<PAGE>
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
-------------------------
FORM 8-K
CURRENT REPORT
Pursuant to Section 13 or 15(d) of the
Securities Exchange Act of 1934
Date of Report (Date of earliest event reported): September 9, 1997
GREEN TREE FINANCIAL CORPORATION
--------------------------------
(Exact name of registrant as specified in its charter)
Delaware 333-20335 41-1807858
- ------------------------------------------------------------------------------
(State or other jurisdiction (Commission (IRS employer
of incorporation) file number) identification No.)
1100 Landmark Towers, 345 St. Peter Street, Saint Paul, Minnesota 55102-1639
----------------------------------------------------------------------------
(Address of principal executive offices)
Registrant's telephone number, including area code: (612) 293-3400
--------------------------
Not Applicable
- -----------------------------------------------------------------------------
(Former name or former address, if changed since last report)
<PAGE>
Item 1. Changes in Control of Registrant.
--------------------------------
Not applicable.
Item 2. Acquisition or Disposition of Assets.
------------------------------------
Not applicable.
Item 3. Bankruptcy or Receivership.
-------------------------
Not applicable.
Item 4. Changes in Registrant's Certifying Accountant.
----------------------------------------------
Not applicable.
Item 5. Other Events.
------------
Not applicable.
Item 6. Resignations of Registrant's Directors.
--------------------------------------
Not applicable.
Item 7. Financial Statements and Exhibits.
---------------------------------
(a) Financial statements of businesses acquired.
Not applicable.
(b) Pro forma financial information.
Not applicable.
2
<PAGE>
(c) Exhibits.
The following is filed herewith. The exhibit numbers correspond
with Item 601(b) of Regulation S-K.
Exhibit No. Description
----------- -----------
99 External Computational Information distributed in
connection with Manufactured Housing Contract
Senior/Subordinate Pass-Through Certificates,
Series 1997-6, issued by Green Tree Financial
Corporation, as Seller and Servicer.
Pursuant to the requirements of the Securities Exchange Act of 1934,
the registrant has duly caused this Report to be signed on its behalf by the
undersigned hereunto duly authorized.
GREEN TREE FINANCIAL CORPORATION
By: /s/ Scott T. Young
----------------------------
Scott T. Young
Vice President and Controller
3
<PAGE>
INDEX TO EXHIBITS
<TABLE>
<CAPTION>
Exhibit Number
- --------------
<S> <C>
99 External Computational Information distributed
in connection with Manufactured Housing
Contract Senior/Subordinate Pass-Through
Certificates, Series 1997-6, issued by Green
Tree Financial Corporation, as Seller and Servicer.
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Page 1
Class A-8 V
------------------------------------------------------------------------------------------
100%MHP 150%MHP 200%MHP
----------------------------- ----------------------------- ----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- -------------- ------------- -------------- ------------- ------------- ------------
<S> <C> <C> <C> <C> <C> <C>
0 127,837,000.00 127,837,000.00 127,837,000.00
1 127,700,475.00 136,525.00 127,700,475.00 136,525.00 127,700,475.00 136,525.00
2 127,426,558.07 273,916.93 127,426,558.07 273,916.93 127,426,558.07 273,916.93
3 127,150,901.76 275,656.31 127,150,901.76 275,656.31 127,150,901.76 275,656.31
4 126,873,495.04 277,406.72 126,873,495.04 277,406.72 126,873,495.04 277,406.72
5 126,594,326.78 279,168.26 126,594,326.78 279,168.26 126,594,326.78 279,168.26
6 126,313,385.80 280,940.97 126,313,385.80 280,940.97 126,313,385.80 280,940.97
7 126,030,660.85 282,724.95 126,030,660.85 282,724.95 126,030,660.85 282,724.95
8 125,746,140.60 284,520.25 125,746,140.60 284,520.25 125,746,140.60 284,520.25
9 125,459,813.64 286,326.96 125,459,813.64 286,326.96 125,459,813.64 286,326.96
10 125,171,668.51 288,145.13 125,171,668.51 288,145.13 125,171,668.51 288,145.13
11 124,881,693.66 289,974.85 124,881,693.66 289,974.85 124,881,693.66 289,974.85
12 124,589,877.46 291,816.20 124,589,877.46 291,816.20 124,589,877.46 291,816.20
13 124,296,208.23 293,669.23 124,296,208.23 293,669.23 124,296,208.23 293,669.23
14 124,000,674.20 295,534.03 124,000,674.20 295,534.03 124,000,674.20 295,534.03
15 123,703,263.54 297,410.67 123,703,263.54 297,410.67 123,703,263.54 297,410.67
16 123,403,964.31 299,299.23 123,403,964.31 299,299.23 123,403,964.31 299,299.23
17 123,102,764.53 301,199.78 123,102,764.53 301,199.78 123,102,764.53 301,199.78
18 122,799,652.14 303,112.40 122,799,652.14 303,112.40 122,799,652.14 303,112.40
19 122,494,614.98 305,037.16 122,494,614.98 305,037.16 122,494,614.98 305,037.16
20 122,187,640.83 306,974.14 122,187,640.83 306,974.14 122,187,640.83 306,974.14
21 121,878,717.40 308,923.43 121,878,717.40 308,923.43 121,878,717.40 308,923.43
22 121,567,832.31 310,885.09 121,567,832.31 310,885.09 121,567,832.31 310,885.09
23 121,254,973.09 312,859.21 121,254,973.09 312,859.21 121,254,973.09 312,859.21
24 120,940,127.22 314,845.87 120,940,127.22 314,845.87 120,940,127.22 314,845.87
25 120,623,282.08 316,845.14 120,623,282.08 316,845.14 120,623,282.08 316,845.14
26 120,304,424.97 318,857.11 120,304,424.97 318,857.11 120,304,424.97 318,857.11
27 119,983,543.12 320,881.85 119,983,543.12 320,881.85 119,983,543.12 320,881.85
28 119,660,623.67 322,919.45 119,660,623.67 322,919.45 119,660,623.67 322,919.45
29 119,335,653.68 324,969.99 119,335,653.68 324,969.99 119,335,653.68 324,969.99
30 119,008,620.13 327,033.55 119,008,620.13 327,033.55 119,008,620.13 327,033.55
31 118,679,509.92 329,110.21 118,679,509.92 329,110.21 118,679,509.92 329,110.21
32 118,348,309.86 331,200.06 118,348,309.86 331,200.06 118,348,309.86 331,200.06
33 118,015,006.67 333,303.18 118,015,006.67 333,303.18 118,015,006.67 333,303.18
34 117,679,587.02 335,419.66 117,679,587.02 335,419.66 117,679,587.02 335,419.66
35 117,342,037.44 337,549.57 117,342,037.44 337,549.57 117,342,037.44 337,549.57
36 117,002,344.43 339,693.01 117,002,344.43 339,693.01 117,002,344.43 339,693.01
37 116,660,494.37 341,850.06 116,660,494.37 341,850.06 116,660,494.37 341,850.06
38 116,316,473.56 344,020.81 116,316,473.56 344,020.81 116,316,473.56 344,020.81
39 115,970,268.21 346,205.34 115,970,268.21 346,205.34 115,970,268.21 346,205.34
40 115,621,864.47 348,403.75 115,621,864.47 348,403.75 115,621,864.47 348,403.75
41 115,271,248.36 350,616.11 115,271,248.36 350,616.11 115,271,248.36 350,616.11
42 114,918,405.83 352,842.52 114,918,405.83 352,842.52 114,918,405.83 352,842.52
43 114,563,322.76 355,083.07 114,563,322.76 355,083.07 114,563,322.76 355,083.07
44 114,205,984.91 357,337.85 114,205,984.91 357,337.85 114,205,984.91 357,337.85
45 113,846,377.96 359,606.95 113,846,377.96 359,606.95 113,846,377.96 359,606.95
46 113,484,487.51 361,890.45 113,484,487.51 361,890.45 113,484,487.51 361,890.45
AVG LIFE: 10.976 10.162 9.018
</TABLE>
- --------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
Page 2
<TABLE>
<CAPTION>
Class A-8 V
-------------------------------------------------------------------------------------------
100%MHP 150%MHP 200%MHP
----------------------------- ----------------------------- -----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- -------------- ------------- -------------- ------------- -------------- -------------
<S> <C> <C> <C> <C> <C> <C>
47 113,120,299.06 364,188.45 113,120,299.06 364,188.45 113,120,299.06 364,188.45
48 112,753,798.01 366,501.05 112,753,798.01 366,501.05 112,753,798.01 366,501.05
49 112,384,969.68 368,828.33 112,384,969.68 368,828.33 112,384,969.68 368,828.33
50 112,013,799.28 371,170.39 112,013,799.28 371,170.39 112,013,799.28 371,170.39
51 111,640,271.96 373,527.32 111,640,271.96 373,527.32 111,640,271.96 373,527.32
52 111,264,372.74 375,899.22 111,264,372.74 375,899.22 111,264,372.74 375,899.22
53 110,886,086.55 378,286.18 110,886,086.55 378,286.18 110,886,086.55 378,286.18
54 110,505,398.25 380,688.30 110,505,398.25 380,688.30 110,505,398.25 380,688.30
55 110,122,292.58 383,105.67 110,122,292.58 383,105.67 110,122,292.58 383,105.67
56 109,736,754.19 385,538.39 109,736,754.19 385,538.39 109,736,754.19 385,538.39
57 109,348,767.63 387,986.56 109,348,767.63 387,986.56 109,348,767.63 387,986.56
58 108,958,317.35 390,450.28 108,958,317.35 390,450.28 108,958,317.35 390,450.28
59 108,565,387.72 392,929.63 108,565,387.72 392,929.63 108,565,387.72 392,929.63
60 108,169,962.98 395,424.74 108,169,962.98 395,424.74 108,169,962.98 395,424.74
61 107,772,027.30 397,935.69 107,772,027.30 397,935.69 107,772,027.30 397,935.69
62 107,371,564.72 400,462.58 107,371,564.72 400,462.58 107,371,564.72 400,462.58
63 106,968,559.21 403,005.51 106,968,559.21 403,005.51 106,968,559.21 403,005.51
64 106,562,994.61 405,564.60 106,562,994.61 405,564.60 106,562,994.61 405,564.60
65 106,154,854.67 408,139.93 106,154,854.67 408,139.93 106,154,854.67 408,139.93
66 105,744,123.05 410,731.62 105,744,123.05 410,731.62 105,744,123.05 410,731.62
67 105,330,783.28 413,339.77 105,330,783.28 413,339.77 105,330,783.28 413,339.77
68 104,914,818.80 415,964.48 104,914,818.80 415,964.48 104,914,818.80 415,964.48
69 104,496,212.95 418,605.85 104,496,212.95 418,605.85 104,496,212.95 418,605.85
70 104,074,948.96 421,264.00 104,074,948.96 421,264.00 104,074,948.96 421,264.00
71 103,651,009.93 423,939.02 103,651,009.93 423,939.02 103,651,009.93 423,939.02
72 103,224,378.89 426,631.04 103,224,378.89 426,631.04 103,224,378.89 426,631.04
