COMPUTATIONAL MATERIALS DISCLAIMER
The attached tables and other statistical analyses (the "Computational
Materials") are privileged and intended for use by the addressee only. These
Computational Materials are furnished to you solely by Greenwich Capital
Markets, Inc. and not by the issuer of the securities. They may not be
provided to any third party other than the addressee's legal, tax, financial
and/or accounting advisors for the purposes of evaluating said material.
Numerous assumptions were used in preparing the Computational Materials, which
may or may not be reflected therein. As such, no assurance can be given as to
the Computational Materials' accuracy, appropriateness or completeness in any
particular context; nor as to whether the Computational Materials and/or the
assumptions upon which they are based reflect present market conditions or
future market performance. These Computational Materials should not be
construed as either projections or predictions or as legal, tax, financial or
accounting advice.
Any weighted average lives, yields and principal payment periods shown in the
Computational Materials are based on prepayments assumptions, and changes in
such prepayment assumptions may dramatically affect such weighted average
lives, yields and principal payment periods. In addition, it is possible that
prepayments on the underlying assets will occur at rates slower or faster than
the rates shown in the attached Computational Materials. Furthermore, unless
otherwise provided, the Computational Materials assume no losses on the
underlying assets and no interest shortfall. The specific characteristics of
the securities may differ from those shown in the Computational Materials due
to differences between the actual underlying assets and the hypothetical
underlying assets used in preparing the Computational Materials. The principal
amount and designation of any security described in the Computational
Materials are subject to change prior to issuance. Neither Greenwich Capital
Markets, Inc. nor any of its affiliates makes any 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.
Although a registration statement (including the Prospectus) relating to the
securities discussed in this communication has been filed with the Securities
and Exchange Commission and is effective, the final prospectus supplement
relating to the securities discussed in this communication has not been filed
with Securities and Exchange Commission. This communication shall not
constitute an offer to sell or the solicitation of an offer to buy nor shall
there be any sale of the securities discussed in this communication in any
state in which such offer, solicitation or sale would be unlawful prior to
registration or qualification of such securities under the securities laws of
any such state. Prospective purchasers are referred to the final prospectus
supplement relating to the securities discussed in this communication which
supersede these Computational Materials and any matter discussed in this
communication. Once available, a final prospectus and prospectus supplement
may be obtained by contacting the Greenwich Capial Markets, Inc. Trading Desk
at (203) 625-6160.
Please be advised that the securities described herein may not be appropriate
for all investors. Potential investors must be willing to assume, among other
things, market price volatility, prepayment, yield curve and interest rate
risks. Investors should make every effort to consider the risks of these
securities.
If you have received this communication in error, please notify the sending
party immediately by telephone and return the original to such party by mail.
<PAGE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS A-1
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $137,000,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call No
Put No
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
==================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
99-17+ 7.324 7.343 7.363 7.390 7.447 7.484 7.524
99-18 7.312 7.329 7.346 7.370 7.419 7.451 7.485
99-18+ 7.300 7.315 7.329 7.349 7.391 7.418 7.447
99-19 7.289 7.300 7.312 7.328 7.362 7.385 7.408
99-19+ 7.277 7.286 7.295 7.308 7.334 7.352 7.370
99-20 7.265 7.272 7.278 7.287 7.306 7.318 7.331
99-20+ 7.254 7.258 7.261 7.267 7.278 7.285 7.293
99-21 7.242 7.243 7.245 7.246 7.250 7.252 7.254
--------------------------------------------------------------------------------------------------
99-21+ 7.230 7.229 7.228 7.226 7.222 7.219 7.216
99-22 7.219 7.215 7.211 7.205 7.193 7.186 7.178
99-22+ 7.207 7.201 7.194 7.185 7.165 7.153 7.139
99-23 7.196 7.186 7.177 7.164 7.137 7.119 7.101
99-23+ 7.184 7.172 7.160 7.144 7.109 7.086 7.063
99-24 7.172 7.158 7.143 7.123 7.081 7.053 7.024
99-24+ 7.161 7.144 7.126 7.102 7.053 7.020 6.986
99-25 7.149 7.130 7.109 7.082 7.025 6.987 6.948
--------------------------------------------------------------------------------------------------
99-25+ 7.138 7.115 7.093 7.061 6.996 6.954 6.909
--------------------------------------------------------------------------------------------------
99-26 7.126 7.101 7.076 7.041 6.968 6.921 6.871
99-26+ 7.114 7.087 7.059 7.021 6.940 6.888 6.833
99-27 7.103 7.073 7.042 7.000 6.912 6.855 6.795
99-27+ 7.091 7.059 7.025 6.980 6.884 6.822 6.756
99-28 7.080 7.044 7.008 6.959 6.856 6.789 6.718
99-28+ 7.068 7.030 6.992 6.939 6.828 6.756 6.680
99-29 7.057 7.016 6.975 6.918 6.800 6.723 6.642
99-29+ 7.045 7.002 6.958 6.898 6.772 6.690 6.604
--------------------------------------------------------------------------------------------------
99-30 7.033 6.988 6.941 6.877 6.744 6.657 6.566
99-30+ 7.022 6.974 6.924 6.857 6.716 6.624 6.528
99-31 7.010 6.959 6.907 6.836 6.688 6.591 6.489
99-31+ 6.999 6.945 6.891 6.816 6.660 6.558 6.451
100-00 6.987 6.931 6.874 6.796 6.632 6.525 6.413
100-00+ 6.976 6.917 6.857 6.775 6.604 6.493 6.375
100-01 6.964 6.903 6.840 6.755 6.576 6.460 6.337
100-01+ 6.953 6.889 6.824 6.734 6.548 6.427 6.299
==================================================================================================
