EXHIBIT 99
TERM SHEETS
BACM 2004-2 PRELIMINARY PAC IO
- ------------------------------
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. The Underwriter and its
affiliates, directors, partners and employees, including persons involved in the
preparation or issuance of this material may, from time to time, have long or
short positions in, and buy and sell, the securities mentioned therein or
derivatives thereof (including options). This material may be filed with the
Securities and Exchange Commission (the "SEC") and incorporated by reference
into an effective registration statement previously filed with the SEC under
Rule 415 of the Securities Act of 1933, including all cases where the material
does not pertain to securities that are ultimately offered for sale pursuant to
such registration statement. Information contained in this material is current
as of the date appearing in this material only. Information in this material
regarding any assets backing any securities discussed herein supersedes all
prior information regarding such assets. Any information in the material,
whether regarding the assets backing any securities discussed herein or
otherwise, will be superseded in its entirety by the information contained in
any final prospectus and prospectus supplement for any securities actually sold
to you, which you should read before making any investment decision. This
material is furnished solely by the Underwriter and not by the issuer of the
securities. The issuer of the securities has not prepared, reviewed or
participated in the preparation of this material, is not responsible for the
accuracy of this material and has not authorized the dissemination of this
material. The Underwriter is acting as Underwriter and not acting as agent for
the issuer in connection with the proposed transaction.
BANC OF AMERICA SECURITIES LLC
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CUT-OFF ASCENDING DESCENDING PERIOD 1-6
CLASS RATING BALANCE CUM BALANCE CUM BALANCE PAC IO NOTIONAL
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- -----------------------------------------------------------------------------------------------------------------
A1 AAA/ Aaa 117,783,000.00 117,783,000.00 1,138,760,562.00 113,491,283.00
- -----------------------------------------------------------------------------------------------------------------
A2 AAA/ Aaa 195,500,000.00 313,283,000.00 1,020,977,562.00 195,500,000.00
- -----------------------------------------------------------------------------------------------------------------
A3 AAA/ Aaa 283,402,000.00 596,685,000.00 825,477,562.00 283,402,000.00
- -----------------------------------------------------------------------------------------------------------------
A4 AAA/ Aaa 125,682,000.00 722,367,000.00 542,075,562.00 125,682,000.00
- -----------------------------------------------------------------------------------------------------------------
A5 AAA/ Aaa 254,120,181.00 976,487,181.00 416,393,562.00 254,120,181.00
- -----------------------------------------------------------------------------------------------------------------
B AA / Aa2 27,045,564.00 1,003,532,745.00 162,273,381.00 27,045,564.00
- -----------------------------------------------------------------------------------------------------------------
C AA- / Aa3 12,811,056.00 1,016,343,801.00 135,227,817.00 12,811,056.00
- -----------------------------------------------------------------------------------------------------------------
D A / A2 24,198,662.00 1,040,542,463.00 122,416,761.00 24,198,662.00
- -----------------------------------------------------------------------------------------------------------------
E A- / A3 11,387,606.00 1,051,930,069.00 98,218,099.00 11,387,606.00
- -----------------------------------------------------------------------------------------------------------------
F BBB+ / Baa1 15,657,957.00 1,067,588,026.00 86,830,493.00 15,657,957.00
- -----------------------------------------------------------------------------------------------------------------
G BBB / Baa2 9,964,155.00 1,077,552,181.00 71,172,536.00 9,964,155.00
- -----------------------------------------------------------------------------------------------------------------
H BBB- / Baa3 15,657,958.00 1,093,210,139.00 61,208,381.00 15,657,958.00
- -----------------------------------------------------------------------------------------------------------------
J BB+ / Ba1 4,270,352.00 1,097,480,491.00 45,550,423.00 4,270,352.00
- -----------------------------------------------------------------------------------------------------------------
K BB / Ba2 5,693,803.00 1,103,174,294.00 41,280,071.00 5,693,803.00
- -----------------------------------------------------------------------------------------------------------------
L BB- / Ba3 5,693,803.00 1,108,868,097.00 35,586,268.00 5,693,803.00
- -----------------------------------------------------------------------------------------------------------------
