<PAGE>
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 have been prepared by Greenwich Capital Markets, Inc. in
reliance upon information furnished by the issuer of the securities and its
affiliates. 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 for
definitive Computational Materials and any matter discussed in this
communication. Once available, a final prospectus and prospectus supplement may
be obtained by contacting the Greenwich Capital 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>
Delta Home Equity Loan Trust, Series 2000-3 CLASS A-1A
Price-DM Sensitivity Report
Settlement 09/29/00 Class Balance $55,000,000
Accrued Date 09/28/00 Accrued Days 1
Next Payment 10/15/00 Pass-Thru Margin 0.250%
Cleanup Call No
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
99-24 0.276 0.310 0.328 0.346 0.362 0.379 0.395 0.412
99-24+ 0.274 0.307 0.324 0.340 0.356 0.371 0.386 0.402
99-25 0.273 0.303 0.319 0.334 0.349 0.363 0.377 0.393
99-25+ 0.271 0.299 0.314 0.328 0.342 0.355 0.368 0.383
99-26 0.269 0.296 0.309 0.322 0.335 0.348 0.360 0.373
99-26+ 0.268 0.292 0.305 0.317 0.328 0.340 0.351 0.363
------------------------------------------------------------------------------------------------------------------------------------
99-27 0.266 0.289 0.300 0.311 0.321 0.332 0.342 0.353
99-27+ 0.265 0.285 0.295 0.305 0.315 0.324 0.333 0.343
99-28 0.263 0.281 0.291 0.299 0.308 0.316 0.324 0.333
99-28+ 0.261 0.278 0.286 0.294 0.301 0.308 0.315 0.323
99-29 0.260 0.274 0.281 0.288 0.294 0.300 0.306 0.313
99-29+ 0.258 0.271 0.277 0.282 0.287 0.292 0.297 0.303
99-30 0.257 0.267 0.272 0.276 0.280 0.285 0.288 0.293
99-30+ 0.255 0.263 0.267 0.271 0.274 0.277 0.280 0.283
99-31 0.253 0.260 0.263 0.265 0.267 0.269 0.271 0.273
99-31+ 0.252 0.256 0.258 0.259 0.260 0.261 0.262 0.264
------------------------------------------------------------------------------------------------------------------------------------
100-00 0.250 0.253 0.253 0.253 0.253 0.253 0.253 0.254
------------------------------------------------------------------------------------------------------------------------------------
100-00+ 0.249 0.249 0.248 0.248 0.246 0.245 0.244 0.244
100-01 0.247 0.246 0.244 0.242 0.240 0.237 0.235 0.234
100-01+ 0.245 0.242 0.239 0.236 0.233 0.230 0.226 0.224
100-02 0.244 0.238 0.234 0.230 0.226 0.222 0.217 0.214
100-02+ 0.242 0.235 0.230 0.225 0.219 0.214 0.209 0.204
100-03 0.240 0.231 0.225 0.219 0.212 0.206 0.200 0.194
100-03+ 0.239 0.228 0.220 0.213 0.206 0.198 0.191 0.184
100-04 0.237 0.224 0.216 0.207 0.199 0.190 0.182 0.175
100-04+ 0.236 0.220 0.211 0.202 0.192 0.182 0.173 0.165
100-05 0.234 0.217 0.206 0.196 0.185 0.175 0.164 0.155
------------------------------------------------------------------------------------------------------------------------------------
100-05+ 0.232 0.213 0.202 0.190 0.178 0.167 0.155 0.145
100-06 0.231 0.210 0.197 0.184 0.172 0.159 0.147 0.135
100-06+ 0.229 0.206 0.192 0.179 0.165 0.151 0.138 0.125
100-07 0.228 0.203 0.188 0.173 0.158 0.143 0.129 0.115
100-07+ 0.226 0.199 0.183 0.167 0.151 0.135 0.120 0.105
100-08 0.224 0.195 0.178 0.161 0.144 0.128 0.111 0.096
