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Previous: DELTA FUNDING CORP /DE/, 8-K, EX-8.1, 2000-12-15 |
Next: DELTA FUNDING CORP /DE/, 8-K, EX-99.2, 2000-12-15 |
<PAGE>
EXHIBIT 99.1
Delta Home Equity Loan Trust, Series 2000-4
Senior-Subordinate O/C Structure
Prepayment Ramp FRM: 4%-20% over 12 months, ARM: 4%-35% CPR over 30 months
Pricing Speed FRM: 115% of Prepayment Ramp, ARM: 100% of Prepayment Ramp
To Maturity
M-2 (A) M-2 (A) M-2 (A)
Deal End Interest Principal
Period Balance Paid Paid
------ --------- ------- ---------
5,500,000
1 5,500,000 32,771 0
2 5,500,000 32,771 0
3 5,500,000 32,771 0
4 5,500,000 32,771 0
5 5,500,000 32,771 0
6 5,500,000 32,771 0
7 5,500,000 32,771 0
8 5,500,000 32,771 0
9 5,500,000 32,771 0
10 5,500,000 32,771 0
11 5,500,000 32,771 0
12 5,500,000 32,771 0
13 5,500,000 32,771 0
14 5,500,000 32,771 0
15 5,500,000 32,771 0
16 5,500,000 32,771 0
17 5,500,000 32,771 0
18 5,500,000 32,771 0
19 5,500,000 32,771 0
20 5,500,000 32,771 0
21 5,500,000 32,771 0
22 5,500,000 32,771 0
23 5,500,000 32,771 0
24 5,500,000 32,771 0
25 5,500,000 32,771 0
26 5,500,000 32,771 0
27 5,500,000 32,771 0
28 5,500,000 32,771 0
29 5,500,000 32,771 0
30 5,500,000 32,771 0
31 5,500,000 32,771 0
32 5,500,000 32,771 0
33 5,500,000 32,771 0
34 5,500,000 32,771 0
35 5,500,000 32,771 0
36 5,500,000 32,771 0
37 5,196,315 32,771 303,685
38 5,069,794 30,961 126,521
39 4,946,412 30,208 123,381
40 4,826,090 29,472 120,322
41 4,708,748 28,755 117,342
42 4,594,309 28,056 114,439
43 4,482,699 27,374 111,610
44 4,373,846 26,709 108,854
45 4,267,677 26,061 106,168
46 4,164,125 25,428 103,552
47 4,063,123 24,811 101,002
48 3,964,606 24,209 98,517
49 3,868,510 23,622 96,096
50 3,774,773 23,050 93,736
51 3,683,336 22,491 91,437
52 3,594,141 21,947 89,196
53 3,507,130 21,415 87,011
54 3,422,247 20,897 84,882
55 3,339,440 20,391 82,807
56 3,258,656 19,897 80,784
57 3,179,844 19,416 78,812
58 3,102,953 18,947 76,890
59 3,027,936 18,488 75,017
60 2,954,746 18,041 73,190
61 2,883,337 17,605 71,410
62 2,813,663 17,180 69,673
63 2,745,682 16,765 67,981
64 2,679,352 16,360 66,331
65 2,614,630 15,964 64,722
66 2,551,478 15,579 63,153
67 2,489,855 15,203 61,623
68 2,429,723 14,835 60,131
69 2,371,047 14,477 58,677
70 2,313,789 14,127 57,258
71 2,257,914 13,786 55,875
72 2,203,388 13,453 54,526
73 2,150,178 13,129 53,210
74 2,098,251 12,811 51,927
75 2,047,575 12,502 50,676
76 1,998,120 12,200 49,455
77 1,949,855 11,905 48,265
78 1,902,751 11,618 47,104
79 1,856,781 11,337 45,971
80 1,811,914 11,063 44,866
81 1,768,126 10,796 43,789
82 1,725,389 10,535 42,737
83 1,683,677 10,280 41,712
84 1,642,965 10,032 40,711
85 1,603,230 9,789 39,735
86 1,564,447 9,553 38,783
87 1,526,592 9,321 37,854
88 1,489,644 9,096 36,948
89 1,453,580 8,876 36,064
90 1,418,379 8,661 35,201
91 1,384,019 8,451 34,360
92 1,350,481 8,246 33,538
93 1,317,744 8,047 32,737
94 1,285,789 7,852 31,955
95 1,254,597 7,661 31,192