M B+/B+ 7,117,253.00 1,115,985,350.00 29,892,465.00 -
----------------------------------------------------------------------------
N B/B 2,846,901.00 1,118,832,251.00 22,775,212.00 -
----------------------------------------------------------------------------
O B-/B- 2,846,901.00 1,121,679,152.00 19,928,311.00 -
----------------------------------------------------------------------------
P NR/NR 17,081,410.00 1,138,760,562.00 17,081,410.00 -
----------------------------------------------------------------------------
Q NA - 1,138,760,562.00 - -
----------------------------------------------------------------------------
- -----------------------------------------------------------------------------------------------------------------
WAC IO 1,138,760,562.00 1,104,576,380.00
- -----------------------------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------------------------------
PERIOD 7-12 PERIOD 13-18 PERIOD 19-24 PERIOD 25-30 PERIOD 31-36
CLASS PAC IO NOTIONAL PAC IO NOTIONAL PAC IO NOTIONAL PAC IO NOTIONAL PAC IO NOTIONAL
- --------------------------------------------------------------------------------------------------------------------
- --------------------------------------------------------------------------------------------------------------------
A1 107,743,269.00 83,634,383.00 56,055,613.00 29,515,768.00 3,185,243.00
- --------------------------------------------------------------------------------------------------------------------
A2 195,500,000.00 195,500,000.00 195,500,000.00 195,500,000.00 195,500,000.00
- --------------------------------------------------------------------------------------------------------------------
A3 283,402,000.00 283,402,000.00 283,402,000.00 283,402,000.00 283,402,000.00
- --------------------------------------------------------------------------------------------------------------------
A4 125,682,000.00 125,682,000.00 125,682,000.00 125,682,000.00 125,682,000.00
- --------------------------------------------------------------------------------------------------------------------
A5 254,120,181.00 254,120,181.00 254,120,181.00 254,120,181.00 254,120,181.00
- --------------------------------------------------------------------------------------------------------------------
B 27,045,564.00 27,045,564.00 27,045,564.00 27,045,564.00 27,045,564.00
- --------------------------------------------------------------------------------------------------------------------
C 12,811,056.00 12,811,056.00 12,811,056.00 12,811,056.00 12,811,056.00
- --------------------------------------------------------------------------------------------------------------------
D 24,198,662.00 24,198,662.00 24,198,662.00 24,198,662.00 24,198,662.00
- --------------------------------------------------------------------------------------------------------------------
E 11,387,606.00 11,387,606.00 11,387,606.00 11,387,606.00 11,387,606.00
- --------------------------------------------------------------------------------------------------------------------
F 15,657,957.00 15,657,957.00 15,657,957.00 15,657,957.00 15,657,957.00
- --------------------------------------------------------------------------------------------------------------------
G 9,964,155.00 9,964,155.00 9,964,155.00 9,964,155.00 9,964,155.00
- --------------------------------------------------------------------------------------------------------------------
H 15,657,958.00 15,657,958.00 15,657,958.00 15,657,958.00 15,657,958.00
- --------------------------------------------------------------------------------------------------------------------
J 4,270,352.00 4,270,352.00 4,270,352.00 4,270,352.00 1,363,962.00
- --------------------------------------------------------------------------------------------------------------------
K 5,693,803.00 5,693,803.00 5,693,803.00 5,693,803.00 -
- --------------------------------------------------------------------------------------------------------------------
L 5,693,803.00 5,693,803.00 5,693,803.00 2,344,987.00 -
- --------------------------------------------------------------------------------------------------------------------
M - - - - -
N - - - - -
O - - - - -
P - - - - -
Q - - - - -
- --------------------------------------------------------------------------------------------------------------------
WAC IO 1,098,828,366.00 1,074,719,480.00 1,047,140,710.00 1,017,252,049.00 979,976,344.00
- --------------------------------------------------------------------------------------------------------------------
- ---------------------------------------------------------------------------------------------------------------------------------
PERIOD 37-42 PERIOD 43-48 PERIOD 49-54 PERIOD 55-60 PERIOD 61-66 PERIOD 67-72
CLASS PAC IO NOTIONAL PAC IO NOTIONAL PAC IO NOTIONAL PAC IO NOTIONAL PAC IO NOTIONAL PAC IO NOTIONAL
- ---------------------------------------------------------------------------------------------------------------------------------
