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otherwise, will be superseded in its entirety by the information contained in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.
This material is for your private information and Banc of America Securities LLC
(the "Placement Agent") 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
Placement Agent considers reliable, but the Placement Agent 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 Placement Agent 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 Placement Agent and its affiliates, officers, 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). The securities mentioned herein have not been and will not be
registered under the Securities Act of 1933 (as amended, the "Securities Act")
or any state securities or foreign securities laws and may not be re-offered,
resold, pledged or otherwise transferred except (a) (i) to a person who is a
qualified institutional buyer (as defined in the Securities Act) in a
transaction meeting the requirements of Rule 144A under the Securities Act or
(ii) pursuant to an exemption from registration under the Securities Act
provided by Rule 144 thereunder (if available), (b) in accordance with all
applicable securities laws of the United States or foreign jurisdictions and (c)
otherwise in accordance with the terms of the Pooling and Servicing Agreement.
Information contained in this material is current as of the date appearing on
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 by the
information contained in any final Private Placement Memorandum for any
securities actually sold to you. This material is furnished solely by the
Placement Agent 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. Certain terms used herein are
defined in the Private Placement Memorandum.
BCF @ 0% CPR
EFFECTIVE
PAYMENT BEG PRINCIPAL INTEREST INTEREST INTEREST TOTAL END INTEREST
PERIOD DATE BALANCE PAYMENT DUE PAYMENT SHORT EXPENSE PAYMENT BALANCE RATE
1 4/10/2004 84,601,018.00 630,072.99 213,970.07 213,970.07 0 0 844,043.06 83,970,945.01 3.04%
2 5/10/2004 83,970,945.01 729,192.62 212,376.52 212,376.52 0 0 941,569.13 83,241,752.40 3.04%
3 6/10/2004 83,241,752.40 636,817.02 210,532.27 210,532.27 0 0 847,349.28 82,604,935.38 3.04%
4 7/10/2004 82,604,935.38 735,751.70 208,921.65 208,921.65 0 0 944,673.35 81,869,183.68 3.04%
5 8/10/2004 81,869,183.68 643,627.50 207,060.81 207,060.81 0 0 850,688.31 81,225,556.18 3.04%
6 9/10/2004 81,225,556.18 646,819.14 205,432.97 205,432.97 0 0 852,252.11 80,578,737.04 3.04%
7 10/10/2004 80,578,737.04 745,479.51 203,797.06 203,797.06 0 0 949,276.57 79,833,257.53 3.04%
8 11/10/2004 79,833,257.53 653,728.17 201,911.61 201,911.61 0 0 855,639.78 79,179,529.36 3.04%
9 12/10/2004 79,179,529.36 752,199.08 200,258.23 200,258.23 0 0 952,457.30 78,427,330.29 3.04%
10 1/10/2005 78,427,330.29 660,705.29 198,355.79 198,355.79 0 0 859,061.08 77,766,625.00 3.04%
11 2/10/2005 77,766,625.00 663,982.23 196,684.76 196,684.76 0 0 860,666.99 77,102,642.77 3.04%
12 3/10/2005 77,102,642.77 951,964.72 195,005.43 195,005.43 0 0 1,146,970.16 76,150,678.04 3.04%
13 4/10/2005 76,150,678.04 672,010.60 192,597.76 192,597.76 0 0 864,608.35 75,478,667.45 3.04%
14 5/10/2005 75,478,667.45 769,980.18 190,898.13 190,898.13 0 0 960,878.31 74,708,687.27 3.04%
15 6/10/2005 74,708,687.27 679,167.97 188,950.72 188,950.72 0 0 868,118.69 74,029,519.29 3.04%
16 7/10/2005 74,029,519.29 776,941.29 187,232.99 187,232.99 0 0 964,174.28 73,252,578.01 3.04%
17 8/10/2005 73,252,578.01 686,395.90 185,267.98 185,267.98 0 0 871,663.88 72,566,182.10 3.04%
18 9/10/2005 72,566,182.10 702,888.43 183,531.97 183,531.97 0 0 886,420.40 71,863,293.67 3.04%
19 10/10/2005 71,863,293.67 802,292.36 181,754.25 181,754.25 0 0 984,046.61 71,061,001.31 3.04%
20 11/10/2005 71,061,001.31 718,921.58 179,725.12 179,725.12 0 0 898,646.69 70,342,079.74 3.04%
21 12/10/2005 70,342,079.74 846,008.27 177,906.84 177,906.84 0 0 1,023,915.11 69,496,071.47 3.04%
22 1/10/2006 69,496,071.47 764,515.75 175,767.15 175,767.15 0 0 940,282.89 68,731,555.72 3.04%
23 2/10/2006 68,731,555.72 768,304.26 173,833.56 173,833.56 0 0 942,137.82 67,963,251.46 3.04%
24 3/10/2006 67,963,251.46 1,083,305.46 171,890.39 171,890.39 0 0 1,255,195.85 66,879,946.00 3.04%
25 4/10/2006 66,879,946.00 777,493.10 169,150.53 169,150.53 0 0 946,643.63 66,102,452.90 3.04%
26 5/10/2006 66,102,452.90 884,779.78 167,184.12 167,184.12 0 0 1,051,963.90 65,217,673.12 3.04%
27 6/10/2006 65,217,673.12 785,735.79 164,946.36 164,946.36 0 0 950,682.16 64,431,937.33 3.04%
28 7/10/2006 64,431,937.33 892,796.38 162,959.11 162,959.11 0 0 1,055,755.49 63,539,140.95 3.04%
29 8/10/2006 63,539,140.95 794,059.63 160,701.08 160,701.08 0 0 954,760.71 62,745,081.32 3.04%
30 9/10/2006 62,745,081.32 797,995.62 158,692.77 158,692.77 0 0 956,688.39 61,947,085.70 3.04%
31 10/10/2006 61,947,085.70 904,719.94 156,674.50 156,674.50 0 0 1,061,394.44 61,042,365.76 3.04%
32 11/10/2006 61,042,365.76 806,440.14 154,386.32 154,386.32 0 0 960,826.46 60,235,925.62 3.04%
33 12/10/2006 60,235,925.62 933,322.41 152,346.70 152,346.70 0 0 1,085,669.11 59,302,603.21 3.04%
34 1/10/2007 59,302,603.21 831,635.22 149,986.17 149,986.17 0 0 981,621.38 58,470,967.99 3.04%
35 2/10/2007 58,470,967.99 835,766.37 147,882.82 147,882.82 0 0 983,649.19 57,635,201.62 3.04%
36 3/10/2007 57,635,201.62 1,157,652.00 145,769.03 145,769.03 0 0 1,303,421.04 56,477,549.62 3.04%
37 4/10/2007 56,477,549.62 845,683.66 142,841.14 142,841.14 0 0 988,524.79 55,631,865.96 3.04%
38 5/10/2007 55,631,865.96 955,474.88 140,702.26 140,702.26 0 0 1,096,177.14 54,676,391.08 3.04%
39 6/10/2007 54,676,391.08 854,636.96 138,285.71 138,285.71 0 0 992,922.66 53,821,754.12 3.04%
40 7/10/2007 53,821,754.12 964,182.72 136,124.19 136,124.19 0 0 1,100,306.91 52,857,571.40 3.04%
41 8/10/2007 52,857,571.40 863,678.62 133,685.61 133,685.61 0 0 997,364.23 51,993,892.77 3.04%
42 9/10/2007 51,993,892.77 867,970.12 131,501.22 131,501.22 0 0 999,471.34 51,125,922.65 3.04%
43 10/10/2007 51,125,922.65 977,150.33 129,305.98 129,305.98 0 0 1,106,456.31 50,148,772.32 3.04%
44 11/10/2007 50,148,772.32 877,143.37 126,834.60 126,834.60 0 0 1,003,977.97 49,271,628.95 3.04%
45 12/10/2007 49,271,628.95 986,072.09 124,616.16 124,616.16 0 0 1,110,688.25 48,285,556.86 3.04%
46 1/10/2008 48,285,556.86 886,407.16 122,122.22 122,122.22 0 0 1,008,529.38 47,399,149.71 3.04%
47 2/10/2008 47,399,149.71 890,812.38 119,880.35 119,880.35 0 0 1,010,692.73 46,508,337.33 3.04%
48 3/10/2008 46,508,337.33 1,103,493.06 117,627.34 117,627.34 0 0 1,221,120.40 45,404,844.27 3.04%
49 4/10/2008 45,404,844.27 900,733.12 114,836.42 114,836.42 0 0 1,015,569.54 44,504,111.15 3.04%
50 5/10/2008 44,504,111.15 1,009,015.13 112,558.31 112,558.31 0 0 1,121,573.45 43,495,096.02 3.04%
51 6/10/2008 43,495,096.02 910,229.80 110,006.35 110,006.35 0 0 1,020,236.15 42,584,866.22 3.04%
52 7/10/2008 42,584,866.22 1,018,251.47 107,704.22 107,704.22 0 0 1,125,955.69 41,566,614.75 3.04%
53 8/10/2008 41,566,614.75 919,820.24 105,128.90 105,128.90 0 0 1,024,949.14 40,646,794.51 3.04%
54 9/10/2008 40,646,794.51 924,392.70 102,802.52 102,802.52 0 0 1,027,195.22 39,722,401.80 3.04%
55 10/10/2008 39,722,401.80 7,348,712.19 100,464.57 100,464.57 0 0 7,449,176.76 32,373,689.62 3.04%
56 11/10/2008 32,373,689.62 24,302,460.99 81,878.46 81,878.46 0 0 24,384,339.45 8,071,228.63 3.04%
57 12/10/2008 8,071,228.63 1,054,574.95 20,413.48 20,413.48 0 0 1,074,988.43 7,016,653.68 3.04%
58 1/10/2009 7,016,653.68 954,057.79 17,746.29 17,746.29 0 0 971,804.08 6,062,595.89 3.04%
59 2/10/2009 6,062,595.89 6,062,595.89 15,333.32 15,333.32 0 0 6,077,929.20 0 3.04%
84,601,018.00 8,986,743.12 8,986,743.12 0 0 93,587,761.12
BCF @ 0% CPR
EFFECTIVE
PAYMENT BEG PRINCIPAL INTEREST INTEREST INTEREST TOTAL END INTEREST
PERIOD DATE BALANCE PAYMENT DUE PAYMENT SHORT EXPENSE PAYMENT BALANCE RATE
1 4/10/2004 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
2 5/10/2004 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
3 6/10/2004 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
4 7/10/2004 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
5 8/10/2004 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
6 9/10/2004 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
7 10/10/2004 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
8 11/10/2004 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
9 12/10/2004 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
10 1/10/2005 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
11 2/10/2005 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
12 3/10/2005 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
13 4/10/2005 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
14 5/10/2005 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
15 6/10/2005 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
16 7/10/2005 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
17 8/10/2005 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
18 9/10/2005 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
19 10/10/2005 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
20 11/10/2005 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
21 12/10/2005 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
22 1/10/2006 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
23 2/10/2006 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
24 3/10/2006 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
25 4/10/2006 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
26 5/10/2006 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
27 6/10/2006 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
28 7/10/2006 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
29 8/10/2006 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
30 9/10/2006 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
31 10/10/2006 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
32 11/10/2006 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
33 12/10/2006 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
34 1/10/2007 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
35 2/10/2007 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
36 3/10/2007 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
37 4/10/2007 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
38 5/10/2007 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
39 6/10/2007 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
40 7/10/2007 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
41 8/10/2007 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
42 9/10/2007 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
43 10/10/2007 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
44 11/10/2007 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
45 12/10/2007 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
46 1/10/2008 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
47 2/10/2008 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
48 3/10/2008 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
49 4/10/2008 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
50 5/10/2008 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
51 6/10/2008 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
52 7/10/2008 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
53 8/10/2008 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
54 9/10/2008 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
55 10/10/2008 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
56 11/10/2008 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
57 12/10/2008 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
58 1/10/2009 128,044,055.00 0 421,691.75 421,691.75 0 0 421,691.75 128,044,055.00 3.95%
59 2/10/2009 128,044,055.00 7,434,609.21 421,691.75 421,691.75 0 0 7,856,300.97 120,609,445.79 3.95%
60 3/10/2009 120,609,445.79 29,855,878.59 397,207.11 397,207.11 0 0 30,253,085.70 90,753,567.20 3.95%
61 4/10/2009 90,753,567.20 908,122.17 298,881.75 298,881.75 0 0 1,207,003.92 89,845,445.02 3.95%
62 5/10/2009 89,845,445.02 1,011,848.42 295,891.00 295,891.00 0 0 1,307,739.42 88,833,596.60 3.95%
63 6/10/2009 88,833,596.60 917,759.70 292,558.64 292,558.64 0 0 1,210,318.34 87,915,836.91 3.95%
64 7/10/2009 87,915,836.91 1,021,222.10 289,536.16 289,536.16 0 0 1,310,758.26 86,894,614.80 3.95%
65 8/10/2009 86,894,614.80 927,493.13 286,172.93 286,172.93 0 0 1,213,666.06 85,967,121.67 3.95%
66 9/10/2009 85,967,121.67 932,147.25 283,118.39 283,118.39 0 0 1,215,265.64 85,034,974.42 3.95%
67 10/10/2009 85,034,974.42 1,035,215.79 280,048.52 280,048.52 0 0 1,315,264.30 83,999,758.63 3.95%
68 11/10/2009 83,999,758.63 942,023.86 276,639.21 276,639.21 0 0 1,218,663.07 83,057,734.77 3.95%
69 12/10/2009 83,057,734.77 1,044,822.02 273,536.81 273,536.81 0 0 1,318,358.83 82,012,912.75 3.95%
70 1/10/2010 82,012,912.75 951,998.78 270,095.86 270,095.86 0 0 1,222,094.64 81,060,913.97 3.95%
71 2/10/2010 81,060,913.97 956,776.54 266,960.61 266,960.61 0 0 1,223,737.15 80,104,137.43 3.95%
72 3/10/2010 80,104,137.43 1,254,355.70 263,809.63 263,809.63 0 0 1,518,165.32 78,849,781.74 3.95%
73 4/10/2010 78,849,781.74 967,885.87 259,678.61 259,678.61 0 0 1,227,564.48 77,881,895.87 3.95%
74 5/10/2010 77,881,895.87 1,069,976.08 256,491.04 256,491.04 0 0 1,326,467.13 76,811,919.79 3.95%
75 6/10/2010 76,811,919.79 978,118.26 252,967.26 252,967.26 0 0 1,231,085.52 75,833,801.52 3.95%
76 7/10/2010 75,833,801.52 20,381,418.55 249,745.99 249,745.99 0 0 20,631,164.54 55,452,382.97 3.95%
77 8/10/2010 55,452,382.97 55,452,382.97 182,623.18 182,623.18 0 0 55,635,006.15 0 3.95%
128,044,055.00 29,855,776.19 29,855,776.19 0 0 157,899,831.19
BCF @ 0% CPR
EFFECTIVE
PAYMENT BEG PRINCIPAL INTEREST INTEREST INTEREST TOTAL END INTEREST
PERIOD DATE BALANCE PAYMENT DUE PAYMENT SHORT EXPENSE PAYMENT BALANCE RATE
1 4/10/2004 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
2 5/10/2004 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
3 6/10/2004 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
4 7/10/2004 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
5 8/10/2004 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
6 9/10/2004 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
7 10/10/2004 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
8 11/10/2004 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
9 12/10/2004 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
10 1/10/2005 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
11 2/10/2005 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
12 3/10/2005 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
13 4/10/2005 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
14 5/10/2005 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
15 6/10/2005 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
16 7/10/2005 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
17 8/10/2005 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
18 9/10/2005 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
19 10/10/2005 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
20 11/10/2005 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
21 12/10/2005 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
22 1/10/2006 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
23 2/10/2006 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
24 3/10/2006 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
25 4/10/2006 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
26 5/10/2006 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
27 6/10/2006 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
28 7/10/2006 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
29 8/10/2006 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
30 9/10/2006 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
31 10/10/2006 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
32 11/10/2006 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
33 12/10/2006 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
34 1/10/2007 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
35 2/10/2007 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
36 3/10/2007 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
37 4/10/2007 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
38 5/10/2007 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
39 6/10/2007 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
40 7/10/2007 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
41 8/10/2007 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
42 9/10/2007 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
43 10/10/2007 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
44 11/10/2007 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
45 12/10/2007 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
46 1/10/2008 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
47 2/10/2008 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
48 3/10/2008 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
49 4/10/2008 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
50 5/10/2008 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
51 6/10/2008 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
52 7/10/2008 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
53 8/10/2008 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
54 9/10/2008 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
55 10/10/2008 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
56 11/10/2008 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
57 12/10/2008 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
58 1/10/2009 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
59 2/10/2009 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
60 3/10/2009 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
61 4/10/2009 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
62 5/10/2009 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
63 6/10/2009 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
64 7/10/2009 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
65 8/10/2009 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
66 9/10/2009 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
67 10/10/2009 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
68 11/10/2009 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
69 12/10/2009 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
70 1/10/2010 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
71 2/10/2010 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
72 3/10/2010 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
73 4/10/2010 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
74 5/10/2010 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
75 6/10/2010 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
76 7/10/2010 100,065,758.00 0 361,821.10 361,821.10 0 0 361,821.10 100,065,758.00 4.34%
77 8/10/2010 100,065,758.00 503,700.89 361,821.10 361,821.10 0 0 865,522.00 99,562,057.11 4.34%
78 9/10/2010 99,562,057.11 960,898.79 359,999.80 359,999.80 0 0 1,320,898.60 98,601,158.31 4.34%
79 10/10/2010 98,601,158.31 1,059,326.69 356,525.35 356,525.35 0 0 1,415,852.04 97,541,831.62 4.34%
80 11/10/2010 97,541,831.62 18,221,076.89 352,695.01 352,695.01 0 0 18,573,771.89 79,320,754.74 4.34%
81 12/10/2010 79,320,754.74 1,069,226.32 286,810.63 286,810.63 0 0 1,356,036.95 78,251,528.42 4.34%
82 1/10/2011 78,251,528.42 981,356.62 282,944.48 282,944.48 0 0 1,264,301.11 77,270,171.79 4.34%
83 2/10/2011 77,270,171.79 986,299.48 279,396.06 279,396.06 0 0 1,265,695.55 76,283,872.31 4.34%
84 3/10/2011 76,283,872.31 1,269,562.60 275,829.77 275,829.77 0 0 1,545,392.36 75,014,309.71 4.34%
85 4/10/2011 75,014,309.71 997,672.92 271,239.24 271,239.24 0 0 1,268,912.16 74,016,636.79 4.34%
86 5/10/2011 74,016,636.79 1,095,094.75 267,631.82 267,631.82 0 0 1,362,726.58 72,921,542.04 4.34%
87 6/10/2011 72,921,542.04 1,008,218.33 263,672.14 263,672.14 0 0 1,271,890.47 71,913,323.71 4.34%
88 7/10/2011 71,913,323.71 21,376,059.04 260,026.59 260,026.59 0 0 21,636,085.63 50,537,264.67 4.34%
89 8/10/2011 50,537,264.67 985,890.82 182,734.33 182,734.33 0 0 1,168,625.15 49,551,373.84 4.34%
90 9/10/2011 49,551,373.84 990,860.36 179,169.51 179,169.51 0 0 1,170,029.87 48,560,513.49 4.34%
91 10/10/2011 48,560,513.49 1,084,170.65 175,586.72 175,586.72 0 0 1,259,757.38 47,476,342.84 4.34%
92 11/10/2011 47,476,342.84 1,001,323.75 171,666.54 171,666.54 0 0 1,172,990.29 46,475,019.09 4.34%
93 12/10/2011 46,475,019.09 1,094,347.83 168,045.92 168,045.92 0 0 1,262,393.75 45,380,671.25 4.34%
EFFECTIVE
PAYMENT BEG PRINCIPAL INTEREST INTEREST INTEREST TOTAL END INTEREST
PERIOD DATE BALANCE PAYMENT DUE PAYMENT SHORT EXPENSE PAYMENT BALANCE RATE
94 1/10/2012 45,380,671.25 12,792,809.69 164,088.94 164,088.94 0 0 12,956,898.64 32,587,861.56 4.34%
95 2/10/2012 32,587,861.56 20,366,907.85 117,832.28 117,832.28 0 0 20,484,740.13 12,220,953.71 4.34%
96 3/10/2012 12,220,953.71 1,110,280.46 44,188.93 44,188.93 0 0 1,154,469.40 11,110,673.25 4.34%
97 4/10/2012 11,110,673.25 950,256.19 40,174.34 40,174.34 0 0 990,430.53 10,160,417.06 4.34%
98 5/10/2012 10,160,417.06 1,037,567.47 36,738.37 36,738.37 0 0 1,074,305.84 9,122,849.59 4.34%
99 6/10/2012 9,122,849.59 960,339.11 32,986.70 32,986.70 0 0 993,325.81 8,162,510.48 4.34%
100 7/10/2012 8,162,510.48 1,047,374.80 29,514.28 29,514.28 0 0 1,076,889.08 7,115,135.68 4.34%
101 8/10/2012 7,115,135.68 970,523.28 25,727.14 25,727.14 0 0 996,250.43 6,144,612.40 4.34%
102 9/10/2012 6,144,612.40 975,445.24 22,217.89 22,217.89 0 0 997,663.13 5,169,167.16 4.34%
103 10/10/2012 5,169,167.16 1,062,068.06 18,690.85 18,690.85 0 0 1,080,758.91 4,107,099.10 4.34%
104 11/10/2012 4,107,099.10 985,781.12 14,850.59 14,850.59 0 0 1,000,631.70 3,121,317.98 4.34%
105 12/10/2012 3,121,317.98 1,072,121.45 11,286.17 11,286.17 0 0 1,083,407.62 2,049,196.53 4.34%
106 1/10/2013 2,049,196.53 996,220.81 7,409.55 7,409.55 0 0 1,003,630.36 1,052,975.72 4.34%
107 2/10/2013 1,052,975.72 1,001,273.60 3,807.38 3,807.38 0 0 1,005,080.98 51,702.13 4.34%
108 3/10/2013 51,702.13 51,702.13 186.95 186.95 0 0 51,889.07 0 4.34%
100,065,758.00 32,563,899.26 32,563,899.26 0 0 132,629,657.26
BCF @ 0% CPR
EFFEC-
TIVE
PAYMENT BEG PRINCIPAL INTEREST INTEREST INTEREST TOTAL END INTEREST
PERIOD DATE BALANCE PAYMENT DUE PAYMENT SHORT EXPENSE PAYMENT BALANCE RATE
1 4/10/2004 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
2 5/10/2004 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
3 6/10/2004 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
4 7/10/2004 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
5 8/10/2004 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
6 9/10/2004 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
7 10/10/2004 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
8 11/10/2004 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
9 12/10/2004 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
10 1/10/2005 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
11 2/10/2005 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
12 3/10/2005 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
13 4/10/2005 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
14 5/10/2005 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
15 6/10/2005 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
16 7/10/2005 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
17 8/10/2005 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
18 9/10/2005 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
19 10/10/2005 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
20 11/10/2005 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
21 12/10/2005 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
22 1/10/2006 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
23 2/10/2006 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
24 3/10/2006 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
25 4/10/2006 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
26 5/10/2006 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
27 6/10/2006 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
28 7/10/2006 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
29 8/10/2006 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
30 9/10/2006 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
31 10/10/2006 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
32 11/10/2006 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