73 102,795,038.75 429,340.14 102,795,038.75 429,340.14 102,795,038.75 429,340.14
74 102,362,972.30 432,066.45 102,362,972.30 432,066.45 102,362,972.30 432,066.45
75 101,928,162.22 434,810.08 101,928,162.22 434,810.08 101,928,162.22 434,810.08
76 101,490,591.10 437,571.12 101,490,591.10 437,571.12 101,490,591.10 437,571.12
77 101,050,241.40 440,349.70 101,050,241.40 440,349.70 101,050,241.40 440,349.70
78 100,607,095.49 443,145.92 100,607,095.49 443,145.92 100,607,095.49 443,145.92
79 100,161,135.59 445,959.89 100,161,135.59 445,959.89 100,161,135.59 445,959.89
80 99,712,343.85 448,791.74 99,712,343.85 448,791.74 99,712,343.85 448,791.74
81 99,260,702.29 451,641.57 99,260,702.29 451,641.57 99,260,702.29 451,641.57
82 98,806,192.80 454,509.49 98,806,192.80 454,509.49 98,806,192.80 454,509.49
83 98,348,797.17 457,395.63 98,348,797.17 457,395.63 98,348,797.17 457,395.63
84 97,888,497.08 460,300.09 97,888,497.08 460,300.09 97,888,497.08 460,300.09
85 97,425,274.09 463,222.99 97,425,274.09 463,222.99 97,425,274.09 463,222.99
86 96,959,109.63 466,164.46 96,959,109.63 466,164.46 96,959,109.63 466,164.46
87 96,489,985.03 469,124.60 96,489,985.03 469,124.60 96,489,985.03 469,124.60
88 96,017,881.48 472,103.55 96,017,881.48 472,103.55 96,017,881.48 472,103.55
89 95,542,780.08 475,101.40 95,542,780.08 475,101.40 95,542,780.08 475,101.40
90 95,064,661.78 478,118.30 95,064,661.78 478,118.30 95,064,661.78 478,118.30
91 94,583,507.44 481,154.35 94,583,507.44 481,154.35 94,583,507.44 481,154.35
92 94,099,297.76 484,209.68 94,099,297.76 484,209.68 94,099,297.76 484,209.68
93 93,612,013.35 487,284.41 93,612,013.35 487,284.41 93,612,013.35 487,284.41
AVG LIFE: 10.976 10.162 9.018
</TABLE>
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis on
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 3
Class A-8 V
<S> <C> <C> <C> <C> <C> <C>
----------------------------------------------------------------------------------------
100%MHP 150%MHP 200%MHP
---------------------------- ---------------------------- ----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- ------------- ------------- ------------- ------------- ------------ --------------
94 93,121,634.68 490,378.67 93,121,634.68 490,378.67 93,121,634.68 490,378.67
95 92,628,142.11 493,492.57 92,628,142.11 493,492.57 92,628,142.11 493,492.57
96 92,131,515.87 496,626.25 92,131,515.87 496,626.25 92,131,515.87 496,626.25
97 91,631,736.04 499,779.82 91,631,736.04 499,779.82 91,631,736.04 499,779.82
98 91,128,782.62 502,953.43 91,128,782.62 502,953.43 91,128,782.62 502,953.43
99 90,622,635.44 506,147.18 90,622,635.44 506,147.18 90,622,635.44 506,147.18
100 90,113,274.22 509,361.21 90,113,274.22 509,361.21 90,113,274.22 509,361.21
101 89,600,678.56 512,595.66 89,600,678.56 512,595.66 89,600,678.56 512,595.66
102 89,084,827.92 515,850.64 89,084,827.92 515,850.64 89,084,827.92 515,850.64
103 88,565,701.63 519,126.29 88,565,701.63 519,126.29 88,565,701.63 519,126.29
104 88,043,278.88 522,422.74 88,043,278.88 522,422.74 88,043,278.88 522,422.74
105 87,517,538.75 525,740.13 87,517,538.75 525,740.13 87,517,538.75 525,740.13
106 86,988,460.17 529,078.58 86,988,460.17 529,078.58 86,988,460.17 529,078.58
107 86,456,021.95 532,438.23 86,456,021.95 532,438.23 86,456,021.95 532,438.23
108 85,920,202.74 535,819.21 85,920,202.74 535,819.21 85,920,202.74 535,819.21
109 85,380,981.07 539,221.66 85,380,981.07 539,221.66 85,380,981.07 539,221.66
110 84,838,335.35 542,645.72 84,838,335.35 542,645.72 84,838,335.35 542,645.72
111 84,292,243.83 546,091.52 84,292,243.83 546,091.52 84,292,243.83 546,091.52
112 83,742,684.63 549,559.20 83,742,684.63 549,559.20 83,742,684.63 549,559.20
113 83,189,635.73 553,048.90 83,189,635.73 553,048.90 83,189,635.73 553,048.90
114 82,633,074.97 556,560.76 82,633,074.97 556,560.76 82,633,074.97 556,560.76
115 82,072,980.04 560,094.92 82,072,980.04 560,094.92 82,072,980.04 560,094.92
116 81,509,328.52 563,651.53 81,509,328.52 563,651.53 80,572,920.32 1,500,059.73
117 80,942,097.80 567,230.71 80,942,097.80 567,230.71 78,151,377.96 2,421,542.36
118 80,371,265.17 570,832.63 80,371,265.17 570,832.63 75,726,883.71 2,424,494.25
119 79,796,807.76 574,457.42 79,796,807.76 574,457.42 73,300,564.90 2,426,318.81
120 79,218,702.54 578,105.22 79,218,702.54 578,105.22 70,874,021.78 2,426,543.13
121 78,636,926.35 581,776.19 78,636,926.35 581,776.19 68,469,097.04 2,404,924.74
122 78,051,455.88 585,470.47 78,051,455.88 585,470.47 66,063,810.77 2,405,286.26
123 77,462,267.67 589,188.21 77,462,267.67 589,188.21 63,658,804.59 2,405,006.18
124 76,869,338.12 592,929.55 76,869,338.12 592,929.55 61,255,008.55 2,403,796.04
125 76,272,643.47 596,694.65 76,272,643.47 596,694.65 58,852,528.88 2,402,479.67
126 75,672,159.81 600,483.66 75,672,159.81 600,483.66 56,451,800.55 2,400,728.33
127 75,067,863.07 604,296.74 75,067,863.07 604,296.74 54,053,454.91 2,398,345.64
128 74,459,729.05 608,134.02 74,459,729.05 608,134.02 51,657,543.12 2,395,911.79
129 73,847,733.38 611,995.67 73,847,733.38 611,995.67 49,264,666.75 2,392,876.37
130 73,231,851.54 615,881.84 73,231,851.54 615,881.84 46,875,166.12 2,389,500.62
131 72,612,058.85 619,792.69 72,612,058.85 619,792.69 44,489,695.03 2,385,471.09
132 71,988,330.47 623,728.38 71,988,330.47 623,728.38 42,108,208.06 2,381,486.97
133 71,360,641.42 627,689.05 71,360,641.42 627,689.05 39,731,227.64 2,376,980.42
134 70,728,966.54 631,674.88 70,728,966.54 631,674.88 37,359,315.36 2,371,912.28
135 70,093,280.53 635,686.01 70,093,280.53 635,686.01 34,992,397.90 2,366,917.46
136 69,453,557.91 639,722.62 69,453,557.91 639,722.62 32,630,965.24 2,361,432.66
137 68,809,773.05 643,784.86 68,809,773.05 643,784.86 30,275,052.15 2,355,913.09
138 68,161,900.16 647,872.89 68,161,900.16 647,872.89 27,924,986.12 2,350,066.03
139 67,509,913.28 651,986.88 67,509,913.28 651,986.88 25,580,953.31 2,344,032.81
140 66,853,786.28 656,127.00 66,853,786.28 656,127.00 23,243,076.51 2,337,876.79
AVG LIFE: 10.976 10.162 9.018
- ------------------------------------------------------------------------------------------------------
</TABLE>
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 4
Class A-8 V
----------------------------------------------------------------------------------------
100%MHP 150%MHP 200%MHP
---------------------------- ---------------------------- ----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
----- ------------- ------------- ------------- ------------- ------------- -------------
<S> <C> <C> <C> <C> <C> <C>
141 66,193,492.87 660,293.41 66,193,492.87 660,293.41 20,911,883.89 2,331,192.62
142 65,529,006.60 664,486.27 65,529,006.60 664,486.27 18,587,631.64 2,324,252.26
143 64,860,300.84 668,705.76 64,860,300.84 668,705.76 16,270,354.36 2,317,277.28
144 64,187,348.80 672,952.04 64,187,348.80 672,952.04 13,960,592.19 2,309,762.17
145 63,510,123.52 677,225.29 63,510,123.52 677,225.29 11,665,584.58 2,295,007.61
146 62,828,597.85 681,525.67 62,828,597.85 681,525.67 9,378,029.62 2,287,554.96
147 62,142,744.50 685,853.35 62,142,744.50 685,853.35 6,866,933.29 2,511,096.32
148 61,452,535.97 690,208.52 61,452,535.97 690,208.52 4,363,898.02 2,503,035.28
149 60,757,944.63 694,591.35 60,757,944.63 694,591.35 1,869,406.21 2,494,491.81
150 60,058,942.63 699,002.00 59,901,650.54 856,294.09 0 1,869,406.21
151 59,355,501.96 703,440.66 57,298,274.80 2,603,375.74 0 0
152 58,647,594.45 707,907.51 54,698,721.36 2,599,553.44 0 0
153 57,935,191.72 712,402.73 52,102,934.11 2,595,787.24 0 0
154 57,218,265.24 716,926.48 49,511,254.53 2,591,679.59 0 0
155 56,496,786.28 721,478.97 46,923,049.85 2,588,204.67 0 0
156 55,770,725.92 726,060.36 44,338,641.64 2,584,408.22 0 0
157 55,040,055.08 730,670.84 41,758,420.66 2,580,220.97 0 0
158 54,304,744.48 735,310.60 39,182,080.22 2,576,340.45 0 0
159 53,564,764.66 739,979.82 36,609,759.95 2,572,320.27 0 0
160 52,820,085.96 744,678.69 34,041,505.99 2,568,253.96 0 0
161 52,070,678.56 749,407.40 31,477,633.20 2,563,872.79 0 0
162 51,316,512.42 754,166.14 28,917,577.68 2,560,055.53 0 0
163 50,557,557.32 758,955.10 26,361,730.59 2,555,847.09 0 0
164 49,793,782.86 763,774.46 23,810,069.97 2,551,660.63 0 0
165 49,025,158.43 768,624.43 21,262,821.00 2,547,248.96 0 0
166 48,251,653.24 773,505.19 18,720,033.07 2,542,787.94 0 0
167 47,473,236.28 778,416.95 16,181,557.29 2,538,475.78 0 0
168 46,689,876.38 783,359.90 13,425,822.50 2,755,734.79 0 0
169 45,901,542.15 788,334.23 10,674,888.00 2,750,934.49 0 0
170 45,108,201.99 793,340.16 7,928,906.54 2,745,981.46 0 0
171 44,309,824.12 798,377.87 5,187,819.12 2,741,087.42 0 0
172 43,506,376.56 803,447.57 2,451,444.32 2,736,374.80 0 0
173 42,697,827.10 808,549.46 0 2,451,444.32 0 0
174 41,884,143.35 813,683.75 0 0 0 0
175 41,065,292.71 818,850.64 0 0 0 0
176 40,241,242.37 824,050.34 0 0 0 0
177 39,411,959.31 829,283.06 0 0 0 0
178 38,577,410.30 834,549.01 0 0 0 0
179 37,737,561.91 839,848.39 0 0 0 0
180 36,892,380.47 845,181.43 0 0 0 0
181 36,041,832.14 850,548.33 0 0 0 0
182 35,185,882.82 855,949.32 0 0 0 0
183 34,324,498.23 861,384.59 0 0 0 0
184 33,457,643.84 866,854.39 0 0 0 0
185 32,585,284.93 872,358.91 0 0 0 0
186 31,707,386.54 877,898.39 0 0 0 0
187 30,823,913.50 883,473.05 0 0 0 0
AVG LIFE: 10.976 10.162 9.018
</TABLE>
- --------------------------------------------------------------------------------
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 contianed herein have been prepared and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recepient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 these securities or the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 5
Class A-8 V
-------------------------------------------------------------------------------