- ---------------------------------------------------------------------------------------------------------------------------------
A1 - - - - - -
- ---------------------------------------------------------------------------------------------------------------------------------
A2 173,380,941.00 148,573,805.00 110,130,414.00 - - -
- ---------------------------------------------------------------------------------------------------------------------------------
A3 283,402,000.00 283,402,000.00 283,402,000.00 190,391,820.00 172,730,366.00 155,405,341.00
- ---------------------------------------------------------------------------------------------------------------------------------
A4 125,682,000.00 125,682,000.00 125,682,000.00 125,682,000.00 125,682,000.00 125,682,000.00
- ---------------------------------------------------------------------------------------------------------------------------------
A5 254,120,181.00 254,120,181.00 254,120,181.00 254,120,181.00 254,120,181.00 254,120,181.00
- ---------------------------------------------------------------------------------------------------------------------------------
B 27,045,564.00 27,045,564.00 27,045,564.00 27,045,564.00 27,045,564.00 27,045,564.00
- ---------------------------------------------------------------------------------------------------------------------------------
C 12,811,056.00 12,811,056.00 12,811,056.00 12,811,056.00 12,811,056.00 12,811,056.00
- ---------------------------------------------------------------------------------------------------------------------------------
D 24,198,662.00 24,198,662.00 24,198,662.00 24,198,662.00 24,198,662.00 24,198,662.00
- ---------------------------------------------------------------------------------------------------------------------------------
E 11,387,606.00 11,387,606.00 11,387,606.00 11,387,606.00 7,540,026.00 802,545.00
- ---------------------------------------------------------------------------------------------------------------------------------
F 15,657,957.00 15,657,957.00 12,127,058.00 3,206,981.00 - -
- ---------------------------------------------------------------------------------------------------------------------------------
G 9,964,155.00 6,265,323.00 - - - -
- ---------------------------------------------------------------------------------------------------------------------------------
H 6,471,267.00 - - - - -
- ---------------------------------------------------------------------------------------------------------------------------------
J - - - - - -
- ---------------------------------------------------------------------------------------------------------------------------------
K - - - - - -
- ---------------------------------------------------------------------------------------------------------------------------------
L - - - - - -
- ---------------------------------------------------------------------------------------------------------------------------------
M - - - - - -
N - - - - - -
O - - - - - -
P - - - - - -
Q - - - - - -
- ---------------------------------------------------------------------------------------------------------------------------------
WAC IO 944,121,389.00 909,144,154.00 860,904,541.00 648,843,870.00 624,127,855.00 600,065,349.00
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- -------------------------------------------------
PERIOD 73-78 PERIOD 79-84
CLASS PAC IO NOTIONAL PAC IO NOTIONAL
- --------------------------------------------------
- --------------------------------------------------
A1 - -
- --------------------------------------------------
A2 - -
- --------------------------------------------------
A3 40,170,798.00 -
- --------------------------------------------------
A4 125,682,000.00 -
- --------------------------------------------------
A5 254,120,181.00 243,219,920.00
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B 27,045,564.00 27,045,564.00
- --------------------------------------------------
C 12,811,056.00 12,811,056.00
- --------------------------------------------------
D 18,520,181.00 13,247,701.00
- --------------------------------------------------
E - -
- --------------------------------------------------
F - -
- --------------------------------------------------
G - -
- --------------------------------------------------
H - -
- --------------------------------------------------
J - -
- --------------------------------------------------
K - -
- --------------------------------------------------
L - -
- --------------------------------------------------
M - -
N - -
O - -
P - -
Q - -
- --------------------------------------------------
WAC IO 478,349,780.00 296,324,241.00
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THE SIZING SCENARIO FOR PURPOSES OF SIZING THE PAC IO IS THE FOLLOWING:
1) 6% CDR starting in month 1, 35% loss severity, 12 month lag
2) 100% CPY with 1% Call for the PAC IO
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WE ARE PAYING A CONSTANT OF 9.75BPS TO THE PAC IO OFF THE CLASS H.