33 12/10/2006 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
34 1/10/2007 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
35 2/10/2007 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
36 3/10/2007 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
37 4/10/2007 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
38 5/10/2007 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
39 6/10/2007 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
40 7/10/2007 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
41 8/10/2007 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
42 9/10/2007 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
43 10/10/2007 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
44 11/10/2007 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
45 12/10/2007 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
46 1/10/2008 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
47 2/10/2008 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
48 3/10/2008 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
49 4/10/2008 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
50 5/10/2008 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
51 6/10/2008 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
52 7/10/2008 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
53 8/10/2008 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
54 9/10/2008 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
55 10/10/2008 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
56 11/10/2008 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
57 12/10/2008 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
58 1/10/2009 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
59 2/10/2009 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
60 3/10/2009 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
61 4/10/2009 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
62 5/10/2009 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
63 6/10/2009 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
64 7/10/2009 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
65 8/10/2009 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
66 9/10/2009 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
67 10/10/2009 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
68 11/10/2009 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
69 12/10/2009 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
70 1/10/2010 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
71 2/10/2010 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
72 3/10/2010 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
73 4/10/2010 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
74 5/10/2010 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
75 6/10/2010 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
76 7/10/2010 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
77 8/10/2010 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
78 9/10/2010 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
79 10/10/2010 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
80 11/10/2010 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
81 12/10/2010 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
82 1/10/2011 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
83 2/10/2011 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
EFFEC-
TIVE
PAYMENT BEG PRINCIPAL INTEREST INTEREST INTEREST TOTAL END INTEREST
PERIOD DATE BALANCE PAYMENT DUE PAYMENT SHORT EXPENSE PAYMENT BALANCE RATE
84 3/10/2011 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
85 4/10/2011 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
86 5/10/2011 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
87 6/10/2011 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
88 7/10/2011 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
89 8/10/2011 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
90 9/10/2011 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
91 10/10/2011 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
92 11/10/2011 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
93 12/10/2011 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
94 1/10/2012 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
95 2/10/2012 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
96 3/10/2012 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
97 4/10/2012 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
98 5/10/2012 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
99 6/10/2012 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
100 7/10/2012 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
101 8/10/2012 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
102 9/10/2012 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
103 10/10/2012 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
104 11/10/2012 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
105 12/10/2012 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
106 1/10/2013 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
107 2/10/2013 521,853,980.00 0 2,039,144.43 2,039,144.43 0 0 2,039,144.43 521,853,980.00 4.69%
108 3/10/2013 521,853,980.00 1,197,165.17 2,039,144.43 2,039,144.43 0 0 3,236,309.60 520,656,814.83 4.69%
109 4/10/2013 520,656,814.83 1,012,693.70 2,034,466.50 2,034,466.50 0 0 3,047,160.21 519,644,121.13 4.69%
110 5/10/2013 519,644,121.13 1,098,298.52 2,030,509.40 2,030,509.40 0 0 3,128,807.92 518,545,822.61 4.69%
111 6/10/2013 518,545,822.61 1,023,403.74 2,026,217.80 2,026,217.80 0 0 3,049,621.55 517,522,418.87 4.69%
112 7/10/2013 517,522,418.87 1,108,715.85 2,022,218.85 2,022,218.85 0 0 3,130,934.70 516,413,703.02 4.69%
113 8/10/2013 516,413,703.02 35,970,642.65 2,017,886.54 2,017,886.54 0 0 37,988,529.19 480,443,060.37 4.69%
114 9/10/2013 480,443,060.37 150,511,878.62 1,877,331.26 1,877,331.26 0 0 152,389,209.88 329,931,181.75 4.69%
115 10/10/2013 329,931,181.75 58,973,534.74 1,289,206.09 1,289,206.09 0 0 60,262,740.83 270,957,647.01 4.69%
116 11/10/2013 270,957,647.01 92,281,359.75 1,058,767.01 1,058,767.01 0 0 93,340,126.75 178,676,287.26 4.69%
117 12/10/2013 178,676,287.26 120,639,467.60 698,177.59 698,177.59 0 0 121,337,645.20 58,036,819.66 4.69%
118 1/10/2014 58,036,819.66 58,036,819.66 226,778.87 226,778.87 0 0 58,263,598.53 0 4.69%
521,853,980.00 235,509,158.03 235,509,158.03 0 0 757,363,138.03
BCF @ 0% CPR
EFFECTIVE
PAYMENT BEG PRINCIPAL INTEREST INTEREST INTEREST TOTAL END INTEREST
PERIOD DATE BALANCE PAYMENT DUE PAYMENT SHORT EXPENSE PAYMENT BALANCE RATE
1 4/10/2004 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
2 5/10/2004 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
3 6/10/2004 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
4 7/10/2004 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
5 8/10/2004 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
6 9/10/2004 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
7 10/10/2004 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
8 11/10/2004 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
9 12/10/2004 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
10 1/10/2005 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
11 2/10/2005 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
12 3/10/2005 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
13 4/10/2005 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
14 5/10/2005 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
15 6/10/2005 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
16 7/10/2005 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
17 8/10/2005 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
18 9/10/2005 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
19 10/10/2005 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
20 11/10/2005 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
21 12/10/2005 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
22 1/10/2006 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
23 2/10/2006 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
24 3/10/2006 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
25 4/10/2006 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
26 5/10/2006 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
27 6/10/2006 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
28 7/10/2006 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
29 8/10/2006 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
30 9/10/2006 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
31 10/10/2006 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
32 11/10/2006 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
33 12/10/2006 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
34 1/10/2007 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
35 2/10/2007 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
36 3/10/2007 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
37 4/10/2007 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
38 5/10/2007 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
39 6/10/2007 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
40 7/10/2007 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
41 8/10/2007 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
42 9/10/2007 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
43 10/10/2007 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
44 11/10/2007 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
45 12/10/2007 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
46 1/10/2008 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
47 2/10/2008 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
48 3/10/2008 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
49 4/10/2008 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
50 5/10/2008 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
51 6/10/2008 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
52 7/10/2008 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
53 8/10/2008 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
54 9/10/2008 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
55 10/10/2008 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
56 11/10/2008 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
57 12/10/2008 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
58 1/10/2009 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
59 2/10/2009 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
60 3/10/2009 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
61 4/10/2009 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
62 5/10/2009 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
63 6/10/2009 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
64 7/10/2009 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
65 8/10/2009 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
66 9/10/2009 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
67 10/10/2009 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
68 11/10/2009 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
69 12/10/2009 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
70 1/10/2010 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
71 2/10/2010 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
72 3/10/2010 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
73 4/10/2010 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
74 5/10/2010 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
75 6/10/2010 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
76 7/10/2010 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
77 8/10/2010 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
78 9/10/2010 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
79 10/10/2010 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
80 11/10/2010 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
81 12/10/2010 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
82 1/10/2011 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
83 2/10/2011 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
84 3/10/2011 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
85 4/10/2011 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
86 5/10/2011 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
87 6/10/2011 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
88 7/10/2011 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
89 8/10/2011 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
90 9/10/2011 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
91 10/10/2011 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
92 11/10/2011 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
93 12/10/2011 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
94 1/10/2012 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
95 2/10/2012 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
96 3/10/2012 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
97 4/10/2012 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
98 5/10/2012 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
99 6/10/2012 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
100 7/10/2012 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
101 8/10/2012 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
102 9/10/2012 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
103 10/10/2012 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
104 11/10/2012 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
105 12/10/2012 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
106 1/10/2013 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
107 2/10/2013 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
108 3/10/2013 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
109 4/10/2013 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
110 5/10/2013 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
111 6/10/2013 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
112 7/10/2013 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
113 8/10/2013 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
114 9/10/2013 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
115 10/10/2013 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
116 11/10/2013 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
117 12/10/2013 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
118 1/10/2014 31,520,604.00 0 125,767.21 125,767.21 0 0 125,767.21 31,520,604.00 4.79%
119 2/10/2014 31,520,604.00 31,520,604.00 125,767.21 125,767.21 0 0 31,646,371.21 0 4.79%
31,520,604.00 14,966,297.99 14,966,297.99 0 0 46,486,901.99
BCF @ 0% CPR
EFFECTIVE
PAYMENT BEG PRINCIPAL INTEREST INTEREST INTEREST TOTAL END INTEREST
PERIOD DATE BALANCE PAYMENT DUE PAYMENT SHORT EXPENSE PAYMENT BALANCE RATE
1 4/10/2004 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
2 5/10/2004 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
3 6/10/2004 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
4 7/10/2004 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
5 8/10/2004 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
6 9/10/2004 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
7 10/10/2004 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
8 11/10/2004 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
9 12/10/2004 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
10 1/10/2005 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
11 2/10/2005 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
12 3/10/2005 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
13 4/10/2005 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
14 5/10/2005 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
15 6/10/2005 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
16 7/10/2005 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
17 8/10/2005 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
18 9/10/2005 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
19 10/10/2005 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
20 11/10/2005 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
21 12/10/2005 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
22 1/10/2006 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
23 2/10/2006 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
24 3/10/2006 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
25 4/10/2006 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
26 5/10/2006 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
27 6/10/2006 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
28 7/10/2006 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
29 8/10/2006 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
30 9/10/2006 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
31 10/10/2006 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
32 11/10/2006 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
33 12/10/2006 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
34 1/10/2007 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
35 2/10/2007 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
36 3/10/2007 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
37 4/10/2007 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
38 5/10/2007 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
39 6/10/2007 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
40 7/10/2007 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
41 8/10/2007 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
42 9/10/2007 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
43 10/10/2007 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
44 11/10/2007 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
45 12/10/2007 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
46 1/10/2008 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
47 2/10/2008 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
48 3/10/2008 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
49 4/10/2008 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
50 5/10/2008 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
51 6/10/2008 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
52 7/10/2008 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
53 8/10/2008 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
54 9/10/2008 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
55 10/10/2008 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
56 11/10/2008 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
57 12/10/2008 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
58 1/10/2009 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
59 2/10/2009 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
60 3/10/2009 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
61 4/10/2009 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
62 5/10/2009 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
63 6/10/2009 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
64 7/10/2009 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
65 8/10/2009 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
66 9/10/2009 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
67 10/10/2009 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
68 11/10/2009 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
69 12/10/2009 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
70 1/10/2010 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
71 2/10/2010 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
72 3/10/2010 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
73 4/10/2010 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
74 5/10/2010 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
75 6/10/2010 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
76 7/10/2010 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
77 8/10/2010 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
78 9/10/2010 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
79 10/10/2010 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
80 11/10/2010 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
81 12/10/2010 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
82 1/10/2011 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
83 2/10/2011 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
84 3/10/2011 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
85 4/10/2011 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
86 5/10/2011 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
87 6/10/2011 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
88 7/10/2011 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
89 8/10/2011 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
90 9/10/2011 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
91 10/10/2011 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
92 11/10/2011 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
93 12/10/2011 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
94 1/10/2012 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
95 2/10/2012 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
96 3/10/2012 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
97 4/10/2012 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
98 5/10/2012 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
99 6/10/2012 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
100 7/10/2012 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
101 8/10/2012 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
102 9/10/2012 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
103 10/10/2012 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
104 11/10/2012 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
105 12/10/2012 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
106 1/10/2013 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
107 2/10/2013 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
108 3/10/2013 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
109 4/10/2013 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
110 5/10/2013 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
111 6/10/2013 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
112 7/10/2013 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
113 8/10/2013 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
114 9/10/2013 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
115 10/10/2013 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
116 11/10/2013 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
117 12/10/2013 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
118 1/10/2014 13,271,833.00 0 53,596.09 53,596.09 0 0 53,596.09 13,271,833.00 4.85%
119 2/10/2014 13,271,833.00 6,070,871.85 53,596.09 53,596.09 0 0 6,124,467.93 7,200,961.15 4.85%
120 3/10/2014 7,200,961.15 393,938.49 29,079.88 29,079.88 0 0 423,018.37 6,807,022.67 4.85%
121 4/10/2014 6,807,022.67 318,823.14 27,489.03 27,489.03 0 0 346,312.17 6,488,199.53 4.85%
122 5/10/2014 6,488,199.53 346,007.74 26,201.51 26,201.51 0 0 372,209.25 6,142,191.78 4.85%
123 6/10/2014 6,142,191.78 322,163.26 24,804.22 24,804.22 0 0 346,967.48 5,820,028.53 4.85%
124 7/10/2014 5,820,028.53 349,256.41 23,503.22 23,503.22 0 0 372,759.62 5,470,772.12 4.85%
125 8/10/2014 5,470,772.12 5,470,772.12 22,092.80 22,092.80 0 0 5,492,864.92 0 4.85%
13,271,833.00 6,531,104.84 6,531,104.84 0 0 19,802,937.84
BCF @ 0% CPR
PERIOD PAYMENT DATE BEG BALANCE PRINCIPAL PAYMENT INTEREST DUE
1 4/10/04 29,861,625.00 0 122,880.59
2 5/10/04 29,861,625.00 0 122,880.59
3 6/10/04 29,861,625.00 0 122,880.59
4 7/10/04 29,861,625.00 0 122,880.59
5 8/10/04 29,861,625.00 0 122,880.59
6 9/10/04 29,861,625.00 0 122,880.59
7 10/10/04 29,861,625.00 0 122,880.59
8 11/10/04 29,861,625.00 0 122,880.59
9 12/10/04 29,861,625.00 0 122,880.59
10 1/10/05 29,861,625.00 0 122,880.59
11 2/10/05 29,861,625.00 0 122,880.59
12 3/10/05 29,861,625.00 0 122,880.59
13 4/10/05 29,861,625.00 0 122,880.59
14 5/10/05 29,861,625.00 0 122,880.59
15 6/10/05 29,861,625.00 0 122,880.59
16 7/10/05 29,861,625.00 0 122,880.59
17 8/10/05 29,861,625.00 0 122,880.59
18 9/10/05 29,861,625.00 0 122,880.59
19 10/10/05 29,861,625.00 0 122,880.59
20 11/10/05 29,861,625.00 0 122,880.59
21 12/10/05 29,861,625.00 0 122,880.59
22 1/10/06 29,861,625.00 0 122,880.59
23 2/10/06 29,861,625.00 0 122,880.59
24 3/10/06 29,861,625.00 0 122,880.59
25 4/10/06 29,861,625.00 0 122,880.59