96 1,224,149 7,475 30,447
97 1,194,429 7,294 29,721
98 1,165,417 7,117 29,012
99 1,137,096 6,944 28,320
100 1,109,452 6,775 27,645
101 1,082,466 6,610 26,986
102 1,056,123 6,901 26,343
103 1,030,407 6,733 25,715
104 1,005,304 6,569 25,103
105 980,799 6,409 24,505
106 956,877 6,253 23,922
107 933,525 6,100 23,352
108 910,729 5,951 22,796
109 888,475 5,806 22,254
110 866,750 5,664 21,725
111 845,542 5,526 21,208
112 824,839 5,390 20,703
113 804,628 5,258 20,211
114 784,898 5,130 19,730
115 765,912 5,004 18,987
116 747,374 4,883 18,538
117 729,382 4,765 17,991
118 711,815 4,650 17,567
119 694,661 4,538 17,154
120 677,912 4,428 16,750
121 661,561 4,322 16,351
122 645,597 4,217 15,964
123 630,009 4,116 15,588
124 614,788 4,016 15,221
125 599,925 3,919 14,863
126 585,411 3,825 14,513
127 571,240 3,732 14,172
128 557,401 3,642 13,838
129 543,889 3,553 13,513
130 530,694 3,467 13,195
131 517,809 3,383 12,884
132 505,228 3,301 12,581
133 492,943 3,221 12,285
134 480,947 3,143 11,996
135 469,232 3,066 11,714
136 457,794 2,991 11,438
137 446,625 2,918 11,169
138 435,718 2,847 10,906
139 425,068 2,778 10,650
140 404,185 2,710 20,884
141 380,206 2,577 23,978
142 356,792 2,424 23,414
143 333,930 2,275 22,863
144 311,605 2,129 22,324
145 289,806 1,986 21,799
146 268,521 1,848 21,285
147 247,737 1,712 20,784
148 227,443 1,579 20,294
149 207,626 1,450 19,816
150 188,277 1,324 19,349
151 169,384 1,200 18,893
152 150,937 1,080 18,447
153 132,925 962 18,012
154 115,337 847 17,587
155 98,165 735 17,172
156 81,398 626 16,767
157 65,027 519 16,371
158 49,042 415 15,984
159 33,436 313 15,607
160 18,198 213 15,238
161 3,320 116 14,878
162 0 21 3,320
163 0 0 0
164 0 0 0
165 0 0 0
166 0 0 0
167 0 0 0
168 0 0 0
169 0 0 0
170 0 0 0
171 0 0 0
172 0 0 0
173 0 0 0
174 0 0 0
175 0 0 0
176 0 0 0
177 0 0 0
178 0 0 0
179 0 0 0
180 0 0 0
181 0 0 0
182 0 0 0
183 0 0 0
184 0 0 0
185 0 0 0
186 0 0 0
187 0 0 0
188 0 0 0
189 0 0 0
190 0 0 0
191 0 0 0
192 0 0 0
193 0 0 0
194 0 0 0
195 0 0 0
196 0 0 0
197 0 0 0
198 0 0 0
199 0 0 0
200 0 0 0
201 0 0 0
202 0 0 0
203 0 0 0
204 0 0 0
205 0 0 0
206 0 0 0
207 0 0 0
208 0 0 0
209 0 0 0
210 0 0 0
211 0 0 0
212 0 0 0
213 0 0 0
214 0 0 0
215 0 0 0
216 0 0 0
217 0 0 0
218 0 0 0
219 0 0 0
220 0 0 0
221 0 0 0
222 0 0 0
223 0 0 0
224 0 0 0
225 0 0 0
226 0 0 0
227 0 0 0
228 0 0 0
229 0 0 0
230 0 0 0
231 0 0 0
232 0 0 0
233 0 0 0
234 0 0 0
235 0 0 0
236 0 0 0
237 0 0 0
238 0 0 0
239 0 0 0
240 0 0 0
241 0 0 0
242 0 0 0
243 0 0 0
244 0 0 0
245 0 0 0
246 0 0 0
247 0 0 0
248 0 0 0
249 0 0 0
250 0 0 0
251 0 0 0
252 0 0 0
253 0 0 0
254 0 0 0
255 0 0 0
256 0 0 0
257 0 0 0
258 0 0 0
259 0 0 0
260 0 0 0
261 0 0 0
262 0 0 0
263 0 0 0
264 0 0 0
265 0 0 0
266 0 0 0
267 0 0 0
268 0 0 0
269 0 0 0
270 0 0 0
271 0 0 0
272 0 0 0
273 0 0 0
274 0 0 0
275 0 0 0
276 0 0 0
277 0 0 0
278 0 0 0
279 0 0 0
280 0 0 0
281 0 0 0
282 0 0 0
283 0 0 0
284 0 0 0
285 0 0 0
286 0 0 0
287 0 0 0
288 0 0 0
289 0 0 0
290 0 0 0