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FOR PURPOSE OF DERIVING THE PAC IO, RUN THE THE FOLLOWING SCENARIOS:
1) 100% CPY with 1% Call for the PAC IO and 6% CDR starting in month 1, 35% loss
severity, 12 month lag
2) 100% CPR with 1% Call for the PAC IO (after LO)
3) 100% CPY with 1% Call for the PAC IO (after LO/YM/Penalty)
4) 0% CPR with 1 % Call for the PAC IO
PAC IO WAC IS EQUAL TO THE MEAN OF ALL 4 SCENARIOS.
WAC WAC WAC WAC PAC TRUNCATE 0.03
PAYMENT DATE PERIOD SCEN I SCEN II SCEN III SCEN IV IO WAC 4 DECIMAL STRIP
4/1/2004 0
5/1/2004 1 5.281403 5.28140 5.28140 5.28140 5.28140 5.28140 5.25140
6/1/2004 2 5.437766 5.45471 5.43777 5.43777 5.43777 5.43770 5.40770
7/1/2004 3 5.281478 5.29515 5.28148 5.28148 5.28148 5.28140 5.25140
8/1/2004 4 5.437813 5.45478 5.43781 5.43781 5.43781 5.43780 5.40780
9/1/2004 5 5.437842 5.45482 5.43784 5.43784 5.43784 5.43780 5.40780
10/1/2004 6 5.281594 5.29530 5.28159 5.28159 5.28159 5.28150 5.25150
11/1/2004 7 5.437888 5.45490 5.43789 5.43789 5.43789 5.43780 5.40780
12/1/2004 8 5.281669 5.29540 5.28167 5.28167 5.28167 5.28160 5.25160
1/1/2005 9 5.281693 5.29544 5.28169 5.28169 5.28169 5.28160 5.25160
2/1/2005 10 5.281728 5.29548 5.28173 5.28173 5.28173 5.28170 5.25170
3/1/2005 11 5.282163 5.29594 5.28216 5.28216 5.28216 5.28210 5.25210
4/1/2005 12 5.437939 5.45502 5.43794 5.43794 5.43794 5.43790 5.40790
5/1/2005 13 5.281788 5.29558 5.28179 5.28179 5.28179 5.28170 5.25170
6/1/2005 14 5.437956 5.45507 5.43796 5.43796 5.43796 5.43790 5.40790
7/1/2005 15 5.281837 5.29565 5.28184 5.28184 5.28184 5.28180 5.25180
8/1/2005 16 5.437973 5.45512 5.43797 5.43797 5.43797 5.43790 5.40790
9/1/2005 17 5.437987 5.45514 5.43799 5.43799 5.43799 5.43790 5.40790
10/1/2005 18 5.281915 5.29577 5.28192 5.28192 5.28192 5.28190 5.25190
11/1/2005 19 5.438002 5.45519 5.43800 5.43800 5.43800 5.43800 5.40800
12/1/2005 20 5.281954 5.29583 5.28195 5.28195 5.28195 5.28190 5.25190
1/1/2006 21 5.281961 5.29586 5.28196 5.28196 5.28196 5.28190 5.25190
2/1/2006 22 5.281980 5.29589 5.28198 5.28198 5.28198 5.28190 5.25190
3/1/2006 23 5.284880 5.29638 5.28245 5.28245 5.28245 5.28240 5.25240
4/1/2006 24 5.437956 5.45523 5.43796 5.43796 5.43796 5.43790 5.40790
5/1/2006 25 5.282003 5.29595 5.28200 5.28200 5.28200 5.28200 5.25200
6/1/2006 26 5.437950 5.45525 5.43795 5.43795 5.43795 5.43790 5.40790
7/1/2006 27 5.282033 5.28431 5.28203 5.28203 5.28203 5.28200 5.25200
8/1/2006 28 5.437942 5.44278 5.43794 5.43794 5.43794 5.43790 5.40790
9/1/2006 29 5.437945 5.44280 5.43794 5.43794 5.43794 5.43790 5.40790