26 5/10/06 29,861,625.00 0 122,880.59
27 6/10/06 29,861,625.00 0 122,880.59
28 7/10/06 29,861,625.00 0 122,880.59
29 8/10/06 29,861,625.00 0 122,880.59
30 9/10/06 29,861,625.00 0 122,880.59
31 10/10/06 29,861,625.00 0 122,880.59
32 11/10/06 29,861,625.00 0 122,880.59
33 12/10/06 29,861,625.00 0 122,880.59
34 1/10/07 29,861,625.00 0 122,880.59
35 2/10/07 29,861,625.00 0 122,880.59
36 3/10/07 29,861,625.00 0 122,880.59
37 4/10/07 29,861,625.00 0 122,880.59
38 5/10/07 29,861,625.00 0 122,880.59
39 6/10/07 29,861,625.00 0 122,880.59
40 7/10/07 29,861,625.00 0 122,880.59
41 8/10/07 29,861,625.00 0 122,880.59
42 9/10/07 29,861,625.00 0 122,880.59
43 10/10/07 29,861,625.00 0 122,880.59
44 11/10/07 29,861,625.00 0 122,880.59
45 12/10/07 29,861,625.00 0 122,880.59
46 1/10/08 29,861,625.00 0 122,880.59
47 2/10/08 29,861,625.00 0 122,880.59
48 3/10/08 29,861,625.00 0 122,880.59
49 4/10/08 29,861,625.00 0 122,880.59
50 5/10/08 29,861,625.00 0 122,880.59
51 6/10/08 29,861,625.00 0 122,880.59
52 7/10/08 29,861,625.00 0 122,880.59
53 8/10/08 29,861,625.00 0 122,880.59
54 9/10/08 29,861,625.00 0 122,880.59
55 10/10/08 29,861,625.00 0 122,880.59
56 11/10/08 29,861,625.00 0 122,880.59
57 12/10/08 29,861,625.00 0 122,880.59
58 1/10/09 29,861,625.00 0 122,880.59
59 2/10/09 29,861,625.00 0 122,880.59
60 3/10/09 29,861,625.00 0 122,880.59
61 4/10/09 29,861,625.00 0 122,880.59
62 5/10/09 29,861,625.00 0 122,880.59
63 6/10/09 29,861,625.00 0 122,880.59
64 7/10/09 29,861,625.00 0 122,880.59
65 8/10/09 29,861,625.00 0 122,880.59
66 9/10/09 29,861,625.00 0 122,880.59
67 10/10/09 29,861,625.00 0 122,880.59
68 11/10/09 29,861,625.00 0 122,880.59
69 12/10/09 29,861,625.00 0 122,880.59
70 1/10/10 29,861,625.00 0 122,880.59
71 2/10/10 29,861,625.00 0 122,880.59
72 3/10/10 29,861,625.00 0 122,880.59
73 4/10/10 29,861,625.00 0 122,880.59
74 5/10/10 29,861,625.00 0 122,880.59
75 6/10/10 29,861,625.00 0 122,880.59
76 7/10/10 29,861,625.00 0 122,880.59
77 8/10/10 29,861,625.00 0 122,880.59
78 9/10/10 29,861,625.00 0 122,880.59
79 10/10/10 29,861,625.00 0 122,880.59
80 11/10/10 29,861,625.00 0 122,880.59
81 12/10/10 29,861,625.00 0 122,880.59
82 1/10/11 29,861,625.00 0 122,880.59
83 2/10/11 29,861,625.00 0 122,880.59
84 3/10/11 29,861,625.00 0 122,880.59
85 4/10/11 29,861,625.00 0 122,880.59
86 5/10/11 29,861,625.00 0 122,880.59
87 6/10/11 29,861,625.00 0 122,880.59
88 7/10/11 29,861,625.00 0 122,880.59
89 8/10/11 29,861,625.00 0 122,880.59
90 9/10/11 29,861,625.00 0 122,880.59
91 10/10/11 29,861,625.00 0 122,880.59
92 11/10/11 29,861,625.00 0 122,880.59
93 12/10/11 29,861,625.00 0 122,880.59
94 1/10/12 29,861,625.00 0 122,880.59
95 2/10/12 29,861,625.00 0 122,880.59
96 3/10/12 29,861,625.00 0 122,880.59
97 4/10/12 29,861,625.00 0 122,880.59
98 5/10/12 29,861,625.00 0 122,880.59
99 6/10/12 29,861,625.00 0 122,880.59
100 7/10/12 29,861,625.00 0 122,880.59
101 8/10/12 29,861,625.00 0 122,880.59
102 9/10/12 29,861,625.00 0 122,880.59
103 10/10/12 29,861,625.00 0 122,880.59
104 11/10/12 29,861,625.00 0 122,880.59
105 12/10/12 29,861,625.00 0 122,880.59
106 1/10/13 29,861,625.00 0 122,880.59
107 2/10/13 29,861,625.00 0 122,880.59
108 3/10/13 29,861,625.00 0 122,880.59
109 4/10/13 29,861,625.00 0 122,880.59
110 5/10/13 29,861,625.00 0 122,880.59
111 6/10/13 29,861,625.00 0 122,880.59
112 7/10/13 29,861,625.00 0 122,880.59
113 8/10/13 29,861,625.00 0 122,880.59
114 9/10/13 29,861,625.00 0 122,880.59
115 10/10/13 29,861,625.00 0 122,880.59
116 11/10/13 29,861,625.00 0 122,880.59
117 12/10/13 29,861,625.00 0 122,880.59
118 1/10/14 29,861,625.00 0 122,880.59
119 2/10/14 29,861,625.00 0 122,880.59
120 3/10/14 29,861,625.00 0 122,880.59
121 4/10/14 29,861,625.00 0 122,880.59
122 5/10/14 29,861,625.00 0 122,880.59
123 6/10/14 29,861,625.00 0 122,880.59
124 7/10/14 29,861,625.00 0 122,880.59
125 8/10/14 29,861,625.00 3,864,507.59 122,880.59
126 9/10/14 25,997,117.41 308,534.33 106,978.14
127 10/10/14 25,688,583.09 334,174.09 105,708.52
128 11/10/14 25,354,408.99 25,354,408.99 104,333.39
29,861,625.00 15,677,093.41
INTEREST PAYMENT INTEREST SHORT EXPENSE TOTAL PAYMENT END BALANCE EFFECTIVE INTEREST RATE
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 122,880.59 29,861,625.00 4.94%
122,880.59 0 0 3,987,388.17 25,997,117.41 4.94%
106,978.14 0 0 415,512.47 25,688,583.09 4.94%
105,708.52 0 0 439,882.61 25,354,408.99 4.94%
104,333.39 0 0 25,458,742.39 0 4.94%
15,677,093.41 0 0 45,538,718.41
BCF @ 0% CPR
PERIOD PAYMENT DATE BEG BALANCE PRINCIPAL PAYMENT INTEREST DUE INTEREST PAYMENT
1 4/10/04 13,271,833.00 0 55,199.77 55,199.77
2 5/10/04 13,271,833.00 0 55,199.77 55,199.77
3 6/10/04 13,271,833.00 0 55,199.77 55,199.77
4 7/10/04 13,271,833.00 0 55,199.77 55,199.77
5 8/10/04 13,271,833.00 0 55,199.77 55,199.77
6 9/10/04 13,271,833.00 0 55,199.77 55,199.77
7 10/10/04 13,271,833.00 0 55,199.77 55,199.77
8 11/10/04 13,271,833.00 0 55,199.77 55,199.77
9 12/10/04 13,271,833.00 0 55,199.77 55,199.77
10 1/10/05 13,271,833.00 0 55,199.77 55,199.77
11 2/10/05 13,271,833.00 0 55,199.77 55,199.77
12 3/10/05 13,271,833.00 0 55,199.77 55,199.77
13 4/10/05 13,271,833.00 0 55,199.77 55,199.77
14 5/10/05 13,271,833.00 0 55,199.77 55,199.77
15 6/10/05 13,271,833.00 0 55,199.77 55,199.77
16 7/10/05 13,271,833.00 0 55,199.77 55,199.77
17 8/10/05 13,271,833.00 0 55,199.77 55,199.77
18 9/10/05 13,271,833.00 0 55,199.77 55,199.77
19 10/10/05 13,271,833.00 0 55,199.77 55,199.77
20 11/10/05 13,271,833.00 0 55,199.77 55,199.77
21 12/10/05 13,271,833.00 0 55,199.77 55,199.77
22 1/10/06 13,271,833.00 0 55,199.77 55,199.77
23 2/10/06 13,271,833.00 0 55,199.77 55,199.77
24 3/10/06 13,271,833.00 0 55,199.77 55,199.77
25 4/10/06 13,271,833.00 0 55,199.77 55,199.77
26 5/10/06 13,271,833.00 0 55,199.77 55,199.77
27 6/10/06 13,271,833.00 0 55,199.77 55,199.77
28 7/10/06 13,271,833.00 0 55,199.77 55,199.77
29 8/10/06 13,271,833.00 0 55,199.77 55,199.77
30 9/10/06 13,271,833.00 0 55,199.77 55,199.77
31 10/10/06 13,271,833.00 0 55,199.77 55,199.77
32 11/10/06 13,271,833.00 0 55,199.77 55,199.77
33 12/10/06 13,271,833.00 0 55,199.77 55,199.77
34 1/10/07 13,271,833.00 0 55,199.77 55,199.77
35 2/10/07 13,271,833.00 0 55,199.77 55,199.77
36 3/10/07 13,271,833.00 0 55,199.77 55,199.77
37 4/10/07 13,271,833.00 0 55,199.77 55,199.77
38 5/10/07 13,271,833.00 0 55,199.77 55,199.77
39 6/10/07 13,271,833.00 0 55,199.77 55,199.77
40 7/10/07 13,271,833.00 0 55,199.77 55,199.77
41 8/10/07 13,271,833.00 0 55,199.77 55,199.77
42 9/10/07 13,271,833.00 0 55,199.77 55,199.77
43 10/10/07 13,271,833.00 0 55,199.77 55,199.77
44 11/10/07 13,271,833.00 0 55,199.77 55,199.77
45 12/10/07 13,271,833.00 0 55,199.77 55,199.77
46 1/10/08 13,271,833.00 0 55,199.77 55,199.77
47 2/10/08 13,271,833.00 0 55,199.77 55,199.77
48 3/10/08 13,271,833.00 0 55,199.77 55,199.77
49 4/10/08 13,271,833.00 0 55,199.77 55,199.77
50 5/10/08 13,271,833.00 0 55,199.77 55,199.77
51 6/10/08 13,271,833.00 0 55,199.77 55,199.77
52 7/10/08 13,271,833.00 0 55,199.77 55,199.77
53 8/10/08 13,271,833.00 0 55,199.77 55,199.77
54 9/10/08 13,271,833.00 0 55,199.77 55,199.77
55 10/10/08 13,271,833.00 0 55,199.77 55,199.77
56 11/10/08 13,271,833.00 0 55,199.77 55,199.77
57 12/10/08 13,271,833.00 0 55,199.77 55,199.77
58 1/10/09 13,271,833.00 0 55,199.77 55,199.77
59 2/10/09 13,271,833.00 0 55,199.77 55,199.77
60 3/10/09 13,271,833.00 0 55,199.77 55,199.77
61 4/10/09 13,271,833.00 0 55,199.77 55,199.77
62 5/10/09 13,271,833.00 0 55,199.77 55,199.77
63 6/10/09 13,271,833.00 0 55,199.77 55,199.77
64 7/10/09 13,271,833.00 0 55,199.77 55,199.77
65 8/10/09 13,271,833.00 0 55,199.77 55,199.77
66 9/10/09 13,271,833.00 0 55,199.77 55,199.77
67 10/10/09 13,271,833.00 0 55,199.77 55,199.77
68 11/10/09 13,271,833.00 0 55,199.77 55,199.77
69 12/10/09 13,271,833.00 0 55,199.77 55,199.77
70 1/10/10 13,271,833.00 0 55,199.77 55,199.77
71 2/10/10 13,271,833.00 0 55,199.77 55,199.77
72 3/10/10 13,271,833.00 0 55,199.77 55,199.77
73 4/10/10 13,271,833.00 0 55,199.77 55,199.77
74 5/10/10 13,271,833.00 0 55,199.77 55,199.77
75 6/10/10 13,271,833.00 0 55,199.77 55,199.77
76 7/10/10 13,271,833.00 0 55,199.77 55,199.77
77 8/10/10 13,271,833.00 0 55,199.77 55,199.77
78 9/10/10 13,271,833.00 0 55,199.77 55,199.77
79 10/10/10 13,271,833.00 0 55,199.77 55,199.77
80 11/10/10 13,271,833.00 0 55,199.77 55,199.77
81 12/10/10 13,271,833.00 0 55,199.77 55,199.77
82 1/10/11 13,271,833.00 0 55,199.77 55,199.77
83 2/10/11 13,271,833.00 0 55,199.77 55,199.77
84 3/10/11 13,271,833.00 0 55,199.77 55,199.77
85 4/10/11 13,271,833.00 0 55,199.77 55,199.77
86 5/10/11 13,271,833.00 0 55,199.77 55,199.77
87 6/10/11 13,271,833.00 0 55,199.77 55,199.77
88 7/10/11 13,271,833.00 0 55,199.77 55,199.77
89 8/10/11 13,271,833.00 0 55,199.77 55,199.77
90 9/10/11 13,271,833.00 0 55,199.77 55,199.77
91 10/10/11 13,271,833.00 0 55,199.77 55,199.77
92 11/10/11 13,271,833.00 0 55,199.77 55,199.77
93 12/10/11 13,271,833.00 0 55,199.77 55,199.77
94 1/10/12 13,271,833.00 0 55,199.77 55,199.77
95 2/10/12 13,271,833.00 0 55,199.77 55,199.77
96 3/10/12 13,271,833.00 0 55,199.77 55,199.77
97 4/10/12 13,271,833.00 0 55,199.77 55,199.77
98 5/10/12 13,271,833.00 0 55,199.77 55,199.77
99 6/10/12 13,271,833.00 0 55,199.77 55,199.77
100 7/10/12 13,271,833.00 0 55,199.77 55,199.77
101 8/10/12 13,271,833.00 0 55,199.77 55,199.77
102 9/10/12 13,271,833.00 0 55,199.77 55,199.77
103 10/10/12 13,271,833.00 0 55,199.77 55,199.77
104 11/10/12 13,271,833.00 0 55,199.77 55,199.77
105 12/10/12 13,271,833.00 0 55,199.77 55,199.77
106 1/10/13 13,271,833.00 0 55,199.77 55,199.77
107 2/10/13 13,271,833.00 0 55,199.77 55,199.77
108 3/10/13 13,271,833.00 0 55,199.77 55,199.77
109 4/10/13 13,271,833.00 0 55,199.77 55,199.77
110 5/10/13 13,271,833.00 0 55,199.77 55,199.77
111 6/10/13 13,271,833.00 0 55,199.77 55,199.77
112 7/10/13 13,271,833.00 0 55,199.77 55,199.77
113 8/10/13 13,271,833.00 0 55,199.77 55,199.77
114 9/10/13 13,271,833.00 0 55,199.77 55,199.77
115 10/10/13 13,271,833.00 0 55,199.77 55,199.77
116 11/10/13 13,271,833.00 0 55,199.77 55,199.77
117 12/10/13 13,271,833.00 0 55,199.77 55,199.77
118 1/10/14 13,271,833.00 0 55,199.77 55,199.77
119 2/10/14 13,271,833.00 0 55,199.77 55,199.77
120 3/10/14 13,271,833.00 0 55,199.77 55,199.77
121 4/10/14 13,271,833.00 0 55,199.77 55,199.77
122 5/10/14 13,271,833.00 0 55,199.77 55,199.77
123 6/10/14 13,271,833.00 0 55,199.77 55,199.77
124 7/10/14 13,271,833.00 0 55,199.77 55,199.77
125 8/10/14 13,271,833.00 0 55,199.77 55,199.77
126 9/10/14 13,271,833.00 0 55,199.77 55,199.77
127 10/10/14 13,271,833.00 0 55,199.77 55,199.77
128 11/10/14 13,271,833.00 13,271,833.00 55,199.77 55,199.77
13,271,833.00 7,065,569.97 7,065,569.97
INTEREST SHORT EXPENSE TOTAL PAYMENT END BALANCE EFFECTIVE INTEREST RATE
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 55,199.77 13,271,833.00 4.99%
0 0 13,327,032.77 0 4.99%
0 0 20,337,402.97
BCF @ 0% CPR
PERIOD PAYMENT DATE BEG BALANCE PRINCIPAL PAYMENT INTEREST DUE
1 4/10/04 1,286,431,519.00 0 1,150,151.99
2 5/10/04 1,286,431,519.00 0 974,632.91
3 6/10/04 1,286,431,519.00 0 1,149,835.36
4 7/10/04 1,286,431,519.00 0 974,421.82
5 8/10/04 1,286,431,519.00 0 1,149,518.73
6 9/10/04 1,286,431,519.00 0 1,149,413.19
7 10/10/04 1,281,228,990.00 0 965,201.55
8 11/10/04 1,281,228,990.00 0 1,139,579.21
9 12/10/04 1,281,228,990.00 0 964,886.22
10 1/10/05 1,281,228,990.00 0 964,781.11
11 2/10/05 1,281,228,990.00 0 964,676.00
12 3/10/05 1,281,228,990.00 0 964,991.33
13 4/10/05 1,253,563,174.00 0 1,088,051.63
14 5/10/05 1,253,563,174.00 0 917,293.16
15 6/10/05 1,253,563,174.00 0 1,087,640.42
16 7/10/05 1,253,563,174.00 0 916,881.94
17 8/10/05 1,253,563,174.00 0 1,087,126.39
18 9/10/05 1,253,563,174.00 0 1,086,920.78
19 10/10/05 1,186,352,663.00 0 796,519.79
20 11/10/05 1,186,352,663.00 0 957,975.21
21 12/10/05 1,186,352,663.00 0 796,714.20
22 1/10/06 1,186,352,663.00 0 796,519.79
23 2/10/06 1,186,352,663.00 0 796,422.59
24 3/10/06 1,186,352,663.00 0 796,714.20
25 4/10/06 1,116,026,383.00 0 866,514.85
26 5/10/06 1,116,026,383.00 0 714,976.45
27 6/10/06 1,116,026,383.00 0 866,240.82
28 7/10/06 1,116,026,383.00 0 714,702.42
29 8/10/06 1,116,026,383.00 0 865,875.44
30 9/10/06 1,116,026,383.00 0 865,784.10
31 10/10/06 1,025,419,556.00 0 622,769.95
32 11/10/06 1,025,419,556.00 0 761,362.99
33 12/10/06 1,025,419,556.00 0 622,518.57
34 1/10/07 1,025,419,556.00 0 622,350.98
35 2/10/07 1,025,419,556.00 0 622,183.40
36 3/10/07 1,025,419,556.00 0 622,434.78
37 4/10/07 953,655,352.00 0 695,584.76
38 5/10/07 953,655,352.00 0 566,549.41
39 6/10/07 953,655,352.00 0 695,273.27
40 7/10/07 953,655,352.00 0 566,315.79
41 8/10/07 953,655,352.00 0 694,961.77
42 9/10/07 953,655,352.00 0 694,806.03
43 10/10/07 893,935,942.00 0 525,919.01
44 11/10/07 893,935,942.00 0 647,811.24
45 12/10/07 893,935,942.00 0 525,623.87
46 1/10/08 893,935,942.00 0 647,516.10
47 2/10/08 893,935,942.00 0 525,328.73
48 3/10/08 893,935,942.00 0 525,328.73
49 4/10/08 833,526,911.00 0 608,997.69
50 5/10/08 833,526,911.00 0 494,040.44
51 6/10/08 833,526,911.00 0 608,650.39
52 7/10/08 833,526,911.00 0 493,762.60
53 8/10/08 833,526,911.00 0 608,372.55
54 9/10/08 833,526,911.00 0 608,233.63
55 10/10/08 714,502,117.00 0 422,828.36
56 11/10/08 714,502,117.00 0 517,976.23
57 12/10/08 714,502,117.00 0 425,150.49
58 1/10/09 714,502,117.00 0 424,971.87
59 2/10/09 714,502,117.00 0 428,603.92
60 3/10/09 714,502,117.00 0 434,736.73
61 4/10/09 674,731,347.00 0 510,231.10
62 5/10/09 674,731,347.00 0 417,680.45
63 6/10/09 674,731,347.00 0 509,949.96
64 7/10/09 674,731,347.00 0 417,399.31
65 8/10/09 674,731,347.00 0 509,612.59
66 9/10/09 674,731,347.00 0 509,443.91
67 10/10/09 641,274,260.00 0 399,535.93
68 11/10/09 641,274,260.00 0 487,123.31
69 12/10/09 641,274,260.00 0 399,268.74
70 1/10/10 641,274,260.00 0 399,108.42
71 2/10/10 641,274,260.00 0 398,948.10
72 3/10/10 641,274,260.00 0 399,161.86
73 4/10/10 596,836,689.00 0 455,355.52
74 5/10/10 596,836,689.00 0 373,638.63
75 6/10/10 596,836,689.00 0 455,057.10
76 7/10/10 596,836,689.00 0 373,340.21
77 8/10/10 596,836,689.00 0 457,195.77
78 9/10/10 596,836,689.00 0 496,586.99
79 10/10/10 563,997,933.00 0 392,100.01
80 11/10/10 563,997,933.00 0 469,696.73
81 12/10/10 563,997,933.00 0 395,108.00
82 1/10/11 563,997,933.00 0 395,813.00
83 2/10/11 563,997,933.00 0 395,672.00
84 3/10/11 563,997,933.00 0 395,954.00
0 56,204,909.52
INTEREST PAYMENT INTEREST SHORT EXPENSE TOTAL PAYMENT END BALANCE
1,150,151.99 0 0 1,150,151.99 1,286,431,519.00
974,632.91 0 0 974,632.91 1,286,431,519.00
1,149,835.36 0 0 1,149,835.36 1,286,431,519.00
974,421.82 0 0 974,421.82 1,286,431,519.00
1,149,518.73 0 0 1,149,518.73 1,286,431,519.00
1,149,413.19 0 0 1,149,413.19 1,281,228,990.00
965,201.55 0 0 965,201.55 1,281,228,990.00
1,139,579.21 0 0 1,139,579.21 1,281,228,990.00
964,886.22 0 0 964,886.22 1,281,228,990.00
964,781.11 0 0 964,781.11 1,281,228,990.00
964,676.00 0 0 964,676.00 1,281,228,990.00
964,991.33 0 0 964,991.33 1,253,563,174.00
1,088,051.63 0 0 1,088,051.63 1,253,563,174.00
917,293.16 0 0 917,293.16 1,253,563,174.00
1,087,640.42 0 0 1,087,640.42 1,253,563,174.00
916,881.94 0 0 916,881.94 1,253,563,174.00
1,087,126.39 0 0 1,087,126.39 1,253,563,174.00
1,086,920.78 0 0 1,086,920.78 1,186,352,663.00
796,519.79 0 0 796,519.79 1,186,352,663.00
957,975.21 0 0 957,975.21 1,186,352,663.00
796,714.20 0 0 796,714.20 1,186,352,663.00
796,519.79 0 0 796,519.79 1,186,352,663.00
796,422.59 0 0 796,422.59 1,186,352,663.00
796,714.20 0 0 796,714.20 1,116,026,383.00
866,514.85 0 0 866,514.85 1,116,026,383.00
714,976.45 0 0 714,976.45 1,116,026,383.00
866,240.82 0 0 866,240.82 1,116,026,383.00
714,702.42 0 0 714,702.42 1,116,026,383.00
865,875.44 0 0 865,875.44 1,116,026,383.00
865,784.10 0 0 865,784.10 1,025,419,556.00
622,769.95 0 0 622,769.95 1,025,419,556.00
761,362.99 0 0 761,362.99 1,025,419,556.00
622,518.57 0 0 622,518.57 1,025,419,556.00
622,350.98 0 0 622,350.98 1,025,419,556.00
622,183.40 0 0 622,183.40 1,025,419,556.00
622,434.78 0 0 622,434.78 953,655,352.00
695,584.76 0 0 695,584.76 953,655,352.00
566,549.41 0 0 566,549.41 953,655,352.00
695,273.27 0 0 695,273.27 953,655,352.00
566,315.79 0 0 566,315.79 953,655,352.00
694,961.77 0 0 694,961.77 953,655,352.00
694,806.03 0 0 694,806.03 893,935,942.00
525,919.01 0 0 525,919.01 893,935,942.00
647,811.24 0 0 647,811.24 893,935,942.00
525,623.87 0 0 525,623.87 893,935,942.00
647,516.10 0 0 647,516.10 893,935,942.00
525,328.73 0 0 525,328.73 893,935,942.00
525,328.73 0 0 525,328.73 833,526,911.00
608,997.69 0 0 608,997.69 833,526,911.00
494,040.44 0 0 494,040.44 833,526,911.00
608,650.39 0 0 608,650.39 833,526,911.00
493,762.60 0 0 493,762.60 833,526,911.00
608,372.55 0 0 608,372.55 833,526,911.00
608,233.63 0 0 608,233.63 714,502,117.00
422,828.36 0 0 422,828.36 714,502,117.00
517,976.23 0 0 517,976.23 714,502,117.00
425,150.49 0 0 425,150.49 714,502,117.00
424,971.87 0 0 424,971.87 714,502,117.00
428,603.92 0 0 428,603.92 714,502,117.00
434,736.73 0 0 434,736.73 674,731,347.00
510,231.10 0 0 510,231.10 674,731,347.00
417,680.45 0 0 417,680.45 674,731,347.00
509,949.96 0 0 509,949.96 674,731,347.00
417,399.31 0 0 417,399.31 674,731,347.00
509,612.59 0 0 509,612.59 674,731,347.00
509,443.91 0 0 509,443.91 641,274,260.00
399,535.93 0 0 399,535.93 641,274,260.00
487,123.31 0 0 487,123.31 641,274,260.00
399,268.74 0 0 399,268.74 641,274,260.00
399,108.42 0 0 399,108.42 641,274,260.00
398,948.10 0 0 398,948.10 641,274,260.00
399,161.86 0 0 399,161.86 596,836,689.00
455,355.52 0 0 455,355.52 596,836,689.00
373,638.63 0 0 373,638.63 596,836,689.00
455,057.10 0 0 455,057.10 596,836,689.00
373,340.21 0 0 373,340.21 596,836,689.00
457,195.77 0 0 457,195.77 596,836,689.00
496,586.99 0 0 496,586.99 563,997,933.00
392,100.01 0 0 392,100.01 563,997,933.00
469,696.73 0 0 469,696.73 563,997,933.00
395,108.00 0 0 395,108.00 563,997,933.00
395,813.00 0 0 395,813.00 563,997,933.00
395,672.00 0 0 395,672.00 563,997,933.00
395,954.00 0 0 395,954.00 0
56,204,909.52 0 0 56,204,909.52
EFFECTIVE INTEREST RATE
1.07%
0.91%
1.07%
0.91%
1.07%
1.07%
0.90%
1.07%
0.90%
0.90%
0.90%
0.90%
1.04%
0.88%
1.04%
0.88%
1.04%
1.04%
0.81%
0.97%
0.81%
0.81%
0.81%
0.81%
0.93%
0.77%
0.93%
0.77%
0.93%
0.93%
0.73%
0.89%
0.73%
0.73%
0.73%
0.73%
0.88%
0.71%
0.87%
0.71%
0.87%
0.87%
0.71%
0.87%
0.71%
0.87%
0.71%
0.71%
0.88%
0.71%
0.88%
0.71%
0.88%
0.88%
0.71%
0.87%
0.71%
0.71%
0.72%
0.73%
0.91%
0.74%
0.91%
0.74%
0.91%
0.91%
0.75%
0.91%
0.75%
0.75%
0.75%
0.75%
0.92%
0.75%
0.91%
0.75%
0.92%
1.00%
0.83%
1.00%
0.84%
0.84%
0.84%
0.84%
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.
This material is for your private information and Banc of America Securities LLC
(the "Placement Agent") 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
Placement Agent considers reliable, but the Placement Agent 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 Placement Agent 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 Placement Agent and its affiliates, officers, 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). The securities mentioned herein have not been and will not be
registered under the Securities Act of 1933 (as amended, the "Securities Act")
or any state securities or foreign securities laws and may not be re-offered,
resold, pledged or otherwise transferred except (a) (i) to a person who is a
qualified institutional buyer (as defined in the Securities Act) in a
transaction meeting the requirements of Rule 144A under the Securities Act or
(ii) pursuant to an exemption from registration under the Securities Act
provided by Rule 144 thereunder (if available), (b) in accordance with all
applicable securities laws of the United States or foreign jurisdictions and (c)
otherwise in accordance with the terms of the Pooling and Servicing Agreement.
Information contained in this material is current as of the date appearing on
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 by the
information contained in any final Private Placement Memorandum for any
securities actually sold to you. This material is furnished solely by the
Placement Agent 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. Certain terms used herein are
defined in the Private Placement Memorandum.
COLLATERAL CASHFLOW
COLL GRP 1 AND 2
530,753,531.89 10,754,547.02 1,102,583,332.62 1,102,583,332.62
Pd Pmt Dt Beg Sch Bal Beg Tot Bal Net Int Net Exp Am Prin Tot Prin
1 04/01/04 1,102,583,332.62 1,102,583,332.62 5,246,427.53 107,678.14 794,008.48 794,008.48
2 05/01/04 1,101,789,324.14 1,101,789,324.14 5,075,856.26 104,187.23 919,354.84 919,354.84
3 06/01/04 1,100,869,969.30 1,100,869,969.30 5,238,170.89 107,513.59 802,429.66 802,429.66
4 07/01/04 1,100,067,539.64 1,100,067,539.64 5,067,826.43 104,027.22 927,544.69 927,544.69
5 08/01/04 1,099,139,994.96 1,099,139,994.96 5,229,833.66 107,347.46 810,933.02 810,933.02
6 09/01/04 1,098,329,061.94 1,098,329,061.94 5,225,927.77 107,269.53 814,916.84 814,916.84
7 10/01/04 1,097,514,145.10 1,097,514,145.10 5,055,919.63 103,789.87 939,688.83 939,688.83
8 11/01/04 1,096,574,456.27 1,096,574,456.27 5,217,471.07 107,101.05 823,542.03 823,542.03
9 12/01/04 1,095,750,914.24 1,095,750,914.24 5,047,695.23 103,626.02 948,077.08 948,077.08
10 01/01/05 1,094,802,837.16 1,094,802,837.16 5,208,931.82 106,930.93 836,098.51 836,098.51
11 02/01/05 1,093,966,738.65 1,093,966,738.65 5,204,905.44 106,850.66 840,205.16 840,205.16
12 03/01/05 1,093,126,533.49 1,093,126,533.49 4,704,656.51 96,606.71 1,206,226.62 1,206,226.62
13 04/01/05 1,091,920,306.87 1,091,920,306.87 5,195,034.93 106,654.56 850,271.77 850,271.77
14 05/01/05 1,091,070,035.10 1,091,070,035.10 5,025,858.86 103,191.53 974,753.72 974,753.72
15 06/01/05 1,090,095,281.38 1,090,095,281.38 5,186,239.96 106,479.48 859,241.82 859,241.82
16 07/01/05 1,089,236,039.56 1,089,236,039.56 5,017,305.49 103,021.27 983,477.36 983,477.36
17 08/01/05 1,088,252,562.20 1,088,252,562.20 5,177,359.15 106,302.71 868,299.39 868,299.39
18 09/01/05 1,087,384,262.81 1,087,384,262.81 5,173,176.53 106,219.36 897,137.82 897,137.82
19 10/01/05 1,086,487,124.99 1,086,487,124.99 5,004,499.30 102,765.82 1,024,447.01 1,024,447.01
20 11/01/05 1,085,462,677.98 1,085,462,677.98 5,163,943.52 106,034.57 915,130.22 915,130.22
21 12/01/05 1,084,547,547.75 1,084,547,547.75 4,995,478.97 102,585.24 1,164,742.89 1,164,742.89
22 01/01/06 1,083,382,804.86 1,083,382,804.86 5,153,935.33 105,833.36 1,055,738.06 1,055,738.06
23 02/01/06 1,082,327,066.80 1,082,327,066.80 5,148,856.12 105,730.57 1,060,920.05 1,060,920.05
24 03/01/06 1,081,266,146.74 1,081,266,146.74 4,653,075.69 95,574.59 1,508,100.41 1,508,100.41
25 04/01/06 1,079,758,046.34 1,079,758,046.34 5,136,479.89 105,480.69 1,073,546.16 1,073,546.16
26 05/01/06 1,078,684,500.17 1,078,684,500.17 4,968,156.90 102,033.38 1,225,731.11 1,225,731.11
27 06/01/06 1,077,458,769.06 1,077,458,769.06 5,125,411.25 105,256.93 1,084,838.56 1,084,838.56
28 07/01/06 1,076,373,930.50 1,076,373,930.50 4,957,392.39 101,815.78 1,236,713.22 1,236,713.22
29 08/01/06 1,075,137,217.28 1,075,137,217.28 5,114,234.74 105,031.01 1,096,241.00 1,096,241.00
30 09/01/06 1,074,040,976.28 1,074,040,976.28 5,108,959.34 104,924.30 1,101,623.11 1,101,623.11
31 10/01/06 1,072,939,353.17 1,072,939,353.17 4,941,392.53 101,492.30 1,253,036.57 1,253,036.57
32 11/01/06 1,071,686,316.60 1,071,686,316.60 5,097,622.49 104,695.16 1,113,189.09 1,113,189.09
33 12/01/06 1,070,573,127.51 1,070,573,127.51 4,930,367.17 101,269.47 1,294,873.14 1,294,873.14
34 01/01/07 1,069,278,254.37 1,069,278,254.37 5,086,011.69 104,460.61 1,149,872.20 1,149,872.20
35 02/01/07 1,068,128,382.17 1,068,128,382.17 5,080,464.03 104,348.50 1,155,531.97 1,155,531.97
36 03/01/07 1,066,972,850.20 1,066,972,850.20 4,590,876.92 94,317.80 1,613,645.61 1,613,645.61
37 04/01/07 1,065,359,204.59 1,065,359,204.59 5,067,084.49 104,078.68 1,169,181.33 1,169,181.33
38 05/01/07 1,064,190,023.26 1,064,190,023.26 4,900,539.42 100,667.43 1,325,302.93 1,325,302.93
39 06/01/07 1,062,864,720.34 1,062,864,720.34 5,055,041.85 103,835.54 1,181,467.11 1,181,467.11
40 07/01/07 1,061,683,253.23 1,061,683,253.23 4,888,827.50 100,430.98 1,337,251.30 1,337,251.30
41 08/01/07 1,060,346,001.93 1,060,346,001.93 5,042,881.49 103,590.05 1,193,872.96 1,193,872.96
42 09/01/07 1,059,152,128.98 1,059,152,128.98 5,037,120.07 103,473.67 1,199,750.76 1,199,750.76
43 10/01/07 1,057,952,378.22 1,057,952,378.22 4,871,397.91 100,079.06 1,355,032.81 1,355,032.81
A-NOTES
HINES SUMITOMO Leo
47,111,317.00 120,000,000.00 60,527,678.00
Pd Beg Bal Int Due Beg Bal Prin Pmt Int Due
1 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
2 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
