Exhibit 99
BOAA 02-1
THIS DEAL IS OFF OF THE BANK OF AMERICA ALTERNATIVE LOAN TRUST SHELF (BOAA - FOR
BLOOMBERG SYMBOL)
USING PPC CURVE: 100% PPC CURVE DEFINED AS: 6.00% CPR, STEPPING 1.27272727% PER
MONTH, ENDING AT 20% IN MONTH 12.
Allocation of Principal
Accrual Amount
A3 to A2 and A22, pro rata, to zero, then to A3 to zero
Principal Amount
1. NAS to schedule (NAS - shift%*NonPoPrin*NAS Bal/NonPoBondBal)
2. To A1 and A11, pro rata, to zero
3. To A2 and A22, pro rata, to zero
4. To A3 to zero
5. NAS to zero
BAFC0202 - Summary
Assumptions
Settlement 29-Nov-2002 Prepay 100 PPC
1st Pay Date 25-Dec-2002 Default 0 CDR
Recovery 0 months
Severity 0%
Tranche Principal Avg
Name Rating Balance Coupon Window Life Dur Yield
---- -------------- ------ ------ ---- ---------
PO 225,095.78 0 12/02 - 05/32 4.46
WAC_IO 133,728,016.00 0.459 12/02 - 05/32 4.484
NAS 15,000,000.00 6 12/07 - 05/32 10.652
A1 22,159,500.00 6 12/02 - 09/04 1
A11 22,159,500.00 6 12/02 - 09/04 1
A2 38,772,000.00 6 12/02 - 11/10 4
A22 38,772,000.00 6 12/02 - 11/10 4
Z 4,811,904.22 6 11/10 - 05/32 11.453
SUBORD 8,100,000.00 6 12/02 - 05/32 10
Deal Summary Report BAFC0202
Collateral
Balance WAC WAM WAL Dur
$150,000,000.00 6.655 354 4.482
Spread Bench Price Accrued NetNet
bp % $@lbp Int(M) (MM) Dated Notes
-- - ----- ------ ---- ----- -----
0 0 Interp 0 0 01-Nov-02 XRS_PO
0 0 Interp 47.74 0 01-Nov-02 NTL_IO
0 0 Interp 70 0 01-Nov-02 FIX
0 0 Interp 14.77 0 25-Nov-02 FIX
0 0 Interp 103.41 0 01-Nov-02 FIX
0 0 Interp 25.85 0 25-Nov-02 FIX
0 0 Interp 180.94 0 01-Nov-02 FIX
0 0 Interp 22.46 0 01-Nov-02 FIX
0 0 Interp 37.8 0 01-Nov-02 FIX
Yield Curve Mat 6MO 2YR 5YR 10YR 30YR
Yld 1.275 2.017 3.198 4.141 5.009
This Structural Term Sheet, Collateral Term Sheet, or Computational Materials,
as appropriate (the "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 offerto 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, 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). 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 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 prospectus for any securities actually sold
to you. 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.
