 0.23 | | 0.19 | | 0.17 | | 1.49 | | 1.16 | | 0.85 | | 0.76 | | 0.70 |
* | Indicates a number that is greater than 0 but less than 0.5%. |
8
PERCENT OF INITIAL NOTE PRINCIPAL BALANCE
AT VARIOUS ABS PERCENTAGES
| | | | | | | | | | | | | | | | | | | | |
| | Class A-3 Notes | | Class A-4-A Notes/Class A-4-B Notes |
Distribution Date | | 0.50% | | 1.00% | | 1.70% | | 2.00% | | 2.25% | | 0.50% | | 1.00% | | 1.70% | | 2.00% | | 2.25% |
Closing Date | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
11/08/07 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
12/08/07 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
01/08/08 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
02/08/08 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
03/08/08 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
04/08/08 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
05/08/08 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
06/08/08 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
07/08/08 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
08/08/08 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
09/08/08 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
10/08/08 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 | | 100 |
11/08/08 | | 100 | | 100 | | 100 | | 100 | | 97 | | 100 | | 100 | | 100 | | 100 | | 100 |
12/08/08 | | 100 | | 100 | | 100 | | 99 | | 87 | | 100 | | 100 | | 100 | | 100 | | 100 |
01/08/09 | | 100 | | 100 | | 100 | | 90 | | 77 | | 100 | | 100 | | 100 | | 100 | | 100 |
02/08/09 | | 100 | | 100 | | 97 | | 81 | | 67 | | 100 | | 100 | | 100 | | 100 | | 100 |
03/08/09 | | 100 | | 100 | | 89 | | 72 | | 58 | | 100 | | 100 | | 100 | | 100 | | 100 |
04/08/09 | | 100 | | 100 | | 81 | | 63 | | 49 | | 100 | | 100 | | 100 | | 100 | | 100 |
05/08/09 | | 100 | | 100 | | 73 | | 55 | | 40 | | 100 | | 100 | | 100 | | 100 | | 100 |
06/08/09 | | 100 | | 100 | | 65 | | 46 | | 31 | | 100 | | 100 | | 100 | | 100 | | 100 |
07/08/09 | | 100 | | 100 | | 58 | | 38 | | 22 | | 100 | | 100 | | 100 | | 100 | | 100 |
08/08/09 | | 100 | | 94 | | 50 | | 30 | | 13 | | 100 | | 100 | | 100 | | 100 | | 100 |
09/08/09 | | 100 | | 88 | | 43 | | 22 | | 5 | | 100 | | 100 | | 100 | | 100 | | 100 |
10/08/09 | | 100 | | 82 | | 36 | | 15 | | 0 | | 100 | | 100 | | 100 | | 100 | | 97 |
11/08/09 | | 100 | | 76 | | 29 | | 7 | | 0 | | 100 | | 100 | | 100 | | 100 | | 90 |
12/08/09 | | 100 | | 70 | | 22 | | 0 | | 0 | | 100 | | 100 | | 100 | | 100 | | 82 |
01/08/10 | | 98 | | 65 | | 15 | | 0 | | 0 | | 100 | | 100 | | 100 | | 93 | | 75 |
02/08/10 | | 93 | | 59 | | 8 | | 0 | | 0 | | 100 | | 100 | | 100 | | 87 | | 68 |
03/08/10 | | 88 | | 53 | | 2 | | 0 | | 0 | | 100 | | 100 | | 100 | | 80 | | 62 |
04/08/10 | | 83 | | 47 | | 0 | | 0 | | 0 | | 100 | | 100 | | 96 | | 74 | | 55 |
05/08/10 | | 77 | | 42 | | 0 | | 0 | | 0 | | 100 | | 100 | | 90 | | 68 | | 49 |
06/08/10 | | 72 | | 36 | | 0 | | 0 | | 0 | | 100 | | 100 | | 84 | | 62 | | 43 |
07/08/10 | | 67 | | 31 | | 0 | | 0 | | 0 | | 100 | | 100 | | 79 | | 56 | | 36 |
08/08/10 | | 62 | | 26 | | 0 | | 0 | | 0 | | 100 | | 100 | | 74 | | 51 | | 0 |
09/08/10 | | 57 | | 20 | | 0 | | 0 | | 0 | | 100 | | 100 | | 68 | | 45 | | 0 |
10/08/10 | | 52 | | 15 | | 0 | | 0 | | 0 | | 100 | | 100 | | 63 | | 40 | | 0 |
11/08/10 | | 47 | | 10 | | 0 | | 0 | | 0 | | 100 | | 100 | | 59 | | 35 | | 0 |
12/08/10 | | 42 | | 5 | | 0 | | 0 | | 0 | | 100 | | 100 | | 54 | | 0 | | 0 |
01/08/11 | | 37 | | * | | 0 | | 0 | | 0 | | 100 | | 100 | | 49 | | 0 | | 0 |
02/08/11 | | 32 | | 0 | | 0 | | 0 | | 0 | | 100 | | 96 | | 45 | | 0 | | 0 |
03/08/11 | | 27 | | 0 | | 0 | | 0 | | 0 | | 100 | | 91 | | 40 | | 0 | | 0 |
04/08/11 | | 22 | | 0 | | 0 | | 0 | | 0 | | 100 | | 87 | | 36 | | 0 | | 0 |
05/08/11 | | 17 | | 0 | | 0 | | 0 | | 0 | | 100 | | 82 | | 0 | | 0 | | 0 |
06/08/11 | | 12 | | 0 | | 0 | | 0 | | 0 | | 100 | | 78 | | 0 | | 0 | | 0 |
07/08/11 | | 7 | | 0 | | 0 | | 0 | | 0 | | 100 | | 74 | | 0 | | 0 | | 0 |
08/08/11 | | 2 | | 0 | | 0 | | 0 | | 0 | | 100 | | 70 | | 0 | | 0 | | 0 |
09/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 98 | | 66 | | 0 | | 0 | | 0 |
10/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 93 | | 62 | | 0 | | 0 | | 0 |
11/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 89 | | 58 | | 0 | | 0 | | 0 |
12/08/11 | | 0 | | 0 | | 0 | | 0 | | 0 | | 84 | | 54 | | 0 | | 0 | | 0 |
01/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 80 | | 51 | | 0 | | 0 | | 0 |
02/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 75 | | 47 | | 0 | | 0 | | 0 |
03/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 71 | | 43 | | 0 | | 0 | | 0 |
04/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 66 | | 40 | | 0 | | 0 | | 0 |
05/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 62 | | 36 | | 0 | | 0 | | 0 |
06/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 58 | | 33 | | 0 | | 0 | | 0 |
07/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 54 | | 0 | | 0 | | 0 | | 0 |
08/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 50 | | 0 | | 0 | | 0 | | 0 |
09/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 46 | | 0 | | 0 | | 0 | | 0 |
10/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 42 | | 0 | | 0 | | 0 | | 0 |
11/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 39 | | 0 | | 0 | | 0 | | 0 |
12/08/12 | | 0 | | 0 | | 0 | | 0 | | 0 | | 35 | | 0 | | 0 | | 0 | | 0 |
01/08/13 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 | | 0 |
Weighted Average Life (years) | | 3.05 | | 2.49 | | 1.86 | | 1.66 | | 1.51 | | 4.76 | | 4.19 | | 3.17 | | 2.80 | | 2.52 |
* | Indicates a number that is greater than 0 but less than 0.5%. |
9