100%MHP 150%MHP 200%MHP
----------------------------- ----------------------- -----------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- --------- ------------- -------------- ------- -------------- ------- -------------
<S> <C> <C> <C> <C> <C> <C>
188 29,934,830.40 889,083.10 0 0 0 0
189 29,040,101.62 894,728.78 0 0 0 0
190 27,750,278.25 1,289,823.37 0 0 0 0
191 25,202,725.79 2,547,552.46 0 0 0 0
192 22,653,691.76 2,549,034.03 0 0 0 0
193 20,102,769.20 2,550,922.56 0 0 0 0
194 17,550,238.79 2,552,530.41 0 0 0 0
195 14,995,840.47 2,554,398.32 0 0 0 0
196 12,439,640.22 2,556,200.25 0 0 0 0
197 9,881,794.21 2,557,846.01 0 0 0 0
198 7,322,464.82 2,559,329.39 0 0 0 0
199 4,761,301.08 2,561,163.74 0 0 0 0
200 2,198,592.95 2,562,708.13 0 0 0 0
201 0 2,198,592.95 0 0 0 0
TOTALS: 127,837,000.00 127,837,000.00 127,837,000.00
AVG LIFE: 10.976 10.162 9.018
</TABLE>
- -------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 6
Class A-8 V
------------------------------------------------------------------
250%MHP
---------------------------------
Month Balance Principal Pmt
- ----- -------------- -------------
<S> <C> <C>
0 127,837,000.00
1 127,700,475.00 136,525.00
2 127,426,558.07 273,916.93
3 127,150,901.76 275,656.31
4 126,873,495.04 277,406.72
5 126,594,326.78 279,168.26
6 126,313,385.80 280,940.97
7 126,030,660.85 282,724.95
8 125,746,140.60 284,520.25
9 125,459,813.64 286,326.96
10 125,171,668.51 288,145.13
11 124,881,693.66 289,974.85
12 124,589,877.46 291,816.20
13 124,296,208.23 293,669.23
14 124,000,674.20 295,534.03
15 123,703,263.54 297,410.67
16 123,403,964.31 299,299.23
17 123,102,764.53 301,199.78
18 122,799,652.14 303,112.40
19 122,494,614.98 305,037.16
20 122,187,640.83 306,974.14
21 121,878,717.40 308,923.43
22 121,567,832.31 310,885.09
23 121,254,973.09 312,859.21
24 120,940,127.22 314,845.87
25 120,623,282.08 316,845.14
26 120,304,424.97 318,857.11
27 119,983,543.12 320,881.85
28 119,660,623.67 322,919.45
29 119,335,653.68 324,969.99
30 119,008,620.13 327,033.55
31 118,679,509.92 329,110.21
32 118,348,309.86 331,200.06
33 118,015,006.67 333,303.18
34 117,679,587.02 335,419.66
35 117,342,037.44 337,549.57
36 117,002,344.43 339,693.01
37 116,660,494.37 341,850.06
38 116,316,473.56 344,020.81
39 115,970,268.21 346,205.34
40 115,621,864.47 348,403.75
41 115,271,248.36 350,616.11
42 114,918,405.83 352,842.52
43 114,563,322.76 355,083.07
44 114,205,984.91 357,337.85
45 113,846,377.96 359,606.95
46 113,484,487.51 361,890.45
AVG LIFE: 7.658
</TABLE>
- -------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 7
Class A-8 V
------------------------------------------------------------------
250%MHP
-----------------------------------
Month Balance Principal Pmt
- ----- --------------- -------------
<S> <C> <C>
47 113,120,299.06 364,188.45
48 112,753,798.01 366,501.05
49 112,384,969.68 368,828.33
50 112,013,799.28 371,170.39
51 111,640,271.96 373,527.32
52 111,264,372.74 375,899.22
53 110,886,086.55 378,286.18
54 110,505,398.25 380,688.30
55 110,122,292.58 383,105.67
56 109,736,754.19 385,538.39
57 109,348,767.63 387,986.56
58 108,958,317.35 390,450.28
59 108,565,387.72 392,929.63
60 108,169,962.98 395,424.74
61 107,772,027.30 397,935.69
62 107,371,564.72 400,462.58
63 106,968,559.21 403,005.51
64 106,562,994.61 405,564.60
65 106,154,854.67 408,139.93
66 105,744,123.05 410,731.62
67 105,330,783.28 413,339.77
68 104,914,818.80 415,964.48
69 104,496,212.95 418,605.85
70 104,074,948.96 421,264.00
71 103,651,009.93 423,939.02
72 103,224,378.89 426,631.04
73 102,795,038.75 429,340.14
74 102,362,972.30 432,066.45
75 101,928,162.22 434,810.08
76 101,490,591.10 437,571.12
77 101,050,241.40 440,349.70
78 100,607,095.49 443,145.92
79 100,161,135.59 445,959.89
80 99,712,343.85 448,791.74
81 97,779,333.43 1,933,010.43
82 94,586,929.32 3,192,404.11
83 91,430,831.51 3,156,097.81
84 88,311,840.53 3,118,990.97
85 87,215,074.36 1,096,766.18
86 86,028,567.09 1,186,507.26
87 84,757,824.18 1,270,742.91
88 83,408,172.09 1,349,652.10
89 81,984,642.77 1,423,529.31
90 80,492,039.42 1,492,603.36
91 78,934,771.10 1,557,268.32
92 77,317,126.60 1,617,644.50
93 75,643,308.88 1,673,817.73
AVG LIFE: 7.658
</TABLE>
- -------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 8
Class A-8 V
----------------------------------------------------------------------
250%MHP
-------------------------------------
Month Balance Principal Pmt
- ----- -------------- -------------
<S> <C> <C>
94 73,917,185.84 1,726,123.03
95 72,142,457.70 1,774,728.14
96 70,322,659.25 1,819,798.45
97 68,462,036.54 1,860,622.71
98 66,562,907.21 1,899,129.33
99 64,628,263.39 1,934,643.82
100 62,660,919.93 1,967,343.45
101 60,663,605.90 1,997,314.04
102 58,639,033.74 2,024,572.16
103 56,589,443.99 2,049,589.74
104 54,517,191.64 2,072,252.35
105 52,479,323.56 2,037,868.08
106 50,424,750.40 2,054,573.16
107 48,355,362.83 2,069,387.57
108 46,272,778.54 2,082,584.29
109 44,178,723.25 2,094,055.30
110 42,074,422.45 2,104,300.80
111 39,961,347.97 2,113,074.48
112 37,840,899.88 2,120,448.09
113 35,714,190.39 2,126,709.49
114 33,582,462.83 2,131,727.56
115 31,446,731.14 2,135,731.69
116 29,308,161.36 2,138,569.78
117 27,167,730.78 2,140,430.58
118 25,026,585.10 2,141,145.68
119 22,885,879.85 2,140,705.26
120 20,747,067.02 2,138,812.83
121 18,625,675.63 2,121,391.39
122 16,506,621.85 2,119,053.78
123 14,390,604.81 2,116,017.04
124 12,278,501.72 2,112,103.10
125 10,170,592.26 2,107,909.46
126 8,067,366.21 2,103,226.05
127 5,969,429.03 2,097,937.18
128 3,876,968.34 2,092,460.70
129 1,790,533.02 2,086,435.31
130 0 1,790,533.02
131 0 0
132 0 0
133 0 0
134 0 0
135 0 0
136 0 0
137 0 0
138 0 0
139 0 0
140 0 0
AVG LIFE: 7.658
</TABLE>
- -------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 9
Class A-8 V
--------------------------------------------------------------------
250%MHP
----------------------------------
Month Balance Principal Pmt
- ----- ------------- ---------------
<S> <C> <C>
141 0 0
142 0 0
143 0 0
144 0 0
145 0 0
146 0 0
147 0 0
148 0 0
149 0 0
150 0 0
151 0 0
152 0 0
153 0 0
154 0 0
155 0 0
156 0 0
157 0 0
158 0 0
159 0 0
160 0 0
161 0 0
162 0 0
163 0 0
164 0 0
165 0 0
166 0 0
167 0 0
168 0 0
169 0 0
170 0 0
171 0 0
172 0 0
173 0 0
174 0 0
175 0 0
176 0 0
177 0 0
178 0 0
179 0 0
180 0 0
181 0 0
182 0 0
183 0 0
184 0 0
185 0 0
186 0 0
187 0 0
AVG LIFE: 7.658
</TABLE>
- -------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 10
Class A-8 V
---------------------------------------------------------------------
250%MHP
----------------------------------
Month Balance Principal Pmt
- ----- -------------- ---------------
<S> <C> <C>
188 0 0
189 0 0
190 0 0
191 0 0
192 0 0
193 0 0
194 0 0
195 0 0
196 0 0
197 0 0
198 0 0
199 0 0
200 0 0
201 0 0
TOTALS: 127,837,000.00
AVG LIFE: 7.658
</TABLE>
- -------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 1
Class A-10 NAS
-------------------------------------------------------------------------------------------
100%MHP 150%MHP 200%MHP
----------------------------- ----------------------------- -----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- -------------- ------------- -------------- ------------- -------------- -------------
<S> <C> <C> <C> <C> <C> <C>
0 105,000,000.00 105,000,000.00 105,000,000.00
1 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
2 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
3 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
4 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
5 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
6 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
7 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
8 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
9 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
10 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
11 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
12 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
13 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
14 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
15 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
16 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
17 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
18 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
19 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
20 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
21 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
22 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
23 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
24 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
25 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
26 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
27 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
28 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
29 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
30 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
31 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
32 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
33 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
34 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
35 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
36 105,000,000.00 0 105,000,000.00 0 105,000,000.00 0
37 104,600,761.79 399,238.21 104,434,639.12 565,360.88 104,255,182.78 744,817.22
38 104,201,387.85 399,373.94 103,869,914.76 564,724.36 103,512,007.07 743,175.71
39 103,801,841.56 399,546.29 103,305,783.03 564,131.73 102,770,412.03 741,595.04
40 103,402,167.85 399,673.71 102,742,282.35 563,500.68 102,030,420.00 739,992.03