291 0 0 0
292 0 0 0
293 0 0 0
294 0 0 0
295 0 0 0
296 0 0 0
297 0 0 0
298 0 0 0
299 0 0 0
300 0 0 0
301 0 0 0
302 0 0 0
303 0 0 0
304 0 0 0
305 0 0 0
306 0 0 0
307 0 0 0
308 0 0 0
309 0 0 0
310 0 0 0
311 0 0 0
312 0 0 0
313 0 0 0
314 0 0 0
315 0 0 0
316 0 0 0
317 0 0 0
318 0 0 0
319 0 0 0
320 0 0 0
321 0 0 0
322 0 0 0
323 0 0 0
324 0 0 0
325 0 0 0
326 0 0 0
327 0 0 0
328 0 0 0
329 0 0 0
330 0 0 0
331 0 0 0
332 0 0 0
333 0 0 0
334 0 0 0
335 0 0 0
336 0 0 0
337 0 0 0
338 0 0 0
339 0 0 0
340 0 0 0
341 0 0 0
342 0 0 0
343 0 0 0
344 0 0 0
345 0 0 0
346 0 0 0
347 0 0 0
348 0 0 0
349 0 0 0
350 0 0 0
351 0 0 0
352 0 0 0
353 0 0 0
354 0 0 0
355 0 0 0
356 0 0 0
357 0 0 0
358 0 0 0
359 0 0 0
360 0 0 0
361 0 0 0
<PAGE>
Delta Home Equity Loan Trust, Series 2000-4
Senior-Subordinate O/C Structure
Prepayment Ramp FRM: 4%-20% over 12 months, ARM: 4%-35% CPR over 30 months
Pricing Speed FRM: 115% of Prepayment Ramp, ARM: 100% of Prepayment Ramp
To Maturity
B (BBB) B (BBB) B (BBB)
Deal End Interest Principal
Period Balance Paid Paid
------ --------- ------ ---------
4,900,000
1 4,900,000 29,196 0
2 4,900,000 29,196 0
3 4,900,000 29,196 0
4 4,900,000 29,196 0
5 4,900,000 29,196 0
6 4,900,000 29,196 0
7 4,900,000 29,196 0
8 4,900,000 29,196 0
9 4,900,000 29,196 0
10 4,900,000 29,196 0
11 4,900,000 29,196 0
12 4,900,000 29,196 0
13 4,900,000 29,196 0
14 4,900,000 29,196 0
15 4,900,000 29,196 0
16 4,900,000 29,196 0
17 4,900,000 29,196 0
18 4,900,000 29,196 0
19 4,900,000 29,196 0
20 4,900,000 29,196 0
21 4,900,000 29,196 0
22 4,900,000 29,196 0
23 4,900,000 29,196 0
24 4,900,000 29,196 0
25 4,900,000 29,196 0
26 4,900,000 29,196 0
27 4,900,000 29,196 0
28 4,900,000 29,196 0
29 4,900,000 29,196 0
30 4,900,000 29,196 0
31 4,900,000 29,196 0
32 4,900,000 29,196 0
33 4,900,000 29,196 0
34 4,900,000 29,196 0
35 4,900,000 29,196 0
36 4,900,000 29,196 0
37 4,629,444 29,196 270,556
38 4,516,725 27,584 112,719
39 4,406,804 26,912 109,921
40 4,299,608 26,257 107,196
41 4,195,067 25,618 104,541
42 4,093,112 24,996 101,954
43 3,993,678 24,388 99,434
44 3,896,699 23,796 96,979
45 3,802,112 23,218 94,586
46 3,709,857 22,654 92,255
47 3,619,873 22,105 89,984
48 3,532,103 21,568 87,770
49 3,446,490 21,045 85,613
50 3,362,980 20,535 83,511
51 3,281,518 20,038 81,462
52 3,202,053 19,552 79,465
53 3,124,534 19,079 77,519
54 3,048,911 18,617 75,622
55 2,975,138 18,166 73,773
56 2,903,166 17,727 71,971
57 2,832,952 17,298 70,215
58 2,764,449 16,880 68,502
59 2,697,616 16,472 66,833
60 2,632,410 16,073 65,206
61 2,568,791 15,685 63,619
62 2,506,718 15,306 62,073
63 2,446,153 14,936 60,565
64 2,387,059 14,575 59,095
65 2,329,398 14,223 57,661
66 2,273,135 13,879 56,263
67 2,218,234 13,544 54,900
68 2,164,663 13,217 53,571
69 2,112,387 12,898 52,276
70 2,061,375 12,586 51,012
71 2,011,596 12,282 49,779
72 1,963,018 11,986 48,578
73 1,915,613 11,696 47,405
74 1,869,351 11,414 46,262
75 1,824,203 11,138 45,147
76 1,780,143 10,869 44,060