WAL (yr) 1.49 1.20 1.00 0.82 0.59 0.50 0.43
MDUR (yr) 1.35 1.10 0.93 0.76 0.56 0.47 0.41
First Prin Pay 12/18/00 12/18/00 12/18/00 12/18/00 12/18/00 12/18/00 12/18/00
Last Prin Pay 01/18/04 05/18/03 12/18/02 07/18/02 01/18/02 11/18/01 09/18/01
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This information is furnished to you solely by Greenwich Capital Markets, Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the Issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 05:55 PM [sbk]
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS A-2
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $99,000,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call No
Put No
---------------------------------------------------------------------------------------------------
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
===================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
99-16 7.396 7.318 7.301 7.309 7.336 7.354 7.373
99-16+ 7.392 7.313 7.295 7.302 7.326 7.343 7.360
99-17 7.388 7.309 7.289 7.295 7.317 7.332 7.347
99-17+ 7.384 7.304 7.284 7.288 7.307 7.320 7.334
99-18 7.380 7.299 7.278 7.281 7.298 7.309 7.321
99-18+ 7.376 7.294 7.272 7.274 7.288 7.298 7.308
99-19 7.372 7.289 7.266 7.268 7.279 7.287 7.295
99-19+ 7.368 7.284 7.261 7.261 7.269 7.275 7.282
--------------------------------------------------------------------------------------------------
99-20 7.364 7.279 7.255 7.254 7.260 7.264 7.269
99-20+ 7.360 7.275 7.249 7.247 7.251 7.253 7.256
99-21 7.356 7.270 7.244 7.240 7.241 7.242 7.243
99-21+ 7.352 7.265 7.238 7.233 7.232 7.231 7.230
99-22 7.348 7.260 7.232 7.226 7.222 7.220 7.217
99-22+ 7.344 7.255 7.227 7.219 7.213 7.208 7.204
99-23 7.340 7.250 7.221 7.212 7.203 7.197 7.191
99-23+ 7.336 7.246 7.215 7.205 7.194 7.186 7.178
---------------------------------------------------------------------------------------------------
99-24 7.332 7.241 7.210 7.199 7.184 7.175 7.164
---------------------------------------------------------------------------------------------------
99-24+ 7.328 7.236 7.204 7.192 7.175 7.164 7.151
99-25 7.324 7.231 7.198 7.185 7.166 7.152 7.138
99-25+ 7.320 7.226 7.192 7.178 7.156 7.141 7.125
99-26 7.316 7.221 7.187 7.171 7.147 7.130 7.112
99-26+ 7.312 7.217 7.181 7.164 7.137 7.119 7.099
99-27 7.308 7.212 7.175 7.157 7.128 7.108 7.086
99-27+ 7.304 7.207 7.170 7.150 7.118 7.097 7.073
99-28 7.300 7.202 7.164 7.144 7.109 7.085 7.060
---------------------------------------------------------------------------------------------------
99-28+ 7.296 7.197 7.158 7.137 7.099 7.074 7.047
99-29 7.292 7.192 7.153 7.130 7.090 7.063 7.034
99-29+ 7.288 7.188 7.147 7.123 7.081 7.052 7.021
99-30 7.284 7.183 7.141 7.116 7.071 7.041 7.008
99-30+ 7.280 7.178 7.136 7.109 7.062 7.030 6.995
99-31 7.276 7.173 7.130 7.102 7.052 7.019 6.982
99-31+ 7.272 7.168 7.124 7.095 7.043 7.007 6.969
100-00 7.268 7.163 7.119 7.089 7.034 6.996 6.956
===================================================================================================
WAL (yr) 4.77 3.83 3.18 2.57 1.83 1.53 1.30
MDUR (yr) 3.89 3.23 2.75 2.27 1.65 1.40 1.20
First Prin Pay 01/18/04 05/18/03 12/18/02 07/18/02 01/18/02 11/18/01 09/18/01
Last Prin Pay 08/18/07 04/18/06 05/18/05 07/18/04 06/18/03 01/18/03 09/18/02
---------------------------------------------------------------------------------------------------
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This information is furnished to you solely by Greenwich Capital Markets, Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the issuer or its afliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 05:58 PM [sbk]
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS A-3
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $140,285,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call No
Put No
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
===================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
99-24 7.843 7.769 7.689 7.590 7.439 7.370 7.317
99-24+ 7.841 7.767 7.687 7.587 7.435 7.366 7.312
99-25 7.839 7.764 7.684 7.584 7.431 7.361 7.307
99-25+ 7.837 7.762 7.682 7.582 7.427 7.357 7.302
99-26 7.835 7.760 7.679 7.579 7.424 7.353 7.297
99-26+ 7.833 7.757 7.676 7.576 7.420 7.348 7.291
99-27 7.831 7.755 7.674 7.573 7.416 7.344 7.286
99-27+ 7.829 7.753 7.671 7.570 7.412 7.339 7.281
--------------------------------------------------------------------------------------------------
99-28 7.827 7.751 7.669 7.567 7.408 7.335 7.276
99-28+ 7.825 7.748 7.666 7.564 7.405 7.330 7.271
99-29 7.823 7.746 7.664 7.561 7.401 7.326 7.266
99-29+ 7.821 7.744 7.661 7.558 7.397 7.322 7.261
99-30 7.819 7.742 7.659 7.555 7.393 7.317 7.256
99-30+ 7.817 7.739 7.656 7.552 7.389 7.313 7.250
99-31 7.815 7.737 7.654 7.549 7.386 7.308 7.245
99-31+ 7.813 7.735 7.651 7.547 7.382 7.304 7.240
---------------------------------------------------------------------------------------------------
100-00 7.811 7.733 7.649 7.544 7.378 7.299 7.235
---------------------------------------------------------------------------------------------------
100-00+ 7.809 7.730 7.646 7.541 7.374 7.295 7.230
100-01 7.807 7.728 7.644 7.538 7.370 7.291 7.225
100-01+ 7.805 7.726 7.641 7.535 7.367 7.286 7.220
100-02 7.803 7.724 7.639 7.532 7.363 7.282 7.215
100-02+ 7.801 7.721 7.636 7.529 7.359 7.277 7.210
100-03 7.799 7.719 7.634 7.526 7.355 7.273 7.205
100-03+ 7.797 7.717 7.631 7.523 7.351 7.269 7.199
100-04 7.795 7.715 7.628 7.520 7.348 7.264 7.194
---------------------------------------------------------------------------------------------------
100-04+ 7.793 7.712 7.626 7.517 7.344 7.260 7.189
100-05 7.791 7.710 7.623 7.515 7.340 7.255 7.184
100-05+ 7.789 7.708 7.621 7.512 7.336 7.251 7.179
100-06 7.787 7.706 7.618 7.509 7.332 7.246 7.174
100-06+ 7.785 7.703 7.616 7.506 7.329 7.242 7.169
100-07 7.783 7.701 7.613 7.503 7.325 7.238 7.164
100-07+ 7.781 7.699 7.611 7.500 7.321 7.233 7.159
100-08 7.779 7.697 7.608 7.497 7.317 7.229 7.154
===================================================================================================