41 103,002,303.90 399,863.95 102,179,342.28 562,940.07 101,291,942.86 738,477.14
42 102,602,251.23 400,052.66 101,616,957.23 562,385.05 100,554,957.87 736,984.99
43 102,202,009.49 400,241.75 101,055,119.58 561,837.65 99,819,439.97 735,517.90
44 101,801,522.75 400,486.74 100,493,765.71 561,353.87 99,085,307.26 734,132.71
45 101,400,814.49 400,708.26 99,932,911.86 560,853.85 98,352,558.27 732,749.00
46 100,999,896.66 400,917.83 99,372,562.53 560,349.33 97,621,179.29 731,378.98
AVG LIFE: 8.985 8.196 7.589
- ---------------------------------------------------------------------------------------------------------
</TABLE>
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 2
Class A-10 NAS
-------------------------------------------------------------------------------------------
100%MHP 150%MHP 200%MHP
----------------------------- ----------------------------- -----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- -------------- ------------- -------------- ------------- -------------- -------------
<S> <C> <C> <C> <C> <C> <C>
47 100,598,748.41 401,148.26 98,812,689.13 559,873.40 96,891,122.97 730,056.32
48 100,197,406.78 401,341.62 98,253,321.11 559,368.02 96,162,400.10 728,722.86
49 99,796,103.14 401,303.64 97,820,405.64 432,915.46 95,619,219.27 543,180.84
50 99,394,515.63 401,587.52 97,388,485.79 431,919.86 95,078,218.41 541,000.86
51 98,992,632.95 401,882.68 96,957,554.73 430,931.05 94,539,385.08 538,833.32
52 98,590,475.33 402,157.61 96,527,630.12 429,924.62 94,002,730.53 536,654.56
53 98,188,028.02 402,447.31 96,098,702.52 428,927.59 93,468,239.78 534,490.74
54 97,785,328.25 402,699.77 95,670,802.67 427,899.85 92,935,936.69 532,303.09
55 97,382,304.57 403,023.67 95,243,877.63 426,925.04 92,405,764.27 530,172.42
56 96,978,962.13 403,342.45 94,817,933.64 425,944.00 91,877,722.79 528,041.48
57 96,575,312.56 403,649.57 94,392,981.97 424,951.67 91,351,817.42 525,905.37
58 96,171,299.71 404,012.84 93,968,982.13 423,999.84 90,828,003.49 523,813.94
59 95,766,945.92 404,353.79 93,545,953.85 423,028.28 90,306,294.38 521,709.10
60 95,362,328.55 404,617.37 93,123,958.35 421,995.50 89,786,743.05 519,551.33
61 94,646,011.88 716,316.67 92,378,221.60 745,736.74 88,869,458.78 917,284.27
62 93,931,384.44 714,627.45 91,636,777.74 741,443.86 87,959,935.99 909,522.79
63 93,218,457.56 712,926.88 90,899,618.68 737,159.06 87,058,127.66 901,808.32
64 92,507,052.67 711,404.88 90,166,593.57 733,025.11 86,163,851.24 894,276.43
65 91,957,467.48 549,585.19 89,437,753.41 728,840.16 85,277,117.00 886,734.24
66 91,409,306.81 548,160.67 88,713,020.66 724,732.74 84,397,813.42 879,303.58
67 90,862,588.43 546,718.38 87,992,395.14 720,625.52 83,525,902.82 871,910.61
68 90,317,304.93 545,283.51 87,275,852.34 716,542.80 82,661,324.73 864,578.09
69 89,773,405.17 543,899.76 86,563,325.84 712,526.50 81,803,979.58 857,345.15
70 89,230,951.73 542,453.44 85,854,858.64 708,467.20 80,953,871.17 850,108.41
71 88,690,076.74 540,874.99 85,150,559.61 704,299.03 80,111,064.66 842,806.51
72 88,150,672.34 539,404.40 84,450,307.94 700,251.68 79,275,410.05 835,654.62
73 87,478,366.26 672,306.08 83,580,137.43 870,170.50 78,239,816.11 1,035,593.93
74 86,808,792.36 669,573.89 82,716,652.21 863,485.22 77,215,622.68 1,024,193.44
75 86,141,885.90 666,906.47 81,859,754.22 856,897.99 76,202,665.77 1,012,956.91
76 85,477,699.75 664,186.14 81,009,457.29 850,296.93 75,200,886.23 1,001,779.54
77 84,816,219.62 661,480.14 80,165,711.61 843,745.69 74,210,166.42 990,719.80
78 84,157,400.25 658,819.36 79,328,438.47 837,273.14 73,230,362.92 979,803.51
79 83,501,210.81 656,189.44 78,497,573.30 830,865.17 72,261,346.38 969,016.54
80 82,847,686.98 653,523.83 77,673,114.18 824,459.12 71,303,045.86 958,300.52
81 82,196,752.07 650,934.91 76,854,954.47 818,159.71 70,355,295.42 947,750.44
82 81,548,557.59 648,194.47 76,043,200.12 811,754.35 69,418,123.50 937,171.91
83 80,902,966.24 645,591.36 75,237,688.68 805,511.43 68,491,315.05 926,808.45
84 80,260,647.54 642,318.70 74,439,004.05 798,684.63 67,575,331.12 915,983.93
85 78,361,589.39 1,899,058.14 72,080,018.50 2,358,985.54 64,874,641.07 2,700,690.05
86 76,500,465.82 1,861,123.57 69,789,372.74 2,290,645.76 62,276,130.12 2,598,510.95
87 74,676,399.33 1,824,066.50 67,565,025.04 2,224,347.70 59,775,923.43 2,500,206.69
88 72,888,996.60 1,787,402.73 65,405,413.43 2,159,611.61 57,370,661.85 2,405,261.58
89 71,137,629.76 1,751,366.84 63,308,796.58 2,096,616.84 55,056,908.21 2,313,753.64
90 69,421,738.84 1,715,890.92 61,273,527.91 2,035,268.67 52,831,388.00 2,225,520.21
91 67,740,233.69 1,681,505.15 59,297,530.16 1,975,997.75 50,690,536.35 2,140,851.65
92 66,092,483.15 1,647,750.54 57,379,172.21 1,918,357.95 48,631,254.98 2,059,281.37
93 64,478,228.43 1,614,254.72 55,517,178.11 1,861,994.10 46,650,818.70 1,980,436.28
AVG LIFE: 8.985 8.196 7.589
- ---------------------------------------------------------------------------------------------------------
</TABLE>
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
Page 3
<TABLE>
<CAPTION>
Class A-10 NAS
----------------------------------------------------------------------------------------
100%MHP 150%MHP 200%MHP
---------------------------- ---------------------------- ----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- ------------- ------------- ------------- ------------- ------------- -------------
<S> <C> <C> <C> <C> <C> <C>
94 62,896,793.74 1,581,434.69 53,709,937.34 1,807,240.77 44,746,284.99 1,904,533.72
95 61,347,599.79 1,549,193.95 51,955,955.64 1,753,981.70 42,914,878.58 1,831,406.41
96 59,830,125.26 1,517,474.53 50,253,818.38 1,702,137.26 41,153,955.80 1,760,922.77
97 58,345,813.06 1,484,312.19 48,603,782.82 1,650,035.56 39,462,299.10 1,691,656.70
98 56,892,033.01 1,453,780.05 47,002,700.78 1,601,082.04 37,835,952.23 1,626,346.87
99 55,468,224.71 1,423,808.31 45,449,213.22 1,553,487.56 36,272,502.14 1,563,450.09
100 54,073,795.30 1,394,429.41 43,941,963.06 1,507,250.16 34,769,595.17 1,502,906.97
101 52,708,284.61 1,365,510.69 42,479,729.11 1,462,233.95 33,325,041.27 1,444,553.91
102 51,371,455.30 1,336,829.31 41,061,492.67 1,418,236.44 31,936,859.62 1,388,181.65
103 50,062,455.29 1,309,000.01 39,685,765.36 1,375,727.31 30,602,752.30 1,334,107.31
104 48,780,893.09 1,281,562.20 38,351,455.81 1,334,309.55 29,320,782.78 1,281,969.52
105 47,613,408.48 1,167,484.61 37,125,715.68 1,225,740.13 28,141,074.46 1,179,708.32
106 46,469,508.74 1,143,899.73 35,935,765.24 1,189,950.45 27,006,273.54 1,134,800.92
107 45,348,954.26 1,120,554.48 34,780,766.17 1,154,999.06 25,914,845.37 1,091,428.17
108 44,251,231.50 1,097,722.76 33,659,687.32 1,121,078.85 24,865,148.27 1,049,697.10
109 43,176,128.04 1,075,103.46 32,571,747.81 1,087,939.51 23,855,764.33 1,009,383.93
110 42,122,849.80 1,053,278.24 31,515,743.80 1,056,004.02 22,884,999.65 970,764.68
111 41,091,096.23 1,031,753.58 30,490,866.93 1,024,876.87 21,951,488.37 933,511.28
112 40,080,572.01 1,010,524.22 29,496,329.23 994,537.69 21,053,911.78 897,576.59
113 39,090,708.61 989,863.40 28,531,157.98 965,171.26 20,190,850.81 863,060.97
114 38,121,217.13 969,491.47 27,594,605.14 936,552.84 19,361,079.37 829,771.44
115 37,171,610.31 949,606.82 26,685,794.75 908,810.39 18,563,311.05 797,768.32
116 36,241,679.54 929,930.78 25,804,068.80 881,725.95 17,796,441.41 766,869.64
117 35,331,060.45 910,619.08 24,948,671.55 855,397.26 17,059,324.79 737,116.63
118 34,439,659.83 891,400.63 24,119,052.71 829,618.84 16,350,982.18 708,342.60
119 33,567,441.64 872,218.19 23,314,711.66 804,341.05 15,670,490.66 680,491.52
120 32,714,739.73 852,701.91 22,535,410.21 779,301.45 15,017,122.74 653,367.92
121 31,896,973.33 817,766.40 21,791,262.43 744,147.77 14,397,037.20 620,085.54
122 31,096,221.30 800,752.03 21,069,353.73 721,908.70 13,801,019.69 596,017.51
123 30,312,233.46 783,987.85 20,369,106.28 700,247.45 13,228,204.78 572,814.91
124 29,544,979.31 767,254.15 19,690,102.01 679,004.27 12,677,851.59 550,353.19
125 28,793,870.07 751,109.24 19,031,556.55 658,545.46 12,148,999.45 528,852.14
126 28,058,581.11 735,288.96 18,392,879.23 638,677.32 11,640,835.88 508,163.57
127 27,338,942.44 719,638.67 17,773,592.71 619,286.53 11,152,639.35 488,196.53
128 26,634,418.61 704,523.83 17,172,992.29 600,600.41 10,683,563.26 469,076.09
129 25,944,865.27 689,553.35 16,590,640.50 582,351.79 10,232,947.51 450,615.75
130 25,269,982.59 674,882.68 16,026,009.37 564,631.13 9,800,092.02 432,855.50
131 24,609,684.67 660,297.92 15,478,716.64 547,292.74 9,384,401.93 415,690.09
132 23,963,466.34 646,218.33 14,948,124.89 530,591.75 8,985,142.53 399,259.41
133 23,331,192.92 632,273.42 14,433,841.49 514,283.39 8,601,743.85 383,398.68
134 22,712,760.69 618,432.23 13,935,499.64 498,341.86 8,233,664.17 368,079.68
135 22,107,706.09 605,054.59 13,452,520.12 482,979.51 7,880,249.89 353,414.28
136 21,515,912.00 591,794.09 12,984,546.51 467,973.61 7,540,993.33 339,256.57
137 20,937,014.16 578,897.85 12,531,081.05 453,465.46 7,215,317.26 325,676.07
138 20,370,829.03 566,185.12 12,091,744.51 439,336.55 6,902,726.47 312,590.79
139 19,817,106.24 553,722.79 11,666,125.93 425,618.58 6,602,719.61 300,006.86
140 19,275,575.81 541,530.43 11,253,811.57 412,314.36 6,314,805.89 287,913.73
AVG LIFE: 8.985 8.196 7.589
</TABLE>
- --------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
Page 4
<TABLE>
<CAPTION>
Class A-10 NAS
--------------------------------------------------------------------------------------
100%MHP 150%MHP 200%MHP
---------------------------- ---------------------------- ---------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- ------------- ------------- ------------- ------------- ------------ -------------