10/1/2006 30 5.282082 5.28441 5.28208 5.28208 5.28208 5.28200 5.25200
11/1/2006 31 5.437935 5.44315 5.43793 5.43793 5.43793 5.43790 5.40790
12/1/2006 32 5.282110 5.28462 5.28211 5.28211 5.28211 5.28210 5.25210
1/1/2007 33 5.282068 5.31291 5.28207 5.28207 5.28207 5.28200 5.25200
2/1/2007 34 5.282045 5.32086 5.28205 5.28205 5.28205 5.28200 5.25200
3/1/2007 35 5.284969 5.35585 5.28254 5.28254 5.28254 5.28250 5.25250
4/1/2007 36 5.437667 5.53952 5.43767 5.43767 5.43767 5.43760 5.40760
5/1/2007 37 5.281912 5.36088 5.28191 5.28191 5.28191 5.28190 5.25190
6/1/2007 38 5.437551 5.53961 5.43755 5.43755 5.43755 5.43750 5.40750
7/1/2007 39 5.281841 5.36097 5.28184 5.28184 5.28184 5.28180 5.25180
8/1/2007 40 5.437432 5.53970 5.43743 5.43743 5.43743 5.43740 5.40740
9/1/2007 41 5.437383 5.53976 5.43738 5.43738 5.43738 5.43730 5.40730
10/1/2007 42 5.281739 5.36111 5.28174 5.28174 5.28174 5.28170 5.25170
11/1/2007 43 5.437259 5.53985 5.43726 5.43726 5.43726 5.43720 5.40720
12/1/2007 44 5.281661 5.36119 5.28166 5.28166 5.28166 5.28160 5.25160
1/1/2008 45 5.437132 5.53994 5.43713 5.43713 5.43713 5.43710 5.40710
2/1/2008 46 5.281581 5.36128 5.28158 5.28158 5.28158 5.28150 5.25150
3/1/2008 47 5.282543 5.36154 5.28174 5.28174 5.28174 5.28170 5.25170
4/1/2008 48 5.436922 5.54006 5.43692 5.43692 5.43692 5.43690 5.40690
5/1/2008 49 5.280356 5.36168 5.28033 5.28144 5.28033 5.28030 5.25030
6/1/2008 50 5.435313 5.54044 5.43528 5.43679 5.43528 5.43520 5.40520
7/1/2008 51 5.280253 5.36177 5.28024 5.28136 5.28024 5.28020 5.25020
8/1/2008 52 5.435152 5.54053 5.43514 5.43665 5.43514 5.43510 5.40510
9/1/2008 53 5.435082 5.54058 5.43507 5.43659 5.43507 5.43500 5.40500
10/1/2008 54 5.280103 5.36190 5.28010 5.28010 5.28010 5.28010 5.25010
11/1/2008 55 5.449443 5.54152 5.44952 5.43492 5.43492 5.43490 5.40490
12/1/2008 56 5.292857 5.36012 5.29285 5.29193 5.29193 5.29190 5.26190
1/1/2009 57 5.305003 5.37471 5.30516 5.29587 5.29587 5.29580 5.26580
2/1/2009 58 5.401709 5.48630 5.40320 5.30277 5.30277 5.30270 5.27270
3/1/2009 59 5.428095 5.49879 5.42634 5.32994 5.32994 5.32990 5.29990
4/1/2009 60 5.618955 5.71584 5.61945 5.52683 5.52683 5.52680 5.49680
5/1/2009 61 5.457238 5.53150 5.45724 5.45724 5.45724 5.45720 5.42720
6/1/2009 62 5.619251 5.71592 5.61925 5.61925 5.61925 5.61920 5.58920
7/1/2009 63 5.457091 5.53157 5.45709 5.45709 5.45709 5.45700 5.42700
8/1/2009 64 5.619046 5.71600 5.61905 5.61905 5.61905 5.61900 5.58900
9/1/2009 65 5.618951 5.71604 5.61895 5.61895 5.61895 5.61890 5.58890