WAL (yr) 13.02 10.79 9.11 7.43 5.25 4.36 3.67
MDUR (yr) 7.76 6.90 6.17 5.35 4.10 3.52 3.05
First Prin Pay 08/18/07 04/18/06 05/18/05 07/18/04 06/18/03 01/18/03 09/18/02
Last Prin Pay 07/18/30 07/18/30 07/18/30 07/18/30 07/18/30 07/18/30 07/18/30
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This information is furnished to you solely by Greenwich Capital Markets, Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 06:00 PM [sbk]
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS B-1
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $5,925,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call No
Put No
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
=====================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
97-22 8.084 8.040 8.006 7.979 7.959 7.966 7.978
97-22+ 8.082 8.037 8.003 7.975 7.955 7.961 7.973
97-23 8.080 8.035 8.000 7.972 7.951 7.957 7.968
97-23+ 8.078 8.032 7.997 7.969 7.947 7.952 7.963
97-24 8.075 8.030 7.994 7.966 7.943 7.948 7.959
97-24+ 8.073 8.027 7.991 7.962 7.939 7.944 7.954
97-25 8.071 8.025 7.988 7.959 7.935 7.939 7.949
97-25+ 8.069 8.022 7.985 7.956 7.931 7.935 7.944
--------------------------------------------------------------------------------------------------------------------
97-26 8.066 8.019 7.983 7.952 7.927 7.930 7.939
97-26+ 8.064 8.017 7.980 7.949 7.923 7.926 7.934
97-27 8.062 8.014 7.977 7.946 7.919 7.921 7.929
97-27+ 8.060 8.012 7.974 7.943 7.915 7.917 7.924
97-28 8.057 8.009 7.971 7.939 7.911 7.912 7.919
97-28+ 8.055 8.007 7.968 7.936 7.907 7.908 7.914
97-29 8.053 8.004 7.965 7.933 7.903 7.903 7.910
97-29+ 8.051 8.002 7.962 7.929 7.899 7.899 7.905
--------------------------------------------------------------------------------------------------------------------
97-30 8.048 7.999 7.959 7.926 7.895 7.894 7.900
--------------------------------------------------------------------------------------------------------------------
97-30+ 8.046 7.996 7.957 7.923 7.891 7.890 7.895
97-31 8.044 7.994 7.954 7.920 7.887 7.885 7.890
97-31+ 8.042 7.991 7.951 7.916 7.883 7.881 7.885
98-00 8.039 7.989 7.948 7.913 7.879 7.876 7.880
98-00+ 8.037 7.986 7.945 7.910 7.875 7.872 7.875
98-01 8.035 7.984 7.942 7.906 7.871 7.868 7.871
98-01+ 8.033 7.981 7.939 7.903 7.867 7.863 7.866
98-02 8.030 7.979 7.936 7.900 7.863 7.859 7.861
--------------------------------------------------------------------------------------------------------------------
98-02+ 8.028 7.976 7.934 7.897 7.859 7.854 7.856
98-03 8.026 7.974 7.931 7.893 7.855 7.850 7.851
98-03+ 8.024 7.971 7.928 7.890 7.851 7.845 7.846
98-04 8.021 7.968 7.925 7.887 7.847 7.841 7.841
98-04+ 8.019 7.966 7.922 7.884 7.843 7.836 7.836
98-05 8.017 7.963 7.919 7.880 7.839 7.832 7.832
98-05+ 8.015 7.961 7.916 7.877 7.835 7.827 7.827
98-06 8.012 7.958 7.913 7.874 7.831 7.823 7.822
====================================================================================================================
WAL (yr) 11.56 9.56 8.00 6.67 5.13 4.47 4.01
MDUR (yr) 7.07 6.24 5.52 4.85 3.98 3.56 3.25
First Prin Pay 01/18/06 01/18/05 04/18/04 09/18/03 11/18/02 07/18/02 05/18/02
Last Prin Pay 07/18/30 07/18/30 07/18/30 07/18/30 07/18/30 07/18/30 07/18/30
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This information is furnished to you solely by Greenwich Capital Markets, Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the Issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 07:33 PM [sbk]
</TABLE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS B-2
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $3,950,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call No
Put No
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
=======================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
96-28 8.203 8.174 8.157 8.151 8.169 8.201 8.235
96-28+ 8.200 8.171 8.154 8.148 8.165 8.196 8.230
96-29 8.198 8.168 8.151 8.145 8.161 8.191 8.225
96-29+ 8.196 8.166 8.148 8.141 8.157 8.187 8.220
96-30 8.194 8.163 8.145 8.138 8.153 8.182 8.215
96-30+ 8.191 8.161 8.142 8.135 8.149 8.178 8.210
96-31 8.189 8.158 8.140 8.131 8.145 8.173 8.205
96-31+ 8.187 8.156 8.137 8.128 8.141 8.169 8.200
----------------------------------------------------------------------------------------------------------------------
97-00 8.184 8.153 8.134 8.125 8.137 8.164 8.195
97-00+ 8.182 8.150 8.131 8.121 8.133 8.160 8.190
97-01 8.180 8.148 8.128 8.118 8.129 8.155 8.185
97-01+ 8.178 8.145 8.125 8.115 8.125 8.151 8.180
97-02 8.175 8.143 8.122 8.111 8.121 8.146 8.175
97-02+ 8.173 8.140 8.119 8.108 8.117 8.142 8.170
97-03 8.171 8.137 8.116 8.105 8.113 8.137 8.165
97-03+ 8.168 8.135 8.113 8.101 8.108 8.133 8.160
----------------------------------------------------------------------------------------------------------------------
97-04 8.166 8.132 8.110 8.098 8.104 8.128 8.155
----------------------------------------------------------------------------------------------------------------------
97-04+ 8.164 8.130 8.107 8.095 8.100 8.124 8.151
97-05 8.162 8.127 8.104 8.091 8.096 8.119 8.146
97-05+ 8.159 8.125 8.102 8.088 8.092 8.114 8.141
97-06 8.157 8.122 8.099 8.085 8.088 8.110 8.136
97-06+ 8.155 8.119 8.096 8.081 8.084 8.105 8.131
97-07 8.152 8.117 8.093 8.078 8.080 8.101 8.126
97-07+ 8.150 8.114 8.090 8.075 8.076 8.096 8.121
97-08 8.148 8.112 8.087 8.071 8.072 8.092 8.116
----------------------------------------------------------------------------------------------------------------------
97-08+ 8.146 8.109 8.084 8.068 8.068 8.087 8.111
97-09 8.143 8.107 8.081 8.065 8.064 8.083 8.106
97-09+ 8.141 8.104 8.078 8.061 8.060 8.078 8.101
97-10 8.139 8.101 8.075 8.058 8.056 8.074 8.096
97-10+ 8.137 8.099 8.072 8.055 8.052 8.069 8.091
97-11 8.134 8.096 8.070 8.051 8.048 8.065 8.086
97-11+ 8.132 8.094 8.067 8.048 8.044 8.060 8.081
97-12 8.130 8.091 8.064 8.045 8.040 8.056 8.076
=======================================================================================================================
WAL (yr) 11.56 9.56 8.00 6.67 5.13 4.47 4.01