3 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
4 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
5 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
6 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
7 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
8 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
9 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
10 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
11 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
12 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
13 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
14 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
15 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
16 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
17 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
18 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
19 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
20 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
21 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
22 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
23 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
24 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
25 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
26 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
27 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
28 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
29 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
30 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
31 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
32 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
33 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
34 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
35 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
36 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
37 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
38 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
39 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
40 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
41 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
42 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
43 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
44 11/01/07 1,056,597,345.41 1,056,597,345.41 5,024,784.55 103,224.67 1,212,335.28 1,212,335.28
45 12/01/07 1,055,385,010.14 1,055,385,010.14 4,859,401.15 99,836.91 1,367,271.72 1,367,271.72
46 01/01/08 1,054,017,738.42 1,054,017,738.42 5,012,328.44 102,973.26 1,225,042.80 1,225,042.80
47 02/01/08 1,052,792,695.62 1,052,792,695.62 5,006,415.61 102,853.85 1,231,075.04 1,231,075.04
48 03/01/08 1,051,561,620.58 1,051,561,620.58 4,682,599.83 96,218.73 1,533,856.50 1,533,856.50
49 04/01/08 1,050,027,764.08 1,050,027,764.08 4,993,057.94 102,584.44 1,244,702.12 1,244,702.12
50 05/01/08 1,048,783,061.96 1,048,783,061.96 4,828,545.79 99,214.29 1,398,749.71 1,398,749.71
51 06/01/08 1,047,384,312.26 1,047,384,312.26 4,980,291.61 102,326.82 1,257,726.06 1,257,726.06
52 07/01/08 1,046,126,586.19 1,046,126,586.19 4,816,130.03 98,963.76 1,411,415.99 1,411,415.99
53 08/01/08 1,044,715,170.21 1,044,715,170.21 4,967,400.45 102,066.72 1,270,877.33 1,270,877.33
54 09/01/08 1,043,444,292.88 1,043,444,292.88 4,961,264.91 101,942.85 1,277,136.74 1,277,136.74
55 10/01/08 1,042,167,156.14 1,042,167,156.14 4,797,625.82 98,590.35 7,746,979.70 7,746,979.70
56 11/01/08 1,034,420,176.44 1,034,420,176.44 4,913,493.79 101,017.05 54,450,299.47 54,450,299.47
57 12/01/08 979,969,876.97 979,969,876.97 4,520,832.55 92,860.20 1,409,755.39 1,409,755.39
58 01/01/09 978,560,121.59 978,560,121.59 4,662,248.04 95,760.13 14,176,837.14 14,176,837.14
59 02/01/09 964,383,284.45 964,383,284.45 4,602,324.29 94,284.01 13,796,661.63 13,796,661.63
60 03/01/09 950,586,622.82 950,586,622.82 4,109,829.90 84,031.81 30,268,851.64 30,268,851.64
61 04/01/09 920,317,771.18 920,317,771.18 4,413,469.91 89,688.70 1,211,051.36 1,211,051.36
62 05/01/09 919,106,719.82 919,106,719.82 4,267,745.16 86,738.55 1,353,492.93 1,353,492.93
63 06/01/09 917,753,226.89 917,753,226.89 4,400,940.58 89,440.57 1,223,828.82 1,223,828.82
64 07/01/09 916,529,398.07 916,529,398.07 4,255,559.30 86,497.24 1,365,920.11 1,365,920.11
65 08/01/09 915,163,477.96 915,163,477.96 4,388,287.51 89,190.02 1,236,732.45 1,236,732.45
66 09/01/09 913,926,745.52 913,926,745.52 4,382,247.12 89,070.36 1,242,892.49 1,242,892.49
67 10/01/09 912,683,853.03 912,683,853.03 4,237,378.29 86,137.19 1,384,461.16 1,384,461.16
68 11/01/09 911,299,391.86 911,299,391.86 4,369,409.44 88,816.18 1,255,984.35 1,255,984.35
69 12/01/09 910,043,407.51 910,043,407.51 4,224,892.52 85,889.98 1,397,194.14 1,397,194.14
70 01/01/10 908,646,213.37 908,646,213.37 4,356,444.96 88,559.50 1,269,205.51 1,269,205.51
71 02/01/10 907,377,007.87 907,377,007.87 4,350,245.15 88,436.71 1,275,528.11 1,275,528.11
72 03/01/10 906,101,479.76 906,101,479.76 3,930,732.12 79,936.16 1,684,841.69 1,684,841.69
73 04/01/10 904,416,638.07 904,416,638.07 4,335,769.67 88,150.35 1,290,289.96 1,290,289.96
74 05/01/10 903,126,348.11 903,126,348.11 4,192,174.85 85,242.43 1,430,559.36 1,430,559.36
75 06/01/10 901,695,788.75 901,695,788.75 4,322,472.84 87,887.14 1,303,849.99 1,303,849.99
76 07/01/10 900,391,938.76 900,391,938.76 4,179,242.51 84,986.44 20,745,237.87 20,745,237.87
77 08/01/10 879,646,700.89 879,646,700.89 4,223,476.99 85,598.61 56,285,175.31 56,285,175.31
78 09/01/10 823,361,525.58 823,361,525.58 4,029,713.71 79,710.70 1,291,593.17 1,291,593.17
79 10/01/10 822,069,932.42 822,069,932.42 3,895,970.39 77,075.16 1,427,972.03 1,427,972.03
80 11/01/10 820,641,960.39 820,641,960.39 4,016,390.60 79,448.18 18,555,178.80 18,555,178.80
81 12/01/10 802,086,781.59 802,086,781.59 3,809,580.52 75,070.41 11,522,199.15 11,522,199.15
82 01/01/11 790,564,582.44 790,564,582.44 3,882,985.06 76,467.17 1,303,012.38 1,303,012.38
83 02/01/11 789,261,570.06 789,261,570.06 3,876,598.60 76,341.39 1,309,524.62 1,309,524.62
84 03/01/11 787,952,045.44 787,952,045.44 3,495,646.52 68,839.33 1,697,978.76 1,697,978.76
85 04/01/11 786,254,066.69 786,254,066.69 3,861,844.80 76,051.08 1,324,568.73 1,324,568.73
86 05/01/11 784,929,497.95 784,929,497.95 3,730,985.93 73,474.08 1,458,004.60 1,458,004.60
87 06/01/11 783,471,493.35 783,471,493.35 3,848,201.07 75,782.48 1,338,481.05 1,338,481.05
88 07/01/11 782,133,012.30 782,133,012.30 3,717,716.00 73,212.85 21,742,243.14 21,742,243.14
89 08/01/11 760,390,769.16 760,390,769.16 3,736,178.31 73,386.93 1,319,552.97 1,319,552.97
90 09/01/11 759,071,216.19 759,071,216.19 3,729,707.72 73,259.83 1,326,150.67 1,326,150.67
91 10/01/11 757,745,065.52 757,745,065.52 3,603,101.23 70,772.99 1,455,243.98 1,455,243.98
44 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
45 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
46 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
47 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
48 104,600,000.00 - 413,257.17 120,000,000.00 - 488,534.00
49 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
50 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
51 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
52 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
53 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
54 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
55 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
56 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
57 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
58 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
59 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
60 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
61 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
62 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
63 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
64 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
65 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
66 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
67 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
68 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
69 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
70 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
71 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
72 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
73 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
74 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
75 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
76 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
77 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
78 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
79 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
80 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
81 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
82 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
83 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
84 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
85 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
86 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
87 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
88 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
89 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
90 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
91 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
92 11/01/11 756,289,821.54 756,289,821.54 3,716,064.24 72,991.93 1,340,062.03 1,340,062.03
93 12/01/11 754,949,759.50 754,949,759.50 3,589,831.52 70,512.45 1,468,774.24 1,468,774.24
94 01/01/12 753,480,985.26 753,480,985.26 3,702,285.51 72,721.40 13,135,029.24 13,135,029.24
95 02/01/12 740,345,956.02 740,345,956.02 3,652,090.44 71,356.38 20,710,797.46 20,710,797.46
96 03/01/12 719,635,158.56 719,635,158.56 3,319,504.55 64,733.13 1,523,584.56 1,523,584.56
97 04/01/12 718,111,574.00 718,111,574.00 3,540,927.61 69,051.50 1,297,843.15 1,297,843.15
98 05/01/12 716,813,730.85 716,813,730.85 3,420,519.51 66,703.70 1,420,599.04 1,420,599.04
99 06/01/12 715,393,131.82 715,393,131.82 3,527,538.41 68,791.05 1,311,492.79 1,311,492.79
100 07/01/12 714,081,639.03 714,081,639.03 3,407,496.90 66,450.40 1,433,874.95 1,433,874.95
101 08/01/12 712,647,764.08 712,647,764.08 3,514,016.07 68,528.03 1,325,278.14 1,325,278.14
102 09/01/12 711,322,485.93 711,322,485.93 3,507,489.63 68,401.08 1,331,931.54 1,331,931.54
103 10/01/12 709,990,554.39 709,990,554.39 3,387,997.07 66,071.11 1,453,754.07 1,453,754.07
104 11/01/12 708,536,800.32 708,536,800.32 3,493,767.95 68,134.20 1,345,920.10 1,345,920.10
105 12/01/12 707,190,880.23 707,190,880.23 3,374,651.08 65,811.56 1,467,359.62 1,467,359.62
106 01/01/13 705,723,520.61 705,723,520.61 3,479,909.81 67,864.70 3,875,746.64 3,875,746.64
107 02/01/13 701,847,773.97 701,847,773.97 3,461,246.34 67,514.10 1,361,792.12 1,361,792.12
108 03/01/13 700,485,981.86 700,485,981.86 3,120,228.23 60,862.62 1,709,461.71 1,709,461.71
109 04/01/13 698,776,520.14 698,776,520.14 3,446,109.15 67,219.76 1,377,223.65 1,377,223.65
110 05/01/13 697,399,296.49 697,399,296.49 3,328,378.88 64,923.67 1,497,250.00 1,497,250.00
111 06/01/13 695,902,046.49 695,902,046.49 3,431,946.32 66,944.32 1,391,661.92 1,391,661.92
112 07/01/13 694,510,384.56 694,510,384.56 3,314,603.81 64,655.78 1,511,292.97 1,511,292.97
113 08/01/13 692,999,091.59 692,999,091.59 3,417,642.62 66,666.15 38,697,349.14 38,697,349.14
114 09/01/13 654,301,742.45 654,301,742.45 3,244,793.50 62,745.06 46,278,432.37 46,278,432.37
115 10/01/13 608,023,310.08 608,023,310.08 2,903,950.86 56,039.55 62,251,196.18 62,251,196.18
116 11/01/13 545,772,113.90 545,772,113.90 2,690,203.77 51,827.67 130,299,598.68 130,299,598.68
117 12/01/13 415,472,515.22 415,472,515.22 1,978,901.88 38,957.46 138,352,998.05 138,352,998.05
118 01/01/14 277,119,517.17 277,119,517.17 1,350,924.18 26,987.01 79,590,522.08 79,590,522.08
119 02/01/14 197,528,995.09 197,528,995.09 965,732.41 20,609.07 39,360,928.31 39,360,928.31
120 03/01/14 158,168,066.77 158,168,066.77 704,675.81 14,890.13 393,938.49 393,938.49
121 04/01/14 157,774,128.29 157,774,128.29 778,235.68 16,445.61 318,823.14 318,823.14
122 05/01/14 157,455,305.15 157,455,305.15 751,612.60 15,884.09 346,007.74 346,007.74
123 06/01/14 157,109,297.40 157,109,297.40 774,962.49 16,378.68 322,163.26 322,163.26
124 07/01/14 156,787,134.15 156,787,134.15 748,429.03 15,818.99 349,256.41 349,256.41
125 08/01/14 156,437,877.74 156,437,877.74 771,656.76 16,311.08 9,335,279.70 9,335,279.70
126 09/01/14 147,102,598.03 147,102,598.03 732,578.91 15,334.16 308,534.33 308,534.33
127 10/01/14 146,794,063.71 146,794,063.71 707,463.74 14,809.57 334,174.09 334,174.09
92 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
93 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
94 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
95 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
96 104,600,000.00 - 413,257.17 120,000,000.00 - 488,534.00
97 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
98 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
99 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
100 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
101 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
102 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
103 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
104 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
105 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
106 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
107 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
108 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
109 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
110 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
111 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
112 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
113 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
114 104,600,000.00 104,600,000.00 413,257.17 120,000,000.00 - 522,226.00
115 120,000,000.00 - 505,380.00
116 120,000,000.00 - 522,226.00
117 120,000,000.00 - 505,380.00
118 120,000,000.00 120,000,000.00 522,226.00
119
120
121
122
123
124
125
126
127
128 11/01/14 146,459,889.61 146,459,889.61 729,384.88 15,269.61 68,579,646.90 68,579,646.90
129 12/01/14 77,880,242.71 77,880,242.71 382,026.11 7,823.29 11,947,420.63 11,947,420.63
130 01/01/15 65,932,822.08 65,932,822.08 338,335.16 6,833.44 169,086.13 169,086.13
131 02/01/15 65,763,735.95 65,763,735.95 337,477.80 6,817.14 169,959.79 169,959.79
132 03/01/15 65,593,776.17 65,593,776.17 304,040.26 6,142.62 204,071.85 204,071.85
133 04/01/15 65,389,704.32 65,389,704.32 335,578.89 6,780.84 171,895.00 171,895.00
134 05/01/15 65,217,809.32 65,217,809.32 323,910.24 6,546.07 183,798.43 183,798.43
135 06/01/15 65,034,010.90 65,034,010.90 333,774.45 6,746.47 173,733.81 173,733.81
136 07/01/15 64,860,277.09 64,860,277.09 322,154.96 6,512.63 185,587.14 185,587.14
137 08/01/15 64,674,689.95 64,674,689.95 331,951.57 6,711.75 175,591.41 175,591.41
138 09/01/15 64,499,098.54 64,499,098.54 331,061.13 6,694.82 176,498.78 176,498.78
139 10/01/15 64,322,599.75 64,322,599.75 319,515.56 6,462.39 188,276.79 188,276.79
140 11/01/15 64,134,322.96 64,134,322.96 329,210.51 6,659.56 28,805,746.77 28,805,746.77
141 12/01/15 35,328,576.20 35,328,576.20 169,680.89 3,524.80 137,941.80 137,941.80
142 01/01/16 35,190,634.39 35,190,634.39 174,650.79 3,629.35 132,867.35 132,867.35
143 02/01/16 35,057,767.04 35,057,767.04 173,989.86 3,616.93 133,540.70 133,540.70
144 03/01/16 34,924,226.34 34,924,226.34 162,143.28 3,371.91 145,632.30 145,632.30
145 04/01/16 34,778,594.04 34,778,594.04 172,601.22 3,590.73 134,955.54 134,955.54
146 05/01/16 34,643,638.50 34,643,638.50 166,383.76 3,462.70 141,301.04 141,301.04
147 06/01/16 34,502,337.47 34,502,337.47 171,227.02 3,564.86 136,355.61 136,355.61
148 07/01/16 34,365,981.86 34,365,981.86 165,047.13 3,437.53 142,662.82 142,662.82
149 08/01/16 34,223,319.03 34,223,319.03 169,839.06 3,538.73 137,769.71 137,769.71
150 09/01/16 34,085,549.32 34,085,549.32 169,153.70 3,525.85 138,467.95 138,467.95
151 10/01/16 33,947,081.38 33,947,081.38 163,030.51 3,399.59 144,717.40 144,717.40
152 11/01/16 33,802,363.98 33,802,363.98 167,744.97 3,499.32 139,903.20 139,903.20
153 12/01/16 33,662,460.78 33,662,460.78 161,660.30 3,373.79 146,113.40 146,113.40
154 01/01/17 33,516,347.38 33,516,347.38 166,322.13 3,472.53 141,352.83 141,352.83
155 02/01/17 33,374,994.55 33,374,994.55 165,618.92 3,459.32 142,069.26 142,069.26
156 03/01/17 33,232,925.29 33,232,925.29 148,952.89 3,112.55 159,082.05 159,082.05
157 04/01/17 33,073,843.24 33,073,843.24 164,120.84 3,431.00 143,595.65 143,595.65
158 05/01/17 32,930,247.60 32,930,247.60 158,135.28 3,307.33 149,704.89 149,704.89
159 06/01/17 32,780,542.71 32,780,542.71 162,661.71 3,403.52 145,082.26 145,082.26
160 07/01/17 32,635,460.45 32,635,460.45 156,716.04 3,280.60 151,150.85 151,150.85
161 08/01/17 32,484,309.60 32,484,309.60 161,187.96 3,375.77 146,583.77 146,583.77
162 09/01/17 32,337,725.83 32,337,725.83 160,458.67 3,362.06 147,326.76 147,326.76
163 10/01/17 32,190,399.08 32,190,399.08 154,573.24 3,240.28 153,333.97 153,333.97
164 11/01/17 32,037,065.11 32,037,065.11 158,962.86 3,333.89 148,850.74 148,850.74
165 12/01/17 31,888,214.36 31,888,214.36 153,118.33 3,212.88 154,816.29 154,816.29
166 01/01/18 31,733,398.08 31,733,398.08 157,452.06 3,305.44 150,390.00 150,390.00
167 02/01/18 31,583,008.08 31,583,008.08 156,703.80 3,291.37 151,152.31 151,152.31
168 03/01/18 31,431,855.77 31,431,855.77 140,859.64 2,960.09 167,327.76 167,327.76
169 04/01/18 31,264,528.01 31,264,528.01 155,119.37 3,261.42 152,766.70 152,766.70
170 05/01/18 31,111,761.31 31,111,761.31 149,379.94 3,142.39 158,625.16 158,625.16
171 06/01/18 30,953,136.14 30,953,136.14 153,570.07 3,232.24 154,345.18 154,345.18
172 07/01/18 30,798,790.96 30,798,790.96 147,873.00 3,114.01 4,056,959.09 4,056,959.09
173 08/01/18 26,741,831.87 26,741,831.87 133,991.50 2,794.40 133,257.73 133,257.73
174 09/01/18 26,608,574.14 26,608,574.14 133,320.44 2,782.19 173,827.32 173,827.32
175 10/01/18 26,434,746.82 26,434,746.82 128,159.68 2,676.52 26,434,746.82 26,434,746.82
COLLATERAL CASHFLOW
COLL GRP 1 AND 2
521,927,159.45 10,581,228.69 185,104,124.96 917,479,207.66
Pd Pmt Dt Beg Sch Bal Beg Tot Bal Net Int Net Exp Am Prin Pre Prin
1 4/1/2004 1,102,583,332.62 1,102,583,332.62 5,246,427.53 107,678.14 794,008.48 -
2 5/1/2004 1,101,789,324.14 1,101,789,324.14 5,075,856.26 104,187.23 919,354.84 -
3 6/1/2004 1,100,869,969.30 1,100,869,969.30 5,238,170.89 107,513.59 802,429.66 -
4 7/1/2004 1,100,067,539.64 1,100,067,539.64 5,067,826.43 104,027.22 927,544.69 -
5 8/1/2004 1,099,139,994.96 1,099,139,994.96 5,229,833.66 107,347.46 810,933.02 -
6 9/1/2004 1,098,329,061.94 1,098,329,061.94 5,225,927.77 107,269.53 814,916.84 -
7 10/1/2004 1,097,514,145.10 1,097,514,145.10 5,055,919.63 103,789.87 939,688.83 -
8 11/1/2004 1,096,574,456.27 1,096,574,456.27 5,217,471.07 107,101.05 823,542.03 -
9 12/1/2004 1,095,750,914.24 1,095,750,914.24 5,047,695.23 103,626.02 948,077.08 -
10 1/1/2005 1,094,802,837.16 1,094,802,837.16 5,208,931.82 106,930.93 836,098.51 -
11 2/1/2005 1,093,966,738.65 1,093,966,738.65 5,204,905.44 106,850.66 840,205.16 -
12 3/1/2005 1,093,126,533.49 1,093,126,533.49 4,704,656.51 96,606.71 1,206,226.62 -
13 4/1/2005 1,091,920,306.87 1,091,920,306.87 5,195,034.93 106,654.56 850,271.77 -
14 5/1/2005 1,091,070,035.10 1,091,070,035.10 5,025,858.86 103,191.53 974,753.72 -
15 6/1/2005 1,090,095,281.38 1,090,095,281.38 5,186,239.96 106,479.48 859,241.82 -
16 7/1/2005 1,089,236,039.56 1,089,236,039.56 5,017,305.49 103,021.27 983,477.36 -
17 8/1/2005 1,088,252,562.20 1,088,252,562.20 5,177,359.15 106,302.71 868,299.39 -
18 9/1/2005 1,087,384,262.81 1,087,384,262.81 5,173,176.53 106,219.36 897,137.82 -
19 10/1/2005 1,086,487,124.99 1,086,487,124.99 5,004,499.30 102,765.82 1,024,447.01 -
20 11/1/2005 1,085,462,677.98 1,085,462,677.98 5,163,943.52 106,034.57 915,130.22 -
21 12/1/2005 1,084,547,547.75 1,084,547,547.75 4,995,478.97 102,585.24 1,164,742.89 -
22 1/1/2006 1,083,382,804.86 1,083,382,804.86 5,153,935.33 105,833.36 1,055,738.06 -
23 2/1/2006 1,082,327,066.80 1,082,327,066.80 5,148,856.12 105,730.57 1,060,920.05 -
24 3/1/2006 1,081,266,146.74 1,081,266,146.74 4,653,075.69 95,574.59 1,508,100.41 -
25 4/1/2006 1,079,758,046.34 1,079,758,046.34 5,136,479.89 105,480.69 1,073,546.16 -
26 5/1/2006 1,078,684,500.17 1,078,684,500.17 4,968,156.90 102,033.38 1,225,731.11 -
27 6/1/2006 1,077,458,769.06 1,077,458,769.06 5,125,411.25 105,256.93 1,084,838.56 -
28 7/1/2006 1,076,373,930.50 1,076,373,930.50 4,957,392.39 101,815.78 1,236,713.22 -
29 8/1/2006 1,075,137,217.28 1,075,137,217.28 5,114,234.74 105,031.01 1,096,241.00 -
30 9/1/2006 1,074,040,976.28 1,074,040,976.28 5,108,959.34 104,924.30 1,101,623.11 -
31 10/1/2006 1,072,939,353.17 1,072,939,353.17 4,941,392.53 101,492.30 1,253,036.57 -
32 11/1/2006 1,071,686,316.60 1,071,686,316.60 5,097,622.49 104,695.16 1,113,189.09 -
33 12/1/2006 1,070,573,127.51 1,070,573,127.51 4,930,367.17 101,269.47 1,294,873.14 -
34 1/1/2007 1,069,278,254.37 1,069,278,254.37 5,086,011.69 104,460.61 1,149,872.20 -
35 2/1/2007 1,068,128,382.17 1,068,128,382.17 5,080,464.03 104,348.50 1,155,531.97 -
36 3/1/2007 1,066,972,850.20 1,066,972,850.20 4,590,876.92 94,317.80 1,613,645.61 -
37 4/1/2007 1,065,359,204.59 1,065,359,204.59 5,067,084.49 104,078.68 1,169,181.33 -
38 5/1/2007 1,064,190,023.26 1,064,190,023.26 4,900,539.42 100,667.43 1,325,302.93 -
39 6/1/2007 1,062,864,720.34 1,062,864,720.34 5,055,041.85 103,835.54 1,181,467.11 -
40 7/1/2007 1,061,683,253.23 1,061,683,253.23 4,888,827.50 100,430.98 1,337,251.30 -
41 8/1/2007 1,060,346,001.93 1,060,346,001.93 5,042,881.49 103,590.05 1,193,872.96 -
A-NOTES
HINES SUMITOMO Leo
47,111,317.00 120,000,000.00 60,527,678.00
Pd Beg Bal Int Due Beg Bal Prin Pmt Int Due
1 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
2 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
3 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
4 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
5 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
6 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
7 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
8 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
9 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
10 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
11 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
12 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
13 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
14 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
15 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
16 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
17 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
18 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
19 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
20 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
21 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
22 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
23 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
24 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
25 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
26 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
27 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
28 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
29 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
30 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
31 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
32 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
33 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
34 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
35 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
36 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
37 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
38 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
39 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
40 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
41 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
42 9/1/2007 1,059,152,128.98 1,059,152,128.98 5,037,120.07 103,473.67 1,199,750.76 -
43 10/1/2007 1,057,952,378.22 1,057,952,378.22 4,871,397.91 100,079.06 1,355,032.81 -