<S> <C> <C> <C> <C> <C> <C>
141 18,746,190.03 529,385.78 10,854,525.38 399,286.19 6,038,583.11 276,222.78
142 18,228,762.21 517,427.82 10,467,916.11 386,609.28 5,773,616.82 264,966.29
143 17,723,003.82 505,758.39 10,093,581.59 374,334.51 5,519,455.10 254,161.72
144 17,228,886.25 494,117.57 9,731,275.60 362,305.99 5,275,741.83 243,713.27
145 16,749,548.91 479,337.34 9,382,538.08 348,737.52 5,043,093.33 232,648.50
146 16,281,138.11 468,410.80 9,044,952.88 337,585.20 4,819,983.44 223,109.89
147 15,823,364.60 457,773.51 8,718,150.76 326,802.12 4,575,029.48 244,953.95
148 15,376,005.49 447,359.11 8,401,807.34 316,343.42 4,341,208.00 233,821.48
149 14,938,985.38 437,020.12 8,095,685.21 306,122.14 4,118,098.35 223,109.65
150 14,512,033.98 426,951.40 7,799,446.13 296,239.08 3,905,231.87 212,866.48
151 14,094,932.31 417,101.67 7,512,787.05 286,659.08 3,702,173.97 203,057.90
152 13,687,622.00 407,310.31 7,235,496.41 277,290.63 3,508,554.29 193,619.68
153 13,289,868.87 397,753.13 6,967,274.17 268,222.24 3,323,962.51 184,591.78
154 12,901,553.14 388,315.73 6,707,886.43 259,387.74 3,148,036.75 175,925.76
155 12,522,300.69 379,252.45 6,456,972.70 250,913.73 2,980,356.22 167,680.53
156 12,152,001.32 370,299.36 6,214,316.35 242,656.35 2,820,590.63 159,765.59
157 11,790,561.23 361,440.09 5,979,713.40 234,602.95 2,668,425.40 152,165.23
158 11,437,714.26 352,846.97 5,752,876.77 226,836.63 2,523,510.99 144,914.41
159 11,093,312.88 344,401.38 5,533,585.48 219,291.29 2,385,542.68 137,968.31
160 10,757,190.51 336,122.37 5,321,613.58 211,971.89 2,254,221.85 131,320.83
161 10,429,246.52 327,943.99 5,116,772.43 204,841.15 2,129,277.16 124,944.69
162 10,109,181.36 320,065.16 4,918,780.19 197,992.24 2,010,398.99 118,878.18
163 9,796,921.26 312,260.11 4,727,471.00 191,309.19 1,897,343.93 113,055.05
164 9,492,300.87 304,620.39 4,542,638.02 184,832.98 1,789,855.51 107,488.43
165 9,195,211.55 297,089.32 4,364,105.96 178,532.06 1,687,699.74 102,155.77
166 8,905,508.31 289,703.24 4,191,685.99 172,419.98 1,590,643.01 97,056.72
167 8,623,009.25 282,499.06 4,025,176.00 166,509.99 1,498,452.60 92,190.41
168 8,347,641.95 275,367.29 3,844,047.64 181,128.36 1,410,927.74 87,524.87
169 8,079,175.96 268,466.00 3,669,793.39 174,254.25 1,327,842.40 83,085.34
170 7,817,492.81 261,683.15 3,502,199.70 167,593.70 1,249,002.26 78,840.14
171 7,562,440.70 255,052.11 3,341,041.09 161,158.61 1,174,213.81 74,788.45
172 7,313,852.89 248,587.80 3,186,090.14 154,950.94 1,103,288.26 70,925.55
173 7,071,625.02 242,227.87 3,037,155.94 148,934.20 1,036,055.91 67,232.35
174 6,835,656.89 235,968.14 2,894,053.79 143,102.16 972,354.02 63,701.90
175 6,605,846.54 229,810.35 2,756,602.23 137,451.56 0 972,354.02
176 6,382,050.18 223,796.35 2,624,603.97 131,998.26 0 0
177 6,189,946.16 192,104.03 2,509,996.65 114,607.33 0 0
178 6,002,480.48 187,465.68 2,399,656.91 110,339.73 0 0
179 5,819,798.73 182,681.75 2,293,555.67 106,101.24 0 0
180 5,642,345.49 177,453.25 2,191,796.38 101,759.30 0 0
181 5,480,428.82 161,916.66 2,098,881.16 92,915.22 0 0
182 5,322,281.49 158,147.33 2,009,346.47 89,534.68 0 0
183 5,167,849.10 154,432.40 1,923,093.15 86,253.32 0 0
184 5,017,305.32 150,543.78 1,840,123.09 82,970.06 0 0
185 4,870,276.63 147,028.69 1,760,201.28 79,921.81 0 0
186 4,726,713.62 143,563.01 1,683,238.39 76,962.89 0 0
187 4,586,544.37 140,169.25 1,609,137.70 74,100.69 0 0
AVG LIFE: 8.985 8.196 7.589
</TABLE>
- --------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
Page 5
<TABLE>
<CAPTION>
Class A-10 NAS
--------------------------------------------------------------------------------
100%MHP 150%MHP 200%MHP
--------------------------- --------------------------- ----------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- ------------ ------------- ------------ ------------- ------- -------------
<S> <C> <C> <C> <C> <C> <C>
188 4,449,712.99 136,831.38 1,537,811.40 71,326.29 0 0
189 4,316,159.12 133,553.87 1,469,171.84 68,639.57 0 0
190 4,185,838.88 130,320.24 1,403,139.96 66,031.88 0 0
191 4,058,662.57 127,176.31 1,339,620.41 63,519.55 0 0
192 3,934,609.49 124,053.08 1,278,547.11 61,073.30 0 0
193 3,813,588.58 121,020.91 1,219,828.26 58,718.85 0 0
194 3,695,562.31 118,026.27 1,163,394.75 56,433.51 0 0
195 3,580,453.98 115,108.33 1,109,164.36 54,230.39 0 0
196 3,468,212.09 112,241.89 1,057,066.30 52,098.07 0 0
197 3,358,791.73 109,420.35 1,007,033.79 50,032.50 0 0
198 3,252,148.37 106,643.37 959,001.72 48,032.07 0 0
199 3,148,204.17 103,944.19 912,894.72 46,107.00 0 0
200 3,046,924.81 101,279.36 868,654.56 44,240.16 0 0
201 2,948,277.25 98,647.57 826,224.73 42,429.83 0 0
202 2,852,185.08 96,092.17 785,535.23 40,689.50 0 0
203 2,758,615.22 93,569.87 746,532.45 39,002.78 0 0
204 2,667,513.27 91,101.94 709,156.95 37,375.50 0 0
205 2,578,822.18 88,691.09 673,349.93 35,807.02 0 0
206 2,492,478.79 86,343.40 639,052.19 34,297.74 0 0
207 2,408,456.18 84,022.61 606,217.52 32,834.67 0 0
208 2,326,714.07 81,742.10 574,796.53 31,420.99 0 0
209 2,237,087.48 89,626.60 544,737.99 30,058.54 0 0
210 2,150,188.61 86,898.87 0 544,737.99 0 0
211 2,065,920.70 84,267.90 0 0 0 0
212 1,984,236.49 81,684.22 0 0 0 0
213 1,905,123.63 79,112.86 0 0 0 0
214 1,828,465.54 76,658.09 0 0 0 0
215 1,754,206.10 74,259.44 0 0 0 0
216 1,682,272.03 71,934.07 0 0 0 0
217 1,612,752.69 69,519.34 0 0 0 0
218 1,545,425.72 67,326.96 0 0 0 0
219 1,480,228.68 65,197.04 0 0 0 0
220 1,417,123.66 63,105.03 0 0 0 0
221 1,356,060.83 61,062.83 0 0 0 0
222 1,296,996.89 59,063.94 0 0 0 0
223 1,239,872.81 57,124.08 0 0 0 0
224 1,184,650.17 55,222.63 0 0 0 0
225 1,131,300.07 53,350.10 0 0 0 0
226 1,079,769.49 51,530.58 0 0 0 0
227 1,030,013.28 49,756.21 0 0 0 0
228 982,012.71 48,000.57 0 0 0 0
229 935,737.08 46,275.63 0 0 0 0
230 891,084.04 44,653.04 0 0 0 0
231 848,023.67 43,060.36 0 0 0 0
232 806,511.53 41,512.14 0 0 0 0
233 766,505.03 40,006.50 0 0 0 0
234 727,982.71 38,522.32 0 0 0 0
AVG LIFE: 8.985 8.196 7.589
</TABLE>
- --------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 6
Class A-10 NAS
----------------------------------------------------------------------------
100%MHP 150%MHP 200%MHP
-------------------------- ----------------------- -----------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- ---------- ------------- ------- ------------- ------- -------------
<S> <C> <C> <C> <C> <C> <C>
235 690,905.12 37,077.59 0 0 0 0
236 655,244.16 35,660.96 0 0 0 0
237 620,948.95 34,295.21 0 0 0 0
238 593,699.74 27,249.22 0 0 0 0
239 567,411.40 26,288.33 0 0 0 0
240 542,240.57 25,170.83 0 0 0 0
241 520,520.96 21,719.62 0 0 0 0
242 499,475.68 21,045.28 0 0 0 0
243 479,090.31 20,385.37 0 0 0 0
244 459,507.06 19,583.25 0 0 0 0
245 440,543.53 18,963.53 0 0 0 0
246 422,177.53 18,366.00 0 0 0 0
247 404,397.19 17,780.34 0 0 0 0
248 387,186.36 17,210.83 0 0 0 0
249 370,539.35 16,647.02 0 0 0 0
250 354,436.60 16,102.75 0 0 0 0
251 338,872.68 15,563.92 0 0 0 0
252 323,832.49 15,040.19 0 0 0 0
253 309,302.36 14,530.13 0 0 0 0
254 0 309,302.36 0 0 0 0
TOTALS: 105,000,000.00 105,000,000.00 105,000,000.00
AVG LIFE: 8.985 8.196 7.589
- ------------------------------------------------------------------------------------------
</TABLE>
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 1
Class A-9 Z
----------------------------------------------------------------------------------------
75%MHP 125%MHP 150%MHP
---------------------------- ---------------------------- ----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- ------------- ------------- ------------- ------------- ------------- -------------
<S> <C> <C> <C> <C> <C> <C>
0 43,000,000.00 43,000,000.00 43,000,000.00
1 43,136,525.00 -136,525.00 43,136,525.00 -136,525.00 43,136,525.00 -136,525.00
2 43,410,441.93 -273,916.93 43,410,441.93 -273,916.93 43,410,441.93 -273,916.93
3 43,686,098.24 -275,656.31 43,686,098.24 -275,656.31 43,686,098.24 -275,656.31
4 43,963,504.96 -277,406.72 43,963,504.96 -277,406.72 43,963,504.96 -277,406.72
5 44,242,673.22 -279,168.26 44,242,673.22 -279,168.26 44,242,673.22 -279,168.26
6 44,523,614.20 -280,940.97 44,523,614.20 -280,940.97 44,523,614.20 -280,940.97
7 44,806,339.15 -282,724.95 44,806,339.15 -282,724.95 44,806,339.15 -282,724.95
8 45,090,859.40 -284,520.25 45,090,859.40 -284,520.25 45,090,859.40 -284,520.25
9 45,377,186.36 -286,326.96 45,377,186.36 -286,326.96 45,377,186.36 -286,326.96
10 45,665,331.49 -288,145.13 45,665,331.49 -288,145.13 45,665,331.49 -288,145.13
11 45,955,306.34 -289,974.85 45,955,306.34 -289,974.85 45,955,306.34 -289,974.85
12 46,247,122.54 -291,816.20 46,247,122.54 -291,816.20 46,247,122.54 -291,816.20
13 46,540,791.77 -293,669.23 46,540,791.77 -293,669.23 46,540,791.77 -293,669.23
14 46,836,325.80 -295,534.03 46,836,325.80 -295,534.03 46,836,325.80 -295,534.03
15 47,133,736.46 -297,410.67 47,133,736.46 -297,410.67 47,133,736.46 -297,410.67
16 47,433,035.69 -299,299.23 47,433,035.69 -299,299.23 47,433,035.69 -299,299.23
17 47,734,235.47 -301,199.78 47,734,235.47 -301,199.78 47,734,235.47 -301,199.78
18 48,037,347.86 -303,112.40 48,037,347.86 -303,112.40 48,037,347.86 -303,112.40
19 48,342,385.02 -305,037.16 48,342,385.02 -305,037.16 48,342,385.02 -305,037.16
20 48,649,359.17 -306,974.14 48,649,359.17 -306,974.14 48,649,359.17 -306,974.14
21 48,958,282.60 -308,923.43 48,958,282.60 -308,923.43 48,958,282.60 -308,923.43
22 49,269,167.69 -310,885.09 49,269,167.69 -310,885.09 49,269,167.69 -310,885.09
23 49,582,026.91 -312,859.21 49,582,026.91 -312,859.21 49,582,026.91 -312,859.21
24 49,896,872.78 -314,845.87 49,896,872.78 -314,845.87 49,896,872.78 -314,845.87
25 50,213,717.92 -316,845.14 50,213,717.92 -316,845.14 50,213,717.92 -316,845.14