BAFC0202 - Price/Yield - A1
Balance $22,159,500.00 Delay 0 WAC 6.655203898
Coupon 6 Dated 11/25/2002 NET 6.400203898
Settle 11/29/2002 First 12/25/2002 WAM 354
Payment
Price 50 PPC 75 PPC 100 PPC 150 PPC 200 PPC
Xxxxx Xxxxx Xxxxx Xxxxx Xxxxx
100-17.00 5.735 5.618 5.512 5.322 5.152
100-21.00 5.656 5.511 5.38 5.146 4.936
100-25.00 5.576 5.405 5.248 4.97 4.72
100-29.00 5.497 5.298 5.117 4.794 4.506
101-01.00 5.418 5.192 4.986 4.62 4.292
101-05.00 5.339 5.086 4.855 4.445 4.078
101-09.00 5.26 4.98 4.725 4.271 3.865
101-13.00 5.182 4.874 4.595 4.097 3.652
101-17.00 5.103 4.769 4.465 3.924 3.44
101-21.00 5.025 4.664 4.335 3.751 3.229
101-25.00 4.947 4.559 4.206 3.579 3.018
101-29.00 4.869 4.454 4.077 3.407 2.807
102-01.00 4.791 4.35 3.948 3.235 2.597
102-05.00 4.713 4.245 3.82 3.064 2.388
102-09.00 4.636 4.141 3.692 2.893 2.179
102-13.00 4.558 4.037 3.564 2.722 1.971
102-17.00 4.481 3.934 3.436 2.552 1.763
WAL 1.705 1.245 1 0.74 0.601
Mod Durn 1.57 1.169 0.948 0.711 0.581
Mod Convexity 0.04 0.023 0.016 0.01 0.007
Principal Window Dec02 - Mar06 Dec02 - Mar05 Dec02 - Sep04 Dec02 - Mar04 Dec02 - Dec03
Yield Curve Mat 6MO 2YR 5YR 10YR 30YR
Yld 1.275 2.017 3.198 4.141 5.009
This Structural Term Sheet, Collateral Term Sheet, or Computational Materials,
as appropriate (the "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 offerto 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, 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). 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 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 prospectus for any securities actually sold
to you. 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.
BAFC0202 - Price/Yield - A11
Balance $22,159,500.00 Delay 24 WAC 6.655203898
Coupon 6 Dated 11/1/2002 NET 6.400203898
Settle 11/29/2002 First 12/25/2002 WAM 354
Payment
Price 50 PPC 75 PPC 100 PPC 150 PPC 200 PPC
Xxxxx Xxxxx Xxxxx Xxxxx Xxxxx
100-17.00 5.481 5.277 5.091 4.759 4.463
100-21.00 5.402 5.171 4.96 4.585 4.249
100-25.00 5.323 5.065 4.829 4.41 4.035
100-29.00 5.245 4.959 4.699 4.236 3.822
101-01.00 5.166 4.853 4.569 4.063 3.61
101-05.00 5.088 4.748 4.439 3.889 3.398
101-09.00 5.009 4.643 4.309 3.717 3.186
101-13.00 4.931 4.538 4.18 3.544 2.976
101-17.00 4.853 4.433 4.051 3.372 2.765
101-21.00 4.775 4.329 3.923 3.201 2.555
101-25.00 4.698 4.224 3.794 3.029 2.346
101-29.00 4.62 4.12 3.666 2.859 2.137
102-01.00 4.543 4.016 3.538 2.688 1.929
102-05.00 4.466 3.913 3.411 2.518 1.722
102-09.00 4.389 3.809 3.283 2.349 1.514
102-13.00 4.312 3.706 3.156 2.179 1.308
102-17.00 4.235 3.603 3.029 2.011 1.102
WAL 1.705 1.245 1 0.74 0.601
Mod Durn 1.573 1.172 0.951 0.713 0.583
Mod Convexity 0.04 0.023 0.016 0.01 0.007
Principal Window Dec02 - Mar06 Dec02 - Mar05 Dec02 - Sep04 Dec02 - Mar04 Dec02 - Dec03
Yield Curve Mat 6MO 2YR 5YR 10YR 30YR
Yld 1.275 2.017 3.198 4.141 5.009
This Structural Term Sheet, Collateral Term Sheet, or Computational Materials,
as appropriate (the "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 offerto 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, 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). 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 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 prospectus for any securities actually sold
to you. 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.
