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EXHIBIT 99.3
This information does not constitute either an offer to sell or a solicitation
of an offer to buy any of the securities referred to herein. Offers to sell and
solicitations of offers to buy the securities are made only by, and this
information must be read in conjunction with, the final Prospectus Supplement
and the related Prospectus or, if not registered under the securities laws, the
final Offering Memorandum (the "Offering Document"). Information contained
herein does not purport to be complete and is subject to the same qualifications
and assumptions, and should be considered by investors only in the light of the
same warnings, lack of assurances and representations and other precautionary
matters, as disclosed in the
Offering Document. Information regarding the underlying assets has been provided
by the issuer of the securities or an affiliate thereof and has not been
independently verified by Lehman Brothers Inc. or any affiliate. The analyses
contained herein have been prepared on the basis of certain assumptions
(including, in certain cases, assumptions specified by the recipient hereof)
regarding payments, interest rates, losses and other matters, including, but not
limited to, the assumptions described in the Offering Document. Lehman Brothers
Inc., and any of its affiliates, make no representation or warranty as to the
actual rate or timing of payments on any of the underlying assets or the
payments or yield on the securities. This information supersedes any prior
versions hereof and will be deemed to be superseded by any subsequent versions
(including, with respect to any description of the securities or underlying
assets, the information contained in the Offering Document).