10/1/2009 66 5.456872 5.53169 5.45687 5.45687 5.45687 5.45680 5.42680
11/1/2009 67 5.618740 5.71612 5.61874 5.61874 5.61874 5.61870 5.58870
12/1/2009 68 5.456717 5.53177 5.45672 5.45672 5.45672 5.45670 5.42670
1/1/2010 69 5.456630 5.53181 5.45663 5.45663 5.45663 5.45660 5.42660
2/1/2010 70 5.456559 5.53185 5.45656 5.45656 5.45656 5.45650 5.42650
3/1/2010 71 5.459718 5.53270 5.45720 5.45720 5.45720 5.45710 5.42710
4/1/2010 72 5.618165 5.71632 5.61817 5.61817 5.61817 5.61810 5.58810
5/1/2010 73 5.456292 5.53196 5.45629 5.45629 5.45629 5.45620 5.42620
6/1/2010 74 5.617939 5.71640 5.61794 5.61794 5.61794 5.61790 5.58790
7/1/2010 75 5.456125 5.53204 5.45613 5.45613 5.45613 5.45610 5.42610
8/1/2010 76 5.617708 5.71648 5.61771 5.61771 5.61771 5.61770 5.58770
9/1/2010 77 5.630613 5.75109 5.63100 5.61760 5.61760 5.61760 5.58760
10/1/2010 78 5.477007 5.56436 5.47753 5.45588 5.45588 5.45580 5.42580
11/1/2010 79 5.646527 5.74989 5.64701 5.61802 5.61802 5.61800 5.58800
12/1/2010 80 5.553066 5.56141 5.55419 5.44827 5.44827 5.44820 5.41820
1/1/2011 81 5.564919 5.56147 5.56537 5.50794 5.50794 5.50790 5.47790
2/1/2011 82 5.740349 5.75182 5.74365 5.54915 5.54915 5.54910 5.51910
3/1/2011 83 5.781357 5.79140 5.78039 5.60248 5.60248 5.60240 5.57240
4/1/2011 84 5.927799 5.93930 5.92861 5.76198 5.76198 5.76190 5.73190
Class XP (@100% CPP and 1% Call)
0 76,374,860.29 76,374,860.29 76,374,860.29
Pd Pmt Dt Beg Bal Prin Pmt Int Due Int Pmt Tot Pmt Eff Rt
1 5/10/2004 1,104,576,380.00 0 1,227,073.69 1,227,073.69 1,227,073.69 1.33%
2 6/10/2004 1,104,576,380.00 0 1,368,905.31 1,368,905.31 1,368,905.31 1.49%
3 7/10/2004 1,104,576,380.00 0 1,227,073.69 1,227,073.69 1,227,073.69 1.33%
4 8/10/2004 1,104,576,380.00 0 1,368,996.06 1,368,996.06 1,368,996.06 1.49%
5 9/10/2004 1,104,576,380.00 0 1,368,996.06 1,368,996.06 1,368,996.06 1.49%
6 10/10/2004 1,104,576,380.00 0 1,227,164.43 1,227,164.43 1,227,164.43 1.33%
7 11/10/2004 1,098,828,366.00 0 1,356,667.52 1,356,667.52 1,356,667.52 1.48%
8 12/10/2004 1,098,828,366.00 0 1,215,674.84 1,215,674.84 1,215,674.84 1.33%
9 1/10/2005 1,098,828,366.00 0 1,215,674.84 1,215,674.84 1,215,674.84 1.33%
10 2/10/2005 1,098,828,366.00 0 1,215,765.11 1,215,765.11 1,215,765.11 1.33%
11 3/10/2005 1,098,828,366.00 0 1,216,126.16 1,216,126.16 1,216,126.16 1.33%
12 4/10/2005 1,098,828,366.00 0 1,356,757.79 1,356,757.79 1,356,757.79 1.48%
13 5/10/2005 1,074,719,480.00 0 1,167,191.73 1,167,191.73 1,167,191.73 1.30%
14 6/10/2005 1,074,719,480.00 0 1,305,046.24 1,305,046.24 1,305,046.24 1.46%