====================================================================================================================================
WAL (yr) 18.48 5.83 4.09 3.17 2.59 2.20 1.92 1.70
MDUR (yr) 9.30 4.17 3.20 2.60 2.20 1.91 1.69 1.51
First Prin Pay 10/15/00 10/15/00 10/15/00 10/15/00 10/15/00 10/15/00 10/15/00 10/15/00
Last Prin Pay 07/15/30 01/15/29 05/15/25 08/15/20 11/15/16 03/15/14 02/15/12 06/15/10
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS A-1F
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.260%
Class Balance $42,000,000 Call No
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
98-00 7.653 8.584 8.931 9.236 9.511 9.773 10.020 10.263
98-04 7.633 8.495 8.815 9.098 9.353 9.595 9.824 10.049
98-08 7.612 8.406 8.701 8.961 9.195 9.418 9.629 9.835
98-12 7.591 8.316 8.586 8.824 9.038 9.242 9.434 9.622
98-16 7.570 8.227 8.472 8.687 8.881 9.065 9.239 9.410
98-20 7.550 8.139 8.358 8.550 8.724 8.890 9.045 9.198
------------------------------------------------------------------------------------------------------------------------------------
98-24 7.529 8.050 8.244 8.414 8.568 8.714 8.852 8.987
98-28 7.508 7.962 8.130 8.278 8.412 8.539 8.659 8.776
99-00 7.488 7.873 8.017 8.143 8.257 8.365 8.466 8.566
99-04 7.467 7.785 7.904 8.007 8.101 8.190 8.274 8.357
99-08 7.447 7.698 7.791 7.873 7.946 8.017 8.083 8.148
99-12 7.426 7.610 7.678 7.738 7.792 7.843 7.892 7.939
99-16 7.406 7.522 7.566 7.603 7.638 7.670 7.701 7.731
99-20 7.386 7.435 7.453 7.469 7.484 7.498 7.511 7.523
99-24 7.365 7.348 7.341 7.336 7.330 7.326 7.321 7.316
99-28 7.345 7.261 7.230 7.202 7.177 7.154 7.132 7.110
------------------------------------------------------------------------------------------------------------------------------------
100-00 7.325 7.174 7.118 7.069 7.025 6.983 6.943 6.904
------------------------------------------------------------------------------------------------------------------------------------
100-04 7.305 7.087 7.007 6.936 6.872 6.812 6.755 6.699
100-08 7.285 7.001 6.896 6.803 6.720 6.641 6.567 6.494
100-12 7.265 6.915 6.785 6.671 6.568 6.471 6.379 6.289
100-16 7.244 6.829 6.675 6.539 6.417 6.301 6.192 6.085
100-20 7.224 6.743 6.564 6.407 6.266 6.132 6.006 5.882
100-24 7.204 6.657 6.454 6.276 6.115 5.963 5.820 5.679
100-28 7.185 6.571 6.344 6.145 5.965 5.794 5.634 5.477
101-00 7.165 6.486 6.235 6.014 5.815 5.626 5.449 5.275
101-04 7.145 6.401 6.125 5.883 5.665 5.459 5.264 5.073
101-08 7.125 6.316 6.016 5.753 5.516 5.291 5.080 4.872
------------------------------------------------------------------------------------------------------------------------------------
101-12 7.105 6.231 5.907 5.623 5.367 5.124 4.896 4.672
101-16 7.086 6.146 5.798 5.493 5.218 4.958 4.713 4.472
101-20 7.066 6.061 5.690 5.363 5.070 4.791 4.530 4.273
101-24 7.046 5.977 5.582 5.234 4.922 4.625 4.347 4.074
101-28 7.027 5.893 5.474 5.105 4.774 4.460 4.165 3.875
102-00 7.007 5.809 5.366 4.977 4.626 4.295 3.983 3.678
====================================================================================================================================
WAL (yr) 9.61 1.59 1.22 1.01 0.87 0.78 0.70 0.64
MDUR (yr) 6.16 1.43 1.12 0.93 0.81 0.73 0.66 0.60