BAFC0202 - Price/Yield - A2
Balance $38,772,000.00 Delay 0 WAC 6.655203898
Coupon 6 Dated 11/25/2002 NET 6.400203898
Settle 11/29/2002 First Payment 12/25/2002 WAM 354
Price 50 PPC 75 PPC 100 PPC 150 PPC 200 PPC
Xxxxx Xxxxx Xxxxx Xxxxx Xxxxx
100-12.00 6.012 5.99 5.966 5.918 5.871
100-16.00 5.991 5.961 5.929 5.866 5.803
100-20.00 5.97 5.933 5.893 5.814 5.735
100-24.00 5.949 5.905 5.856 5.762 5.668
100-28.00 5.928 5.876 5.82 5.71 5.6
101-00.00 5.907 5.848 5.784 5.658 5.533
101-04.00 5.886 5.82 5.747 5.606 5.465
101-08.00 5.866 5.792 5.711 5.554 5.398
101-12.00 5.845 5.763 5.675 5.503 5.331
101-16.00 5.824 5.735 5.639 5.451 5.264
101-20.00 5.803 5.707 5.603 5.4 5.197
101-24.00 5.783 5.679 5.567 5.349 5.13
101-28.00 5.762 5.652 5.531 5.297 5.064
102-00.00 5.741 5.624 5.496 5.246 4.997
102-04.00 5.721 5.596 5.46 5.195 4.931
102-08.00 5.7 5.568 5.424 5.144 4.865
102-12.00 5.68 5.54 5.389 5.093 4.798
WAL 7.916 5.393 4 2.671 2.009
Mod Durn 5.933 4.387 3.418 2.39 1.838
Mod Convexity 0.505 0.271 0.161 0.079 0.048
Principal Window Dec02 - Feb19 Dec02 - Sep14 Dec02 - Nov10 Dec02 - Aug07 Dec02 - May06
Yield Curve Mat 6MO 2YR 5YR 10YR 30YR
Yld 1.275 2.017 3.198 4.141 5.009
This Structural Term Sheet, Collateral Term Sheet, or Computational Materials,
as appropriate (the "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 offerto 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, 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). 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 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 prospectus for any securities actually sold
to you. 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.
BAFC0202 - Price/Yield - A22
Balance $38,772,000.00 Delay 24 WAC 6.655203898
Coupon 6 Dated 11/1/2002 NET 6.400203898
Settle 11/29/2002 First Payment 12/25/2002 WAM 354
Price 50 PPC 75 PPC 100 PPC 150 PPC 200 PPC
Xxxxx Xxxxx Xxxxx Xxxxx Xxxxx
100-12.00 5.945 5.899 5.849 5.751 5.654
100-16.00 5.924 5.871 5.813 5.699 5.587
100-20.00 5.903 5.842 5.776 5.648 5.519
100-24.00 5.882 5.814 5.74 5.596 5.452
100-28.00 5.861 5.786 5.704 5.544 5.385
101-00.00 5.841 5.758 5.668 5.493 5.318
101-04.00 5.82 5.73 5.632 5.441 5.251
101-08.00 5.799 5.702 5.596 5.39 5.184
101-12.00 5.779 5.674 5.56 5.338 5.117
101-16.00 5.758 5.646 5.524 5.287 5.05
101-20.00 5.737 5.618 5.488 5.236 4.984
101-24.00 5.717 5.59 5.453 5.185 4.918
101-28.00 5.696 5.562 5.417 5.134 4.851
102-00.00 5.676 5.535 5.382 5.083 4.785
102-04.00 5.655 5.507 5.346 5.032 4.719
102-08.00 5.635 5.479 5.311 4.981 4.653
102-12.00 5.614 5.452 5.275 4.931 4.588
WAL 7.916 5.393 4 2.671 2.009
Mod Durn 5.943 4.394 3.423 2.393 1.841
Mod Convexity 0.507 0.272 0.161 0.079 0.048
Principal Window Dec02 - Feb19 Dec02 - Sep14 Dec02 - Nov10 Dec02 - Aug07 Dec02 - May06
Yield Curve Mat 6MO 2YR 5YR 10YR 30YR
Yld 1.275 2.017 3.198 4.141 5.009
This Structural Term Sheet, Collateral Term Sheet, or Computational Materials,
as appropriate (the "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 offerto 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, 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). 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 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 prospectus for any securities actually sold
to you. 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.