26 50,532,575.03 -318,857.11 50,532,575.03 -318,857.11 50,532,575.03 -318,857.11
27 50,853,456.88 -320,881.85 50,853,456.88 -320,881.85 50,853,456.88 -320,881.85
28 51,176,376.33 -322,919.45 51,176,376.33 -322,919.45 51,176,376.33 -322,919.45
29 51,501,346.32 -324,969.99 51,501,346.32 -324,969.99 51,501,346.32 -324,969.99
30 51,828,379.87 -327,033.55 51,828,379.87 -327,033.55 51,828,379.87 -327,033.55
31 52,157,490.08 -329,110.21 52,157,490.08 -329,110.21 52,157,490.08 -329,110.21
32 52,488,690.14 -331,200.06 52,488,690.14 -331,200.06 52,488,690.14 -331,200.06
33 52,821,993.33 -333,303.18 52,821,993.33 -333,303.18 52,821,993.33 -333,303.18
34 53,157,412.98 -335,419.66 53,157,412.98 -335,419.66 53,157,412.98 -335,419.66
35 53,494,962.56 -337,549.57 53,494,962.56 -337,549.57 53,494,962.56 -337,549.57
36 53,834,655.57 -339,693.01 53,834,655.57 -339,693.01 53,834,655.57 -339,693.01
37 54,176,505.63 -341,850.06 54,176,505.63 -341,850.06 54,176,505.63 -341,850.06
38 54,520,526.44 -344,020.81 54,520,526.44 -344,020.81 54,520,526.44 -344,020.81
39 54,866,731.79 -346,205.34 54,866,731.79 -346,205.34 54,866,731.79 -346,205.34
40 55,215,135.53 -348,403.75 55,215,135.53 -348,403.75 55,215,135.53 -348,403.75
41 55,565,751.64 -350,616.11 55,565,751.64 -350,616.11 55,565,751.64 -350,616.11
42 55,918,594.17 -352,842.52 55,918,594.17 -352,842.52 55,918,594.17 -352,842.52
43 56,273,677.24 -355,083.07 56,273,677.24 -355,083.07 56,273,677.24 -355,083.07
44 56,631,015.09 -357,337.85 56,631,015.09 -357,337.85 56,631,015.09 -357,337.85
45 56,990,622.04 -359,606.95 56,990,622.04 -359,606.95 56,990,622.04 -359,606.95
46 57,352,512.49 -361,890.45 57,352,512.49 -361,890.45 57,352,512.49 -361,890.45
AVG LIFE: 21.723 18.246 16.771
- ------------------------------------------------------------------------------------------------------
</TABLE>
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 2
Class A-9 Z
----------------------------------------------------------------------------------------
75%MHP 125%MHP 150%MHP
---------------------------- ---------------------------- ----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- ------------ ------------- ------------- ------------- ------------- -------------
<S> <C> <C> <C> <C> <C> <C>
47 57,716,700.94 -364,188.45 57,716,700.94 -364,188.45 57,716,700.94 -364,188.45
48 58,083,201.99 -366,501.05 58,083,201.99 -366,501.05 58,083,201.99 -366,501.05
49 58,452,030.32 -368,828.33 58,452,030.32 -368,828.33 58,452,030.32 -368,828.33
50 58,823,200.72 -371,170.39 58,823,200.72 -371,170.39 58,823,200.72 -371,170.39
51 59,196,728.04 -373,527.32 59,196,728.04 -373,527.32 59,196,728.04 -373,527.32
52 59,572,627.26 -375,899.22 59,572,627.26 -375,899.22 59,572,627.26 -375,899.22
53 59,950,913.45 -378,286.18 59,950,913.45 -378,286.18 59,950,913.45 -378,286.18
54 60,331,601.75 -380,688.30 60,331,601.75 -380,688.30 60,331,601.75 -380,688.30
55 60,714,707.42 -383,105.67 60,714,707.42 -383,105.67 60,714,707.42 -383,105.67
56 61,100,245.81 -385,538.39 61,100,245.81 -385,538.39 61,100,245.81 -385,538.39
57 61,488,232.37 -387,986.56 61,488,232.37 -387,986.56 61,488,232.37 -387,986.56
58 61,878,682.65 -390,450.28 61,878,682.65 -390,450.28 61,878,682.65 -390,450.28
59 62,271,612.28 -392,929.63 62,271,612.28 -392,929.63 62,271,612.28 -392,929.63
60 62,667,037.02 -395,424.74 62,667,037.02 -395,424.74 62,667,037.02 -395,424.74
61 63,064,972.70 -397,935.69 63,064,972.70 -397,935.69 63,064,972.70 -397,935.69
62 63,465,435.28 -400,462.58 63,465,435.28 -400,462.58 63,465,435.28 -400,462.58
63 63,868,440.79 -403,005.51 63,868,440.79 -403,005.51 63,868,440.79 -403,005.51
64 64,274,005.39 -405,564.60 64,274,005.39 -405,564.60 64,274,005.39 -405,564.60
65 64,682,145.33 -408,139.93 64,682,145.33 -408,139.93 64,682,145.33 -408,139.93
66 65,092,876.95 -410,731.62 65,092,876.95 -410,731.62 65,092,876.95 -410,731.62
67 65,506,216.72 -413,339.77 65,506,216.72 -413,339.77 65,506,216.72 -413,339.77
68 65,922,181.20 -415,964.48 65,922,181.20 -415,964.48 65,922,181.20 -415,964.48
69 66,340,787.05 -418,605.85 66,340,787.05 -418,605.85 66,340,787.05 -418,605.85
70 66,762,051.04 -421,264.00 66,762,051.04 -421,264.00 66,762,051.04 -421,264.00
71 67,185,990.07 -423,939.02 67,185,990.07 -423,939.02 67,185,990.07 -423,939.02
72 67,612,621.11 -426,631.04 67,612,621.11 -426,631.04 67,612,621.11 -426,631.04
73 68,041,961.25 -429,340.14 68,041,961.25 -429,340.14 68,041,961.25 -429,340.14
74 68,474,027.70 -432,066.45 68,474,027.70 -432,066.45 68,474,027.70 -432,066.45
75 68,908,837.78 -434,810.08 68,908,837.78 -434,810.08 68,908,837.78 -434,810.08
76 69,346,408.90 -437,571.12 69,346,408.90 -437,571.12 69,346,408.90 -437,571.12
77 69,786,758.60 -440,349.70 69,786,758.60 -440,349.70 69,786,758.60 -440,349.70
78 70,229,904.51 -443,145.92 70,229,904.51 -443,145.92 70,229,904.51 -443,145.92
79 70,675,864.41 -445,959.89 70,675,864.41 -445,959.89 70,675,864.41 -445,959.89
80 71,124,656.15 -448,791.74 71,124,656.15 -448,791.74 71,124,656.15 -448,791.74
81 71,576,297.71 -451,641.57 71,576,297.71 -451,641.57 71,576,297.71 -451,641.57
82 72,030,807.20 -454,509.49 72,030,807.20 -454,509.49 72,030,807.20 -454,509.49
83 72,488,202.83 -457,395.63 72,488,202.83 -457,395.63 72,488,202.83 -457,395.63
84 72,948,502.92 -460,300.09 72,948,502.92 -460,300.09 72,948,502.92 -460,300.09
85 73,411,725.91 -463,222.99 73,411,725.91 -463,222.99 73,411,725.91 -463,222.99
86 73,877,890.37 -466,164.46 73,877,890.37 -466,164.46 73,877,890.37 -466,164.46
87 74,347,014.97 -469,124.60 74,347,014.97 -469,124.60 74,347,014.97 -469,124.60
88 74,819,118.52 -472,103.55 74,819,118.52 -472,103.55 74,819,118.52 -472,103.55
89 75,294,219.92 -475,101.40 75,294,219.92 -475,101.40 75,294,219.92 -475,101.40
90 75,772,338.22 -478,118.30 75,772,338.22 -478,118.30 75,772,338.22 -478,118.30
91 76,253,492.56 -481,154.35 76,253,492.56 -481,154.35 76,253,492.56 -481,154.35
92 76,737,702.24 -484,209.68 76,737,702.24 -484,209.68 76,737,702.24 -484,209.68
93 77,224,986.65 -487,284.41 77,224,986.65 -487,284.41 77,224,986.65 -487,284.41
AVG LIFE: 21.723 18.246 16.771
- ------------------------------------------------------------------------------------------------------
</TABLE>
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 3
Class A-9 Z
-------------------------------------------------------------------------------------------
75%MHP 125%MHP 150%MHP
----------------------------- ----------------------------- -----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- -------------- ------------- -------------- ------------- -------------- -------------
<S> <C> <C> <C> <C> <C> <C>
94 77,715,365.32 -490,378.67 77,715,365.32 -490,378.67 77,715,365.32 -490,378.67
95 78,208,857.89 -493,492.57 78,208,857.89 -493,492.57 78,208,857.89 -493,492.57
96 78,705,484.13 -496,626.25 78,705,484.13 -496,626.25 78,705,484.13 -496,626.25
97 79,205,263.96 -499,779.82 79,205,263.96 -499,779.82 79,205,263.96 -499,779.82
98 79,708,217.38 -502,953.43 79,708,217.38 -502,953.43 79,708,217.38 -502,953.43
99 80,214,364.56 -506,147.18 80,214,364.56 -506,147.18 80,214,364.56 -506,147.18
100 80,723,725.78 -509,361.21 80,723,725.78 -509,361.21 80,723,725.78 -509,361.21
101 81,236,321.44 -512,595.66 81,236,321.44 -512,595.66 81,236,321.44 -512,595.66
102 81,752,172.08 -515,850.64 81,752,172.08 -515,850.64 81,752,172.08 -515,850.64
103 82,271,298.37 -519,126.29 82,271,298.37 -519,126.29 82,271,298.37 -519,126.29
104 82,793,721.12 -522,422.74 82,793,721.12 -522,422.74 82,793,721.12 -522,422.74
105 83,319,461.25 -525,740.13 83,319,461.25 -525,740.13 83,319,461.25 -525,740.13
106 83,848,539.83 -529,078.58 83,848,539.83 -529,078.58 83,848,539.83 -529,078.58
107 84,380,978.05 -532,438.23 84,380,978.05 -532,438.23 84,380,978.05 -532,438.23
108 84,916,797.26 -535,819.21 84,916,797.26 -535,819.21 84,916,797.26 -535,819.21
109 85,456,018.93 -539,221.66 85,456,018.93 -539,221.66 85,456,018.93 -539,221.66
110 85,998,664.65 -542,645.72 85,998,664.65 -542,645.72 85,998,664.65 -542,645.72
111 86,544,756.17 -546,091.52 86,544,756.17 -546,091.52 86,544,756.17 -546,091.52
112 87,094,315.37 -549,559.20 87,094,315.37 -549,559.20 87,094,315.37 -549,559.20
113 87,647,364.27 -553,048.90 87,647,364.27 -553,048.90 87,647,364.27 -553,048.90
114 88,203,925.03 -556,560.76 88,203,925.03 -556,560.76 88,203,925.03 -556,560.76
115 88,764,019.96 -560,094.92 88,764,019.96 -560,094.92 88,764,019.96 -560,094.92
116 89,327,671.48 -563,651.53 89,327,671.48 -563,651.53 89,327,671.48 -563,651.53
117 89,894,902.20 -567,230.71 89,894,902.20 -567,230.71 89,894,902.20 -567,230.71
118 90,465,734.83 -570,832.63 90,465,734.83 -570,832.63 90,465,734.83 -570,832.63
119 91,040,192.24 -574,457.42 91,040,192.24 -574,457.42 91,040,192.24 -574,457.42
120 91,618,297.46 -578,105.22 91,618,297.46 -578,105.22 91,618,297.46 -578,105.22
121 92,200,073.65 -581,776.19 92,200,073.65 -581,776.19 92,200,073.65 -581,776.19
122 92,785,544.12 -585,470.47 92,785,544.12 -585,470.47 92,785,544.12 -585,470.47
123 93,374,732.33 -589,188.21 93,374,732.33 -589,188.21 93,374,732.33 -589,188.21
124 93,967,661.88 -592,929.55 93,967,661.88 -592,929.55 93,967,661.88 -592,929.55
125 94,564,356.53 -596,694.65 94,564,356.53 -596,694.65 94,564,356.53 -596,694.65
126 95,164,840.19 -600,483.66 95,164,840.19 -600,483.66 95,164,840.19 -600,483.66
127 95,769,136.93 -604,296.74 95,769,136.93 -604,296.74 95,769,136.93 -604,296.74
128 96,377,270.95 -608,134.02 96,377,270.95 -608,134.02 96,377,270.95 -608,134.02
129 96,989,266.62 -611,995.67 96,989,266.62 -611,995.67 96,989,266.62 -611,995.67