First Prin Pay 10/15/00 10/15/00 10/15/00 10/15/00 10/15/00 10/15/00 10/15/00 10/15/00
Last Prin Pay 07/15/18 09/15/03 12/15/02 07/15/02 04/15/02 02/15/02 12/15/01 11/15/01
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS A-2F
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.170%
Class Balance $12,000,000 Call No
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
===================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
97-31+ 7.451 7.866 8.065 8.241 8.407 8.556 8.703 8.844
98-03+ 7.439 7.823 8.008 8.171 8.325 8.463 8.599 8.730
98-07+ 7.426 7.780 7.951 8.101 8.243 8.370 8.495 8.616
98-11+ 7.414 7.738 7.894 8.031 8.161 8.278 8.392 8.502
98-15+ 7.401 7.695 7.837 7.962 8.079 8.185 8.289 8.389
98-19+ 7.388 7.653 7.780 7.892 7.998 8.093 8.186 8.276
-----------------------------------------------------------------------------------------------------------------------------------
98-23+ 7.376 7.610 7.723 7.822 7.916 8.000 8.083 8.163
98-27+ 7.363 7.568 7.666 7.753 7.835 7.908 7.980 8.050
98-31+ 7.351 7.526 7.610 7.684 7.754 7.816 7.878 7.937
99-03+ 7.339 7.483 7.553 7.615 7.673 7.725 7.775 7.825
99-07+ 7.326 7.441 7.497 7.546 7.592 7.633 7.673 7.713
99-11+ 7.314 7.399 7.440 7.477 7.511 7.541 7.572 7.601
99-15+ 7.301 7.357 7.384 7.408 7.430 7.450 7.470 7.489
99-19+ 7.289 7.315 7.328 7.339 7.350 7.359 7.368 7.377
99-23+ 7.277 7.273 7.272 7.270 7.269 7.268 7.267 7.266
99-27+ 7.264 7.232 7.216 7.202 7.189 7.177 7.166 7.155
-----------------------------------------------------------------------------------------------------------------------------------
99-31+ 7.252 7.190 7.160 7.134 7.109 7.087 7.065 7.044
-----------------------------------------------------------------------------------------------------------------------------------
100-03+ 7.240 7.148 7.104 7.065 7.029 6.996 6.964 6.933
100-07+ 7.227 7.107 7.048 6.997 6.949 6.906 6.863 6.822
100-11+ 7.215 7.065 6.993 6.929 6.869 6.815 6.763 6.712
100-15+ 7.203 7.024 6.937 6.861 6.790 6.725 6.663 6.602
100-19+ 7.191 6.982 6.882 6.793 6.710 6.635 6.562 6.492
100-23+ 7.179 6.941 6.826 6.726 6.631 6.546 6.462 6.382
100-27+ 7.167 6.899 6.771 6.658 6.552 6.456 6.363 6.272
100-31+ 7.154 6.858 6.716 6.591 6.473 6.367 6.263 6.163
101-03+ 7.142 6.817 6.661 6.523 6.394 6.277 6.164 6.054
101-07+ 7.130 6.776 6.606 6.456 6.315 6.188 6.065 5.945
-----------------------------------------------------------------------------------------------------------------------------------
101-11+ 7.118 6.735 6.551 6.389 6.236 6.099 5.965 5.836
101-15+ 7.106 6.694 6.496 6.322 6.158 6.011 5.867 5.727
101-19+ 7.094 6.653 6.441 6.255 6.079 5.922 5.768 5.619
101-23+ 7.082 6.612 6.386 6.188 6.001 5.833 5.669 5.511
101-27+ 7.070 6.571 6.332 6.121 5.923 5.745 5.571 5.403
101-31+ 7.058 6.531 6.277 6.055 5.845 5.657 5.473 5.295
====================================================================================================================================
WAL (yr) 19.36 3.49 2.52 2.02 1.71 1.50 1.34 1.21
MDUR (yr) 10.12 2.98 2.23 1.82 1.55 1.37 1.23 1.12
First Prin Pay 07/15/18 09/15/03 12/15/02 07/15/02 04/15/02 02/15/02 12/15/01 11/15/01
