<PAGE>
CHASE SECURITIES, INC.
DEAL: 004NEXT
Price/Yield Table: Tranche 2, Class A2(AAA2)
<TABLE>
<CAPTION>
--------------------------------------------------------------------------------------------------
PRICING SPEED: RUN SETTLES RULES FROM COLLATERAL TERM COUPON
-------------- ----------- ------- ---------- ---------- ---- ------
<S> <C> <C> <C> <C> <C> <C>
0.000 CPR at Issuance 12/21/00 Script 0.0 8.1981
--------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<CAPTION>
--------------------------------------------------------------------------------------------------
CLASS A2 ORIGINAL PAR TYPE COUPON PRICE
---------- ------------ ---- -------------- ---------
<S> <C> <C> <C> <C>
Tranche 2 $429,151,265 SEQ 6,4960 (FIXED) 100.4951
--------------------------------------------------------------------------------------------------
</TABLE>
--------------------------------------------------------------------------------
PREPAYMENT RATE O CPR
DEFAULT RATE 0 CPR
PRICE IN 4/64THS STEPS +0 BP
--------------------------------------------------------------------------------
98-28+ 6.707
98-30+ 6.698
99-00+ 6.689
99-02+ 6.680
99-04+ 6.671
99-06+ 6.662
99-08+ 6.653
99-10+ 6.644
99-12+ 6.635
99-14+ 6.626
99-16+ 6.618
99-18+ 6.609
99-20+(P) 6.600
99-22+ 6.591
99-24+ 6.582
99-26+ 6.573
99-28+ 6.564
99-30+ 6.555
100-00+ 6.546
100-02+ 6.538
100-04+ 6.529
100-06+ 6.520
100-08+ 6.511
100-10+ 6.502
100-12+ 6.493
-----------------------------------
AVERAGE LIFE: 9.782
MOD DURATION: 7.024
EXP. 1ST PAY: 5/15/10
EXP. MATURITY: 12/15/10
AL TSY SPREAD: 1.41
--------------------------------------------------------------------------------
Information herein has been obtained from sources believed to be reliable, but
CSI does not warrant its completeness or accuracy. Prices, opinions, and
estimates reflect CSI's judgment on the date hereof and are subject to change
without notice. This document is not an offer or solicitation for the purchase
or sale of any securities or financial instruments. Securities or financial
instruments mentioned herein may not be suitable for all investors. CSI or an
affiliate may have positions or act as a market maker in securities or financial
instruments mentioned herein (or options with respect thereto) and may also act
as advisor or lender to an issuer herein. Additional information is available
upon request. CSI is a separately incorporated subsidiary of Chase Manhattan
Corporation. copyright Chase Manhattan Corporation. Member NASD/SIPC.
SFW Software Copyright (c) 1989 Neither WSA nor CSI represents
by WallStreet Analytics, Inc. that the above information
Tel: 650-845-6260. is accurate or complete.
Page 1 of 1
<PAGE>
CHASE SECURITIES, INC.
DEAL: PRINTED
Price/Yield Table: Tranche 2, Class A2 (AAA2)
----------------------------------------------------------------------------
PRICING SPEED: RUN SETTLES RULES FROM COLLATERAL TERM COUPON
----------------------------------------------------------------------------
0.000 CPR at Issuance 12/21/00 Script 0.0 8.1981
----------------------------------------------------------------------------
----------------------------------------------------------------------------
CLASS A2 ORIGINAL PAR TYPE COUPON PRICE
----------------------------------------------------------------------------
Tranche 2 $429,151,265 SEQ 6.4960 (FIXED) 100.8290
----------------------------------------------------------------------------
----------------------------------------------------------------------------
PREPAYMENT RATE 0 CPR
DEFAULT RATE 0 PSA
PRICE IN 6/64THS STEPS +0 BP
----------------------------------------------------------------------------
99-22+ 6.591
99-25+ 6.577
99-28+ 6.564
99-31+ 6.551
100-02+ 6.538
100-05+ 6.524
100-08+ 6.511
100-11+ 6.498
100-14+ 6.485
100-17+ 6.471
100-20+ 6.458
100-23+ 6.445
100-26+(P) 6.432
100-29+ 6.419
101-00+ 6.406
101-03+ 6.393
101-06+ 6.379
101-09+ 6.366
101-12+ 6.353
101-15+ 6.340
101-18+ 6.327
101-21+ 6.314
101-24+ 6.301
101-27+ 6.288
101-30+ 6.275
---------------------------------
AVERAGE LIFE: 9.782
MOD DURATION: 7.046
EXP. 1ST PAY: 5/15/10
EXP. MATURITY: 12/15/10
AL TSY SPREAD: 1.35
----------------------------------------------------------------------------
TREASURY CURVE
----------------------------------------------------------------------------
TSY YIELD TSY YIELD
--- ----- --- -----
2 YR 5.246
5 YR 5.011 10 YR 5.085
----------------------------------------------------------------------------
Information herein has been obtained from sources believed to be reliable, but
CSI does not warrant its completeness or accuracy. Prices, opinions, and
estimates reflect CSI's judgment on the date hereof and are subject to change
without notice. This document is not an offer or solicitation for the purchase
or sale of any securities or financial instruments. Securities or financial
instruments mentioned herein may not be suitable for all investors. CSI or an
affiliate may have positions or act as a market maker in securities or financial
instruments mentioned herein (or options with respect thereto) and may also act
as advisor or lender to an issuer herein. Additional information is available
upon request. CSI is a separately incorporated subsidiary of Chase Manhattan
Corporation. copyright Chase Manhattan Corporation. Member NASD/SIPC.