MDUR (yr) 7.04 6.22 5.50 4.83 3.96 3.55 3.24
First Prin Pay 01/18/06 01/18/05 04/18/04 09/18/03 11/18/02 07/18/02 05/18/02
Last Prin Pay 07/18/30 07/18/30 07/18/30 07/18/30 07/18/30 07/18/30 07/18/30
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This information is furnished to you solely by Greenwich Capital Markets, Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the Issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 07:37 PM [sbk]
</TABLE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS B-3
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $2,962,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call No
Put No
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
===========================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
93-07+ 8.751 8.794 8.860 8.951 9.144 9.288 9.425
93-08 8.749 8.792 8.856 8.948 9.139 9.284 9.419
93-08+ 8.746 8.789 8.853 8.944 9.135 9.279 9.414
93-09 8.744 8.786 8.850 8.941 9.131 9.274 9.409
93-09+ 8.741 8.783 8.847 8.937 9.127 9.269 9.404
93-10 8.739 8.781 8.844 8.933 9.122 9.264 9.398
93-10+ 8.736 8.778 8.841 8.930 9.118 9.260 9.393
93-11 8.734 8.775 8.838 8.926 9.114 9.255 9.388
---------------------------------------------------------------------------------------------------------------------------
93-11+ 8.732 8.772 8.835 8.923 9.109 9.250 9.383
93-12 8.729 8.770 8.832 8.919 9.105 9.245 9.377
93-12+ 8.727 8.767 8.829 8.916 9.101 9.240 9.372
93-13 8.724 8.764 8.826 8.912 9.097 9.236 9.367
93-13+ 8.722 8.762 8.822 8.909 9.092 9.231 9.362
93-14 8.720 8.759 8.819 8.905 9.088 9.226 9.356
93-14+ 8.717 8.756 8.816 8.902 9.084 9.221 9.351
93-15 8.715 8.753 8.813 8.898 9.079 9.216 9.346
---------------------------------------------------------------------------------------------------------------------------
93-15+ 8.712 8.751 8.810 8.895 9.075 9.212 9.341
---------------------------------------------------------------------------------------------------------------------------
93-16 8.710 8.748 8.807 8.891 9.071 9.207 9.336
93-16+ 8.707 8.745 8.804 8.888 9.067 9.202 9.330
93-17 8.705 8.742 8.801 8.884 9.062 9.197 9.325
93-17+ 8.703 8.740 8.798 8.881 9.058 9.193 9.320
93-18 8.700 8.737 8.795 8.877 9.054 9.188 9.315
93-18+ 8.698 8.734 8.792 8.874 9.049 9.183 9.309
93-19 8.695 8.731 8.788 8.870 9.045 9.178 9.304
93-19+ 8.693 8.729 8.785 8.867 9.041 9.173 9.299
---------------------------------------------------------------------------------------------------------------------------
93-20 8.691 8.726 8.782 8.863 9.037 9.169 9.294
93-20+ 8.688 8.723 8.779 8.860 9.032 9.164 9.289
93-21 8.686 8.721 8.776 8.856 9.028 9.159 9.283
93-21+ 8.683 8.718 8.773 8.853 9.024 9.154 9.278
93-22 8.681 8.715 8.770 8.849 9.019 9.150 9.273
93-22+ 8.679 8.712 8.767 8.846 9.015 9.145 9.268
93-23 8.676 8.710 8.764 8.842 9.011 9.140 9.262
93-23+ 8.674 8.707 8.761 8.839 9.007 9.135 9.257
===========================================================================================================================
WAL (yr) 11.56 9.56 8.00 6.67 5.13 4.47 4.01
MDUR (yr) 6.91 6.10 5.39 4.74 3.89 3.48 3.18
First Prin Pay 01/18/06 01/18/05 04/18/04 09/18/03 11/18/02 07/18/02 05/18/02
Last Prin Pay 07/18/30 07/18/30 07/18/30 07/18/30 07/18/30 07/18/30 07/18/30
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This information is furnished to you solely by Greenwich Capital Markets, Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the Issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 07:39 PM [sbk]
</TABLE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS A-1
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $137,000,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call Yes
Put No
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
==================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
99-17+ 7.324 7.343 7.363 7.390 7.447 7.484 7.524
99-18 7.312 7.329 7.346 7.370 7.419 7.451 7.485
99-18+ 7.300 7.315 7.329 7.349 7.391 7.418 7.447
99-19 7.289 7.300 7.312 7.328 7.362 7.385 7.408
99-19+ 7.277 7.286 7.295 7.308 7.334 7.352 7.370
99-20 7.265 7.272 7.278 7.287 7.306 7.318 7.331
99-20+ 7.254 7.258 7.261 7.267 7.278 7.285 7.293
99-21 7.242 7.243 7.245 7.246 7.250 7.252 7.254
----------------------------------------------------------------------------------------------------------------
99-21+ 7.230 7.229 7.228 7.226 7.222 7.219 7.216
99-22 7.219 7.215 7.211 7.205 7.193 7.186 7.178
99-22+ 7.207 7.201 7.194 7.185 7.165 7.153 7.139
99-23 7.196 7.186 7.177 7.164 7.137 7.119 7.101
99-23+ 7.184 7.172 7.160 7.144 7.109 7.086 7.063
99-24 7.172 7.158 7.143 7.123 7.081 7.053 7.024
99-24+ 7.161 7.144 7.126 7.102 7.053 7.020 6.986
99-25 7.149 7.130 7.109 7.082 7.025 6.987 6.948
----------------------------------------------------------------------------------------------------------------
99-25+ 7.138 7.115 7.093 7.061 6.996 6.954 6.909
----------------------------------------------------------------------------------------------------------------
99-26 7.126 7.101 7.076 7.041 6.968 6.921 6.871
99-26+ 7.114 7.087 7.059 7.021 6.940 6.888 6.833
99-27 7.103 7.073 7.042 7.000 6.912 6.855 6.795
99-27+ 7.091 7.059 7.025 6.980 6.884 6.822 6.756
99-28 7.080 7.044 7.008 6.959 6.856 6.789 6.718
99-28+ 7.068 7.030 6.992 6.939 6.828 6.756 6.680
99-29 7.057 7.016 6.975 6.918 6.800 6.723 6.642
99-29+ 7.045 7.002 6.958 6.898 6.772 6.690 6.604
----------------------------------------------------------------------------------------------------------------
99-30 7.033 6.988 6.941 6.877 6.744 6.657 6.566
99-30+ 7.022 6.974 6.924 6.857 6.716 6.624 6.528
99-31 7.010 6.959 6.907 6.836 6.688 6.591 6.489
99-31+ 6.999 6.945 6.891 6.816 6.660 6.558 6.451
100-00 6.987 6.931 6.874 6.796 6.632 6.525 6.413
100-00+ 6.976 6.917 6.857 6.775 6.604 6.493 6.375
100-01 6.964 6.903 6.840 6.755 6.576 6.460 6.337
100-01+ 6.953 6.889 6.824 6.734 6.548 6.427 6.299
================================================================================================================
WAL (yr) 1.49 1.20 1.00 0.82 0.59 0.50 0.43