130 97,605,148.46 -615,881.84 97,605,148.46 -615,881.84 97,605,148.46 -615,881.84
131 98,224,941.15 -619,792.69 98,224,941.15 -619,792.69 98,224,941.15 -619,792.69
132 98,848,669.53 -623,728.38 98,848,669.53 -623,728.38 98,848,669.53 -623,728.38
133 99,476,358.58 -627,689.05 99,476,358.58 -627,689.05 99,476,358.58 -627,689.05
134 100,108,033.46 -631,674.88 100,108,033.46 -631,674.88 100,108,033.46 -631,674.88
135 100,743,719.47 -635,686.01 100,743,719.47 -635,686.01 100,743,719.47 -635,686.01
136 101,383,442.09 -639,722.62 101,383,442.09 -639,722.62 101,383,442.09 -639,722.62
137 102,027,226.95 -643,784.86 102,027,226.95 -643,784.86 102,027,226.95 -643,784.86
138 102,675,099.84 -647,872.89 102,675,099.84 -647,872.89 102,675,099.84 -647,872.89
139 103,327,086.72 -651,986.88 103,327,086.72 -651,986.88 103,327,086.72 -651,986.88
140 103,983,213.72 -656,127.00 103,983,213.72 -656,127.00 103,983,213.72 -656,127.00
AVG LIFE: 21.723 18.246 16.771
- ---------------------------------------------------------------------------------------------------------
</TABLE>
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 4
Class A-9 Z
-------------------------------------------------------------------------------------------
75%MHP 125%MHP 150%MHP
----------------------------- ----------------------------- -----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- -------------- ------------- -------------- ------------- -------------- --------------
<S> <C> <C> <C> <C> <C> <C>
141 104,643,507.13 -660,293.41 104,643,507.13 -660,293.41 104,643,507.13 -660,293.41
142 105,307,993.40 -664,486.27 105,307,993.40 -664,486.27 105,307,993.40 -664,486.27
143 105,976,699.16 -668,705.76 105,976,699.16 -668,705.76 105,976,699.16 -668,705.76
144 106,649,651.20 -672,952.04 106,649,651.20 -672,952.04 106,649,651.20 -672,952.04
145 107,326,876.48 -677,225.29 107,326,876.48 -677,225.29 107,326,876.48 -677,225.29
146 108,008,402.15 -681,525.67 108,008,402.15 -681,525.67 108,008,402.15 -681,525.67
147 108,694,255.50 -685,853.35 108,694,255.50 -685,853.35 108,694,255.50 -685,853.35
148 109,384,464.03 -690,208.52 109,384,464.03 -690,208.52 109,384,464.03 -690,208.52
149 110,079,055.37 -694,591.35 110,079,055.37 -694,591.35 110,079,055.37 -694,591.35
150 110,778,057.37 -699,002.00 110,778,057.37 -699,002.00 110,778,057.37 -699,002.00
151 111,481,498.04 -703,440.66 111,481,498.04 -703,440.66 111,481,498.04 -703,440.66
152 112,189,405.55 -707,907.51 112,189,405.55 -707,907.51 112,189,405.55 -707,907.51
153 112,901,808.28 -712,402.73 112,901,808.28 -712,402.73 112,901,808.28 -712,402.73
154 113,618,734.76 -716,926.48 113,618,734.76 -716,926.48 113,618,734.76 -716,926.48
155 114,340,213.72 -721,478.97 114,340,213.72 -721,478.97 114,340,213.72 -721,478.97
156 115,066,274.08 -726,060.36 115,066,274.08 -726,060.36 115,066,274.08 -726,060.36
157 115,796,944.92 -730,670.84 115,796,944.92 -730,670.84 115,796,944.92 -730,670.84
158 116,532,255.52 -735,310.60 116,532,255.52 -735,310.60 116,532,255.52 -735,310.60
159 117,272,235.34 -739,979.82 117,272,235.34 -739,979.82 117,272,235.34 -739,979.82
160 118,016,914.04 -744,678.69 118,016,914.04 -744,678.69 118,016,914.04 -744,678.69
161 118,766,321.44 -749,407.40 118,766,321.44 -749,407.40 118,766,321.44 -749,407.40
162 119,520,487.58 -754,166.14 119,520,487.58 -754,166.14 119,520,487.58 -754,166.14
163 120,279,442.68 -758,955.10 120,279,442.68 -758,955.10 120,279,442.68 -758,955.10
164 121,043,217.14 -763,774.46 121,043,217.14 -763,774.46 121,043,217.14 -763,774.46
165 121,811,841.57 -768,624.43 121,811,841.57 -768,624.43 121,811,841.57 -768,624.43
166 122,585,346.76 -773,505.19 122,585,346.76 -773,505.19 122,585,346.76 -773,505.19
167 123,363,763.72 -778,416.95 123,363,763.72 -778,416.95 123,363,763.72 -778,416.95
168 124,147,123.62 -783,359.90 124,147,123.62 -783,359.90 124,147,123.62 -783,359.90
169 124,935,457.85 -788,334.23 124,935,457.85 -788,334.23 124,935,457.85 -788,334.23
170 125,728,798.01 -793,340.16 125,728,798.01 -793,340.16 125,728,798.01 -793,340.16
171 126,527,175.88 -798,377.87 126,527,175.88 -798,377.87 126,527,175.88 -798,377.87
172 127,330,623.44 -803,447.57 127,330,623.44 -803,447.57 127,330,623.44 -803,447.57
173 128,139,172.90 -808,549.46 128,139,172.90 -808,549.46 127,859,130.63 -528,507.18
174 128,952,856.65 -813,683.75 128,952,856.65 -813,683.75 125,946,412.44 1,912,718.19
175 129,771,707.29 -818,850.64 129,771,707.29 -818,850.64 124,044,127.35 1,902,285.09
176 130,595,757.63 -824,050.34 130,595,757.63 -824,050.34 122,152,199.81 1,891,927.54
177 131,425,040.69 -829,283.06 131,425,040.69 -829,283.06 120,450,617.45 1,701,582.36
178 132,259,589.70 -834,549.01 132,259,589.70 -834,549.01 118,759,169.75 1,691,447.70
179 133,099,438.09 -839,848.39 133,099,438.09 -839,848.39 117,079,584.89 1,679,584.86
180 133,944,619.53 -845,181.43 133,944,619.53 -845,181.43 115,415,915.53 1,663,669.36
181 134,795,167.86 -850,548.33 134,795,167.86 -850,548.33 113,846,944.87 1,568,970.66
182 135,651,117.18 -855,949.32 135,651,117.18 -855,949.32 112,287,795.96 1,559,148.91
183 136,512,501.77 -861,384.59 136,512,501.77 -861,384.59 110,738,607.37 1,549,188.60
184 137,379,356.16 -866,854.39 137,379,356.16 -866,854.39 109,201,349.39 1,537,257.98
185 138,251,715.07 -872,358.91 138,251,715.07 -872,358.91 107,673,654.92 1,527,694.47
186 139,129,613.46 -877,898.39 139,129,613.46 -877,898.39 106,155,658.92 1,517,996.00
187 140,013,086.50 -883,473.05 138,136,326.77 993,286.69 104,647,306.73 1,508,352.19
AVG LIFE: 21.723 18.246 16.771
- ---------------------------------------------------------------------------------------------------------
</TABLE>
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
Page 5
<TABLE>
<CAPTION>
Class A-9 Z
-------------------------------------------------------------------------------------------
75%MHP 125%MHP 150%MHP
----------------------------- ----------------------------- -----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- -------------- ------------- -------------- ------------- -------------- -------------
<S> <C> <C> <C> <C> <C> <C>
188 140,902,169.60 -889,083.10 136,452,605.65 1,683,721.12 103,148,666.19 1,498,640.54
189 141,796,898.38 -894,728.78 134,776,147.08 1,676,458.57 101,659,760.09 1,488,906.11
190 142,697,308.69 -900,410.30 133,107,189.60 1,668,957.48 100,180,749.89 1,479,010.19
191 143,603,436.60 -906,127.91 131,445,448.71 1,661,740.89 98,711,382.96 1,469,366.93
192 144,515,318.42 -911,881.82 129,791,410.71 1,654,037.99 97,252,014.27 1,459,368.69
193 145,432,990.69 -917,672.27 128,144,744.22 1,646,666.50 95,802,353.99 1,449,660.28
194 146,356,490.18 -923,499.49 126,505,729.16 1,639,015.06 94,362,592.71 1,439,761.29
195 147,285,853.89 -929,363.71 124,874,164.33 1,631,564.83 92,932,542.93 1,430,049.78
196 148,221,119.07 -935,265.17 123,250,137.73 1,624,026.60 91,512,243.88 1,420,299.05
197 149,162,323.17 -941,204.11 121,633,816.32 1,616,321.41 90,101,795.86 1,410,448.02
198 150,109,503.92 -947,180.75 120,025,371.13 1,608,445.19 88,701,301.24 1,400,494.63
199 151,062,699.27 -953,195.35 118,424,519.35 1,600,851.78 87,310,508.50 1,390,792.74
200 152,021,947.41 -959,248.14 116,831,542.99 1,592,976.35 85,929,605.43 1,380,903.07
201 152,987,286.78 -965,339.37 115,246,753.39 1,584,789.60 84,558,801.61 1,370,803.82
202 153,958,756.05 -971,469.27 113,669,842.23 1,576,911.16 83,197,824.82 1,360,976.79
203 154,936,394.15 -977,638.10 112,101,102.42 1,568,739.81 81,846,869.05 1,350,955.78
204 155,920,240.25 -983,846.10 110,540,514.04 1,560,588.38 80,505,885.40 1,340,983.65
205 156,910,333.78 -990,093.53 108,987,997.50 1,552,516.55 79,174,778.83 1,331,106.57
206 157,906,714.40 -996,380.62 107,443,352.92 1,544,644.58 77,853,362.14 1,321,416.69
207 158,909,422.04 -1,002,707.64 105,906,937.45 1,536,415.47 76,541,876.67 1,311,485.47
208 159,918,496.87 -1,009,074.83 104,378,902.91 1,528,034.54 75,240,404.40 1,301,472.27
209 160,933,979.32 -1,015,482.46 102,859,231.99 1,519,670.92 73,948,897.13 1,291,507.27
210 161,955,910.09 -1,021,930.77 101,347,969.25 1,511,262.74 0 73,948,897.13
211 162,984,330.12 -1,028,420.03 99,844,585.33 1,503,383.92 0 0
212 164,019,280.62 -1,034,950.50 98,349,284.54 1,495,300.79 0 0
213 165,060,803.05 -1,041,522.43 96,862,862.83 1,486,421.70 0 0
214 166,108,939.15 -1,048,136.10 95,384,383.42 1,478,479.41 0 0
215 167,163,730.91 -1,054,791.76 93,913,857.63 1,470,525.79 0 0
216 168,225,220.60 -1,061,489.69 92,450,966.32 1,462,891.31 0 0
217 168,031,503.08 193,717.52 90,998,389.53 1,452,576.79 0 0
218 166,270,077.08 1,761,426.01 89,553,074.26 1,445,315.27 0 0
219 164,508,537.48 1,761,539.60 88,114,766.51 1,438,307.75 0 0
220 162,747,216.65 1,761,320.84 86,683,667.40 1,431,099.11 0 0
221 160,986,077.71 1,761,138.94 85,259,735.14 1,423,932.26 0 0
222 159,225,268.02 1,760,809.69 83,843,046.52 1,416,688.61 0 0
223 157,464,382.11 1,760,885.91 82,433,320.41 1,409,726.11 0 0
224 155,703,665.44 1,760,716.67 81,030,697.36 1,402,623.05 0 0
225 153,943,717.30 1,759,948.14 79,635,542.52 1,395,154.85 0 0
226 152,184,270.73 1,759,446.57 78,247,661.70 1,387,880.81 0 0
227 150,425,298.10 1,758,972.63 76,867,015.48 1,380,646.22 0 0
228 148,667,810.69 1,757,487.42 75,494,225.06 1,372,790.42 0 0
229 146,912,421.68 1,755,389.00 74,129,655.27 1,364,569.79 0 0
230 145,156,670.72 1,755,750.96 0 74,129,655.27 0 0
231 143,400,973.44 1,755,697.28 0 0 0 0
232 141,645,094.14 1,755,879.30 0 0 0 0
233 139,665,751.94 1,979,342.19 0 0 0 0
234 137,686,604.79 1,979,147.15 0 0 0 0
AVG LIFE: 21.723 18.246 16.771
</TABLE>
- --------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
Page 6
<TABLE>
<CAPTION>
Class A-9 Z