44 11/1/2007 1,056,597,345.41 1,056,597,345.41 5,024,784.55 103,224.67 1,212,335.28 -
45 12/1/2007 1,055,385,010.14 1,055,385,010.14 4,859,401.15 99,836.91 1,367,271.72 -
46 1/1/2008 1,054,017,738.42 1,054,017,738.42 5,012,328.44 102,973.26 1,225,042.80 -
47 2/1/2008 1,052,792,695.62 1,052,792,695.62 5,006,415.61 102,853.85 1,231,075.04 -
48 3/1/2008 1,051,561,620.58 1,051,561,620.58 4,682,599.83 96,218.73 1,533,856.50 -
49 4/1/2008 1,050,027,764.08 1,050,027,764.08 4,993,057.94 102,584.44 1,244,702.12 -
50 5/1/2008 1,048,783,061.96 1,048,783,061.96 4,828,545.79 99,214.29 1,398,749.71 -
51 6/1/2008 1,047,384,312.26 1,047,384,312.26 4,980,291.61 102,326.82 1,257,726.06 13,400,000.00
52 7/1/2008 1,032,726,586.19 1,032,726,586.19 4,757,189.01 98,163.11 1,411,415.99 -
53 8/1/2008 1,031,315,170.21 1,031,315,170.21 4,906,494.74 101,239.38 1,270,877.33 -
54 9/1/2008 1,030,044,292.88 1,030,044,292.88 4,900,359.19 101,115.51 1,277,136.74 41,875,640.18
55 10/1/2008 986,891,515.96 986,891,515.96 4,551,878.31 93,542.81 1,354,449.15 4,308,699.83
56 11/1/2008 981,228,366.98 981,228,366.98 4,675,171.82 96,019.65 1,258,490.01 -
57 12/1/2008 979,969,876.97 979,969,876.97 4,520,832.55 92,860.20 1,409,755.39 12,924,773.84
58 1/1/2009 965,635,347.74 965,635,347.74 4,608,399.38 94,405.65 1,252,063.30 28,697,980.86
59 2/1/2009 935,685,303.59 935,685,303.59 4,481,207.57 91,276.54 13,753,938.87 -
60 3/1/2009 921,931,364.72 921,931,364.72 4,000,597.01 81,319.43 1,613,593.54 -
61 4/1/2009 920,317,771.18 920,317,771.18 4,413,469.91 89,688.70 1,211,051.36 -
62 5/1/2009 919,106,719.82 919,106,719.82 4,267,745.16 86,738.55 1,353,492.93 -
63 6/1/2009 917,753,226.89 917,753,226.89 4,400,940.58 89,440.57 1,223,828.82 -
64 7/1/2009 916,529,398.07 916,529,398.07 4,255,559.30 86,497.24 1,365,920.11 -
65 8/1/2009 915,163,477.96 915,163,477.96 4,388,287.51 89,190.02 1,236,732.45 -
66 9/1/2009 913,926,745.52 913,926,745.52 4,382,247.12 89,070.36 1,242,892.49 -
67 10/1/2009 912,683,853.03 912,683,853.03 4,237,378.29 86,137.19 1,384,461.16 -
68 11/1/2009 911,299,391.86 911,299,391.86 4,369,409.44 88,816.18 1,255,984.35 -
69 12/1/2009 910,043,407.51 910,043,407.51 4,224,892.52 85,889.98 1,397,194.14 -
70 1/1/2010 908,646,213.37 908,646,213.37 4,356,444.96 88,559.50 1,269,205.51 -
71 2/1/2010 907,377,007.87 907,377,007.87 4,350,245.15 88,436.71 1,275,528.11 -
72 3/1/2010 906,101,479.76 906,101,479.76 3,930,732.12 79,936.16 1,684,841.69 -
73 4/1/2010 904,416,638.07 904,416,638.07 4,335,769.67 88,150.35 1,290,289.96 -
74 5/1/2010 903,126,348.11 903,126,348.11 4,192,174.85 85,242.43 1,430,559.36 -
75 6/1/2010 901,695,788.75 901,695,788.75 4,322,472.84 87,887.14 1,303,849.99 74,336,530.51
76 7/1/2010 826,055,408.25 826,055,408.25 3,914,862.74 77,447.48 1,408,707.36 -
77 8/1/2010 824,646,700.89 824,646,700.89 4,036,007.51 79,834.76 1,285,175.31 -
78 9/1/2010 823,361,525.58 823,361,525.58 4,029,713.71 79,710.70 1,291,593.17 17,250,000.00
79 10/1/2010 804,819,932.42 804,819,932.42 3,822,538.58 75,325.73 1,427,972.03 6,619,202.77
80 11/1/2010 796,772,757.62 796,772,757.62 3,911,790.19 77,005.07 1,294,835.26 3,489,493.79
81 12/1/2010 791,988,428.57 791,988,428.57 3,764,484.98 74,133.50 1,423,846.13 -
82 1/1/2011 790,564,582.44 790,564,582.44 3,882,985.06 76,467.17 1,303,012.38 -
83 2/1/2011 789,261,570.06 789,261,570.06 3,876,598.60 76,341.39 1,309,524.62 -
84 3/1/2011 787,952,045.44 787,952,045.44 3,495,646.52 68,839.33 1,697,978.76 -
85 4/1/2011 786,254,066.69 786,254,066.69 3,861,844.80 76,051.08 1,324,568.73 -
86 5/1/2011 784,929,497.95 784,929,497.95 3,730,985.93 73,474.08 1,458,004.60 20,339,388.78
87 6/1/2011 763,132,104.58 763,132,104.58 3,749,624.36 73,650.97 1,305,842.88 -
42 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
43 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
44 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
45 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
46 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
47 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
48 104,600,000.00 - 413,257.17 120,000,000.00 - 488,534.00
49 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
50 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
51 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
52 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
53 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
54 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
55 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
56 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
57 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
58 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
59 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
60 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
61 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
62 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
63 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
64 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
65 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
66 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
67 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
68 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
69 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
70 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
71 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
72 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
73 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
74 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
75 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
76 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
77 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
78 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
79 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
80 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
81 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
82 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
83 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
84 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
85 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
86 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
87 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
88 7/1/2011 761,826,261.70 761,826,261.70 3,622,472.26 71,153.41 1,435,492.54 -
89 8/1/2011 760,390,769.16 760,390,769.16 3,736,178.31 73,386.93 1,319,552.97 -
90 9/1/2011 759,071,216.19 759,071,216.19 3,729,707.72 73,259.83 1,326,150.67 19,638,112.13
91 10/1/2011 738,106,953.39 738,106,953.39 3,507,884.21 68,781.36 1,401,261.90 -
92 11/1/2011 736,705,691.49 736,705,691.49 3,617,943.78 70,939.57 1,289,044.12 11,832,709.24
93 12/1/2011 723,583,938.13 723,583,938.13 3,452,789.12 67,331.43 1,387,701.70 -
94 1/1/2012 722,196,236.44 722,196,236.44 3,561,046.33 69,442.85 1,277,333.07 -
95 2/1/2012 720,918,903.37 720,918,903.37 3,554,756.96 69,320.48 1,283,744.81 -
96 3/1/2012 719,635,158.56 719,635,158.56 3,319,504.55 64,733.13 1,523,584.56 -
97 4/1/2012 718,111,574.00 718,111,574.00 3,540,927.61 69,051.50 1,297,843.15 -
98 5/1/2012 716,813,730.85 716,813,730.85 3,420,519.51 66,703.70 1,420,599.04 -
99 6/1/2012 715,393,131.82 715,393,131.82 3,527,538.41 68,791.05 1,311,492.79 -
100 7/1/2012 714,081,639.03 714,081,639.03 3,407,496.90 66,450.40 1,433,874.95 -
101 8/1/2012 712,647,764.08 712,647,764.08 3,514,016.07 68,528.03 1,325,278.14 -
102 9/1/2012 711,322,485.93 711,322,485.93 3,507,489.63 68,401.08 1,331,931.54 -
103 10/1/2012 709,990,554.39 709,990,554.39 3,387,997.07 66,071.11 1,453,754.07 2,531,196.06
104 11/1/2012 706,005,604.27 706,005,604.27 3,481,729.14 67,912.54 1,340,910.89 -
105 12/1/2012 704,664,693.38 704,664,693.38 3,363,023.67 65,597.46 1,461,931.43 -
106 1/1/2013 703,202,761.95 703,202,761.95 3,467,920.64 67,643.94 1,354,987.98 -
107 2/1/2013 701,847,773.97 701,847,773.97 3,461,246.34 67,514.10 1,361,792.12 -
108 3/1/2013 700,485,981.86 700,485,981.86 3,120,228.23 60,862.62 1,709,461.71 -
109 4/1/2013 698,776,520.14 698,776,520.14 3,446,109.15 67,219.76 1,377,223.65 -
110 5/1/2013 697,399,296.49 697,399,296.49 3,328,378.88 64,923.67 1,497,250.00 2,376,711.24
111 6/1/2013 693,525,335.25 693,525,335.25 3,419,395.88 66,818.04 1,384,494.45 18,782,966.93
112 7/1/2013 673,357,873.87 673,357,873.87 3,223,111.99 62,629.04 1,460,962.33 47,928,677.39
113 8/1/2013 623,968,234.15 623,968,234.15 3,082,005.05 59,868.10 1,242,870.41 95,670,022.60
114 9/1/2013 527,055,341.14 527,055,341.14 2,591,899.98 51,807.46 5,311,248.77 112,231,251.18
115 10/1/2013 409,512,841.18 409,512,841.18 1,943,080.28 39,572.11 904,874.12 157,082,849.44
116 11/1/2013 251,525,117.61 251,525,117.61 1,215,942.56 26,263.69 494,837.01 13,646,607.02
117 12/1/2013 237,383,673.58 237,383,673.58 1,111,035.46 23,983.58 508,045.30 61,802,908.25
118 1/1/2014 175,072,720.02 175,072,720.02 862,024.47 18,254.37 345,541.81 2,043,549.49
119 2/1/2014 172,683,628.72 172,683,628.72 850,469.65 18,005.34 14,515,561.95 -
120 3/1/2014 158,168,066.77 158,168,066.77 704,675.81 14,890.13 393,938.49 -
121 4/1/2014 157,774,128.29 157,774,128.29 778,235.68 16,445.61 318,823.14 -
122 5/1/2014 157,455,305.15 157,455,305.15 751,612.60 15,884.09 346,007.74 -
123 6/1/2014 157,109,297.40 157,109,297.40 774,962.49 16,378.68 322,163.26 -
124 7/1/2014 156,787,134.15 156,787,134.15 748,429.03 15,818.99 349,256.41 9,028,301.46
125 8/1/2014 147,409,576.28 147,409,576.28 734,104.21 15,364.94 306,978.24 -
126 9/1/2014 147,102,598.03 147,102,598.03 732,578.91 15,334.16 308,534.33 68,523,841.96
127 10/1/2014 78,270,221.74 78,270,221.74 383,925.01 7,860.11 201,003.61 11,789,778.57
88 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
89 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
90 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
91 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
92 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
93 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
94 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
95 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
96 104,600,000.00 - 413,257.17 120,000,000.00 - 488,534.00
97 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
98 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
99 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
100 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
101 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
102 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
103 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
104 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
105 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
106 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
107 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
108 104,600,000.00 - 413,257.17 120,000,000.00 - 471,688.00
109 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
110 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
111 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
112 104,600,000.00 - 413,257.17 120,000,000.00 - 505,380.00
113 104,600,000.00 - 413,257.17 120,000,000.00 - 522,226.00
114 104,600,000.00 104,600,000.00 413,257.17 120,000,000.00 - 522,226.00
115 120,000,000.00 - 505,380.00
116 120,000,000.00 120,000,000.00 522,226.00
128 11/1/2014 66,279,439.56 66,279,439.56 340,093.44 6,866.93 167,294.36 -
129 12/1/2014 66,112,145.20 66,112,145.20 328,301.80 6,629.81 179,323.12 -
130 1/1/2015 65,932,822.08 65,932,822.08 338,335.16 6,833.44 169,086.13 -
131 2/1/2015 65,763,735.95 65,763,735.95 337,477.80 6,817.14 169,959.79 -
132 3/1/2015 65,593,776.17 65,593,776.17 304,040.26 6,142.62 204,071.85 -
133 4/1/2015 65,389,704.32 65,389,704.32 335,578.89 6,780.84 171,895.00 -
134 5/1/2015 65,217,809.32 65,217,809.32 323,910.24 6,546.07 183,798.43 -
135 6/1/2015 65,034,010.90 65,034,010.90 333,774.45 6,746.47 173,733.81 -
136 7/1/2015 64,860,277.09 64,860,277.09 322,154.96 6,512.63 185,587.14 -
137 8/1/2015 64,674,689.95 64,674,689.95 331,951.57 6,711.75 175,591.41 -
138 9/1/2015 64,499,098.54 64,499,098.54 331,061.13 6,694.82 176,498.78 28,725,894.86
139 10/1/2015 35,596,704.89 35,596,704.89 170,971.56 3,549.10 136,626.83 -
140 11/1/2015 35,460,078.06 35,460,078.06 175,991.04 3,654.58 131,501.87 -
141 12/1/2015 35,328,576.20 35,328,576.20 169,680.89 3,524.80 137,941.80 -
142 1/1/2016 35,190,634.39 35,190,634.39 174,650.79 3,629.35 132,867.35 -
143 2/1/2016 35,057,767.04 35,057,767.04 173,989.86 3,616.93 133,540.70 -
144 3/1/2016 34,924,226.34 34,924,226.34 162,143.28 3,371.91 145,632.30 -
145 4/1/2016 34,778,594.04 34,778,594.04 172,601.22 3,590.73 134,955.54 -
146 5/1/2016 34,643,638.50 34,643,638.50 166,383.76 3,462.70 141,301.04 -
147 6/1/2016 34,502,337.47 34,502,337.47 171,227.02 3,564.86 136,355.61 -
148 7/1/2016 34,365,981.86 34,365,981.86 165,047.13 3,437.53 142,662.82 -
149 8/1/2016 34,223,319.03 34,223,319.03 169,839.06 3,538.73 137,769.71 -
150 9/1/2016 34,085,549.32 34,085,549.32 169,153.70 3,525.85 138,467.95 -
151 10/1/2016 33,947,081.38 33,947,081.38 163,030.51 3,399.59 144,717.40 -
152 11/1/2016 33,802,363.98 33,802,363.98 167,744.97 3,499.32 139,903.20 -
153 12/1/2016 33,662,460.78 33,662,460.78 161,660.30 3,373.79 146,113.40 -
154 1/1/2017 33,516,347.38 33,516,347.38 166,322.13 3,472.53 141,352.83 -
155 2/1/2017 33,374,994.55 33,374,994.55 165,618.92 3,459.32 142,069.26 -
156 3/1/2017 33,232,925.29 33,232,925.29 148,952.89 3,112.55 159,082.05 -
157 4/1/2017 33,073,843.24 33,073,843.24 164,120.84 3,431.00 143,595.65 -
158 5/1/2017 32,930,247.60 32,930,247.60 158,135.28 3,307.33 149,704.89 -
159 6/1/2017 32,780,542.71 32,780,542.71 162,661.71 3,403.52 145,082.26 -
160 7/1/2017 32,635,460.45 32,635,460.45 156,716.04 3,280.60 151,150.85 -
161 8/1/2017 32,484,309.60 32,484,309.60 161,187.96 3,375.77 146,583.77 -
162 9/1/2017 32,337,725.83 32,337,725.83 160,458.67 3,362.06 147,326.76 -
163 10/1/2017 32,190,399.08 32,190,399.08 154,573.24 3,240.28 153,333.97 -
164 11/1/2017 32,037,065.11 32,037,065.11 158,962.86 3,333.89 148,850.74 -
165 12/1/2017 31,888,214.36 31,888,214.36 153,118.33 3,212.88 154,816.29 -
166 1/1/2018 31,733,398.08 31,733,398.08 157,452.06 3,305.44 150,390.00 -
167 2/1/2018 31,583,008.08 31,583,008.08 156,703.80 3,291.37 151,152.31 -
168 3/1/2018 31,431,855.77 31,431,855.77 140,859.64 2,960.09 167,327.76 -
169 4/1/2018 31,264,528.01 31,264,528.01 155,119.37 3,261.42 152,766.70 -
170 5/1/2018 31,111,761.31 31,111,761.31 149,379.94 3,142.39 158,625.16 3,942,434.61
171 6/1/2018 27,010,701.53 27,010,701.53 135,345.36 2,819.09 131,879.18 -
172 7/1/2018 26,878,822.35 26,878,822.35 130,336.69 2,716.46 136,990.48 217,894.43
173 8/1/2018 26,523,937.44 26,523,937.44 132,890.31 2,779.63 82,147.22 26,441,790.22
COLLATERAL CASHFLOWS
BEGINNING BALANCE NET INTEREST YM PREPAY PRINCIPAL
Birkdale Village 55,000,000.00 8,415,609.12 2,533,199.98 51,358,095.61
Firecreek Crossing 44,867,486.08 23,501,633.26 -- 4,154,300.16
Village at Redondo Beach 42,904,082.76 20,949,090.27 -- 2,014,654.62
Hillsborough Promenade 40,803,174.72 21,318,560.74 -- 3,793,494.12
Milpitas Square 39,829,107.22 20,341,522.84 -- 3,381,867.39
Mercantile East Shopping Center 34,000,000.00 11,942,050.85 2,652,070.48 33,109,946.30
The Shops on Lake Avenue 31,000,000.00 7,408,042.61 -- 3,128,723.24
SBC Center (fka Ameritech Center) 30,657,509.16 17,069,939.18 -- 2,717,187.89
Nestle Distribution Center - Fort
Worth, TX 23,434,354.29 10,017,220.33 -- 4,901,111.07
Wood Hollow Corporate Center 22,757,586.23 9,035,952.89 -- 2,217,324.36
Tracy Pavilion 17,731,032.47 5,120,647.18 2,136,476.28 16,288,141.67
MHC Portfolio - Santiago Estates 16,204,901.00 8,964,735.28 -- 1,571,323.38
Plaza at the Parks 15,973,617.44 7,082,476.93 -- 1,456,265.83
Wellbridge II 15,464,007.05 9,791,183.66 -- 1,475,421.14
Brookfield Corporate Center-Verizon 13,847,938.00 4,391,059.13 -- 1,289,556.15
Honeywell Building 13,400,000.00 3,304,698.35 -- 3,361,342.58
Highpoint Marketplace 12,915,000.00 2,285,491.93 1,311,336.48 12,466,713.11
Palm Crossing at Fort Lauderdale
Commerce Center 12,562,572.09 3,876,234.97 -- 633,321.33
Galaxy Office Park I 11,459,848.02 6,682,929.07 -- 1,081,242.88
Waterpark at Briarwood 11,400,000.00 5,836,226.74 -- 1,093,882.75
Village Square at Golf 10,200,000.00 2,074,029.54 775,487.67 9,562,500.00
Federal Way Center Office Building 10,064,224.98 4,862,669.43 -- 435,821.14
Marketplace East 10,000,000.00 2,009,001.15 1,382,855.10 9,715,130.55
MHC Portfolio - Whispering Pines 9,870,562.00 6,930,162.41 -- 944,595.72
The Atrium Medical Offices 9,858,107.38 1,995,580.34 1,275,264.24 9,338,805.86
Buschwood I and II Office Buildings 8,924,093.92 2,890,741.92 -- 451,954.73
Clybourn Square Shopping Center 8,352,141.04 4,428,266.20 -- 400,738.31
Shurgard Self Storage Portfolio 7,968,555.37 4,202,188.82 -- 380,307.30
Raley's Building - Sacramento 7,608,489.72 4,203,728.21 -- 367,381.39
Sheraton Four Points Hotel-San Diego, CA 7,261,109.19 2,022,478.96 -- 355,670.77
Turkey Creek Phase II 7,050,000.00 1,433,520.41 535,998.83 6,609,375.00
Pioneer Parkway Self Storage 6,619,207.15 4,248,146.72 -- 428,934.52
Building A - East Lake Sammamish
Shopping Center 6,528,855.10 2,938,253.02 -- 281,867.55
South Star Self Storage 6,450,525.51 2,951,509.27 -- 590,716.97
MHC Portfolio - Shadowbrook 6,320,000.00 4,437,298.13 -- 604,813.07
MHC Portfolio - Aspen Meadows 5,620,224.00 3,945,982.63 -- 537,845.77
Continental Communities - Heritage
North MHC 5,573,459.35 1,227,887.87 -- 564,462.46
Atrium Memorial Surgery Center 5,381,286.42 2,536,639.69 -- 390,400.01
Walgreens - St. Louis, MO 5,067,767.16 2,443,764.94 -- --
Ahwatukee Foothills Towne Center 5,000,000.00 2,612,311.00 -- 471,033.00
Continental Communities - Wheatland
Estates MHC 4,920,000.00 2,608,086.24 -- 474,564.01
Plantation Storage 4,486,426.56 2,300,939.65 -- 212,765.67
4530 Wisconsin Ave NW 4,428,865.00 2,335,537.00 -- 412,336.73
2201 Medical Plaza 4,320,316.06 874,563.19 558,884.62 4,092,732.16
7550 Fannin Medical Office Building
and Garage An 4,159,926.12 704,891.09 191,668.21 3,343,176.98
Park Saratoga Retail Center 3,998,156.45 2,249,961.07 -- 193,021.42
MHC Portfolio - Holiday Ranch 3,822,179.25 913,741.33 -- 389,189.39
7580 Fannin 3,635,201.73 615,977.61 167,491.59 2,921,475.74
Mission Oaks Office Building 3,545,938.55 600,852.13 163,378.79 2,849,738.07
Continental Communities - Sunset
Village MHC 3,001,000.00 1,590,826.67 -- 289,464.80
Redbud Corners II aka Broken Arrow II 2,988,159.92 1,569,919.17 -- 142,531.03
1804 Plaza Avenue 2,803,019.63 1,559,806.25 -- 125,132.04
2090 Woodward 2,548,221.99 1,371,010.67 -- 7,998.00
Augusta Professional Building 2,211,749.61 374,776.52 101,906.16 1,777,500.46
Continental Communities - North Shore MHC 1,760,000.00 882,494.94 -- 168,618.42
MHC Portfolio - The Oaks at
Countrywood 1,313,168.25 313,929.85 -- 133,711.99
Medical Services Building 908,734.73 183,955.54 117,555.75 860,865.01
Building C 617,459.11 124,992.48 79,875.73 584,932.84
2222 State 612,409.20 123,970.20 79,222.44 580,148.76
Tace 503,392.72 101,901.99 65,119.89 476,875.32
Tacoma Financial Center 18,961,964.13 10,441,839.18 -- 2,572,623.21
Irvine Technology Center 14,639,263.61 8,160,672.51 -- 1,994,649.77
Northgate Village 11,855,564.78 6,604,910.85 -- 1,618,577.57
Cooper Point Apartments 7,569,196.07 3,928,180.03 -- 1,022,082.47
Marlboro Square Shopping Center 5,328,437.24 2,773,703.11 -- 719,874.44
Palace Centre East 5,320,482.79 3,018,202.65 -- 728,437.63
Public Square Office 4,478,248.94 2,343,090.73 -- 607,217.55
Martin Self Storage 4,188,280.45 2,304,631.71 -- 570,251.65
Medical Arts Center 3,649,353.41 2,102,699.14 -- 499,442.12
Evergreen Forum 3,536,997.78 1,704,353.95 -- 16,843.33
Adobe Plaza 3,471,039.91 2,046,974.71 -- 476,070.90
Walgreens - Norfolk, VA 3,330,640.43 1,841,445.17 -- 453,225.57
Grant Avenue Self Storage 2,592,558.50 783,191.48 304,818.51 2,296,275.62
Streetsboro Market Square 1,991,464.03 1,018,937.14 -- 275,944.75
Quick Stop Self Storage 1,324,611.74 754,712.65 -- 167,997.56
Storage Depot - Killeen 971,099.83 538,551.31 -- 121,993.41
Mount Vernon Place Apartments 36,743,802.00 21,778,383.35 -- 3,478,570.84
Dunwoody Place Apartments 32,744,498.00 18,982,053.84 -- 3,090,314.24
MHC Portfolio - Sherwood Forest
Mobile Home Park 27,370,803.06 6,543,344.16 -- 2,787,003.31
Prado Apartments 27,215,961.55 13,604,498.66 -- 2,490,319.31
Olive Grove Apartments 14,930,385.78 3,679,573.40 1,240,093.41 13,506,872.78
Cobblestone Grove Apartments 13,966,047.03 3,194,820.40 -- 725,411.82
MHC Portfolio - The Highlands at
Brentwood 10,909,718.00 7,659,758.25 -- 1,044,041.20
Sterling University Estates 10,687,000.00 5,115,348.87 -- 506,719.62
Bradford Woods Apartments 9,640,000.00 5,170,812.22 -- 900,099.14
Farmington Gates Apartments 8,800,000.00 4,970,733.28 -- 826,692.67
Wabash Landing Apartments 7,870,461.48 4,053,620.46 -- 373,493.25
The Arbors of Killeen 7,337,287.60 2,615,466.94 -- 721,615.55
Continental Communities - Lincoln Park MHC 7,102,000.00 3,764,761.79 -- 685,031.17
Continental Communities - Arlington
Valley MHC 5,063,000.00 2,690,355.70 -- 488,501.47
Ridgeway Commons Apartments 4,880,000.00 2,756,497.68 -- 458,438.72
Woodway Apartments 4,619,704.02 1,108,670.20 -- 241,828.74
The Gables Apartments 4,605,327.29 2,252,592.22 -- 217,299.36
Park Village Apartments 3,836,000.00 1,301,136.38 -- 195,850.24
G&K-Villa Topanga 3,796,345.67 1,920,764.80 -- 179,666.27
G&K-Fairvalley Villas 3,632,209.50 1,852,945.02 -- 171,696.57
Marquette II Student Housing 1,298,429.09 679,974.99 -- 61,486.32
Marquette I Student Housing 1,123,640.56 588,439.80 -- 53,209.30
Bethany Towers 11,576,254.43 6,239,315.46 -- 1,565,320.62
Whispering Palms Apartments 5,512,056.19 2,912,524.22 -- 746,388.64
Country View Apartments 3,389,589.94 1,666,438.38 -- 416,398.00
Lakewood Club Apartments 3,383,792.87 1,794,918.93 -- 459,658.79
Lake Terrace Apartments 3,190,151.55 1,605,137.99 -- 428,554.49
Twin Valley Estates MHC 2,993,931.97 1,583,166.32 -- 377,024.50
Sandlin Villas Apartments 2,956,095.25 1,361,204.36 -- 401,935.11
Moon Valley MHC 2,891,604.27 1,538,577.32 -- 391,767.32
Trail West Apartments 2,871,504.88 1,518,432.85 -- 388,050.75
Windwhistle Apartments 2,604,712.91 1,401,274.35 -- 352,762.61
Inlet View Apartments 2,490,169.54 1,325,806.30 -- 337,587.79
Wesclay and Woodhaven Apartments 2,485,739.26 1,273,707.57 -- 309,389.97
Lynnwood Heights MHC 2,340,755.59 1,245,796.28 -- 317,314.03
Hines-Sumitomo Life Office Portfolio 316,405,000.00 45,318,025.60 17,045,789.84 315,095,549.14 <---- YM IS SPLIT
PRORATA FOR THIS
LOAN AMONGST THE
TWO A NOTES AND
THE B NOTE
Leo Burnett Building 120,000,000.00 60,941,060.51 -- 13,092,153.82
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.
This material is for your private information and Banc of America Securities LLC
(the "Placement Agent") 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
Placement Agent considers reliable, but the Placement Agent 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 Placement Agent 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 Placement Agent and its affiliates, officers, 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). The securities mentioned herein have not been and will not be
registered under the Securities Act of 1933 (as amended, the "Securities Act")
or any state securities or foreign securities laws and may not be re-offered,
resold, pledged or otherwise transferred except (a) (i) to a person who is a
qualified institutional buyer (as defined in the Securities Act) in a
transaction meeting the requirements of Rule 144A under the Securities Act or
(ii) pursuant to an exemption from registration under the Securities Act
provided by Rule 144 thereunder (if available), (b) in accordance with all
applicable securities laws of the United States or foreign jurisdictions and (c)
otherwise in accordance with the terms of the Pooling and Servicing Agreement.
Information contained in this material is current as of the date appearing on
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 by the
information contained in any final Private Placement Memorandum for any
securities actually sold to you. This material is furnished solely by the
Placement Agent 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. Certain terms used herein are
defined in the Private Placement Memorandum.
LOAN BY LOAN CCF @ 6% CDR STARTING MONTH 24, 35% SEVERITY, 12 MONTH LAG + 100%
CPY AND 1% CALL
*for Hines and Leo, the numbers assume no servicing fee, Hines whole loan
included here.