77 1,737,144 10,607 42,999
78 1,695,179 10,350 41,965
79 1,654,223 10,100 40,956
80 1,614,251 9,856 39,972
81 1,575,239 9,618 39,012
82 1,537,164 9,386 38,075
83 1,500,003 9,159 37,161
84 1,463,733 8,938 36,270
85 1,428,332 8,721 35,401
86 1,393,780 8,510 34,552
87 1,360,055 8,305 33,725
88 1,327,137 8,104 32,917
89 1,295,008 7,908 32,130
90 1,263,647 7,716 31,361
91 1,233,035 7,529 30,611
92 1,203,156 7,347 29,880
93 1,173,990 7,169 29,166
94 1,145,521 6,995 28,469
95 1,117,732 6,825 27,789
96 1,090,606 6,660 27,126
97 1,051,052 6,498 39,554
98 1,011,556 6,263 39,496
99 973,002 6,027 38,554
100 935,367 5,797 37,635
101 898,629 5,573 36,738
102 862,767 5,729 35,862
103 827,759 5,500 35,008
104 793,585 5,277 34,174
105 760,224 5,059 33,360
106 727,658 4,846 32,566
107 695,867 4,639 31,791
108 664,833 4,436 31,034
109 634,537 4,238 30,296
110 604,962 4,045 29,575
111 576,091 3,857 28,871
112 547,906 3,673 28,185
113 520,392 3,493 27,514
114 493,532 3,317 26,860
115 467,684 3,146 25,848
116 442,447 2,981 25,237
117 417,955 2,821 24,493
118 394,039 2,664 23,916
119 370,687 2,512 23,352
120 347,885 2,363 22,802
121 325,625 2,218 22,259
122 303,893 2,076 21,733
123 282,671 1,937 21,221
124 261,950 1,802 20,722
125 241,716 1,670 20,234
126 221,958 1,541 19,758
127 202,665 1,415 19,293
128 183,826 1,292 18,839
129 165,430 1,172 18,396
130 147,467 1,055 17,963
131 129,927 940 17,540
132 112,799 828 17,128
133 96,074 719 16,725
134 79,743 612 16,331
135 63,796 508 15,947
136 48,224 407 15,572
137 33,019 307 15,205
138 18,171 210 14,848
139 3,673 116 14,498
140 0 23 3,673
141 0 0 0
142 0 0 0
143 0 0 0
144 0 0 0
145 0 0 0
146 0 0 0
147 0 0 0
148 0 0 0
149 0 0 0
150 0 0 0
151 0 0 0
152 0 0 0
153 0 0 0
154 0 0 0
155 0 0 0
156 0 0 0
157 0 0 0
158 0 0 0
159 0 0 0
160 0 0 0
161 0 0 0
162 0 0 0
163 0 0 0
164 0 0 0
165 0 0 0
166 0 0 0
167 0 0 0
168 0 0 0
169 0 0 0
170 0 0 0
171 0 0 0
172 0 0 0
173 0 0 0
174 0 0 0
175 0 0 0
176 0 0 0
177 0 0 0
178 0 0 0
179 0 0 0
180 0 0 0
181 0 0 0
182 0 0 0
183 0 0 0
184 0 0 0
185 0 0 0
186 0 0 0
187 0 0 0
188 0 0 0
189 0 0 0
190 0 0 0
191 0 0 0
192 0 0 0
193 0 0 0
194 0 0 0
195 0 0 0
196 0 0 0
197 0 0 0
198 0 0 0
199 0 0 0
200 0 0 0
201 0 0 0
202 0 0 0
203 0 0 0
204 0 0 0
205 0 0 0
206 0 0 0
207 0 0 0
208 0 0 0
209 0 0 0
210 0 0 0
211 0 0 0
212 0 0 0
213 0 0 0
214 0 0 0
215 0 0 0
216 0 0 0
217 0 0 0
218 0 0 0
219 0 0 0
220 0 0 0
221 0 0 0
222 0 0 0
223 0 0 0
224 0 0 0
225 0 0 0
226 0 0 0
227 0 0 0
228 0 0 0
229 0 0 0
230 0 0 0
231 0 0 0
232 0 0 0
233 0 0 0
234 0 0 0
235 0 0 0
236 0 0 0
237 0 0 0
238 0 0 0
239 0 0 0
240 0 0 0
241 0 0 0
242 0 0 0
243 0 0 0
244 0 0 0
245 0 0 0
246 0 0 0
247 0 0 0
248 0 0 0
249 0 0 0
250 0 0 0
251 0 0 0
252 0 0 0
253 0 0 0
254 0 0 0
255 0 0 0
256 0 0 0
257 0 0 0
258 0 0 0
259 0 0 0
260 0 0 0
261 0 0 0
262 0 0 0
263 0 0 0
264 0 0 0
265 0 0 0
266 0 0 0
267 0 0 0
268 0 0 0
269 0 0 0
270 0 0 0
271 0 0 0
272 0 0 0
273 0 0 0
274 0 0 0