MDUR (yr) 1.35 1.10 0.93 0.76 0.56 0.47 0.41
First Prin Pay 12/18/00 12/18/00 12/18/00 12/18/00 12/18/00 12/18/00 12/18/00
Last Prin Pay 01/18/04 05/18/03 12/18/02 07/18/02 01/18/02 11/18/01 09/18/01
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This information is furnished to you solely by Greenwich Capital Markets, Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the Issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 07:51 PM [sbk]
</TABLE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS A-2
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $99,000,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call Yes
Put No
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
====================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
99-16 7.396 7.318 7.301 7.309 7.336 7.354 7.373
99-16+ 7.392 7.313 7.295 7.302 7.326 7.343 7.360
99-17 7.388 7.309 7.289 7.295 7.317 7.332 7.347
99-17+ 7.384 7.304 7.284 7.288 7.307 7.320 7.334
99-18 7.380 7.299 7.278 7.281 7.298 7.309 7.321
99-18+ 7.376 7.294 7.272 7.274 7.288 7.298 7.308
99-19 7.372 7.289 7.266 7.268 7.279 7.287 7.295
99-19+ 7.368 7.284 7.261 7.261 7.269 7.275 7.282
--------------------------------------------------------------------------------------------------------------------
99-20 7.364 7.279 7.255 7.254 7.260 7.264 7.269
99-20+ 7.360 7.275 7.249 7.247 7.251 7.253 7.256
99-21 7.356 7.270 7.244 7.240 7.241 7.242 7.243
99-21+ 7.352 7.265 7.238 7.233 7.232 7.231 7.230
99-22 7.348 7.260 7.232 7.226 7.222 7.220 7.217
99-22+ 7.344 7.255 7.227 7.219 7.213 7.208 7.204
99-23 7.340 7.250 7.221 7.212 7.203 7.197 7.191
99-23+ 7.336 7.246 7.215 7.205 7.194 7.186 7.178
--------------------------------------------------------------------------------------------------------------------
99-24 7.332 7.241 7.210 7.199 7.184 7.175 7.164
--------------------------------------------------------------------------------------------------------------------
99-24+ 7.328 7.236 7.204 7.192 7.175 7.164 7.151
99-25 7.324 7.231 7.198 7.185 7.166 7.152 7.138
99-25+ 7.320 7.226 7.192 7.178 7.156 7.141 7.125
99-26 7.316 7.221 7.187 7.171 7.147 7.130 7.112
99-26+ 7.312 7.217 7.181 7.164 7.137 7.119 7.099
99-27 7.308 7.212 7.175 7.157 7.128 7.108 7.086
99-27+ 7.304 7.207 7.170 7.150 7.118 7.097 7.073
99-28 7.300 7.202 7.164 7.144 7.109 7.085 7.060
--------------------------------------------------------------------------------------------------------------------
99-28+ 7.296 7.197 7.158 7.137 7.099 7.074 7.047
99-29 7.292 7.192 7.153 7.130 7.090 7.063 7.034
99-29+ 7.288 7.188 7.147 7.123 7.081 7.052 7.021
99-30 7.284 7.183 7.141 7.116 7.071 7.041 7.008
99-30+ 7.280 7.178 7.136 7.109 7.062 7.030 6.995
99-31 7.276 7.173 7.130 7.102 7.052 7.019 6.982
99-31+ 7.272 7.168 7.124 7.095 7.043 7.007 6.969
100-00 7.268 7.163 7.119 7.089 7.034 6.996 6.956
====================================================================================================================
WAL (yr) 4.77 3.83 3.18 2.57 1.83 1.53 1.30
MDUR (yr) 3.89 3.23 2.75 2.27 1.65 1.40 1.20
First Prin Pay 01/18/04 05/18/03 12/18/02 07/18/02 01/18/02 11/18/O1 09/18/01
Last Prin Pay 08/18/07 04/18/06 05/18/05 07/18/04 06/18/03 01/18/03 09/18/02
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This information is furnished to you solely by Greenwich Capital Markets, Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the Issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 07:53 PM [sbk]
</TABLE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS A-3
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $140,285,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call Yes
Put No
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
=====================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
99-24 7.822 7.736 7.643 7.528 7.349 7.264 7.214
99-24+ 7.820 7.733 7.641 7.525 7.344 7.260 7.209
99-25 7.818 7.731 7.638 7.522 7.340 7.255 7.203
99-25+ 7.816 7.728 7.635 7.519 7.336 7.250 7.198
99-26 7.814 7.726 7.632 7.516 7.332 7.245 7.192
99-26+ 7.811 7.724 7.630 7.513 7.328 7.240 7.186
99-27 7.809 7.721 7.627 7.510 7.324 7.235 7.181
99-27+ 7.807 7.719 7.624 7.506 7.319 7.230 7.175
-------------------------------------------------------------------------------------------------------------------
99-28 7.805 7.716 7.622 7.503 7.315 7.225 7.169
99-28+ 7.803 7.714 7.619 7.500 7.311 7.221 7.164
99-29 7.801 7.712 7.616 7.497 7.307 7.216 7.158
99-29+ 7.799 7.709 7.614 7.494 7.303 7.211 7.152
99-30 7.797 7.707 7.611 7.491 7.299 7.206 7.147
99-30+ 7.795 7.705 7.608 7.488 7.294 7.201 7.141
99-31 7.793 7.702 7.606 7.484 7.290 7.196 7.135
99-31+ 7.791 7.700 7.603 7.481 7.286 7.191 7.130
-------------------------------------------------------------------------------------------------------------------
100-00 7.789 7.697 7.600 7.478 7.282 7.186 7.124
-------------------------------------------------------------------------------------------------------------------
100-00+ 7.786 7.695 7.597 7.475 7.278 7.182 7.119
100-01 7.784 7.693 7.595 7.472 7.274 7.177 7.113
100-01+ 7.782 7.690 7.592 7.469 7.270 7.172 7.107
100-02 7.780 7.688 7.589 7.466 7.265 7.167 7.102
100-02+ 7.778 7.686 7.587 7.462 7.261 7.162 7.096
100-03 7.776 7.683 7.584 7.459 7.257 7.157 7.090
100-03+ 7.774 7.681 7.581 7.456 7.253 7.152 7.085
100-04 7.772 7.678 7.579 7.453 7.249 7.147 7.079
-------------------------------------------------------------------------------------------------------------------
100-04+ 7.770 7.676 7.576 7.450 7.245 7.143 7.074
100-05 7.768 7.674 7.573 7.447 7.240 7.138 7.068
100-05+ 7.766 7.671 7.571 7.444 7.236 7.133 7.062
100-06 7.764 7.669 7.568 7.441 7.232 7.128 7.057
100-06+ 7.762 7.667 7.565 7.437 7.228 7.123 7.051
100-07 7.759 7.664 7.563 7.434 7.224 7.118 7.045
100-07+ 7.757 7.662 7.560 7.431 7.220 7.113 7.040
100-08 7.755 7.660 7.557 7.428 7.216 7.109 7.034
===================================================================================================================
WAL (yr) 11.81 9.61 8.03 6.52 4.59 3.80 3.22
MDUR (yr) 7.48 6.56 5.80 4.97 3.75 3.20 2.77