Last Prin Pay 07/15/21 10/15/04 07/15/03 01/15/03 08/15/02 05/15/02 03/15/02 02/15/02
-----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS A-3F
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.310%
Class Balance $29,000,000 Call No
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
97-31+ 7.583 7.798 7.947 8.089 8.233 8.354 8.468 8.575
98-03+ 7.571 7.771 7.909 8.040 8.174 8.286 8.391 8.491
98-07+ 7.559 7.744 7.870 7.992 8.115 8.218 8.315 8.407
98-11+ 7.548 7.716 7.832 7.943 8.056 8.151 8.239 8.323
98-15+ 7.536 7.689 7.794 7.895 7.997 8.083 8.163 8.239
98-19+ 7.524 7.662 7.756 7.846 7.938 8.015 8.087 8.156
------------------------------------------------------------------------------------------------------------------------------------
98-23+ 7.513 7.634 7.718 7.798 7.879 7.948 8.012 8.072
98-27+ 7.501 7.607 7.680 7.750 7.821 7.880 7.936 7.989
98-31+ 7.489 7.580 7.642 7.702 7.762 7.813 7.861 7.906
99-03+ 7.478 7.553 7.605 7.654 7.704 7.746 7.785 7.823
99-07+ 7.466 7.526 7.567 7.606 7.646 7.679 7.710 7.740
99-11+ 7.455 7.499 7.529 7.558 7.587 7.612 7.635 7.657
99-15+ 7.443 7.472 7.492 7.510 7.529 7.545 7.560 7.574
99-19+ 7.432 7.445 7.454 7.463 7.471 7.479 7.485 7.492
99-23+ 7.420 7.418 7.417 7.415 7.413 7.412 7.411 7.410
99-27+ 7.409 7.391 7.379 7.367 7.356 7.346 7.336 7.327
------------------------------------------------------------------------------------------------------------------------------------
99-31+ 7.398 7.365 7.342 7.320 7.298 7.279 7.262 7.245
------------------------------------------------------------------------------------------------------------------------------------
100-03+ 7.386 7.338 7.304 7.273 7.240 7.213 7.188 7.164
100-07+ 7.375 7.311 7.267 7.225 7.183 7.147 7.113 7.082
100-11+ 7.364 7.284 7.230 7.178 7.125 7.081 7.039 7.000
100-15+ 7.352 7.258 7.193 7.131 7.068 7.015 6.965 6.919
100-19+ 7.341 7.231 7.156 7.084 7.010 6.949 6.892 6.837
100-23+ 7.330 7.205 7.119 7.037 6.953 6.883 6.818 6.756
100-27+ 7.319 7.178 7.082 6.990 6.896 6.818 6.744 6.675
100-31+ 7.307 7.152 7.045 6.943 6.839 6.752 6.671 6.594
101-03+ 7.296 7.125 7.008 6.896 6.782 6.687 6.598 6.513
101-07+ 7.285 7.099 6.971 6.849 6.725 6.622 6.524 6.433
------------------------------------------------------------------------------------------------------------------------------------
101-11+ 7.274 7.073 6.935 6.803 6.669 6.556 6.451 6.352
101-15+ 7.263 7.047 6.898 6.756 6.612 6.491 6.378 6.272
101-19+ 7.252 7.020 6.861 6.710 6.556 6.426 6.306 6.191
101-23+ 7.241 6.994 6.825 6.663 6.499 6.361 6.233 6.111
101-27+ 7.229 6.968 6.788 6.617 6.443 6.297 6.160 6.031
101-31+ 7.218 6.942 6.752 6.571 6.386 6.232 6.088 5.951
====================================================================================================================================
WAL (yr) 23.98 6.02 4.00 3.04 2.44 2.10 1.85 1.67
MDUR (yr) 10.93 4.65 3.33 2.62 2.15 1.87 1.67 1.52
First Prin Pay 07/15/21 10/15/04 07/15/03 01/15/03 08/15/02 05/15/02 03/15/02 02/15/02
Last Prin Pay 06/15/27 09/15/10 09/15/06 02/15/05 01/15/04 04/15/03 01/15/03 10/15/02
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS A-4F