275 0 0 0
276 0 0 0
277 0 0 0
278 0 0 0
279 0 0 0
280 0 0 0
281 0 0 0
282 0 0 0
283 0 0 0
284 0 0 0
285 0 0 0
286 0 0 0
287 0 0 0
288 0 0 0
289 0 0 0
290 0 0 0
291 0 0 0
292 0 0 0
293 0 0 0
294 0 0 0
295 0 0 0
296 0 0 0
297 0 0 0
298 0 0 0
299 0 0 0
300 0 0 0
301 0 0 0
302 0 0 0
303 0 0 0
304 0 0 0
305 0 0 0
306 0 0 0
307 0 0 0
308 0 0 0
309 0 0 0
310 0 0 0
311 0 0 0
312 0 0 0
313 0 0 0
314 0 0 0
315 0 0 0
316 0 0 0
317 0 0 0
318 0 0 0
319 0 0 0
320 0 0 0
321 0 0 0
322 0 0 0
323 0 0 0
324 0 0 0
325 0 0 0
326 0 0 0
327 0 0 0
328 0 0 0
329 0 0 0
330 0 0 0
331 0 0 0
332 0 0 0
333 0 0 0
334 0 0 0
335 0 0 0
336 0 0 0
337 0 0 0
338 0 0 0
339 0 0 0
340 0 0 0
341 0 0 0
342 0 0 0
343 0 0 0
344 0 0 0
345 0 0 0
346 0 0 0
347 0 0 0
348 0 0 0
349 0 0 0
350 0 0 0
351 0 0 0
352 0 0 0
353 0 0 0
354 0 0 0
355 0 0 0
356 0 0 0
357 0 0 0
358 0 0 0
359 0 0 0
360 0 0 0
361 0 0 0
<PAGE>
Coupon: 9.25
IO Bal
Period Notional
------ ----------
1 33,427,027
2 33,427,027
3 33,427,027
4 32,518,919
5 32,518,919
6 32,518,919
7 32,518,919
8 32,518,919
9 32,518,919
10 30,270,270
11 30,270,270
12 30,270,270
13 29,405,405
14 29,405,405
15 29,405,405
16 28,540,541
17 28,540,541
18 28,540,541
19 26,378,378
20 26,378,378
21 26,378,378
22 23,351,351
23 23,351,351
24 23,351,351
25 19,459,459
26 19,459,459
27 19,459,459
28 17,297,297
29 17,297,297
30 17,297,297
31 14,702,703
32 14,702,703
33 14,702,703
34 12,972,973
35 12,972,973
36 12,972,973
37 0
<PAGE>
Delta Home Equity Loan Trust, Series 2000-4 CLASS IOF
Price-Yield Sensitivity Report
Settlement 12/18/00
Next Payment 01/15/01
Class Balance $19,325,000
Accrued Days 17
Security Coupon 16.000%
Call No
--------------------------------------------------------------------------------
Flat Flat
Price (rounded) Price 22% CPR 54% CPR 55% CPR
================================================================================
31-18+ 31.57813 8.636 8.636 8.596
31-19 31.59376 8.595 8.595 8.556
31-19+ 31.60938 8.555 8.555 8.515
31-20 31.62501 8.514 8.514 8.475
31-20+ 31.64063 8.474 8.474 8.434
31-21 31.65626 8.433 8.433 8.394
--------------------------------------------------------------------------------
31-21+ 31.67188 8.393 8.393 8.353
31-22 31.68751 8.353 8.353 8.313
31-22+ 31.70313 8.313 8.313 8.273
31-23 31.71876 8.272 8.272 8.233
31-23+ 31.73438 8.232 8.232 8.192
31-24 31.75001 8.192 8.192 8.152
31-24+ 31.76563 8.152 8.152 8.112
31-25 31.78126 8.112 8.112 8.072
31-25+ 31.79688 8.072 8.072 8.032
31-26 31.81251 8.031 8.031 7.992
--------------------------------------------------------------------------------
31-26+ 31.82813 7.991 7.991 7.952
--------------------------------------------------------------------------------
31-27 31.84376 7.951 7.951 7.912
31-27+ 31.85938 7.912 7.912 7.872
31-28 31.87501 7.872 7.872 7.832
31-28+ 31.89063 7.832 7.832 7.792
31-29 31.90626 7.792 7.792 7.752
31-29+ 31.92188 7.752 7.752 7.712
31-30 31.93751 7.712 7.712 7.673
31-30+ 31.95313 7.673 7.673 7.633