15 7/10/2005 1,074,719,480.00 0 1,167,279.98 1,167,279.98 1,167,279.98 1.30%
16 8/10/2005 1,074,719,480.00 0 1,305,046.24 1,305,046.24 1,305,046.24 1.46%
17 9/10/2005 1,074,719,480.00 0 1,305,046.24 1,305,046.24 1,305,046.24 1.46%
18 10/10/2005 1,074,719,480.00 0 1,167,368.24 1,167,368.24 1,167,368.24 1.30%
19 11/10/2005 1,047,140,710.00 0 1,245,978.03 1,245,978.03 1,245,978.03 1.43%
20 12/10/2005 1,047,140,710.00 0 1,111,799.32 1,111,799.32 1,111,799.32 1.27%
21 1/10/2006 1,047,140,710.00 0 1,111,799.32 1,111,799.32 1,111,799.32 1.27%
22 2/10/2006 1,047,140,710.00 0 1,111,799.32 1,111,799.32 1,111,799.32 1.27%
23 3/10/2006 1,047,140,710.00 0 1,112,229.10 1,112,229.10 1,112,229.10 1.27%
24 4/10/2006 1,047,140,710.00 0 1,245,892.07 1,245,892.07 1,245,892.07 1.43%
25 5/10/2006 1,017,252,049.00 0 1,057,076.33 1,057,076.33 1,057,076.33 1.25%
26 6/10/2006 1,017,252,049.00 0 1,187,200.10 1,187,200.10 1,187,200.10 1.40%
27 7/10/2006 1,017,252,049.00 0 1,057,076.33 1,057,076.33 1,057,076.33 1.25%
28 8/10/2006 1,017,252,049.00 0 1,187,200.10 1,187,200.10 1,187,200.10 1.40%
29 9/10/2006 1,017,252,049.00 0 1,187,200.10 1,187,200.10 1,187,200.10 1.40%
30 10/10/2006 1,017,252,049.00 0 1,057,076.33 1,057,076.33 1,057,076.33 1.25%
31 11/10/2006 979,976,344.00 0 1,124,950.64 1,124,950.64 1,124,950.64 1.38%
32 12/10/2006 979,976,344.00 0 999,749.97 999,749.97 999,749.97 1.22%
33 1/10/2007 979,976,344.00 0 999,669.61 999,669.61 999,669.61 1.22%
34 2/10/2007 979,976,344.00 0 999,669.61 999,669.61 999,669.61 1.22%
35 3/10/2007 979,976,344.00 0 1,000,071.41 1,000,071.41 1,000,071.41 1.22%
36 4/10/2007 979,976,344.00 0 1,124,709.56 1,124,709.56 1,124,709.56 1.38%
37 5/10/2007 944,121,389.00 0 957,323.59 957,323.59 957,323.59 1.22%
38 6/10/2007 944,121,389.00 0 1,078,905.55 1,078,905.55 1,078,905.55 1.37%
39 7/10/2007 944,121,389.00 0 957,245.45 957,245.45 957,245.45 1.22%
40 8/10/2007 944,121,389.00 0 1,078,827.42 1,078,827.42 1,078,827.42 1.37%
41 9/10/2007 944,121,389.00 0 1,078,749.28 1,078,749.28 1,078,749.28 1.37%
42 10/10/2007 944,121,389.00 0 957,167.31 957,167.31 957,167.31 1.22%
43 11/10/2007 909,144,154.00 0 1,035,219.66 1,035,219.66 1,035,219.66 1.37%
44 12/10/2007 909,144,154.00 0 917,333.97 917,333.97 917,333.97 1.21%
45 1/10/2008 909,144,154.00 0 1,035,143.90 1,035,143.90 1,035,143.90 1.37%
46 2/10/2008 909,144,154.00 0 917,258.21 917,258.21 917,258.21 1.21%
47 3/10/2008 909,144,154.00 0 917,409.73 917,409.73 917,409.73 1.21%
48 4/10/2008 909,144,154.00 0 1,034,992.38 1,034,992.38 1,034,992.38 1.37%