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.610%
Class Balance $8,000,000 Call No
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
98-00 7.887 7.964 8.052 8.159 8.267 8.452 8.546 8.636
98-04 7.875 7.947 8.028 8.127 8.228 8.399 8.486 8.569
98-08 7.864 7.930 8.004 8.096 8.188 8.345 8.425 8.502
98-12 7.852 7.913 7.981 8.064 8.148 8.292 8.365 8.435
98-16 7.841 7.896 7.957 8.033 8.109 8.239 8.305 8.368
98-20 7.829 7.878 7.933 8.001 8.069 8.186 8.245 8.302
------------------------------------------------------------------------------------------------------------------------------------
98-24 7.818 7.861 7.910 7.970 8.030 8.133 8.185 8.235
98-28 7.807 7.844 7.886 7.938 7.991 8.080 8.125 8.169
99-00 7.795 7.827 7.863 7.907 7.952 8.027 8.066 8.103
99-04 7.784 7.810 7.840 7.876 7.912 7.975 8.006 8.036
99-08 7.773 7.793 7.816 7.845 7.873 7.922 7.947 7.970
99-12 7.761 7.776 7.793 7.813 7.834 7.869 7.887 7.904
99-16 7.750 7.759 7.770 7.782 7.795 7.817 7.828 7.839
99-20 7.739 7.742 7.746 7.751 7.756 7.765 7.769 7.773
99-24 7.728 7.725 7.723 7.720 7.717 7.712 7.710 7.707
99-28 7.716 7.709 7.700 7.689 7.678 7.660 7.651 7.642
------------------------------------------------------------------------------------------------------------------------------------
100-00 7.705 7.692 7.677 7.658 7.640 7.608 7.592 7.576
------------------------------------------------------------------------------------------------------------------------------------
100-04 7.694 7.675 7.654 7.627 7.601 7.556 7.533 7.511
100-08 7.683 7.658 7.631 7.596 7.562 7.504 7.474 7.446
100-12 7.672 7.641 7.607 7.566 7.524 7.452 7.416 7.381
100-16 7.661 7.625 7.584 7.535 7.485 7.400 7.357 7.316
100-20 7.649 7.608 7.562 7.504 7.447 7.348 7.299 7.251
100-24 7.638 7.591 7.539 7.474 7.408 7.297 7.240 7.186
100-28 7.627 7.575 7.516 7.443 7.370 7.245 7.182 7.122
101-00 7.616 7.558 7.493 7.412 7.332 7.194 7.124 7.057
101-04 7.605 7.542 7.470 7.382 7.293 7.142 7.066 6.993
101-08 7.594 7.525 7.447 7.351 7.255 7.091 7.008 6.928
------------------------------------------------------------------------------------------------------------------------------------
101-12 7.583 7.508 7.424 7.321 7.217 7.040 6.950 6.864
101-16 7.573 7.492 7.402 7.291 7.179 6.989 6.892 6.800
101-20 7.562 7.476 7.379 7.260 7.141 6.938 6.834 6.736
101-24 7.551 7.459 7.356 7.230 7.103 6.887 6.777 6.672
101-28 7.540 7.443 7.334 7.200 7.065 6.836 6.719 6.608
102-00 7.529 7.426 7.311 7.170 7.027 6.785 6.662 6.544
----------------====================================================================================================================
================--------------------------------------------------------------------------------------------------------------------
WAL (yr) 27.29 11.52 7.28 5.02 3.84 2.74 2.40 2.14
MDUR (yr) 11.11 7.39 5.37 4.02 3.21 2.39 2.11 1.90
First Prin Pay 06/15/27 09/15/10 09/15/06 02/15/05 01/15/04 04/15/03 01/15/03 10/15/02
Last Prin Pay 07/15/28 11/15/13 10/15/09 07/15/06 02/15/05 08/15/03 04/15/03 01/15/03
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS A-5F
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.890%
Class Balance $17,500,000 Call No
