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Banc of America Securities LLC Scenario Table
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Equity One Surety w/ OC ; AMBAC levels; P/T Breakeven to NAS structure
Bond Class: A2
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First Next
Run Accrual Pay Actual Issue Balance
Settle Date Call % To Description Date Date Delay
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<S> <C> <C> <C> <C> <C> <C> <C> <C>
11/16/2000 10.0 Call Seq 11/01/2000 12/25/2000 24 170,000,000.00
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Principal Interest Index Accrued
Balance Type Coupon Type Type Margin Interest
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170,000,000.00 Normal 7.5000 Fixed None 0.0000 531,250.00
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To Call
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PP=50.0;0.0 PP=75.0;0.0 PP=100.0;0.0 PP=125.0;0.0 PP=150.0;0.0 PP=200.0;0.0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
100.00000 7.4932 7.4643 7.4360 7.4037 7.3708 7.3021
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WAL (Yrs) 5.52 4.20 3.41 2.80 2.37 1.80
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Mod Dur 4.00 3.25 2.74 2.33 2.02 1.58
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FirstPrinPay 12/25/2000 12/25/2000 12/25/2000 12/25/2000 12/25/2000 12/25/2000
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Maturity 08/25/2014 01/25/2011 07/25/2009 10/25/2007 08/25/2006 03/25/2005
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Prin Window (Months) 165 122 104 83 69 52
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<CAPTION>
To Maturity
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PP=50.0;0.0 PP=75.0;0.0 PP=100.0;0.0 PP=125.0;0.0 PP=150.0;0.0 PP=200.0;0.0
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<S> <C> <C> <C> <C> <C> <C>
100.00000 7.5004 7.4845 7.4586 7.4355 7.4074 7.3418
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WAL (Yrs) 5.67 4.45 3.62 3.00 2.55 1.92
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Mod Dur 4.05 3.35 2.84 2.44 2.13 1.66
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FirstPrinPay 12/25/2000 12/25/2000 12/25/2000 12/25/2000 12/25/2000 12/25/2000
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Maturity 04/25/2023 02/25/2018 05/25/2015 12/25/2014 08/25/2012 11/25/2009
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Prin Window (Months) 269 207 174 169 141 108
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