49 5/10/2008 860,904,541.00 0 854,345.72 854,345.72 854,345.72 1.19%
50 6/10/2008 860,904,541.00 0 965,474.14 965,474.14 965,474.14 1.35%
51 7/10/2008 860,904,541.00 0 854,273.97 854,273.97 854,273.97 1.19%
52 8/10/2008 860,904,541.00 0 965,402.40 965,402.40 965,402.40 1.35%
53 9/10/2008 860,904,541.00 0 965,330.66 965,330.66 965,330.66 1.35%
54 10/10/2008 860,904,541.00 0 854,202.23 854,202.23 854,202.23 1.19%
55 11/10/2008 648,843,870.00 0 655,792.87 655,792.87 655,792.87 1.21%
56 12/10/2008 648,843,870.00 0 578,472.31 578,472.31 578,472.31 1.07%
57 1/10/2009 648,843,870.00 0 580,581.05 580,581.05 580,581.05 1.07%
58 2/10/2009 648,843,870.00 0 584,311.91 584,311.91 584,311.91 1.08%
59 3/10/2009 648,843,870.00 0 599,019.03 599,019.03 599,019.03 1.11%
60 4/10/2009 648,843,870.00 0 705,483.50 705,483.50 705,483.50 1.30%
61 5/10/2009 624,127,855.00 0 640,932.30 640,932.30 640,932.30 1.23%
62 6/10/2009 624,127,855.00 0 725,189.56 725,189.56 725,189.56 1.39%
63 7/10/2009 624,127,855.00 0 640,828.28 640,828.28 640,828.28 1.23%
64 8/10/2009 624,127,855.00 0 725,085.54 725,085.54 725,085.54 1.39%
65 9/10/2009 624,127,855.00 0 725,033.53 725,033.53 725,033.53 1.39%
66 10/10/2009 624,127,855.00 0 640,724.26 640,724.26 640,724.26 1.23%
67 11/10/2009 600,065,349.00 0 694,959.24 694,959.24 694,959.24 1.39%
68 12/10/2009 600,065,349.00 0 613,950.42 613,950.42 613,950.42 1.23%
69 1/10/2010 600,065,349.00 0 613,900.41 613,900.41 613,900.41 1.23%
70 2/10/2010 600,065,349.00 0 613,850.41 613,850.41 613,850.41 1.23%
71 3/10/2010 600,065,349.00 0 614,150.44 614,150.44 614,150.44 1.23%
72 4/10/2010 600,065,349.00 0 694,659.21 694,659.21 694,659.21 1.39%
73 5/10/2010 478,349,780.00 0 459,557.56 459,557.56 459,557.56 1.15%
74 6/10/2010 478,349,780.00 0 524,015.19 524,015.19 524,015.19 1.31%
75 7/10/2010 478,349,780.00 0 459,517.69 459,517.69 459,517.69 1.15%
76 8/10/2010 478,349,780.00 0 523,935.46 523,935.46 523,935.46 1.31%
77 9/10/2010 478,349,780.00 0 523,895.60 523,895.60 523,895.60 1.31%
78 10/10/2010 478,349,780.00 0 459,398.11 459,398.11 459,398.11 1.15%
79 11/10/2010 296,324,241.00 0 284,076.49 284,076.49 284,076.49 1.15%
80 12/10/2010 296,324,241.00 0 242,146.61 242,146.61 242,146.61 0.98%
81 1/10/2011 296,324,241.00 0 256,888.75 256,888.75 256,888.75 1.04%
82 2/10/2011 296,324,241.00 0 267,062.54 267,062.54 267,062.54 1.08%
83 3/10/2011 296,324,241.00 0 280,224.28 280,224.28 280,224.28 1.13%
84 4/10/2011 296,324,241.00 0 319,610.71 319,610.71 319,610.71 1.29%
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