SFW Software Copyright (c) 1989 Neither WSA nor CSI represents
by WallStreet Analytics, Inc. that the above information
Tel: 650-845-6260. is accurate or complete.
Page 1 of 1
<PAGE>
CHASE SECURITIES, INC.
DEAL: PRINTED
Price/Yield Table: Tranche 2, Class A2 (AAA2)
----------------------------------------------------------------------------
PRICING SPEED: RUN SETTLES RULES FROM COLLATERAL TERM COUPON
----------------------------------------------------------------------------
0.000 CPR at Issuance 12/21/00 Script 0.0 8.1981
----------------------------------------------------------------------------
----------------------------------------------------------------------------
CLASS A2 ORIGINAL PAR TYPE COUPON PRICE
----------------------------------------------------------------------------
Tranche 2 $429,151,265 SEQ 6.4960 (FIXED) 100.8290
----------------------------------------------------------------------------
----------------------------------------------------------------------------
PREPAYMENT RATE 0 CPR
DEFAULT RATE 0 PSA
PRICE IN 4/64THS STEPS +0 BP
----------------------------------------------------------------------------
100-02+ 6.538
100-04+ 6.529
100-06+ 6.520
100-08+ 6.511
100-10+ 6.502
100-12+ 6.493
100-14+ 6.485
100-16+ 6.476
100-18+ 6.467
100-20+ 6.458
100-22+ 6.449
100-24+ 6.441
100-26+(P) 6.432
100-28+ 6.423
101-30+ 6.414
101-00+ 6.406
101-02+ 6.397
101-04+ 6.388
101-06+ 6.379
101-08+ 6.371
101-10+ 6.362
101-12+ 6.353
101-14+ 6.345
101-16+ 6.336
101-18+ 6.327
---------------------------------
AVERAGE LIFE: 9.782
MOD DURATION: 7.046
EXP. 1ST PAY: 5/15/10
EXP. MATURITY: 12/15/10
AL TSY SPREAD: 1.35
----------------------------------------------------------------------------
TREASURY CURVE
----------------------------------------------------------------------------
TSY YIELD TSY YIELD
--- ----- --- -----
2 YR 5.246
5 YR 5.011 10 YR 5.085
----------------------------------------------------------------------------
Information herein has been obtained from sources believed to be reliable, but
CSI does not warrant its completeness or accuracy. Prices, opinions, and
estimates reflect CSI's judgment on the date hereof and are subject to change
without notice. This document is not an offer or solicitation for the purchase
or sale of any securities or financial instruments. Securities or financial
instruments mentioned herein may not be suitable for all investors. CSI or an
affiliate may have positions or act as a market maker in securities or financial
instruments mentioned herein (or options with respect thereto) and may also act
as advisor or lender to an issuer herein. Additional information is available
upon request. CSI is a separately incorporated subsidiary of Chase Manhattan
Corporation. copyright Chase Manhattan Corporation. Member NASD/SIPC.
SFW Software Copyright (c) 1989 Neither WSA nor CSI represents
by WallStreet Analytics, Inc. that the above information
Tel: 650-845-6260. is accurate or complete.
Page 1 of 1