First Prin Pay 08/18/07 04/18/06 05/18/05 07/18/04 06/18/03 01/18/03 09/18/02
Last Prin Pay 09/18/16 11/18/13 10/18/11 10/18/09 03/18/07 02/18/06 05/18/05
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This information is furnished to you solely by Greenwich Capital Markets, Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the Issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 07:54 PM [sbk]
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS B-1
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $5,925,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call Yes
Put No
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
===========================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
97-22 8.074 8.023 7.983 7.949 7.917 7.915 7.934
97-22+ 8.071 8.020 7.980 7.946 7.912 7.911 7.929
97-23 8.069 8.018 7.977 7.942 7.908 7.906 7.923
97-23+ 8.067 8.015 7.974 7.939 7.904 7.901 7.918
97-24 8.064 8.012 7.971 7.935 7.899 7.896 7.912
97-24+ 8.062 8.010 7.968 7.932 7.895 7.891 7.907
97-25 8.060 8.007 7.965 7.928 7.890 7.886 7.901
97-25+ 8.057 8.004 7.962 7.925 7.886 7.881 7.896
-------------------------------------------------------------------------------------------
97-26 8.055 8.002 7.959 7.921 7.882 7.876 7.890
97-26+ 8.053 7.999 7.956 7.918 7.877 7.871 7.885
97-27 8.050 7.996 7.953 7.914 7.873 7.866 7.879
97-27+ 8.048 7.994 7.950 7.911 7.869 7.861 7.874
97-28 8.046 7.991 7.946 7.907 7.864 7.856 7.868
97-28+ 8.043 7.988 7.943 7.904 7.860 7.851 7.863
97-29 8.041 7.986 7.940 7.900 7.856 7.846 7.857
97-29+ 8.039 7.983 7.937 7.897 7.851 7.841 7.852
-------------------------------------------------------------------------------------------
97-30 8.036 7.980 7.934 7.893 7.847 7.836 7.846
-------------------------------------------------------------------------------------------
97-30+ 8.034 7.978 7.931 7.890 7.842 7.831 7.841
97-31 8.032 7.975 7.928 7.886 7.838 7.826 7.835
97-31+ 8.029 7.972 7.925 7.883 7.834 7.821 7.830
98-00 8.027 7.970 7.922 7.879 7.829 7.816 7.824
98-00+ 8.025 7.967 7.919 7.876 7.825 7.811 7.819
98-01 8.023 7.964 7.916 7.872 7.821 7.807 7.814
98-01+ 8.020 7.962 7.913 7.869 7.816 7.802 7.808
98-02 8.018 7.959 7.910 7.865 7.812 7.797 7.803
-------------------------------------------------------------------------------------------
98-02+ 8.016 7.956 7.907 7.862 7.808 7.792 7.797
98-03 8.013 7.954 7.904 7.858 7.803 7.787 7.792
98-03+ 8.011 7.951 7.901 7.855 7.799 7.782 7.786
98-04 8.009 7.948 7.898 7.851 7.795 7.777 7.781
98-04+ 8.006 7.946 7.895 7.848 7.790 7.772 7.775
98-05 8.004 7.943 7.892 7.844 7.786 7.767 7.770
98-05+ 8.002 7.940 7.889 7.841 7.781 7.762 7.764
98-06 7.999 7.938 7.886 7.837 7.777 7.757 7.759
===========================================================================================
WAL (yr) 10.59 8.62 7.15 5.92 4.49 3.86 3.43
MDUR (yr) 6.85 5.98 5.24 4.55 3.65 3.22 2.90
First Prin Pay 01/18/06 01/18/05 04/18/04 09/18/03 11/18/02 07/18/02 05/18/02
Last Prin Pay 09/18/16 11/18/13 10/18/11 10/18/09 03/18/07 02/18/06 05/18/05
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This information is furnished to you solely by Greenwich Capital Markets, Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the Issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 07:56 PM [sbk]
</TABLE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS B-2
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $3,950,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call Yes
Put No
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
===========================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
96-28 8.195 8.162 8.142 8.133 8.145 8.175 8.222
96-28+ 8.193 8.160 8.139 8.129 8.141 8.170 8.216
96-29 8.191 8.157 8.136 8.126 8.137 8.165 8.211
96-29+ 8.188 8.154 8.133 8.122 8.132 8.160 8.205
96-30 8.186 8.152 8.130 8.119 8.128 8.155 8.200
96-30+ 8.184 8.149 8.127 8.115 8.123 8.150 8.194
96-31 8.181 8.146 8.124 8.112 8.119 8.145 8.189
96-31+ 8.179 8.143 8.121 8.108 8.114 8.140 8.183
-------------------------------------------------------------------------------------------
97-00 8.177 8.141 8.118 8.104 8.110 8.135 8.177
97-00+ 8.174 8.138 8.115 8.101 8.106 8.130 8.172
97-01 8.172 8.135 8.112 8.097 8.101 8.125 8.166
97-01+ 8.170 8.133 8.109 8.094 8.097 8.120 8.161
97-02 8.167 8.130 8.105 8.090 8.092 8.115 8.155
97-02+ 8.165 8.127 8.102 8.087 8.088 8.110 8.150
97-03 8.163 8.125 8.099 8.083 8.084 8.105 8.144
97-03+ 8.160 8.122 8.096 8.080 8.079 8.100 8.139
-------------------------------------------------------------------------------------------
97-04 8.158 8.119 8.093 8.076 8.075 8.095 8.133
-------------------------------------------------------------------------------------------
97-04+ 8.155 8.117 8.090 8.073 8.070 8.090 8.128
97-05 8.153 8.114 8.087 8.069 8.066 8.085 8.122
97-05+ 8.151 8.111 8.084 8.066 8.062 8.080 8.116
97-06 8.148 8.109 8.081 8.062 8.057 8.075 8.111
97-06+ 8.146 8.106 8.078 8.058 8.053 8.070 8.105
97-07 8.144 8.103 8.075 8.055 8.048 8.065 8.100
97-07+ 8.141 8.100 8.072 8.051 8.044 8.060 8.094
97-08 8.139 8.098 8.069 8.048 8.039 8.055 8.089
-------------------------------------------------------------------------------------------
97-08+ 8.137 8.095 8.066 8.044 8.035 8.050 8.083
97-09 8.134 8.092 8.062 8.041 8.031 8.045 8.078
97-09+ 8.132 8.090 8.059 8.037 8.026 8.040 8.072
97-10 8.130 8.087 8.056 8.034 8.022 8.035 8.067
97-10+ 8.127 8.084 8.053 8.030 8.018 8.030 8.061
97-11 8.125 8.082 8.050 8.027 8.013 8.025 8.056
97-11+ 8.123 8.079 8.047 8.023 8.009 8.020 8.050
97-12 8.120 8.076 8.044 8.020 8.004 8.015 8.045
===========================================================================================
WAL (yr) 10.59 8.62 7.15 5.92 4.49 3.86 3.43
MDUR (yr) 6.83 5.96 5.22 4.53 3.64 3.21 2.89
First Prin Pay 01/18/06 01/18/05 04/18/04 09/18/03 11/18/02 07/18/02 05/18/02
Last Prin Pay 09/18/16 11/18/13 10/18/11 10/18/09 03/18/07 02/18/06 05/18/05
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This Information is furnished to you solely by Greenwich Capital Markets Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 07:58 PM [sbk]