1,538,988,332.62 640,672,440.78 -- -- 163,607,395.92 713,890,622.06
LOAN NAME BEGIN BALANCE TOTAL NET INT YM PENALTY TOTAL NET LOSS PRIN PREPAY
Birkdale Village 55,000,000.00 13,116,374.53 -- -- 3,748,339.49 44,290,458.59
Firecreek Crossing 44,867,486.08 20,412,856.82 -- -- 5,032,584.08 24,971,764.08
Village at Redondo Beach 42,904,082.76 18,259,479.46 -- -- 4,829,983.16 23,397,704.57
Hillsborough Promenade 40,803,174.72 18,584,030.80 -- -- 4,493,163.79 23,039,045.38
Milpitas Square 39,829,107.22 17,735,587.68 -- -- 4,310,249.15 20,340,613.45
Mercantile East Shopping Center 34,000,000.00 21,234,049.88 -- -- 5,773,072.23 12,846,430.77
The Shops on Lake Avenue 31,000,000.00 7,046,370.15 -- -- 1,256,508.57 25,227,121.75
SBC Center (fka Ameritech Center) 30,657,509.16 14,936,527.61 -- -- 3,277,801.03 16,593,533.41
Nestle Distribution Center - Fort Worth, TX 23,434,354.29 8,908,166.09 -- -- 1,999,103.94 14,412,489.49
Wood Hollow Corporate Center 22,757,586.23 8,258,984.59 -- -- 1,801,514.90 15,475,781.32
Tracy Pavilion 17,731,032.47 8,234,210.85 -- -- 1,973,563.42 9,970,144.71
MHC Portfolio - Santiago Estates 16,204,901.00 7,789,270.66 -- -- 1,853,983.60 9,493,260.10
Plaza at the Parks 15,973,617.44 6,202,698.62 -- -- 1,706,041.26 8,937,672.25
Wellbridge II 15,464,007.05 8,493,051.71 -- -- 1,759,568.76 8,867,422.06
Brookfield Corporate Center-Verizon 13,847,938.00 3,977,909.31 -- -- 1,176,554.37 8,728,966.09
Honeywell Building 13,400,000.00 3,019,273.35 -- -- 481,313.41 12,024,818.84
Highpoint Marketplace 12,915,000.00 5,227,259.17 -- -- 1,419,479.13 7,525,683.57
Palm Crossing at Fort Lauderdale Commerce
Center 12,562,572.09 3,646,239.08 -- -- 792,923.79 9,133,753.33
Galaxy Office Park I 11,459,848.02 5,810,779.29 -- -- 1,284,026.13 6,532,962.91
Waterpark at Briarwood 11,400,000.00 5,064,048.63 -- -- 1,312,756.51 6,574,679.66
Village Square at Golf 10,200,000.00 3,199,159.62 -- -- 739,275.09 8,087,785.47
Federal Way Center Office Building 10,064,224.98 4,268,914.55 -- -- 1,074,417.98 5,113,987.13
Marketplace East 10,000,000.00 4,674,807.31 -- -- 1,130,590.65 5,859,936.80
MHC Portfolio - Whispering Pines 9,870,562.00 5,750,332.86 -- -- 1,387,311.82 5,042,712.05
The Atrium Medical Offices 9,858,107.38 4,532,749.87 -- -- 1,125,592.91 --
Buschwood I and II Office Buildings 8,924,093.92 2,718,934.71 -- -- 564,661.80 6,518,086.17
Clybourn Square Shopping Center 8,352,141.04 3,886,785.37 -- -- 912,054.78 4,751,064.14
Shurgard Self Storage Portfolio 7,968,555.37 3,674,667.28 -- -- 886,094.13 4,462,579.84
Raley's Building - Sacramento 7,608,489.72 3,688,771.36 -- -- 833,386.11 4,355,591.93
Sheraton Four Points Hotel-San Diego, CA 7,261,109.19 1,960,940.92 -- -- 231,112.13 5,716,097.02
Turkey Creek Phase II 7,050,000.00 2,211,183.86 -- -- 510,969.55 5,590,087.01
Pioneer Parkway Self Storage 6,619,207.15 3,386,078.47 -- -- 978,223.62 1,945,244.34
Building A - East Lake Sammamish Shopping
Center 6,528,855.10 2,594,770.95 -- -- 674,198.93 3,359,034.49
South Star Self Storage 6,450,525.51 2,584,384.77 -- -- 690,457.18 3,625,382.21
MHC Portfolio - Shadowbrook 6,320,000.00 3,681,867.72 -- -- 888,278.77 3,228,786.75
MHC Portfolio - Aspen Meadows 5,620,224.00 3,274,196.50 -- -- 789,924.97 2,871,282.69
Continental Communities - Heritage North MHC 5,573,459.35 1,171,024.99 -- -- 191,911.09 4,646,505.92
Atrium Memorial Surgery Center 5,381,286.42 2,234,645.82 -- -- 536,713.27 2,375,388.03
Walgreens - St. Louis, MO 5,067,767.16 2,158,375.72 -- -- 549,582.63 -
Ahwatukee Foothills Towne Center 5,000,000.00 2,268,703.51 -- -- 572,185.55 2,831,491.43
Continental Communities - Wheatland
Estates MHC 4,920,000.00 2,266,699.64 -- -- 561,730.92 2,867,197.18
Plantation Storage 4,486,426.56 2,009,081.09 -- -- 502,409.03 2,483,782.47
4530 Wisconsin Ave NW 4,428,865.00 2,035,833.01 -- -- 488,031.27 2,504,227.64
2201 Medical Plaza 4,320,316.06 1,986,477.87 -- -- 493,291.15 --
7550 Fannin Medical Office Building and
Garage An 4,159,926.12 978,331.76 -- -- 162,464.46 --
Park Saratoga Retail Center 3,998,156.45 1,970,902.73 -- -- 442,460.02 2,276,649.63
MHC Portfolio - Holiday Ranch 3,822,179.25 871,319.43 -- -- 132,024.55 3,203,547.52
7580 Fannin 3,635,201.73 854,927.06 -- -- 141,971.53 --
Mission Oaks Office Building 3,545,938.55 833,934.10 -- -- 138,485.38 --
Continental Communities - Sunset Village MHC 3,001,000.00 1,382,594.70 -- -- 342,633.04 1,748,873.97
Redbud Corners II aka Broken Arrow II 2,988,159.92 1,372,871.50 -- -- 332,188.30 1,672,479.39
1804 Plaza Avenue 2,803,019.63 1,372,988.00 -- -- 297,313.31 1,483,537.53
2090 Woodward 2,548,221.99 1,172,571.99 -- -- 280,370.35 41,014.14
Augusta Professional Building 2,211,749.61 520,159.46 -- -- 86,379.11 --
Continental Communities - North Shore MHC 1,760,000.00 767,235.59 -- -- 200,411.40 1,018,789.08
MHC Portfolio - The Oaks at Countrywood 1,313,168.25 299,355.16 -- -- 45,359.06 1,100,627.94
Medical Services Building 908,734.73 417,835.66 -- -- 103,758.84 --
Building C 617,459.11 283,907.20 -- -- 70,501.12 --
2222 State 612,409.20 281,585.13 -- -- 69,924.49 --
Tace 503,392.72 231,459.65 -- -- 57,477.11 --
Tacoma Financial Center 18,961,964.13 9,007,847.38 -- -- 2,152,108.44 10,559,296.06
Irvine Technology Center 14,639,263.61 7,052,985.06 -- -- 1,648,371.26 8,229,518.59
Northgate Village 11,855,564.78 5,717,272.97 -- -- 1,322,785.67 6,711,990.91
Cooper Point Apartments 7,569,196.07 3,402,022.01 -- -- 840,045.92 4,238,896.08
Marlboro Square Shopping Center 5,328,437.24 2,402,123.70 -- -- 591,506.15 2,985,528.94
Palace Centre East 5,320,482.79 2,612,237.19 -- -- 594,446.08 3,020,629.69
Public Square Office 4,478,248.94 2,032,622.35 -- -- 492,919.01 2,531,128.33
Martin Self Storage 4,188,280.45 1,991,881.42 -- -- 471,431.71 2,352,759.13
Medical Arts Center 3,649,353.41 1,813,180.93 -- -- 415,923.29 2,049,771.79
Evergreen Forum 3,536,997.78 1,458,218.25 -- -- 385,201.17 65,058.23
Adobe Plaza 3,471,039.91 1,764,946.21 -- -- 396,012.64 1,953,809.92
Walgreens - Norfolk, VA 3,330,640.43 1,591,593.85 -- -- 374,794.28 1,869,940.27
Grant Avenue Self Storage 2,592,558.50 1,212,278.32 -- -- 284,097.74 1,327,892.30
Streetsboro Market Square 1,991,464.03 885,789.83 -- -- 205,436.72 878,901.95
Quick Stop Self Storage 1,324,611.74 655,564.04 -- -- 143,411.13 697,383.58
Storage Depot - Killeen 971,099.83 467,244.58 -- -- 105,735.71 503,880.68
Mount Vernon Place Apartments 36,743,802.00 18,510,489.43 -- -- 4,653,650.11 19,756,742.67
Dunwoody Place Apartments 32,744,498.00 16,136,460.77 -- -- 4,142,130.87 17,551,896.51
MHC Portfolio - Sherwood Forest Mobile
Home Park 27,370,803.06 6,239,558.97 -- -- 945,433.96 22,940,752.91
Prado Apartments 27,215,961.55 11,775,028.60 -- -- 3,096,176.03 14,816,644.90
Olive Grove Apartments 14,930,385.78 5,799,763.75 -- -- 1,640,432.38 8,175,035.50
Cobblestone Grove Apartments 13,966,047.03 3,082,680.44 -- -- 523,594.06 11,479,368.71
MHC Portfolio - The Highlands at Brentwood 10,909,718.00 6,355,718.21 -- -- 1,533,365.67 5,573,600.46
Sterling University Estates 10,687,000.00 4,398,426.42 -- -- 1,303,026.41 5,676,294.95
Bradford Woods Apartments 9,640,000.00 4,398,191.38 -- -- 1,214,378.22 5,112,523.77
Farmington Gates Apartments 8,800,000.00 4,218,552.08 -- -- 1,121,328.68 4,670,933.91
Wabash Landing Apartments 7,870,461.48 3,539,352.40 -- -- 881,641.83 4,360,082.94
The Arbors of Killeen 7,337,287.60 2,417,577.11 -- -- 514,490.42 5,221,506.11
Continental Communities - Lincoln Park MHC 7,102,000.00 3,271,971.65 -- -- 810,856.27 4,138,787.17
Continental Communities - Arlington Valley MHC 5,063,000.00 2,338,166.42 -- -- 578,124.57 2,951,398.95
Ridgeway Commons Apartments 4,880,000.00 2,339,378.98 -- -- 621,827.75 2,590,245.51
Woodway Apartments 4,619,704.02 1,072,109.65 -- -- 159,584.73 3,866,517.53
The Gables Apartments 4,605,327.29 1,970,726.03 -- -- 509,300.69 2,549,821.51
Park Village Apartments 3,836,000.00 1,213,295.87 -- -- 271,505.73 2,752,659.77
G&K-Villa Topanga 3,796,345.67 1,677,270.97 -- -- 424,707.92 2,097,386.93
G&K-Fairvalley Villas 3,632,209.50 1,614,604.35 -- -- 410,209.28 1,994,041.87
Marquette II Student Housing 1,298,429.09 591,283.97 -- -- 148,211.13 710,414.51
Marquette I Student Housing 1,123,640.56 511,687.98 -- -- 128,259.61 614,781.55
Bethany Towers 11,576,254.43 5,383,321.63 -- -- 1,311,733.18 6,425,054.24
Whispering Palms Apartments 5,512,056.19 2,522,077.29 -- -- 612,570.60 3,095,418.78
Country View Apartments 3,389,589.94 1,444,392.03 -- -- 368,849.45 1,711,304.09
Lakewood Club Apartments 3,383,792.87 1,556,952.81 -- -- 372,784.79 1,916,006.49
Lake Terrace Apartments 3,190,151.55 1,388,190.37 -- -- 356,753.52 1,768,374.41
Twin Valley Estates MHC 2,993,931.97 1,383,153.71 -- -- 312,974.33 1,589,671.79
Sandlin Villas Apartments 2,956,095.25 1,199,988.28 -- -- 294,793.24 1,755,222.80
Moon Valley MHC 2,891,604.27 1,330,093.57 -- -- 324,703.64 1,616,442.46
Trail West Apartments 2,871,504.88 1,312,836.77 -- -- 322,047.76 1,601,147.99
Windwhistle Apartments 2,604,712.91 1,208,937.50 -- -- 295,371.91 1,447,935.14
Inlet View Apartments 2,490,169.54 1,148,008.78 -- -- 276,896.35 1,400,025.50
Wesclay and Woodhaven Apartments 2,485,739.26 1,107,335.69 -- -- 266,700.91 1,284,573.32
Lynnwood Heights MHC 2,340,755.59 1,078,731.38 -- -- 260,274.99 1,315,948.03
Hines-Sumitomo Life Office Portfolio 316,405,000.00 126,843,987.97 -- -- 37,052,678.38 --
Leo Burnett Building 120,000,000.00 52,435,794.31 -- -- 14,623,141.51 78,219,595.69
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.
This material is for your private information and Banc of America Securities LLC
(the "Placement Agent") 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
Placement Agent considers reliable, but the Placement Agent 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 Placement Agent 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 Placement Agent and its affiliates, officers, 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). The securities mentioned herein have not been and will not be
registered under the Securities Act of 1933 (as amended, the "Securities Act")
or any state securities or foreign securities laws and may not be re-offered,
resold, pledged or otherwise transferred except (a) (i) to a person who is a
qualified institutional buyer (as defined in the Securities Act) in a
transaction meeting the requirements of Rule 144A under the Securities Act or
(ii) pursuant to an exemption from registration under the Securities Act
provided by Rule 144 thereunder (if available), (b) in accordance with all
applicable securities laws of the United States or foreign jurisdictions and (c)
otherwise in accordance with the terms of the Pooling and Servicing Agreement.
Information contained in this material is current as of the date appearing on
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 by the
information contained in any final Private Placement Memorandum for any
securities actually sold to you. This material is furnished solely by the
Placement Agent 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. Certain terms used herein are
defined in the Private Placement Memorandum.
SUMMARY OF BACM 2004-01
SETTLEMENT DATE 03/10/04
FIRST ACCRUAL DATE 3/1/2004
COLL NEXT PAY DATE 4/1/2004
DELAY 9
FIRST PAY DATE 4/10/2004
COLLATERAL WHOLE LOAN TRUST BALANCE OTHER A NOTE
DESCRIPTION GROUPS BALANCES A NOTE B NOTE (NOT IN DEAL)
(SUPPORTS THE MULTIFAMILY Rest of the Pool 1 805,724,353.34 805,724,353.34 - -
DIRECTED TRANCHE, Multifamily Group 2 296,858,979.28 296,858,979.28 - -
Class A1-A) ---> Hines Sumitomo 5 316,405,000.00 104,600,000.00 51,805,000.00 160,000,000.00
Leo Burnett 6 120,000,000.00 120,000,000.00 - -
-------------------------------------------------------------------
1,538,988,332.62 1,327,183,332.62 51,805,000.00 160,000,000.00
===================================================================
A AND B NOTE DETAILS
ACCRUAL SERVICING SVC FEE
BALANCES GROSS COUPONS BASIS FEE BASIS
Hines Sumitomo A-NOTES HSTA1 160,000,000.00 4.775200000 30/360 0.0339 30/360
HSTA2 104,600,000.00 4.775200000 30/360 0.0342 30/360
B NOTE-AGG HSTB 51,805,000.00 4.975400000 30/360 0.0214 30/360
WHOLE LOAN 316,405,000.00 4.807978751916060
IO DETAILS
PAC and Support - Will send details later
OPTIONAL TERMINATION
1% Call to be on whole loan balances except for Hines and Leo. For those 2
loans, it will be the A note Bal (Trust portion).
OTHER NOTES:
1 For YM Calculation on the Hines Sumitomo, please use a yield rate of
Treas+50 bps
2 For YM Calculation on the Loan # 57475 (Mercantile East Shopping Center),
please use a yield rate of Treas+100 bps
CURVE SWAP
Year 2 0.3200
Year 3 0.3800
Year 4 0.4275
Year 5 0.3800
Year 6 0.4650
Year 7 0.4950
Year 8 0.4850
Year 9 0.4450
Year 10 0.3825
Year 11 0.5000
Year 12 0.6150
TREASUY
Month 0 1.6700
Month 1 1.6700
Month 3 1.6700
Month 6 1.6700
Year 2 1.6700
Year 3 2.1880
Year 5 2.9970
Year 10 4.0250
Year 30 4.8910
BACM 2004-1 PAC IO BALANCE SCHEDULE AND SCHEDULE WAC
- ----------------------------------------------------------------------------------------------------------------------
CUT-OFF PERIOD 1-6 PERIOD 7-12 PERIOD 13-18 PERIOD 19-24
Class Rating Balance PAC IO Notional PAC IO Notional PAC IO Notional PAC IO Notional
- ----------------------------------------------------------------------------------------------------------------------
A-1A AAA / AAA 296,858,979.00 295,980,170.00 294,900,555.00 288,861,021.00 281,780,882.00
A1 AAA / AAA 84,601,018.00 81,225,556.00 77,102,642.00 55,476,360.00 -
A2 AAA / AAA 128,044,055.00 128,044,055.00 128,044,055.00 128,044,055.00 123,390,043.00
A3 AAA / AAA 100,065,758.00 100,065,758.00 100,065,758.00 100,065,758.00 100,065,758.00
A4 AAA / AAA 521,853,980.00 521,853,980.00 521,853,980.00 521,853,980.00 521,853,980.00
B AA / Aa2 31,520,604.00 31,520,604.00 31,520,604.00 31,520,604.00 31,520,604.00
C AA- / Aa3 13,271,833.00 13,271,833.00 13,271,833.00 13,271,833.00 13,271,833.00
D A / A2 29,861,625.00 29,861,625.00 29,861,625.00 29,861,625.00 29,861,625.00
E A- / A3 13,271,833.00 13,271,833.00 13,271,833.00 13,271,833.00 13,271,833.00
F BBB+ / Baa1 18,248,771.00 18,248,771.00 18,248,771.00 18,248,771.00 18,248,771.00
G BBB / Baa2 11,612,854.00 11,612,854.00 11,612,854.00 11,612,854.00 11,612,854.00
H BBB- / Baa3 19,907,750.00 19,907,750.00 19,907,750.00 19,907,750.00 19,907,750.00
J BB+ / Ba1 6,635,917.00 6,635,917.00 6,635,917.00 6,635,917.00 6,635,917.00
K BB / Ba2 6,635,917.00 6,635,917.00 6,635,917.00 6,635,917.00 6,635,917.00
L BB- / Ba3 8,294,896.00 8,294,896.00 8,294,896.00 8,294,896.00 8,294,896.00
----------------------------------------------------------------------------
PAC BALANCE ---------> 1,286,431,519.00 1,281,228,990.00 1,253,563,174.00 1,186,352,663.00
- ----------------------------------------------------------------------------------------------------------------------------------
PERIOD 25-30 PERIOD 31-36 PERIOD 37-42 PERIOD 43-48 PERIOD 49-54 PERIOD 55-60 PERIOD 61-66
PAC IO Notional PAC IO Notional PAC IO Notional PAC IO Notional PAC IO Notional PAC IO Notional PAC IO Notional
- ----------------------------------------------------------------------------------------------------------------------------------
274,497,842.00 267,523,868.00 260,607,556.00 251,724,520.00 242,108,044.00 200,485,518.00 194,281,369.00
- - - - - - -
60,346,803.00 - - - - - -
100,065,758.00 87,761,281.00 34,225,371.00 - - - -
521,853,980.00 521,853,980.00 521,853,980.00 515,903,689.00 475,076,826.00 406,782,571.00 381,228,911.00
31,520,604.00 31,520,604.00 31,520,604.00 31,520,604.00 31,520,604.00 31,520,604.00 31,520,604.00
13,271,833.00 13,271,833.00 13,271,833.00 13,271,833.00 13,271,833.00 13,271,833.00 13,271,833.00
29,861,625.00 29,861,625.00 29,861,625.00 29,861,625.00 29,861,625.00 29,861,625.00 29,861,625.00
13,271,833.00 13,271,833.00 13,271,833.00 13,271,833.00 13,271,833.00 13,271,833.00 13,271,833.00
18,248,771.00 18,248,771.00 18,248,771.00 18,248,771.00 18,248,771.00 18,248,771.00 11,295,172.00
11,612,854.00 11,612,854.00 11,612,854.00 11,612,854.00 10,167,375.00 1,059,362.00 -
19,907,750.00 19,907,750.00 19,180,925.00 8,520,213.00 - - -
6,635,917.00 6,635,917.00 - - - - -
6,635,917.00 3,949,240.00 - - - - -
8,294,896.00 - - - - - -
- --------------------------------------------------------------------------------------------------------------------------------
1,116,026,383.00 1,025,419,556.00 953,655,352.00 893,935,942.00 833,526,911.00 714,502,117.00 674,731,347.00
- -------------------------------------------------------
PERIOD 67-72 PERIOD 73-78 PERIOD 79-84
PAC IO Notional PAC IO Notional PAC IO Notional
- -------------------------------------------------------
188,818,799.00 183,726,827.00 172,036,189.00
- - -
- - -
- - -
360,749,811.00 328,446,259.00 313,794,416.00
31,520,604.00 31,520,604.00 31,520,604.00
13,271,833.00 13,271,833.00 13,271,833.00
29,861,625.00 29,861,625.00 29,861,625.00
13,271,833.00 10,009,541.00 3,513,266.00
3,779,755.00 - -
- - -
- - -
- - -
- - -
- - -
- ------------------------------------------------------
641,274,260.00 596,836,689.00 563,997,933.00
WAC SCHEDULE
Payment Date Period WAC
3/1/2004 0
4/1/2004 1 5.55950
5/1/2004 2 5.39320
6/1/2004 3 5.55920
7/1/2004 4 5.39300
8/1/2004 5 5.55890
9/1/2004 6 5.55880
10/1/2004 7 5.39270
11/1/2004 8 5.55860
12/1/2004 9 5.39240
1/1/2005 10 5.39230
2/1/2005 11 5.39220
3/1/2005 12 5.39250
4/1/2005 13 5.55790
5/1/2005 14 5.39180
6/1/2005 15 5.55750
7/1/2005 16 5.39140
8/1/2005 17 5.55700
9/1/2005 18 5.55680
10/1/2005 19 5.39080
11/1/2005 20 5.55690
12/1/2005 21 5.39100
1/1/2006 22 5.39080
2/1/2006 23 5.39070
3/1/2006 24 5.39100
4/1/2006 25 5.55610
5/1/2006 26 5.39020
6/1/2006 27 5.55580
7/1/2006 28 5.38990
8/1/2006 29 5.55540
9/1/2006 30 5.55530
10/1/2006 31 5.38950
11/1/2006 32 5.55490
12/1/2006 33 5.38920
1/1/2007 34 5.38900
2/1/2007 35 5.38880
3/1/2007 36 5.38910
4/1/2007 37 5.55390
5/1/2007 38 5.38820
6/1/2007 39 5.55350
7/1/2007 40 5.38790
8/1/2007 41 5.55310
9/1/2007 42 5.55290
10/1/2007 43 5.38730
11/1/2007 44 5.55250
12/1/2007 45 5.38690
1/1/2008 46 5.55210
2/1/2008 47 5.38650
3/1/2008 48 5.38650
4/1/2008 49 5.55140
5/1/2008 50 5.38590
6/1/2008 51 5.55090
7/1/2008 52 5.38550
8/1/2008 53 5.55050
9/1/2008 54 5.55030
10/1/2008 55 5.38490
11/1/2008 56 5.54470
12/1/2008 57 5.38880
1/1/2009 58 5.38850
2/1/2009 59 5.39460
3/1/2009 60 5.40490
4/1/2009 61 5.57620
5/1/2009 62 5.41160
6/1/2009 63 5.57570
7/1/2009 64 5.41110
8/1/2009 65 5.57510
9/1/2009 66 5.57480
10/1/2009 67 5.41030
11/1/2009 68 5.57420
12/1/2009 69 5.40980
1/1/2010 70 5.40950
2/1/2010 71 5.40920
3/1/2010 72 5.40960
4/1/2010 73 5.57260
5/1/2010 74 5.40830
6/1/2010 75 5.57200
7/1/2010 76 5.40770
8/1/2010 77 5.57630
9/1/2010 78 5.65550
10/1/2010 79 5.48990
11/1/2010 80 5.65500
12/1/2010 81 5.49630
1/1/2011 82 5.49780
2/1/2011 83 5.49750
3/1/2011 84 5.49810
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
PRICE/YIELD TABLE - CLASS A-1
Security ID: BACM SERIES 2004-1 Initial Balance: 84,601,018
Settlement Date: 03/10/04 Initial Pass-Through Rate: 3.0350%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 25.00% 50.00% 75.00% 100.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
99.75000000 3.11 3.28 3.20 3.16 3.18
99.81250000 3.09 3.25 3.17 3.12 3.13
99.87500000 3.07 3.22 3.13 3.08 3.09
99.93750000 3.05 3.19 3.10 3.05 3.04