-----------------------------------------------------------------------------
75%MHP 125%MHP 150%MHP
-------------------------------------- ------------- ----------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- -------------- ------------- ------- ------------- ------- -------------
<S> <C> <C> <C> <C> <C> <C>
235 135,707,586.92 1,979,017.87 0 0 0 0
236 133,729,273.27 1,978,313.64 0 0 0 0
237 131,750,837.06 1,978,436.21 0 0 0 0
238 130,148,964.69 1,601,872.37 0 0 0 0
239 128,551,642.09 1,597,322.61 0 0 0 0
240 126,971,794.66 1,579,847.43 0 0 0 0
241 125,582,211.08 1,389,583.58 0 0 0 0
242 124,194,242.87 1,387,968.20 0 0 0 0
243 122,807,982.94 1,386,259.93 0 0 0 0
244 121,435,919.27 1,372,063.67 0 0 0 0
245 120,065,550.51 1,370,368.77 0 0 0 0
246 118,696,235.00 1,369,315.51 0 0 0 0
247 117,328,126.97 1,368,108.03 0 0 0 0
248 115,960,994.89 1,367,132.08 0 0 0 0
249 114,595,525.56 1,365,469.33 0 0 0 0
250 113,231,147.73 1,364,377.83 0 0 0 0
251 111,868,586.33 1,362,561.40 0 0 0 0
252 110,507,652.33 1,360,934.01 0 0 0 0
253 109,148,256.86 1,359,395.46 0 0 0 0
254 107,790,477.96 1,357,778.91 0 0 0 0
255 106,434,358.15 1,356,119.81 0 0 0 0
256 105,079,258.91 1,355,099.23 0 0 0 0
257 103,726,072.64 1,353,186.27 0 0 0 0
258 102,374,058.16 1,352,014.49 0 0 0 0
259 101,022,926.20 1,351,131.95 0 0 0 0
260 99,673,027.76 1,349,898.44 0 0 0 0
261 98,324,718.13 1,348,309.63 0 0 0 0
262 96,977,837.70 1,346,880.43 0 0 0 0
263 95,632,366.66 1,345,471.04 0 0 0 0
264 94,287,982.77 1,344,383.90 0 0 0 0
265 92,944,521.63 1,343,461.14 0 0 0 0
266 91,602,070.61 1,342,451.02 0 0 0 0
267 90,260,520.69 1,341,549.92 0 0 0 0
268 88,920,457.53 1,340,063.16 0 0 0 0
269 87,581,732.48 1,338,725.05 0 0 0 0
270 86,243,936.27 1,337,796.21 0 0 0 0
271 84,907,447.21 1,336,489.06 0 0 0 0
272 83,572,053.94 1,335,393.27 0 0 0 0
273 82,238,088.34 1,333,965.60 0 0 0 0
274 80,905,643.55 1,332,444.79 0 0 0 0
275 79,574,356.97 1,331,286.58 0 0 0 0
276 78,244,026.10 1,330,330.87 0 0 0 0
277 76,914,941.80 1,329,084.30 0 0 0 0
278 75,586,618.21 1,328,323.59 0 0 0 0
279 74,259,447.92 1,327,170.29 0 0 0 0
280 0 74,259,447.92 0 0 0 0
TOTALS: 43,000,000.00 43,000,000.00 43,000,000.00
AVG LIFE: 21.723 18.246 16.771
</TABLE>
- --------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
Page 1
<TABLE>
<CAPTION>
Class A-2
----------------------------------------------------------------------------------------
75%MHP 150%MHP 175%MHP
---------------------------- ---------------------------- ----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- ------------- ------------- ------------- ------------- ------------- -------------
<S> <C> <C> <C> <C> <C> <C>
0 70,670,000.00 70,670,000.00 70,670,000.00
1 70,670,000.00 0 70,670,000.00 0 70,670,000.00 0
2 70,670,000.00 0 70,670,000.00 0 70,670,000.00 0
3 70,670,000.00 0 70,670,000.00 0 70,670,000.00 0
4 70,670,000.00 0 70,670,000.00 0 70,670,000.00 0
5 70,670,000.00 0 70,670,000.00 0 70,670,000.00 0
6 70,670,000.00 0 70,670,000.00 0 70,670,000.00 0
7 70,670,000.00 0 70,670,000.00 0 70,670,000.00 0
8 70,670,000.00 0 68,914,523.91 1,755,476.09 62,790,146.77 7,879,853.23
9 70,670,000.00 0 61,851,627.65 7,062,896.26 54,787,804.74 8,002,342.03
10 70,670,000.00 0 54,693,427.70 7,158,199.96 46,682,047.73 8,105,757.01
11 70,670,000.00 0 47,441,761.32 7,251,666.37 38,475,468.65 8,206,579.08
12 69,816,653.49 853,346.51 40,099,542.50 7,342,218.82 30,171,730.94 8,303,737.71
13 65,345,082.31 4,471,571.18 32,672,403.98 7,427,138.52 21,777,189.21 8,394,541.73
14 60,815,544.24 4,529,538.08 25,159,586.19 7,512,817.78 13,291,874.65 8,485,314.56
15 56,228,101.29 4,587,442.94 17,562,946.05 7,596,640.14 4,718,418.56 8,573,456.09
16 51,585,629.38 4,642,471.91 9,887,060.85 7,675,885.20 0 4,718,418.56
17 46,887,057.75 4,698,571.63 2,132,703.52 7,754,357.33 0 0
18 42,132,830.21 4,754,227.54 0 2,132,703.52 0 0
19 37,323,753.36 4,809,076.85 0 0 0 0
20 32,460,884.45 4,862,868.91 0 0 0 0
21 27,545,221.60 4,915,662.85 0 0 0 0
22 22,577,938.05 4,967,283.54 0 0 0 0
23 17,561,474.02 5,016,464.04 0 0 0 0
24 12,500,622.66 5,060,851.35 0 0 0 0
25 7,417,557.01 5,083,065.66 0 0 0 0
26 2,336,843.02 5,080,713.99 0 0 0 0
27 0 2,336,843.02 0 0 0 0
28 0 0 0 0 0 0
29 0 0 0 0 0 0
30 0 0 0 0 0 0
31 0 0 0 0 0 0
32 0 0 0 0 0 0
33 0 0 0 0 0 0
34 0 0 0 0 0 0
35 0 0 0 0 0 0
36 0 0 0 0 0 0
37 0 0 0 0 0 0
38 0 0 0 0 0 0
39 0 0 0 0 0 0
40 0 0 0 0 0 0
41 0 0 0 0 0 0
42 0 0 0 0 0 0
43 0 0 0 0 0 0
44 0 0 0 0 0 0
45 0 0 0 0 0 0
46 0 0 0 0 0 0
AVG LIFE: 1.61 1.05 0.95
</TABLE>
- --------------------------------------------------------------------------------
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 2
Class A-2
----------------------------------------------------------------------
75%MHP 150%MHP 175%MHP
--------------------- ---------------------- ----------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- ------- ------------- ------- ------------- ------- -------------
<S> <C> <C> <C> <C> <C> <C>
47 0 0 0 0 0 0
48 0 0 0 0 0 0
49 0 0 0 0 0 0
50 0 0 0 0 0 0
TOTALS: 70,670,000.00 70,670,000.00 70,670,000.00
AVG LIFE: 1.61 1.05 0.95
- ------------------------------------------------------------------------------------
</TABLE>
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 3
Class A-3
-------------------------------------------------------------------------------------------
75%MHP 150%MHP 175%MHP
----------------------------- ----------------------------- -----------------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- -------------- ------------- -------------- ------------- -------------- -------------
<S> <C> <C> <C> <C> <C> <C>
0 108,280,000.00 108,280,000.00 108,280,000.00
1 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
2 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
3 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
4 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
5 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
6 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
7 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
8 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
9 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
10 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
11 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
12 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
13 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
14 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
15 108,280,000.00 0 108,280,000.00 0 108,280,000.00 0
16 108,280,000.00 0 108,280,000.00 0 104,342,139.00 3,937,861.00
17 108,280,000.00 0 108,280,000.00 0 95,604,594.25 8,737,544.75
18 108,280,000.00 0 102,582,140.82 5,697,859.18 86,788,826.18 8,815,768.07
19 108,280,000.00 0 94,677,989.98 7,904,150.84 77,898,219.55 8,890,606.63
20 108,280,000.00 0 86,703,117.47 7,974,872.51 68,936,404.08 8,961,815.47
21 108,280,000.00 0 78,660,340.43 8,042,777.04 59,906,959.27 9,029,444.80
22 108,280,000.00 0 70,552,717.09 8,107,623.34 50,813,722.49 9,093,236.78
23 108,280,000.00 0 62,386,456.07 8,166,261.02 41,664,280.39 9,149,442.10
24 108,280,000.00 0 54,171,092.65 8,215,363.42 32,469,839.14 9,194,441.25
25 108,280,000.00 0 45,948,048.21 8,223,044.45 23,278,100.99 9,191,738.16
26 108,280,000.00 0 37,768,555.04 8,179,493.16 14,148,822.72 9,129,278.27
27 105,538,303.45 2,741,696.55 29,632,417.65 8,136,137.39 5,081,697.26 9,067,125.46
28 100,473,560.38 5,064,743.08 21,560,296.49 8,072,121.16 0 5,081,697.26
29 95,421,602.36 5,051,958.02 13,550,822.44 8,009,474.05 0 0
30 90,382,095.13 5,039,507.23 5,603,273.68 7,947,548.77 0 0
31 85,354,422.63 5,027,672.50 0 5,603,273.68 0 0
32 80,338,500.15 5,015,922.48 0 0 0 0
33 75,334,243.10 5,004,257.06 0 0 0 0
34 70,342,206.92 4,992,036.17 0 0 0 0
35 65,363,148.60 4,979,058.32 0 0 0 0
36 60,396,282.13 4,966,866.47 0 0 0 0
37 55,764,907.09 4,631,375.04 0 0 0 0
38 51,145,869.57 4,619,037.52 0 0 0 0
39 46,538,725.97 4,607,143.60 0 0 0 0
40 41,944,200.48 4,594,525.49 0 0 0 0
41 37,361,480.51 4,582,719.97 0 0 0 0
42 32,790,676.05 4,570,804.46 0 0 0 0
43 28,231,869.80 4,558,806.25 0 0 0 0
44 23,684,366.53 4,547,503.27 0 0 0 0
45 19,148,590.99 4,535,775.54 0 0 0 0
46 14,624,802.96 4,523,788.03 0 0 0 0
AVG LIFE: 3.13 2.00 1.80
- ---------------------------------------------------------------------------------------------------------
</TABLE>
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
<PAGE>
<TABLE>
<CAPTION>
Page 4
Class A-3
-------------------------------------------------------------------------------
75%MHP 150%MHP 175%MHP
---------------------------- ----------------------- -----------------------
Month Balance Principal Pmt Balance Principal Pmt Balance Principal Pmt
- ----- ------------- ------------- ------- ------------- ------- -------------
<S> <C> <C> <C> <C> <C> <C>
47 10,112,804.77 4,511,998.18 0 0 0 0
48 5,613,203.08 4,499,601.69 0 0 0 0
49 1,129,261.25 4,483,941.84 0 0 0 0
50 0 1,129,261.25 0 0 0 0
TOTALS: 108,280,000.00 108,280,000.00 108,280,000.00
AVG LIFE: 3.13 2.00 1.80
- ---------------------------------------------------------------------------------------------
</TABLE>
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 and
disseminated by Lehman Brothers Inc. and the contents and accuracy thereof have
not been reviewed by the issuer. This information was prepared on the basis of
certain assumptions (including, in certain cases, assumptions specified by the
recipient hereof) regarding payments, interest rates, weighted average lives and
weighted average loan age, 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 the underlying assets, the
information contained in the Offering Document).