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
----------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
===================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
97-31+ 8.180 8.243 8.292 8.349 8.411 8.482 8.616 8.795
98-03+ 8.168 8.230 8.277 8.330 8.388 8.452 8.574 8.738
98-07+ 8.156 8.216 8.261 8.311 8.364 8.423 8.532 8.680
98-11+ 8.145 8.202 8.245 8.292 8.341 8.393 8.490 8.623
98-15+ 8.133 8.189 8.229 8.273 8.318 8.364 8.448 8.566
98-19+ 8.122 8.175 8.213 8.254 8.295 8.334 8.406 8.510
-----------------------------------------------------------------------------------------------------------------------------------
98-23+ 8.110 8.162 8.198 8.236 8.271 8.305 8.364 8.453
98-27+ 8.098 8.148 8.182 8.217 8.248 8.276 8.322 8.396
98-31+ 8.087 8.135 8.166 8.198 8.225 8.246 8.281 8.340
99-03+ 8.075 8.121 8.151 8.179 8.202 8.217 8.239 8.283
99-07+ 8.064 8.108 8.135 8.160 8.179 8.188 8.198 8.227
99-11+ 8.053 8.094 8.120 8.142 8.156 8.159 8.156 8.170
99-15+ 8.041 8.081 8.104 8.123 8.133 8.130 8.115 8.114
99-19+ 8.030 8.068 8.089 8.104 8.110 8.101 8.074 8.058
99-23+ 8.018 8.054 8.073 8.086 8.088 8.072 8.033 8.002
99-27+ 8.007 8.041 8.058 8.067 8.065 8.043 7.991 7.946
-----------------------------------------------------------------------------------------------------------------------------------
99-31+ 7.996 8.028 8.042 8.049 8.042 8.014 7.950 7.890
-----------------------------------------------------------------------------------------------------------------------------------
100-03+ 7.984 8.015 8.027 8.030 8.019 7.985 7.909 7.835
100-07+ 7.973 8.001 8.011 8.012 7.997 7.956 7.869 7.779
100-11+ 7.962 7.988 7.996 7.993 7.974 7.928 7.828 7.723
100-15+ 7.951 7.975 7.981 7.975 7.951 7.899 7.787 7.668
100-19+ 7.939 7.962 7.966 7.957 7.929 7.870 7.746 7.612
100-23+ 7.928 7.949 7.950 7.938 7.906 7.842 7.706 7.557
100-27+ 7.917 7.936 7.935 7.920 7.884 7.813 7.665 7.502
100-31+ 7.906 7.922 7.920 7.902 7.862 7.785 7.625 7.447
101-03+ 7.895 7.909 7.905 7.884 7.839 7.757 7.584 7.392
101-07+ 7.884 7.896 7.890 7.865 7.817 7.728 7.544 7.337
-----------------------------------------------------------------------------------------------------------------------------------
101-11+ 7.873 7.883 7.874 7.847 7.795 7.700 7.504 7.282
101-15+ 7.862 7.870 7.859 7.829 7.772 7.672 7.464 7.227
101-19+ 7.851 7.857 7.844 7.811 7.750 7.644 7.423 7.172
101-23+ 7.840 7.845 7.829 7.793 7.728 7.615 7.383 7.118
101-27+ 7.829 7.832 7.814 7.775 7.706 7.587 7.343 7.063
101-31+ 7.818 7.819 7.799 7.757 7.684 7.559 7.304 7.009
===================================================================================================================================
WAL (yr) 28.88 19.03 14.21 10.58 7.90 5.77 3.72 2.56
MDUR (yr) 10.99 9.37 8.06 6.71 5.47 4.31 3.03 2.23
First Prin Pay 07/15/28 11/15/13 10/15/09 07/15/06 02/15/05 08/15/03 04/15/03 01/15/03
Last Prin Pay 07/15/30 01/15/29 05/15/25 08/15/20 11/15/16 03/15/14 02/15/12 08/15/03
-----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS A-6F NAS
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.510%
Class Balance $12,000,000 Call No
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