100.00000000 3.03 3.16 3.06 3.01 3.00
100.06250000 3.01 3.13 3.03 2.97 2.96
100.12500000 2.99 3.09 2.99 2.93 2.91
100.18750000 2.97 3.06 2.95 2.89 2.87
100.25000000 2.95 3.03 2.92 2.85 2.82
100.31250000 2.93 3.00 2.88 2.81 2.78
100.37500000 2.92 2.97 2.85 2.78 2.74
100.43750000 2.90 2.94 2.81 2.74 2.69
100.50000000 2.88 2.91 2.78 2.70 2.65
100.56250000 2.86 2.88 2.74 2.66 2.60
100.62500000 2.84 2.85 2.71 2.62 2.56
100.68750000 2.82 2.82 2.67 2.58 2.52
100.75000000 2.80 2.79 2.64 2.55 2.47
WAL (YRS) 3.50 2.12 1.85 1.68 1.47
MOD DUR 3.25 2.02 1.77 1.62 1.41
FIRSTPRINPAY 4/10/2004 4/10/2004 4/10/2004 4/10/2004 4/10/2004
MATURITY 2/10/2009 3/10/2007 9/10/2006 5/10/2006 10/10/2005
PRIN WINDOW (MONTHS) 59 36 30 26 19
ASSUMPTIONS TREASURY CURVE AS OF
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
Initial Balance is as of March 2004 1/12 1.670
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS A-2
Security ID: BACM SERIES 2004-1 Initial Balance: 128,044,055
Settlement Date: 03/10/04 Initial Pass-Through Rate: 3.952%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 25.00% 50.00% 75.00% 100.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 3.97 4.41 4.84 5.02 5.18
100.06250000 3.95 4.39 4.82 4.99 5.15
100.12500000 3.94 4.38 4.80 4.97 5.11
100.18750000 3.93 4.36 4.78 4.94 5.08
100.25000000 3.92 4.34 4.76 4.92 5.05
100.31250000 3.91 4.32 4.74 4.89 5.02
100.37500000 3.89 4.31 4.72 4.87 4.99
100.43750000 3.88 4.29 4.69 4.84 4.96
100.50000000 3.87 4.27 4.67 4.82 4.93
100.56250000 3.86 4.26 4.65 4.79 4.89
100.62500000 3.85 4.24 4.63 4.77 4.86
100.68750000 3.83 4.22 4.61 4.74 4.83
100.75000000 3.82 4.21 4.59 4.72 4.80
100.81250000 3.81 4.19 4.57 4.69 4.77
100.87500000 3.80 4.17 4.54 4.67 4.74
100.93750000 3.79 4.16 4.52 4.65 4.71
101.00000000 3.77 4.14 4.50 4.62 4.67
WAL (YRS) 5.90 4.07 3.16 2.69 2.10
MOD DUR 5.17 3.68 2.91 2.49 1.97
FIRSTPRINPAY 2/10/2009 3/10/2007 9/10/2006 5/10/2006 10/10/2005
MATURITY 8/10/2010 1/10/2009 3/10/2008 6/10/2007 9/10/2006
PRIN WINDOW (MONTHS) 19 23 19 14 12
ASSUMPTIONS TREASURY CURVE AS OF
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
Initial Balance is as of March 2004 1/12 1.670
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS A-3
Security ID: BACM SERIES 2004-1 Initial Balance: 100,065,758
Settlement Date: 03/10/04 Initial Pass-Through Rate: 4.339%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 25.00% 50.00% 75.00% 100.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 4.36 4.63 4.70 5.01 5.34
100.06250000 4.35 4.61 4.68 4.99 5.32
100.12500000 4.34 4.60 4.67 4.97 5.30
100.18750000 4.33 4.59 4.65 4.96 5.28
100.25000000 4.32 4.57 4.64 4.94 5.26
100.31250000 4.31 4.56 4.62 4.92 5.24
100.37500000 4.30 4.55 4.61 4.91 5.22
100.43750000 4.29 4.53 4.59 4.89 5.19
100.50000000 4.28 4.52 4.58 4.87 5.17
100.56250000 4.27 4.51 4.56 4.85 5.15
100.62500000 4.26 4.49 4.55 4.84 5.13
100.68750000 4.25 4.48 4.53 4.82 5.11
100.75000000 4.24 4.47 4.52 4.80 5.09
100.81250000 4.23 4.45 4.50 4.79 5.07
100.87500000 4.22 4.44 4.49 4.77 5.05
100.93750000 4.21 4.43 4.47 4.75 5.03
101.00000000 4.20 4.41 4.46 4.74 5.01
WAL (YRS) 7.50 5.35 4.61 4.08 3.37
MOD DUR 6.28 4.68 4.09 3.65 3.04
FIRSTPRINPAY 8/10/2010 1/10/2009 3/10/2008 6/10/2007 9/10/2006
MATURITY 3/10/2013 7/10/2010 3/10/2009 11/10/2008 9/10/2008
PRIN WINDOW (MONTHS) 32 19 13 18 25
ASSUMPTIONS TREASURY CURVE AS OF
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
Initial Balance is as of March 2004 1/12 1.670
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS A-4
Security ID: BACM SERIES 2004-1 Initial Balance: 521,853,980
Settlement Date: 03/10/04 Initial Pass-Through Rate: 4.689%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 25.00% 50.00% 75.00% 100.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 4.72 4.75 4.75 4.73 4.72
100.06250000 4.71 4.74 4.74 4.72 4.71
100.12500000 4.70 4.73 4.73 4.71 4.70
100.18750000 4.69 4.72 4.73 4.70 4.69
100.25000000 4.69 4.71 4.72 4.69 4.68
100.31250000 4.68 4.70 4.71 4.69 4.67
100.37500000 4.67 4.69 4.70 4.68 4.66
100.43750000 4.66 4.69 4.69 4.67 4.65
100.50000000 4.65 4.68 4.68 4.66 4.64
100.56250000 4.65 4.67 4.67 4.65 4.63
100.62500000 4.64 4.66 4.66 4.64 4.62
100.68750000 4.63 4.65 4.65 4.63 4.61
100.75000000 4.62 4.64 4.64 4.62 4.61
100.81250000 4.61 4.63 4.63 4.61 4.60
100.87500000 4.60 4.62 4.63 4.60 4.59
100.93750000 4.60 4.62 4.62 4.59 4.58
101.00000000 4.59 4.61 4.61 4.59 4.57
WAL (YRS) 9.62 8.91 8.57 8.43 8.26
MOD DUR 7.59 7.12 6.87 6.78 6.66
FIRSTPRINPAY 3/10/2013 7/10/2010 3/10/2009 11/10/2008 9/10/2008
MATURITY 1/10/2014 1/10/2014 12/10/2013 12/10/2013 10/10/2013
PRIN WINDOW (MONTHS) 11 43 58 62 62
ASSUMPTIONS TREASURY CURVE AS OF
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
Initial Balance is as of March 2004 1/12 1.670
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS B
Security ID: BACM SERIES 2004-1 Initial Balance: 31,520,604
Settlement Date: 03/10/04 Initial Pass-Through Rate: 4.788%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 25.00% 50.00% 75.00% 100.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 4.82 4.82 4.82 4.82 4.82
100.06250000 4.81 4.81 4.81 4.81 4.81
100.12500000 4.80 4.81 4.80 4.80 4.80
100.18750000 4.80 4.80 4.80 4.80 4.80
100.25000000 4.79 4.79 4.79 4.79 4.79
100.31250000 4.78 4.78 4.78 4.78 4.78
100.37500000 4.77 4.77 4.77 4.77 4.77
100.43750000 4.76 4.76 4.76 4.76 4.76
100.50000000 4.76 4.76 4.76 4.76 4.75
100.56250000 4.75 4.75 4.75 4.75 4.75
100.62500000 4.74 4.74 4.74 4.74 4.74
100.68750000 4.73 4.73 4.73 4.73 4.73
100.75000000 4.72 4.72 4.72 4.72 4.72
100.81250000 4.72 4.72 4.72 4.72 4.71
100.87500000 4.71 4.71 4.71 4.71 4.71
100.93750000 4.70 4.70 4.70 4.70 4.70
101.00000000 4.69 4.69 4.69 4.69 4.69
WAL (YRS) 9.92 9.83 9.83 9.83 9.74
MOD DUR 7.74 7.69 7.69 7.69 7.63
FIRSTPRINPAY 2/10/2014 1/10/2014 1/10/2014 1/10/2014 11/10/2013
MATURITY 2/10/2014 1/10/2014 1/10/2014 1/10/2014 12/10/2013
PRIN WINDOW (MONTHS) 1 1 1 1 2
ASSUMPTIONS TREASURY CURVE AS OF
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
Initial Balance is as of March 2004 1/12 1.670
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS C
Security ID: BACM SERIES 2004-1 Initial Balance: 13,271,833
Settlement Date: 03/10/04 Initial Pass-Through Rate: 4.846%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 25.00% 50.00% 75.00% 100.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 4.88 4.88 4.88 4.88 4.88
100.06250000 4.87 4.87 4.87 4.87 4.87
100.12500000 4.86 4.86 4.86 4.86 4.86
100.18750000 4.86 4.86 4.86 4.85 4.85
100.25000000 4.85 4.85 4.85 4.85 4.85
100.31250000 4.84 4.84 4.84 4.84 4.84
100.37500000 4.83 4.83 4.83 4.83 4.83
100.43750000 4.82 4.82 4.82 4.82 4.82
100.50000000 4.82 4.82 4.81 4.81 4.81
100.56250000 4.81 4.81 4.81 4.81 4.81
100.62500000 4.80 4.80 4.80 4.80 4.80
100.68750000 4.79 4.79 4.79 4.79 4.79
100.75000000 4.78 4.78 4.78 4.78 4.78
100.81250000 4.78 4.78 4.77 4.77 4.77
100.87500000 4.77 4.77 4.77 4.77 4.76
100.93750000 4.76 4.76 4.76 4.76 4.76
101.00000000 4.75 4.75 4.75 4.75 4.75
WAL (YRS) 10.15 9.89 9.83 9.83 9.75
MOD DUR 7.86 7.70 7.66 7.66 7.61
FIRSTPRINPAY 2/10/2014 1/10/2014 1/10/2014 1/10/2014 12/10/2013
MATURITY 8/10/2014 2/10/2014 2/10/2014 1/10/2014 12/10/2013
PRIN WINDOW (MONTHS) 7 2 2 1 1
ASSUMPTIONS TREASURY CURVE AS OF
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
Initial Balance is as of March 2004 1/12 1.670
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS D
Security ID: BACM SERIES 2004-1 Initial Balance: 29,861,625
Settlement Date: 03/10/04 Initial Pass-Through Rate: 4.938%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 25.00% 50.00% 75.00% 100.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 4.97 4.99 4.98 4.97 4.97
100.06250000 4.97 4.98 4.97 4.97 4.96
100.12500000 4.96 4.97 4.96 4.96 4.96
100.18750000 4.95 4.96 4.95 4.95 4.95
100.25000000 4.94 4.95 4.94 4.94 4.94
100.31250000 4.94 4.95 4.94 4.93 4.93
100.37500000 4.93 4.94 4.93 4.92 4.92
100.43750000 4.92 4.93 4.92 4.92 4.92
100.50000000 4.91 4.92 4.91 4.91 4.91
100.56250000 4.90 4.91 4.90 4.90 4.90
100.62500000 4.90 4.91 4.90 4.89 4.89
100.68750000 4.89 4.90 4.89 4.88 4.88
100.75000000 4.88 4.89 4.88 4.88 4.88
100.81250000 4.87 4.88 4.87 4.87 4.87
100.87500000 4.87 4.87 4.86 4.86 4.86
100.93750000 4.86 4.87 4.86 4.85 4.85
101.00000000 4.85 4.86 4.85 4.84 4.84
WAL (YRS) 10.63 10.12 10.02 10.00 9.88
MOD DUR 8.10 7.80 7.74 7.73 7.66
FIRSTPRINPAY 8/10/2014 2/10/2014 2/10/2014 1/10/2014 12/10/2013
MATURITY 11/10/2014 9/10/2014 8/10/2014 8/10/2014 7/10/2014
PRIN WINDOW (MONTHS) 4 8 7 8 8
ASSUMPTIONS TREASURY CURVE AS OF
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
Initial Balance is as of March 2004 1/12 1.670
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS E
Security ID: BACM SERIES 2004-1 Initial Balance: 13,271,833
Settlement Date: 03/10/04 Initial Pass-Through Rate: 4.991%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 25.00% 50.00% 75.00% 100.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 5.03 5.03 5.03 5.03 5.03
100.06250000 5.02 5.03 5.02 5.02 5.02
100.12500000 5.01 5.02 5.01 5.01 5.01
100.18750000 5.00 5.01 5.01 5.00 5.00
100.25000000 5.00 5.00 5.00 5.00 5.00
100.31250000 4.99 4.99 4.99 4.99 4.99
100.37500000 4.98 4.99 4.98 4.98 4.98
100.43750000 4.97 4.98 4.98 4.97 4.97
100.50000000 4.97 4.97 4.97 4.97 4.97
100.56250000 4.96 4.96 4.96 4.96 4.96
100.62500000 4.95 4.96 4.95 4.95 4.95
100.68750000 4.94 4.95 4.94 4.94 4.94
100.75000000 4.94 4.94 4.94 4.93 4.93
100.81250000 4.93 4.93 4.93 4.93 4.93
100.87500000 4.92 4.93 4.92 4.92 4.92
100.93750000 4.91 4.92 4.91 4.91 4.91
101.00000000 4.91 4.91 4.91 4.90 4.90
WAL (YRS) 10.67 10.65 10.52 10.48 10.45
MOD DUR 8.10 8.09 8.01 7.99 7.97
FIRSTPRINPAY 11/10/2014 9/10/2014 8/10/2014 8/10/2014 7/10/2014
MATURITY 11/10/2014 11/10/2014 11/10/2014 10/10/2014 9/10/2014
PRIN WINDOW (MONTHS) 1 3 4 3 3
ASSUMPTIONS TREASURY CURVE AS OF
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
Initial Balance is as of March 2004 1/12 1.670
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS XP
Security ID: BACM SERIES 2004-1 Initial Balance: 1,286,431,519
Settlement Date: 03/10/04 Initial Pass-Through Rate: 1.0729%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 25.00% 50.00% 75.00% 100.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
3.811400000 4.72 4.72 4.72 4.72 4.43
3.827025000 4.56 4.56 4.56 4.56 4.28
3.842650000 4.41 4.41 4.41 4.41 4.13
3.858275000 4.26 4.26 4.26 4.26 3.98
3.873900000 4.10 4.10 4.10 4.10 3.83
3.889525000 3.95 3.95 3.95 3.95 3.68
3.905150000 3.80 3.80 3.80 3.80 3.53
3.920775000 3.66 3.66 3.66 3.66 3.38
3.936400000 3.51 3.51 3.51 3.51 3.24
3.952025000 3.36 3.36 3.36 3.36 3.09
3.967650000 3.22 3.22 3.22 3.22 2.95
3.983275000 3.07 3.07 3.07 3.07 2.80
3.998900000 2.93 2.93 2.93 2.93 2.66
4.014525000 2.79 2.79 2.79 2.79 2.52
4.030150000 2.65 2.65 2.65 2.65 2.38
4.045775000 2.51 2.51 2.51 2.51 2.24
4.061400000 2.37 2.37 2.37 2.37 2.10
WAL (YRS) 5.06 5.06 5.06 5.06 5.04
MOD DUR 2.69 2.69 2.69 2.69 2.71
FIRST PRIN PAY 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004
MATURITY 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011
PRIN WIN 79 79 79 79 79
YIELD SPREAD 50 50 50 50 23
ASSUMPTIONS TREASURY CURVE AS OF
1% Cleanup Call is Exercised TERM (YRS) YIELD (BEY%)
Initial Balance is as of March 2004 1/12 1.670
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS A-1
Security ID: BACM SERIES 2004-1 Initial Balance: 84,601,018
Settlement Date: 03/10/04 Initial Pass-Through Rate: 3.0350%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 0.00% 0.00% 0.00% 0.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
99.75000000 3.11 3.11 3.11 3.11 3.11
99.81250000 3.09 3.09 3.09 3.09 3.09
99.87500000 3.07 3.07 3.07 3.07 3.07
99.93750000 3.05 3.05 3.05 3.05 3.05
100.00000000 3.03 3.03 3.03 3.03 3.03
100.06250000 3.01 3.01 3.01 3.01 3.01
100.12500000 2.99 2.99 2.99 2.99 2.99
100.18750000 2.97 2.97 2.97 2.97 2.97
100.25000000 2.95 2.95 2.95 2.95 2.95
100.31250000 2.93 2.93 2.93 2.93 2.93
100.37500000 2.92 2.92 2.92 2.91 2.91
100.43750000 2.90 2.90 2.90 2.90 2.89
100.50000000 2.88 2.88 2.88 2.88 2.87
100.56250000 2.86 2.86 2.86 2.86 2.85
100.62500000 2.84 2.84 2.84 2.84 2.83
100.68750000 2.82 2.82 2.82 2.82 2.81
100.75000000 2.80 2.80 2.80 2.80 2.79
WAL (YRS) 3.50 3.49 3.49 3.47 3.40
MOD DUR 3.25 3.24 3.24 3.23 3.17
FIRSTPRINPAY 4/10/2004 4/10/2004 4/10/2004 4/10/2004 4/10/2004
MATURITY 2/10/2009 2/10/2009 2/10/2009 2/10/2009 1/10/2009
PRIN WINDOW (MONTHS) 59 59 59 59 58
ASSUMPTIONS TREASURY CURVE AS OF
- --------------------------------------------------------- ------------------------------
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
- -------------------------------- ---------- ------------
Initial Balance is as of March 2004 1/12 1.670
- -----------------------------------
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be
collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under
"Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus
Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS A-2
Security ID: BACM SERIES 2004-1 Initial Balance: 128,044,055
Settlement Date: 03/10/04 Initial Pass-Through Rate: 3.952%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 0.00% 0.00% 0.00% 0.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 3.97 3.97 3.97 3.97 3.97
100.06250000 3.95 3.95 3.95 3.95 3.95
100.12500000 3.94 3.94 3.94 3.94 3.94
100.18750000 3.93 3.93 3.93 3.93 3.93
100.25000000 3.92 3.92 3.92 3.92 3.92
100.31250000 3.91 3.91 3.91 3.91 3.90
100.37500000 3.89 3.89 3.89 3.89 3.89
100.43750000 3.88 3.88 3.88 3.88 3.88
100.50000000 3.87 3.87 3.87 3.87 3.87
100.56250000 3.86 3.86 3.86 3.86 3.85
100.62500000 3.85 3.85 3.84 3.84 3.84
100.68750000 3.83 3.83 3.83 3.83 3.83
100.75000000 3.82 3.82 3.82 3.82 3.82
100.81250000 3.81 3.81 3.81 3.81 3.81
100.87500000 3.80 3.80 3.80 3.80 3.79
100.93750000 3.79 3.79 3.78 3.78 3.78
101.00000000 3.77 3.77 3.77 3.77 3.77
WAL (YRS) 5.90 5.90 5.89 5.88 5.78
MOD DUR 5.17 5.17 5.16 5.16 5.08
FIRSTPRINPAY 2/10/2009 2/10/2009 2/10/2009 2/10/2009 1/10/2009
MATURITY 8/10/2010 8/10/2010 8/10/2010 8/10/2010 8/10/2010
PRIN WINDOW (MONTHS) 19 19 19 19 20
ASSUMPTIONS TREASURY CURVE AS OF
- -------------------------------------------------------- -----------------------------
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
- -------------------------------- ---------- ------------
Initial Balance is as of March 2004 1/12 1.670
- -----------------------------------
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes of the offered
certificates as described under "Description of the Certificates-Distributions- 2 1.670
Distributions of Prepayment Premiums" in the Prospectus Supplement. 3 2.188
No Extensions on any Mortgage Loan 5 2.997
No Delinquencies on any Mortgage Loan 10 4.025
No Defaults on any Mortgage Loan 30 4.891
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS A-3
Security ID: BACM SERIES 2004-1 Initial Balance: 100,065,758
Settlement Date: 03/10/04 Initial Pass-Through Rate: 4.339%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 0.00% 0.00% 0.00% 0.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 4.36 4.36 4.36 4.36 4.36
100.06250000 4.35 4.35 4.35 4.35 4.35
100.12500000 4.34 4.34 4.34 4.34 4.34
100.18750000 4.33 4.33 4.33 4.33 4.33
100.25000000 4.32 4.32 4.32 4.32 4.32
100.31250000 4.31 4.31 4.31 4.31 4.31
100.37500000 4.30 4.30 4.30 4.30 4.30
100.43750000 4.29 4.29 4.29 4.29 4.29
100.50000000 4.28 4.28 4.28 4.28 4.28
100.56250000 4.27 4.27 4.27 4.27 4.27
100.62500000 4.26 4.26 4.26 4.26 4.26
100.68750000 4.25 4.25 4.25 4.25 4.25
100.75000000 4.24 4.24 4.24 4.24 4.24
100.81250000 4.23 4.23 4.23 4.23 4.23
100.87500000 4.22 4.22 4.22 4.22 4.22
100.93750000 4.21 4.21 4.21 4.21 4.21
101.00000000 4.20 4.20 4.20 4.20 4.20
WAL (YRS) 7.50 7.49 7.48 7.46 7.34
MOD DUR 6.28 6.27 6.27 6.25 6.16
FIRSTPRINPAY 8/10/2010 8/10/2010 8/10/2010 8/10/2010 8/10/2010
MATURITY 3/10/2013 3/10/2013 3/10/2013 3/10/2013 3/10/2013
PRIN WINDOW (MONTHS) 32 32 32 32 32
ASSUMPTIONS TREASURY CURVE AS OF
- --------------------------------------------------------- -----------------------------
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
- -------------------------------- ---------- ------------
Initial Balance is as of March 2004 1/12 1.670
- -----------------------------------
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS A-4
Security ID: BACM SERIES 2004-1 Initial Balance: 521,853,980
Settlement Date: 03/10/04 Initial Pass-Through Rate: 4.689%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 0.00% 0.00% 0.00% 0.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
100.00000000 4.72 4.72 4.72 4.72 4.72
100.06250000 4.71 4.71 4.71 4.71 4.71
100.12500000 4.70 4.70 4.70 4.70 4.70
100.18750000 4.69 4.69 4.69 4.69 4.69
100.25000000 4.69 4.69 4.69 4.69 4.69
100.31250000 4.68 4.68 4.68 4.68 4.68
100.37500000 4.67 4.67 4.67 4.67 4.67
100.43750000 4.66 4.66 4.66 4.66 4.66
100.50000000 4.65 4.65 4.65 4.65 4.65
100.56250000 4.65 4.65 4.65 4.65 4.64
100.62500000 4.64 4.64 4.64 4.64 4.64
100.68750000 4.63 4.63 4.63 4.63 4.63
100.75000000 4.62 4.62 4.62 4.62 4.62
100.81250000 4.61 4.61 4.61 4.61 4.61
100.87500000 4.60 4.60 4.60 4.60 4.60
100.93750000 4.60 4.60 4.60 4.60 4.60
101.00000000 4.59 4.59 4.59 4.59 4.59
WAL (YRS) 9.62 9.62 9.61 9.60 9.49
MOD DUR 7.59 7.59 7.59 7.58 7.51
FIRSTPRINPAY 3/10/2013 3/10/2013 3/10/2013 3/10/2013 3/10/2013
MATURITY 1/10/2014 1/10/2014 1/10/2014 1/10/2014 11/10/2013
PRIN WINDOW (MONTHS) 11 11 11 11 9
ASSUMPTIONS TREASURY CURVE AS OF
- ------------------------------------------------------- ------------------------------
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
- -------------------------------- ---------- ------------
Initial Balance is as of March 2004 1/12 1.670
- -----------------------------------
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS B
Security ID: BACM SERIES 2004-1 Initial Balance: 31,520,604
Settlement Date: 03/10/04 Initial Pass-Through Rate: 4.788%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 0.00% 0.00% 0.00% 0.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 4.82 4.82 4.82 4.82 4.82
100.06250000 4.81 4.81 4.81 4.81 4.81
100.12500000 4.80 4.80 4.80 4.80 4.80
100.18750000 4.80 4.80 4.80 4.80 4.80
100.25000000 4.79 4.79 4.79 4.79 4.79
100.31250000 4.78 4.78 4.78 4.78 4.78
100.37500000 4.77 4.77 4.77 4.77 4.77
100.43750000 4.76 4.76 4.76 4.76 4.76
100.50000000 4.76 4.76 4.76 4.76 4.76
100.56250000 4.75 4.75 4.75 4.75 4.75
100.62500000 4.74 4.74 4.74 4.74 4.74
100.68750000 4.73 4.73 4.73 4.73 4.73
100.75000000 4.72 4.72 4.72 4.72 4.72
100.81250000 4.72 4.72 4.72 4.72 4.71
100.87500000 4.71 4.71 4.71 4.71 4.71
100.93750000 4.70 4.70 4.70 4.70 4.70
101.00000000 4.69 4.69 4.69 4.69 4.69
WAL (YRS) 9.92 9.92 9.91 9.91 9.80
MOD DUR 7.74 7.74 7.74 7.73 7.67
FIRSTPRINPAY 2/10/2014 2/10/2014 1/10/2014 1/10/2014 12/10/2013
MATURITY 2/10/2014 2/10/2014 2/10/2014 2/10/2014 2/10/2014
PRIN WINDOW (MONTHS) 1 1 2 2 3
ASSUMPTIONS TREASURY CURVE AS OF
- -------------------------------------------------------- -----------------------------
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
- -------------------------------- ---------- ------------
Initial Balance is as of March 2004 1/12 1.670
- -----------------------------------