</TABLE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS B-3
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $2,962,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call Yes
Put No
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
===========================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
93-07+ 8.760 8.808 8.880 8.982 9.203 9.374 9.551
93-08 8.757 8.805 8.877 8.978 9.198 9.369 9.545
93-08+ 8.755 8.803 8.873 8.974 9.193 9.364 9.540
93-09 8.752 8.800 8.870 8.970 9.189 9.358 9.534
93-09+ 8.750 8.797 8.867 8.967 9.184 9.353 9.528
93-10 8.747 8.794 8.864 8.963 9.179 9.348 9.522
93-10+ 8.745 8.791 8.860 8.959 9.175 9.343 9.516
93-11 8.742 8.788 8.857 8.955 9.170 9.337 9.510
-------------------------------------------------------------------------------------------
93-11+ 8.740 8.786 8.854 8.952 9.165 9.332 9.505
93-12 8.737 8.783 8.851 8.948 9.161 9.327 9.499
93-12+ 8.735 8.780 8.847 8.944 9.156 9.321 9.493
93-13 8.732 8.777 8.844 8.941 9.152 9.316 9.487
93-13+ 8.730 8.774 8.841 8.937 9.147 9.311 9.481
93-14 8.727 8.771 8.838 8.933 9.142 9.306 9.475
93-14+ 8.725 8.768 8.834 8.929 9.138 9.300 9.469
93-15 8.722 8.766 8.831 8.926 9.133 9.295 9.464
-------------------------------------------------------------------------------------------
93-15+ 8.720 8.763 8.828 8.922 9.128 9.290 9.458
-------------------------------------------------------------------------------------------
93-16 8.717 8.760 8.825 8.918 9.124 9.285 9.452
93-16+ 8.715 8.757 8.822 8.914 9.119 9.279 9.446
93-17 8.712 8.754 8.818 8.911 9.114 9.274 9.440
93-17+ 8.710 8.751 8.815 8.907 9.110 9.269 9.435
93-18 8.708 8.749 8.812 8.903 9.105 9.264 9.429
93-18+ 8.705 8.746 8.809 8.900 9.101 9.258 9.423
93-19 8.703 8.743 8.805 8.896 9.096 9.253 9.417
93-19+ 8.700 8.740 8.802 8.892 9.091 9.248 9.411
-------------------------------------------------------------------------------------------
93-20 8.698 8.737 8.799 8.888 9.087 9.243 9.405
93-20+ 8.695 8.734 8.796 8.885 9.082 9.237 9.400
93-21 8.693 8.732 8.792 8.881 9.077 9.232 9.394
93-21+ 8.690 8.729 8.789 8.877 9.073 9.227 9.388
93-22 8.688 8.726 8.786 8.874 9.068 9.222 9.382
93-22+ 8.685 8.723 8.783 8.870 9.063 9.216 9.376
93-23 8.683 8.720 8.779 8.866 9.059 9.211 9.370
93-23+ 8.680 8.717 8.776 8.862 9.054 9.206 9.365
===========================================================================================
WAL (yr) 10.59 8.62 7.15 5.92 4.49 3.86 3.43
MDUR (yr) 6.72 5.87 5.14 4.47 3.59 3.17 2.86
First Prin Pay 01/18/06 01/18/05 04/18/04 09/18/03 11/18/02 07/18/02 05/18/02
Last Prin Pay 09/18/16 11/18/13 10/18/11 10/18/09 03/18/07 02/18/06 05/18/05
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This Information is furnished to you solely by Greenwich Capital Markets Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 07:59 PM [sbk]
</TABLE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS A-1
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $137,000,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call No
Put Yes
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
===========================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
99-17+ 7.324 7.343 7.363 7.390 7.447 7.484 7.524
99-18 7.312 7.329 7.346 7.370 7.419 7.451 7.485
99-18+ 7.300 7.315 7.329 7.349 7.391 7.418 7.447
99-19 7.289 7.300 7.312 7.328 7.362 7.385 7.408
99-19+ 7.277 7.286 7.295 7.308 7.334 7.352 7.370
99-20 7.265 7.272 7.278 7.287 7.306 7.318 7.331
99-20+ 7.254 7.258 7.261 7.267 7.278 7.285 7.293
99-21 7.242 7.243 7.245 7.246 7.250 7.252 7.254
-------------------------------------------------------------------------------------------
99-21+ 7.230 7.229 7.228 7.226 7.222 7.219 7.216
99-22 7.219 7.215 7.211 7.205 7.193 7.186 7.178
99-22+ 7.207 7.201 7.194 7.185 7.165 7.153 7.139
99-23 7.196 7.186 7.177 7.164 7.137 7.119 7.101
99-23+ 7.184 7.172 7.160 7.144 7.109 7.086 7.063
99-24 7.172 7.158 7.143 7.123 7.081 7.053 7.024
99-24+ 7.161 7.144 7.126 7.102 7.053 7.020 6.986
99-25 7.149 7.130 7.109 7.082 7.025 6.987 6.948
-------------------------------------------------------------------------------------------
99-25+ 7.138 7.115 7.093 7.061 6.996 6.954 6.909
-------------------------------------------------------------------------------------------
99-26 7.126 7.101 7.076 7.041 6.968 6.921 6.871
99-26+ 7.114 7.087 7.059 7.021 6.940 6.888 6.833
99-27 7.103 7.073 7.042 7.000 6.912 6.855 6.795
99-27+ 7.091 7.059 7.025 6.980 6.884 6.822 6.756
99-28 7.080 7.044 7.008 6.959 6.856 6.789 6.718
99-28+ 7.068 7.030 6.992 6.939 6.828 6.756 6.680
99-29 7.057 7.016 6.975 6.918 6.800 6.723 6.642
99-29+ 7.045 7.002 6.958 6.898 6.772 6.690 6.604
-------------------------------------------------------------------------------------------
99-30 7.033 6.988 6.941 6.877 6.744 6.657 6.566
99-30+ 7.022 6.974 6.924 6.857 6.716 6.624 6.528
99-31 7.010 6.959 6.907 6.836 6.688 6.591 6.489
99-31+ 6.999 6.945 6.891 6.816 6.660 6.558 6.451
100-00 6.987 6.931 6.874 6.796 6.632 6.525 6.413
100-00+ 6.976 6.917 6.857 6.775 6.604 6.493 6.375
100-01 6.964 6.903 6.840 6.755 6.576 6.460 6.337
100-01+ 6.953 6.889 6.824 6.734 6.548 6.427 6.299
===========================================================================================
WAL (yr) 1.49 1.20 1.00 0.82 0.59 0.50 0.43
MDUR (yr) 1.35 1.10 0.93 0.76 0.56 0.47 0.41
First Prin Pay 12/18/00 12/18/00 12/18/00 12/18/00 12/18/00 12/18/00 12/18/00
Last Prin Pay 01/18/04 05/18/03 12/18/02 07/18/02 01/18/02 11/18/01 09/18/01
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This Information is furnished to you solely by Greenwich Capital Markets Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 08:07 PM [sbk]
</TABLE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS A-2
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $99,000,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call No
Put Yes
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
==========================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