31-31 31.96876 7.633 7.633 7.593
31-31+ 31.98438 7.593 7.593 7.553
--------------------------------------------------------------------------------
32-00 32.00001 7.554 7.554 7.514
32-00+ 32.01563 7.514 7.514 7.474
32-01 32.03126 7.475 7.475 7.435
32-01+ 32.04688 7.435 7.435 7.395
32-02 32.06251 7.395 7.395 7.356
32-02+ 32.07813 7.356 7.356 7.316
----------------================================================================
MDUR (yr) 1.20 1.20 1.20
--------------------------------------------------------------------------------
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
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.
GCM is acting as underwriter and not as Agent for
the issuer or its affiliates in connection with the
proposed transaction.
<PAGE>
Delta Home Equity Loan Trust, Series 2000-4 CLASS IOF
Price-Yield Sensitivity Report
Settlement 12/18/00
Next Payment 01/15/01
Class Balance $19,325,000
Accrued Days 17
Security Coupon 16.000%
Call Yes
--------------------------------------------------------------------------------
Flat Flat
Price (rounded) Price 22% CPR 54% CPR 55% CPR
================================================================================
31-18+ 31.57813 8.636 8.636 7.573
31-19 31.59376 8.595 8.595 7.532
31-19+ 31.60938 8.555 8.555 7.491
31-20 31.62501 8.514 8.514 7.450
31-20+ 31.64063 8.474 8.474 7.410
31-21 31.65626 8.433 8.433 7.369
--------------------------------------------------------------------------------
31-21+ 31.67188 8.393 8.393 7.328
31-22 31.68751 8.353 8.353 7.288
31-22+ 31.70313 8.313 8.313 7.247
31-23 31.71876 8.272 8.272 7.207
31-23+ 31.73438 8.232 8.232 7.166
31-24 31.75001 8.192 8.192 7.126
31-24+ 31.76563 8.152 8.152 7.085
31-25 31.78126 8.112 8.112 7.045
31-25+ 31.79688 8.072 8.072 7.004
31-26 31.81251 8.031 8.031 6.964
--------------------------------------------------------------------------------
31-26+ 31.82813 7.991 7.991 6.924
--------------------------------------------------------------------------------
31-27 31.84376 7.951 7.951 6.883
31-27+ 31.85938 7.912 7.912 6.843
31-28 31.87501 7.872 7.872 6.803
31-28+ 31.89063 7.832 7.832 6.763
31-29 31.90626 7.792 7.792 6.723
31-29+ 31.92188 7.752 7.752 6.682
31-30 31.93751 7.712 7.712 6.642
31-30+ 31.95313 7.673 7.673 6.602
31-31 31.96876 7.633 7.633 6.562
31-31+ 31.98438 7.593 7.593 6.522
--------------------------------------------------------------------------------
32-00 32.00001 7.554 7.554 6.482
32-00+ 32.01563 7.514 7.514 6.443
32-01 32.03126 7.475 7.475 6.403
32-01+ 32.04688 7.435 7.435 6.363
32-02 32.06251 7.395 7.395 6.323
32-02+ 32.07813 7.356 7.356 6.283
----------------================================================================
MDUR (yr) 1.20 1.20 1.19
--------------------------------------------------------------------------------
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
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.