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS C
Security ID: BACM SERIES 2004-1 Initial Balance: 13,271,833
Settlement Date: 03/10/04 Initial Pass-Through Rate: 4.846%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 0.00% 0.00% 0.00% 0.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 4.88 4.88 4.88 4.88 4.88
100.06250000 4.87 4.87 4.87 4.87 4.87
100.12500000 4.86 4.86 4.86 4.86 4.86
100.18750000 4.86 4.86 4.86 4.86 4.86
100.25000000 4.85 4.85 4.85 4.85 4.85
100.31250000 4.84 4.84 4.84 4.84 4.84
100.37500000 4.83 4.83 4.83 4.83 4.83
100.43750000 4.82 4.82 4.82 4.82 4.82
100.50000000 4.82 4.82 4.82 4.82 4.82
100.56250000 4.81 4.81 4.81 4.81 4.81
100.62500000 4.80 4.80 4.80 4.80 4.80
100.68750000 4.79 4.79 4.79 4.79 4.79
100.75000000 4.78 4.78 4.78 4.78 4.78
100.81250000 4.78 4.78 4.78 4.78 4.78
100.87500000 4.77 4.77 4.77 4.77 4.77
100.93750000 4.76 4.76 4.76 4.76 4.76
101.00000000 4.75 4.75 4.75 4.75 4.75
WAL (YRS) 10.15 10.15 10.15 10.15 10.12
MOD DUR 7.86 7.86 7.86 7.85 7.84
FIRSTPRINPAY 2/10/2014 2/10/2014 2/10/2014 2/10/2014 2/10/2014
MATURITY 8/10/2014 8/10/2014 8/10/2014 8/10/2014 7/10/2014
PRIN WINDOW (MONTHS) 7 7 7 7 6
ASSUMPTIONS TREASURY CURVE AS OF
- -------------------------------------------------------- -----------------------------
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
- -------------------------------- ---------- ------------
Initial Balance is as of March 2004 1/12 1.670
- -----------------------------------
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS D
Security ID: BACM SERIES 2004-1 Initial Balance: 29,861,625
Settlement Date: 03/10/04 Initial Pass-Through Rate: 4.938%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 0.00% 0.00% 0.00% 0.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 4.97 4.97 4.97 4.97 4.97
100.06250000 4.97 4.97 4.97 4.97 4.97
100.12500000 4.96 4.96 4.96 4.96 4.96
100.18750000 4.95 4.95 4.95 4.95 4.95
100.25000000 4.94 4.94 4.94 4.94 4.94
100.31250000 4.94 4.94 4.94 4.94 4.93
100.37500000 4.93 4.93 4.93 4.93 4.93
100.43750000 4.92 4.92 4.92 4.92 4.92
100.50000000 4.91 4.91 4.91 4.91 4.91
100.56250000 4.90 4.90 4.90 4.90 4.90
100.62500000 4.90 4.90 4.90 4.90 4.90
100.68750000 4.89 4.89 4.89 4.89 4.89
100.75000000 4.88 4.88 4.88 4.88 4.88
100.81250000 4.87 4.87 4.87 4.87 4.87
100.87500000 4.87 4.87 4.87 4.87 4.87
100.93750000 4.86 4.86 4.86 4.86 4.86
101.00000000 4.85 4.85 4.85 4.85 4.85
WAL (YRS) 10.63 10.62 10.60 10.57 10.48
MOD DUR 8.10 8.09 8.08 8.06 8.01
FIRSTPRINPAY 8/10/2014 8/10/2014 8/10/2014 8/10/2014 7/10/2014
MATURITY 11/10/2014 11/10/2014 11/10/2014 11/10/2014 9/10/2014
PRIN WINDOW (MONTHS) 4 4 4 4 3
ASSUMPTIONS TREASURY CURVE AS OF
- --------------------------------------------------------- -----------------------------
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
- -------------------------------- ---------- ------------
Initial Balance is as of March 2004 1/12 1.670
- -----------------------------------
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS E
Security ID: BACM SERIES 2004-1 Initial Balance: 13,271,833
Settlement Date: 03/10/04 Initial Pass-Through Rate: 4.991%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 0.00% 0.00% 0.00% 0.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
100.00000000 5.03 5.03 5.03 5.03 5.03
100.06250000 5.02 5.02 5.02 5.02 5.02
100.12500000 5.01 5.01 5.01 5.01 5.01
100.18750000 5.00 5.00 5.00 5.00 5.00
100.25000000 5.00 5.00 5.00 5.00 5.00
100.31250000 4.99 4.99 4.99 4.99 4.99
100.37500000 4.98 4.98 4.98 4.98 4.98
100.43750000 4.97 4.97 4.97 4.97 4.97
100.50000000 4.97 4.97 4.97 4.97 4.97
100.56250000 4.96 4.96 4.96 4.96 4.96
100.62500000 4.95 4.95 4.95 4.95 4.95
100.68750000 4.94 4.94 4.94 4.94 4.94
100.75000000 4.94 4.94 4.94 4.94 4.93
100.81250000 4.93 4.93 4.93 4.93 4.93
100.87500000 4.92 4.92 4.92 4.92 4.92
100.93750000 4.91 4.91 4.91 4.91 4.91
101.00000000 4.91 4.91 4.91 4.91 4.90
WAL (YRS) 10.67 10.67 10.67 10.67 10.50
MOD DUR 8.10 8.10 8.10 8.10 8.00
FIRSTPRINPAY 11/10/2014 11/10/2014 11/10/2014 11/10/2014 9/10/2014
MATURITY 11/10/2014 11/10/2014 11/10/2014 11/10/2014 9/10/2014
PRIN WINDOW (MONTHS) 1 1 1 1 1
ASSUMPTIONS TREASURY CURVE AS OF
- -------------------------------------------------------- -------------------------------
1% Cleanup Call is Not Exercised TERM (YRS) YIELD (BEY%)
- -------------------------------- ---------- ------------
Initial Balance is as of March 2004 1/12 1.670
- -----------------------------------
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS XP
Security ID: BACM SERIES 2004-1 Initial Balance: 1,286,431,519
Settlement Date: 03/10/04 Initial Pass-Through Rate: 1.0729%
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
- ---------------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 0.00% 0.00% 0.00% 0.00%
During Open 0.00% 25.00% 50.00% 75.00% 100.00%
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5
---------- ---------- ---------- ---------- ----------
3.811400000 4.72 4.72 4.72 4.72 4.72
3.827025000 4.56 4.56 4.56 4.56 4.56
3.842650000 4.41 4.41 4.41 4.41 4.41
3.858275000 4.26 4.26 4.26 4.26 4.26
3.873900000 4.10 4.10 4.10 4.10 4.10
3.889525000 3.95 3.95 3.95 3.95 3.95
3.905150000 3.80 3.80 3.80 3.80 3.80
3.920775000 3.66 3.66 3.66 3.66 3.66
3.936400000 3.51 3.51 3.51 3.51 3.51
3.952025000 3.36 3.36 3.36 3.36 3.36
3.967650000 3.22 3.22 3.22 3.22 3.22
3.983275000 3.07 3.07 3.07 3.07 3.07
3.998900000 2.93 2.93 2.93 2.93 2.93
4.014525000 2.79 2.79 2.79 2.79 2.79
4.030150000 2.65 2.65 2.65 2.65 2.65
4.045775000 2.51 2.51 2.51 2.51 2.51
4.061400000 2.37 2.37 2.37 2.37 2.37
WAL (YRS) 5.06 5.06 5.06 5.06 5.06
MOD DUR 2.69 2.69 2.69 2.69 2.69
FIRST PRIN PAY 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004
MATURITY 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011
PRIN WIN 79 79 79 79 79
YIELD SPREAD 50 50 50 50 50
ASSUMPTIONS TREASURY CURVE AS OF
- -------------------------------------------------- -------------------------------
1% Cleanup Call is Exercised TERM (YRS) YIELD (BEY%)
- ---------------------------- ---------- ------------
Initial Balance is as of March 2004 1/12 1.670
- -----------------------------------
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS XP
Security ID: BACM SERIES 2004-1 Initial Balance: 1,286,431,519
Initial Pass-Through Rate: 1.0729%
Settlement Date: 03/10/04
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5 SCENARIO 6 SCENARIO 7 SCENARIO 8 SCENARIO 9
- ------------------------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
During Open 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
DEFUALT (CDR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5 SCENARIO 6 SCENARIO 7 SCENARIO 8 SCENARIO 9
- ------------------------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
Default Rate 0.00% 1.00% 2.00% 3.00% 4.00% 5.00% 6.00% 7.00% 8.00%
Loss Severity 0.00% 35.00% 35.00% 35.00% 35.00% 35.00% 35.00% 35.00% 35.00%
Lag (months) 0 12 12 12 12 12 12 12 12
Default Starting in Month 0 1 1 1 1 1 1 1 1
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5 SCENARIO 6 SCENARIO 7 SCENARIO 8 SCENARIO 9
- ------------------------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
3.811400000 4.72 4.72 4.72 4.72 4.72 4.72 4.71 4.59 4.42
3.827025000 4.56 4.56 4.56 4.56 4.56 4.56 4.55 4.44 4.26
3.842650000 4.41 4.41 4.41 4.41 4.41 4.41 4.40 4.29 4.11
3.858275000 4.26 4.26 4.26 4.26 4.26 4.26 4.25 4.13 3.95
3.873900000 4.10 4.10 4.10 4.10 4.10 4.10 4.10 3.98 3.80
3.889525000 3.95 3.95 3.95 3.95 3.95 3.95 3.95 3.83 3.65
3.905150000 3.80 3.80 3.80 3.80 3.80 3.80 3.80 3.68 3.50
3.920775000 3.66 3.66 3.66 3.66 3.66 3.66 3.65 3.53 3.36
3.936400000 3.51 3.51 3.51 3.51 3.51 3.51 3.50 3.39 3.21
3.952025000 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.24 3.06
3.967650000 3.22 3.22 3.22 3.22 3.22 3.22 3.21 3.10 2.92
3.983275000 3.07 3.07 3.07 3.07 3.07 3.07 3.07 2.95 2.77
3.998900000 2.93 2.93 2.93 2.93 2.93 2.93 2.92 2.81 2.63
4.014525000 2.79 2.79 2.79 2.79 2.79 2.79 2.78 2.67 2.49
4.030150000 2.65 2.65 2.65 2.65 2.65 2.65 2.64 2.52 2.34
4.045775000 2.51 2.51 2.51 2.51 2.51 2.51 2.50 2.38 2.20
4.061400000 2.37 2.37 2.37 2.37 2.37 2.37 2.36 2.24 2.06
WAL (YRS) 5.06 5.06 5.06 5.06 5.06 5.06 5.06 5.02 4.97
MOD DUR 2.69 2.69 2.69 2.69 2.69 2.69 2.69 2.69 2.68
FIRSTPRINPAY 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004
MATURITY 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011
PRIN WINDOW (MONTHS) 79 79 79 79 79 79 79 79 79
TARG YLDSPRD 50 50 50 50 50 50 49 39 22
ASSUMPTIONS TREASURY CURVE AS OF
- ------------------------------------------------------------------- -------------------------
TERM (YRS) YIELD (BEY%)
---------- ------------
1% Cleanup Call is Exercised
Initial Balance is as of March 2004 1/12 1.670
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the
Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
30 4.891
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS XP
Security ID: BACM SERIES 2004-1 Initial Balance: 1,286,431,519
Initial Pass-Through Rate: 1.0729%
Settlement Date: 03/10/04
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5 SCENARIO 6 SCENARIO 7 SCENARIO 8 SCENARIO 9
- ------------------------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
During Open 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
DEFUALT (CDR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5 SCENARIO 6 SCENARIO 7 SCENARIO 8 SCENARIO 9
- ------------------------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
Default Rate 0.00% 1.00% 2.00% 3.00% 4.00% 5.00% 6.00% 7.00% 8.00%
Loss Severity 0.00% 35.00% 35.00% 35.00% 35.00% 35.00% 35.00% 35.00% 35.00%
Lag (months) 0 12 12 12 12 12 12 12 12
Default Starting in Month 0 12 12 12 12 12 12 12 12
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5 SCENARIO 6 SCENARIO 7 SCENARIO 8 SCENARIO 9
- ------------------------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
3.811400000 4.72 4.72 4.72 4.72 4.72 4.72 4.72 4.71 4.67
3.827025000 4.56 4.56 4.56 4.56 4.56 4.56 4.56 4.56 4.51
3.842650000 4.41 4.41 4.41 4.41 4.41 4.41 4.41 4.41 4.36
3.858275000 4.26 4.26 4.26 4.26 4.26 4.26 4.26 4.25 4.21
3.873900000 4.10 4.10 4.10 4.10 4.10 4.10 4.10 4.10 4.06
3.889525000 3.95 3.95 3.95 3.95 3.95 3.95 3.95 3.95 3.91
3.905150000 3.80 3.80 3.80 3.80 3.80 3.80 3.80 3.80 3.76
3.920775000 3.66 3.66 3.66 3.66 3.66 3.66 3.66 3.66 3.61
3.936400000 3.51 3.51 3.51 3.51 3.51 3.51 3.51 3.51 3.46
3.952025000 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.32
3.967650000 3.22 3.22 3.22 3.22 3.22 3.22 3.22 3.22 3.17
3.983275000 3.07 3.07 3.07 3.07 3.07 3.07 3.07 3.07 3.03
3.998900000 2.93 2.93 2.93 2.93 2.93 2.93 2.93 2.93 2.88
4.014525000 2.79 2.79 2.79 2.79 2.79 2.79 2.79 2.79 2.74
4.030150000 2.65 2.65 2.65 2.65 2.65 2.65 2.65 2.65 2.60
4.045775000 2.51 2.51 2.51 2.51 2.51 2.51 2.51 2.51 2.46
4.061400000 2.37 2.37 2.37 2.37 2.37 2.37 2.37 2.37 2.32
WAL (YRS) 5.06 5.06 5.06 5.06 5.06 5.06 5.06 5.06 5.05
MOD DUR 2.69 2.69 2.69 2.69 2.69 2.69 2.69 2.69 2.69
FIRST PRIN PAY 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004
MATURITY 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011
PRIN WIN 79 79 79 79 79 79 79 79 79
YIELD SPREAD 50 50 50 50 50 50 50 50 46
ASSUMPTIONS TREASURY CURVE AS OF
- ------------------------------------------------------------------- -------------------------
TERM (YRS) YIELD (BEY%)
---------- ------------
1% Cleanup Call is Exercised
Initial Balance is as of March 2004 1/12 1.670
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the
Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
No Delinquencies on any Mortgage Loan 30 4.891
No Defaults on any Mortgage Loan
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
PRICE/YIELD TABLE - CLASS XP
Security ID: BACM SERIES 2004-1 Initial Balance: 1,286,431,519
Initial Pass-Through Rate: 1.0729%
Settlement Date: 03/10/04
Accrual Start Date: 03/01/04
First Pay Date: 04/10/04
PREPAYMENT (CPR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5 SCENARIO 6 SCENARIO 7 SCENARIO 8 SCENARIO 9
- ------------------------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
During YM 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
During Open 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
DEFUALT (CDR) SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5 SCENARIO 6 SCENARIO 7 SCENARIO 8 SCENARIO 9
- ------------------------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
Default Rate 0.00% 1.00% 2.00% 3.00% 4.00% 5.00% 6.00% 7.00% 8.00%
Loss Severity 0.00% 35.00% 35.00% 35.00% 35.00% 35.00% 35.00% 35.00% 35.00%
Lag (months) 0 12 12 12 12 12 12 12 12
Default Starting in Month 0 24 24 24 24 24 24 24 24
SCENARIO 1 SCENARIO 2 SCENARIO 3 SCENARIO 4 SCENARIO 5 SCENARIO 6 SCENARIO 7 SCENARIO 8 SCENARIO 9
- ------------------------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
3.811400000 4.72 4.72 4.72 4.72 4.72 4.72 4.72 4.72 4.72
3.827025000 4.56 4.56 4.56 4.56 4.56 4.56 4.56 4.56 4.56
3.842650000 4.41 4.41 4.41 4.41 4.41 4.41 4.41 4.41 4.41
3.858275000 4.26 4.26 4.26 4.26 4.26 4.26 4.26 4.26 4.26
3.873900000 4.10 4.10 4.10 4.10 4.10 4.10 4.10 4.10 4.10
3.889525000 3.95 3.95 3.95 3.95 3.95 3.95 3.95 3.95 3.95
3.905150000 3.80 3.80 3.80 3.80 3.80 3.80 3.80 3.80 3.80
3.920775000 3.66 3.66 3.66 3.66 3.66 3.66 3.66 3.66 3.66
3.936400000 3.51 3.51 3.51 3.51 3.51 3.51 3.51 3.51 3.51
3.952025000 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36 3.36
3.967650000 3.22 3.22 3.22 3.22 3.22 3.22 3.22 3.22 3.22
3.983275000 3.07 3.07 3.07 3.07 3.07 3.07 3.07 3.07 3.07
3.998900000 2.93 2.93 2.93 2.93 2.93 2.93 2.93 2.93 2.93
4.014525000 2.79 2.79 2.79 2.79 2.79 2.79 2.79 2.79 2.79
4.030150000 2.65 2.65 2.65 2.65 2.65 2.65 2.65 2.65 2.65
4.045775000 2.51 2.51 2.51 2.51 2.51 2.51 2.51 2.51 2.51
4.061400000 2.37 2.37 2.37 2.37 2.37 2.37 2.37 2.37 2.37
WAL (YRS) 5.06 5.06 5.06 5.06 5.06 5.06 5.06 5.06 5.06
MOD DUR 2.69 2.69 2.69 2.69 2.69 2.69 2.69 2.69 2.69
FIRST PRIN PAY 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004 9/10/2004
MATURITY 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011 3/10/2011
PRIN WIN 79 79 79 79 79 79 79 79 79
YIELD SPREAD 50 50 50 50 50 50 50 50 50
ASSUMPTIONS TREASURY CURVE AS OF
- ------------------------------------------------------------------- -------------------------
TERM (YRS) YIELD (BEY%)
---------- ------------
1% Cleanup Call is Exercised
Initial Balance is as of March 2004 1/12 1.670
Prepay Rates are a Constant % of CPR 1/4 1.670
100% of All Prepayment Premiums are assumed to be collected 1/2 1.670
Prepayment Premiums are allocated to one or more classes 2 1.670
of the offered certificates as described under "Description of the
Certificates-Distributions- 3 2.188
Distributions of Prepayment Premiums" in the Prospectus Supplement. 5 2.997
No Extensions on any Mortgage Loan 10 4.025
30 4.891
RATING AGENCIES DO NOT ADDRESS THE LIKELIHOOD OF RECEIPT OF PREPAYMENT PENALTIES
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
BACM 2004-1
FLOWS FOR BOND CLASS XP
100 CPY AND 1% CALL
BEGINING
PD PMT DT NOTIONAL BAL INT PMT TOT PMT
1 4/10/04 1,286,431,519.00 1,150,151.99 1,150,151.99
2 5/10/04 1,286,431,519.00 974,632.91 974,632.91
3 6/10/04 1,286,431,519.00 1,149,835.36 1,149,835.36
4 7/10/04 1,286,431,519.00 974,421.82 974,421.82
5 8/10/04 1,286,431,519.00 1,149,518.73 1,149,518.73
6 9/10/04 1,286,431,519.00 1,149,413.19 1,149,413.19
7 10/10/04 1,281,228,990.00 965,201.55 965,201.55
8 11/10/04 1,281,228,990.00 1,139,579.21 1,139,579.21
9 12/10/04 1,281,228,990.00 964,886.22 964,886.22
10 1/10/05 1,281,228,990.00 964,781.11 964,781.11
11 2/10/05 1,281,228,990.00 964,676.00 964,676.00
12 3/10/05 1,281,228,990.00 964,991.33 964,991.33
13 4/10/05 1,253,563,174.00 1,088,051.63 1,088,051.63
14 5/10/05 1,253,563,174.00 917,293.16 917,293.16
15 6/10/05 1,253,563,174.00 1,087,640.42 1,087,640.42
16 7/10/05 1,253,563,174.00 916,881.94 916,881.94
17 8/10/05 1,253,563,174.00 1,087,126.39 1,087,126.39
18 9/10/05 1,253,563,174.00 1,086,920.78 1,086,920.78
19 10/10/05 1,186,352,663.00 796,519.79 796,519.79
20 11/10/05 1,186,352,663.00 957,975.21 957,975.21
21 12/10/05 1,186,352,663.00 796,714.20 796,714.20
22 1/10/06 1,186,352,663.00 796,519.79 796,519.79
23 2/10/06 1,186,352,663.00 796,422.59 796,422.59
24 3/10/06 1,186,352,663.00 796,714.20 796,714.20
25 4/10/06 1,116,026,383.00 866,514.85 866,514.85
26 5/10/06 1,116,026,383.00 714,976.45 714,976.45
27 6/10/06 1,116,026,383.00 866,240.82 866,240.82
28 7/10/06 1,116,026,383.00 714,702.42 714,702.42
29 8/10/06 1,116,026,383.00 865,875.44 865,875.44
30 9/10/06 1,116,026,383.00 865,784.10 865,784.10
31 10/10/06 1,025,419,556.00 622,769.95 622,769.95
32 11/10/06 1,025,419,556.00 761,362.99 761,362.99
33 12/10/06 1,025,419,556.00 622,518.57 622,518.57
34 1/10/07 1,025,419,556.00 622,350.98 622,350.98
35 2/10/07 1,025,419,556.00 622,183.40 622,183.40
36 3/10/07 1,025,419,556.00 622,434.78 622,434.78
37 4/10/07 953,655,352.00 695,584.76 695,584.76
38 5/10/07 953,655,352.00 566,549.41 566,549.41
39 6/10/07 953,655,352.00 695,273.27 695,273.27
40 7/10/07 953,655,352.00 566,315.79 566,315.79
41 8/10/07 953,655,352.00 694,961.77 694,961.77
42 9/10/07 953,655,352.00 694,806.03 694,806.03
43 10/10/07 893,935,942.00 525,919.01 525,919.01
44 11/10/07 893,935,942.00 647,811.24 647,811.24
45 12/10/07 893,935,942.00 525,623.87 525,623.87
46 1/10/08 893,935,942.00 647,516.10 647,516.10
47 2/10/08 893,935,942.00 525,328.73 525,328.73
48 3/10/08 893,935,942.00 525,328.73 525,328.73
49 4/10/08 833,526,911.00 608,997.69 608,997.69
50 5/10/08 833,526,911.00 494,040.44 494,040.44
51 6/10/08 833,526,911.00 608,650.39 608,650.39
52 7/10/08 833,526,911.00 493,762.60 493,762.60
53 8/10/08 833,526,911.00 608,372.55 608,372.55
54 9/10/08 833,526,911.00 608,233.63 608,233.63
55 10/10/08 714,502,117.00 422,828.36 422,828.36
56 11/10/08 714,502,117.00 517,976.23 517,976.23
57 12/10/08 714,502,117.00 425,150.49 425,150.49
58 1/10/09 714,502,117.00 424,971.87 424,971.87
59 2/10/09 714,502,117.00 428,603.92 428,603.92
60 3/10/09 714,502,117.00 434,736.73 434,736.73
61 4/10/09 674,731,347.00 510,231.10 510,231.10
62 5/10/09 674,731,347.00 417,680.45 417,680.45
63 6/10/09 674,731,347.00 509,949.96 509,949.96
64 7/10/09 674,731,347.00 417,399.31 417,399.31
65 8/10/09 674,731,347.00 509,612.59 509,612.59
66 9/10/09 674,731,347.00 509,443.91 509,443.91
67 10/10/09 641,274,260.00 399,535.93 399,535.93
68 11/10/09 641,274,260.00 487,123.31 487,123.31
69 12/10/09 641,274,260.00 399,268.74 399,268.74
70 1/10/10 641,274,260.00 399,108.42 399,108.42
71 2/10/10 641,274,260.00 398,948.10 398,948.10
72 3/10/10 641,274,260.00 399,161.86 399,161.86
73 4/10/10 596,836,689.00 455,355.52 455,355.52
74 5/10/10 596,836,689.00 373,638.63 373,638.63
75 6/10/10 596,836,689.00 455,057.10 455,057.10
76 7/10/10 596,836,689.00 373,340.21 373,340.21
77 8/10/10 596,836,689.00 457,195.77 457,195.77
78 9/10/10 596,836,689.00 496,586.99 496,586.99
79 10/10/10 563,997,933.00 392,100.01 392,100.01
80 11/10/10 563,997,933.00 469,696.73 469,696.73
81 12/10/10 563,997,933.00 395,108.00 395,108.00
82 1/10/11 563,997,933.00 395,813.00 395,813.00
83 2/10/11 563,997,933.00 395,672.00 395,672.00
84 3/10/11 563,997,933.00 395,954.00 395,954.00
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BANC OF AMERICA SECURITIES LLC