99-16 7.290 7.293 7.298 7.309 7.336 7.354 7.373
99-16+ 7.285 7.288 7.292 7.302 7.326 7.343 7.360
99-17 7.280 7.282 7.287 7.295 7.317 7.332 7.347
99-17+ 7.274 7.277 7.281 7.288 7.307 7.320 7.334
99-18 7.269 7.271 7.275 7.281 7.298 7.309 7.321
99-18+ 7.264 7.266 7.269 7.274 7.288 7.298 7.308
99-19 7.259 7.261 7.263 7.268 7.279 7.287 7.295
99-19+ 7.254 7.255 7.257 7.261 7.269 7.275 7.282
-----------------------------------------------------------------------------------------
99-20 7.249 7.250 7.251 7.254 7.260 7.264 7.269
99-20+ 7.244 7.245 7.245 7.247 7.251 7.253 7.256
99-21 7.239 7.239 7.239 7.240 7.241 7.242 7.243
99-21+ 7.234 7.234 7.234 7.233 7.232 7.231 7.230
99-22 7.229 7.228 7.228 7.226 7.222 7.220 7.217
99-22+ 7.224 7.223 7.222 7.219 7.213 7.208 7.204
99-23 7.219 7.218 7.216 7.212 7.203 7.197 7.191
99-23+ 7.214 7.212 7.210 7.205 7.194 7.186 7.178
-----------------------------------------------------------------------------------------
99-24 7.209 7.207 7.204 7.199 7.184 7.175 7.164
-----------------------------------------------------------------------------------------
99-24+ 7.204 7.202 7.198 7.192 7.175 7.164 7.151
99-25 7.199 7.196 7.192 7.185 7.166 7.152 7.138
99-25+ 7.194 7.191 7.187 7.178 7.156 7.141 7.125
99-26 7.189 7.186 7.181 7.171 7.147 7.130 7.112
99-26+ 7.184 7.180 7.175 7.164 7.137 7.119 7.099
99-27 7.178 7.175 7.169 7.157 7.128 7.108 7.086
99-27+ 7.173 7.170 7.163 7.150 7.118 7.097 7.073
99-28 7.168 7.164 7.157 7.144 7.109 7.085 7.060
-----------------------------------------------------------------------------------------
99-28+ 7.163 7.159 7.151 7.137 7.099 7.074 7.047
99-29 7.158 7.154 7.146 7.130 7.090 7.063 7.034
99-29+ 7.153 7.148 7.140 7.123 7.081 7.052 7.021
99-30 7.148 7.143 7.134 7.116 7.071 7.041 7.008
99-30+ 7.143 7.138 7.128 7.109 7.062 7.030 6.995
99-31 7.138 7.132 7.122 7.102 7.052 7.019 6.982
99-31+ 7.133 7.127 7.116 7.095 7.043 7.007 6.969
100-00 7.128 7.121 7.110 7.089 7.034 6.996 6.956
=========================================================================================
WAL (yr) 3.62 3.39 3.07 2.57 1.83 1.53 1.30
MDUR (yr) 3.09 2.92 2.66 2.27 1.65 1.40 1.20
First Prin Pay 01/18/04 05/18/03 12/18/02 07/18/02 01/18/02 11/18/01 09/18/01
Last Prin Pay 07/18/04 07/18/04 07/18/04 07/18/04 06/18/03 01/18/03 09/18/02
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This Information is furnished to you solely by Greenwich Capital Markets Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 08:08 PM [sbk]
</TABLE>
<TABLE>
<CAPTION>
HSBC Mortgage Pass-Through Certs, Series 2000-1 CLASS A-3
Price-Yield Sensitivity Report
Settlement 11/16/00
Class Balance $140,285,000
Coupon 7.130%
Cut-off Date 11/01/00
Next Payment Date 12/18/00
Accrued Interest Days 15
Call No
Put Yes
Flat
Price 12% CPR 15% CPR 18% CPR 22% CPR 30% CPR 35% CPR 40% CPR
=========================================================================================
<S> <C> <C> <C> <C> <C> <C> <C>
99-24 7.209 7.209 7.209 7.209 7.208 7.206 7.203
99-24+ 7.204 7.204 7.204 7.204 7.202 7.200 7.197
99-25 7.199 7.199 7.199 7.199 7.197 7.195 7.191
99-25+ 7.194 7.194 7.194 7.194 7.192 7.189 7.185
99-26 7.189 7.189 7.189 7.189 7.187 7.183 7.179
99-26+ 7.184 7.184 7.184 7.184 7.181 7.178 7.173
99-27 7.179 7.179 7.179 7.179 7.176 7.172 7.167
99-27+ 7.174 7.174 7.174 7.174 7.171 7.167 7.161
--------------------------------------------------------------------------------------------
99-28 7.169 7.169 7.169 7.169 7.166 7.161 7.155
99-28+ 7.164 7.164 7.164 7.164 7.160 7.155 7.149
99-29 7.159 7.159 7.159 7.159 7.155 7.150 7.143
99-29+ 7.154 7.154 7.154 7.154 7.150 7.144 7.137
99-30 7.149 7.149 7.149 7.149 7.145 7.139 7.131
99-30+ 7.144 7.144 7.144 7.144 7.139 7.133 7.125
99-31 7.139 7.139 7.139 7.139 7.134 7.128 7.119
99-31+ 7.134 7.134 7.134 7.134 7.129 7.122 7.113
--------------------------------------------------------------------------------------------
100-00 7.129 7.129 7.129 7.129 7.124 7.116 7.107
--------------------------------------------------------------------------------------------
100-00+ 7.124 7.124 7.124 7.124 7.119 7.111 7.101
100-01 7.119 7.119 7.119 7.119 7.113 7.105 7.095
100-01+ 7.114 7.114 7.114 7.114 7.108 7.100 7.089
100-02 7.110 7.110 7.110 7.110 7.103 7.094 7.083
100-02+ 7.105 7.105 7.105 7.105 7.098 7.089 7.077
100-03 7.100 7.100 7.100 7.100 7.092 7.083 7.071
100-03+ 7.095 7.095 7.095 7.095 7.087 7.077 7.065
100-04 7.090 7.090 7.090 7.090 7.082 7.072 7.059
--------------------------------------------------------------------------------------------
100-04+ 7.085 7.085 7.085 7.085 7.077 7.066 7.053
100-05 7.080 7.080 7.080 7.080 7.071 7.061 7.047
100-05+ 7.075 7.075 7.075 7.075 7.066 7.055 7.041
100-06 7.070 7.070 7.070 7.070 7.061 7.050 7.035
100-06+ 7.065 7.065 7.065 7.065 7.056 7.044 7.029
100-07 7.060 7.060 7.060 7.060 7.051 7.039 7.023
100-07+ 7.055 7.055 7.055 7.055 7.045 7.033 7.017
100-08 7.050 7.050 7.050 7.050 7.040 7.027 7.011
============================================================================================
WAL (yr) 3.67 3.67 3.67 3.67 3.47 3.24 2.98
MDUR (yr) 3.13 3.13 3.13 3.13 2.98 2.80 2.59
First Prin Pay 07/18/04 07/18/04 07/18/04 07/18/04 06/18/03 01/18/03 09/18/02
Last Prin Pay 07/18/04 07/18/04 07/18/04 07/18/04 07/18/04 07/18/04 07/18/04
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
Maturity and Last Principal Pay Dates may be distorted by the use of collateral pool WAMs.
This Information is furnished to you solely by Greenwich Capital Markets Inc. ("GCM")
and not by the issuer of the securities or any of its affiliates or the guarantor. GCM is acting as underwriter
and not as agent for the issuer or its affiliates or the guarantor in connection with the proposed transaction.
These Computational Materials should be accompanied by a one page disclaimer which must be read in its entirety
by the addressee of this communication. If such disclaimer is not attached hereto, please contact your Greenwich
Capital sales representative.
GREENWICH CAPITAL 30-Oct-00 08:10 PM [sbk]
</TABLE>