GCM is acting as underwriter and not as Agent for
the issuer or its affiliates in connection with the
proposed transaction.
<PAGE>
Delta Funding Home Equity Loan Trust 2000-4
IO Schedule
Notional
Period Balance
------ -------
1 $19,325,000.00
2 $19,325,000.00
3 $19,325,000.00
4 $18,800,000.00
5 $18,800,000.00
6 $18,800,000.00
7 $18,800,000.00
8 $18,800,000.00
9 $18,800,000.00
10 $17,500,000.00
11 $17,500,000.00
12 $17,500,000.00
13 $17,000,000.00
14 $17,000,000.00
15 $17,000,000.00
16 $16,500,000.00
17 $16,500,000.00
18 $16,500,000.00
19 $15,250,000.00
20 $15,250,000.00
21 $15,250,000.00
22 $13,500,000.00
23 $13,500,000.00
24 $13,500,000.00
25 $11,250,000.00
26 $11,250,000.00
27 $11,250,000.00
28 $10,000,000.00
29 $10,000,000.00
30 $10,000,000.00
31 $ 8,500,000.00
32 $ 8,500,000.00
33 $ 8,500,000.00
34 $ 7,500,000.00
35 $ 7,500,000.00
36 $ 7,500,000.00
<PAGE>
Delta Home Equity Loan Trust, Series 2000-4 CLASS IO
Price-Yield Sensitivity Report
Settlement 12/18/00
Next Payment 01/15/01
Class Balance $33,427,027
Accrued Days 17
Security Coupon 9.250%
Call Yes
--------------------------------------------------------------------------
Flat Flat
Price (rounded) Price 22% CPR 52% CPR 53% CPR
==========================================================================
18-06+ 18.20532 8.864 8.864 8.841
18-07 18.22095 8.794 8.794 8.771
18-07+ 18.23657 8.724 8.724 8.700
18-08 18.25220 8.653 8.653 8.630
18-08+ 18.26782 8.583 8.583 8.560
18-09 18.28345 8.513 8.513 8.490
--------------------------------------------------------------------------
18-09+ 18.29907 8.443 8.443 8.420
18-10 18.31470 8.374 8.374 8.350
18-10+ 18.33032 8.304 8.304 8.280
18-11 18.34595 8.234 8.234 8.211
18-11+ 18.36157 8.165 8.165 8.141
18-12 18.37720 8.095 8.095 8.072
18-12+ 18.39282 8.026 8.026 8.003
18-13 18.40845 7.957 7.957 7.933
18-13+ 18.42407 7.888 7.888 7.864
18-14 18.43970 7.819 7.819 7.795
--------------------------------------------------------------------------
18-14+ 18.45532 7.750 7.750 7.726
--------------------------------------------------------------------------
18-15 18.47095 7.681 7.681 7.658
18-15+ 18.48657 7.613 7.613 7.589
18-16 18.50220 7.544 7.544 7.520
18-16+ 18.51782 7.476 7.476 7.452
18-17 18.53345 7.407 7.407 7.384
18-17+ 18.54907 7.339 7.339 7.315
18-18 18.56470 7.271 7.271 7.247
18-18+ 18.58032 7.203 7.203 7.179
18-19 18.59595 7.135 7.135 7.111
18-19+ 18.61157 7.067 7.067 7.043
--------------------------------------------------------------------------
18-20 18.62720 6.999 6.999 6.976
18-20+ 18.64282 6.932 6.932 6.908
18-21 18.65845 6.864 6.864 6.840
18-21+ 18.67407 6.797 6.797 6.773
18-22 18.68970 6.729 6.729 6.706
18-22+ 18.70532 6.662 6.662 6.638
--------------------======================================================
MDUR (yr) 1.20 1.20 1.20
--------------------------------------------------------------------------
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
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.
GCM is acting as underwriter and not as Agent for
the issuer or its affiliates in connection with the
proposed transaction.
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