BAFC0202 - Price/Xxxxx - XXX
Balance $15,000,000.00 Delay 24 WAC 6.655203898
Coupon 6 Dated 11/1/2002 NET 6.400203898
Settle 11/29/2002 First 12/25/2002 WAM 354
Payment
Price 50 PPC 75 PPC 100 PPC 150 PPC 200 PPC
Xxxxx Xxxxx Xxxxx Xxxxx Xxxxx
100-13.50 5.981 5.973 5.966 5.935 5.876
100-17.50 5.967 5.957 5.949 5.914 5.846
100-21.50 5.953 5.942 5.932 5.893 5.816
100-25.50 5.938 5.926 5.916 5.872 5.786
100-29.50 5.924 5.911 5.899 5.851 5.756
101-01.50 5.91 5.895 5.883 5.829 5.726
101-05.50 5.896 5.88 5.867 5.808 5.696
101-09.50 5.882 5.865 5.85 5.787 5.667
101-13.50 5.868 5.849 5.834 5.766 5.637
101-17.50 5.854 5.834 5.817 5.745 5.607
101-21.50 5.84 5.819 5.801 5.725 5.577
101-25.50 5.826 5.803 5.785 5.704 5.548
101-29.50 5.812 5.788 5.768 5.683 5.518
102-01.50 5.798 5.773 5.752 5.662 5.488
102-05.50 5.784 5.758 5.736 5.641 5.459
102-09.50 5.77 5.743 5.72 5.621 5.429
102-13.50 5.756 5.728 5.703 5.6 5.4
WAL 13.586 11.828 10.652 7.554 4.879
Mod Durn 8.727 8.006 7.488 5.854 4.121
Mod Convexity 1.108 0.908 0.775 0.446 0.209
Principal Window Dec07 - May32 Dec07 - May32 Dec07 - May32 M Dec07 - May32 - Nov06 - Jun09
Yield Curve Mat 6MO 2YR 5YR 10YR 30YR
Yld 1.275 2.017 3.198 4.141 5.009
This Structural Term Sheet, Collateral Term Sheet, or Computational Materials,
as appropriate (the "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 offerto 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, 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). 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 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 prospectus for any securities actually sold
to you. 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.
BAFC0202 - Price/Xxxxx - X
Balance $4,811,904.22 Delay 24 WAC 6.655203898
Coupon 6 Dated 11/1/2002 NET 6.400203898
Settle 11/29/2002 First 12/25/2002 WAM 354
Payment
Price 50 PPC 75 PPC 100 PPC 150 PPC 200 PPC
Xxxxx Xxxxx Xxxxx Xxxxx Xxxxx
92-23.00 6.439 6.551 6.757 7.507 8.055
92-27.00 6.432 6.542 6.744 7.48 8.018
92-31.00 6.425 6.533 6.731 7.453 7.98
93-03.00 6.419 6.524 6.718 7.426 7.943
93-07.00 6.412 6.515 6.705 7.399 7.906
93-11.00 6.405 6.506 6.692 7.372 7.868
93-15.00 6.398 6.497 6.68 7.345 7.831
93-19.00 6.391 6.488 6.667 7.319 7.794
93-23.00 6.385 6.48 6.654 7.292 7.757
93-27.00 6.378 6.471 6.641 7.265 7.72
93-31.00 6.371 6.462 6.629 7.238 7.683
94-03.00 6.364 6.453 6.616 7.212 7.646
94-07.00 6.357 6.444 6.603 7.185 7.61
94-11.00 6.351 6.435 6.591 7.159 7.573
94-15.00 6.344 6.427 6.578 7.132 7.536
94-19.00 6.337 6.418 6.566 7.106 7.5
94-23.00 6.331 6.409 6.553 7.079 7.463
WAL 21.147 16.388 11.453 5.154 3.729
Mod Durn 19.569 14.953 10.429 4.965 3.587
Mod Convexity 4.02 2.412 1.221 0.271 0.146
Principal Window Mar19 - May32 Sep14 - May32 Nov10 - May32 Sep07 - Jul08 May06 - Nov06
Yield Curve Mat 6MO 2YR 5YR 10YR 30YR
Yld 1.275 2.017 3.198 4.141 5.009
This Structural Term Sheet, Collateral Term Sheet, or Computational Materials,
as appropriate (the "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 offerto 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, 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). 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 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 prospectus for any securities actually sold
to you. 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.