98-00 7.841 7.935 7.957 7.976 8.001 8.040 8.081 8.139
98-04 7.825 7.912 7.933 7.951 7.975 8.014 8.055 8.111
98-08 7.810 7.890 7.909 7.926 7.949 7.988 8.030 8.082
98-12 7.794 7.867 7.885 7.901 7.924 7.963 8.005 8.054
98-16 7.778 7.845 7.861 7.876 7.898 7.937 7.979 8.026
98-20 7.763 7.822 7.837 7.851 7.873 7.911 7.954 7.998
------------------------------------------------------------------------------------------------------------------------------------
98-24 7.747 7.800 7.813 7.826 7.848 7.886 7.929 7.970
98-28 7.731 7.777 7.789 7.801 7.822 7.860 7.904 7.942
99-00 7.716 7.755 7.765 7.776 7.797 7.835 7.878 7.914
99-04 7.700 7.733 7.741 7.751 7.772 7.810 7.853 7.886
99-08 7.685 7.710 7.718 7.727 7.746 7.784 7.828 7.858
99-12 7.669 7.688 7.694 7.702 7.721 7.759 7.803 7.830
99-16 7.654 7.666 7.670 7.677 7.696 7.734 7.778 7.803
99-20 7.639 7.644 7.647 7.653 7.671 7.709 7.753 7.775
99-24 7.623 7.622 7.623 7.628 7.646 7.683 7.728 7.747
99-28 7.608 7.600 7.600 7.604 7.621 7.658 7.703 7.720
------------------------------------------------------------------------------------------------------------------------------------
100-00 7.593 7.578 7.576 7.579 7.596 7.633 7.679 7.692
------------------------------------------------------------------------------------------------------------------------------------
100-04 7.577 7.556 7.553 7.555 7.571 7.608 7.654 7.665
100-08 7.562 7.534 7.529 7.530 7.546 7.583 7.629 7.637
100-12 7.547 7.512 7.506 7.506 7.521 7.558 7.604 7.610
100-16 7.532 7.490 7.483 7.482 7.496 7.533 7.580 7.582
100-20 7.516 7.468 7.459 7.457 7.472 7.508 7.555 7.555
100-24 7.501 7.446 7.436 7.433 7.447 7.484 7.531 7.528
100-28 7.486 7.424 7.413 7.409 7.422 7.459 7.506 7.500
101-00 7.471 7.403 7.390 7.385 7.398 7.434 7.481 7.473
101-04 7.456 7.381 7.366 7.361 7.373 7.409 7.457 7.446
101-08 7.441 7.359 7.343 7.337 7.348 7.385 7.433 7.419
------------------------------------------------------------------------------------------------------------------------------------
101-12 7.426 7.338 7.320 7.313 7.324 7.360 7.408 7.392
101-16 7.411 7.316 7.297 7.289 7.299 7.335 7.384 7.365
101-20 7.396 7.295 7.274 7.265 7.275 7.311 7.360 7.338
101-24 7.381 7.273 7.251 7.241 7.250 7.286 7.335 7.311
101-28 7.366 7.252 7.229 7.217 7.226 7.262 7.311 7.284
102-00 7.351 7.230 7.206 7.193 7.202 7.237 7.287 7.257
====================================================================================================================================
WAL (yr) 14.34 8.01 7.28 6.85 6.64 6.59 6.68 5.88
MDUR (yr) 8.12 5.64 5.30 5.08 4.98 4.96 5.01 4.51
First Prin Pay 10/15/03 10/15/03 10/15/03 10/15/03 01/15/04 06/15/04 11/15/04 08/15/03
Last Prin Pay 05/15/30 11/15/28 03/15/25 06/15/20 09/15/16 01/15/14 12/15/11 06/15/10
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS M-1
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.890%
Class Balance $9,500,000 Call No
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
98-08 8.157 8.242 8.298 8.355 8.408 8.447 8.468 8.467
98-08+ 8.156 8.239 8.295 8.352 8.404 8.442 8.464 8.462
98-09 8.154 8.237 8.292 8.349 8.400 8.438 8.459 8.458
98-09+ 8.153 8.235 8.290 8.345 8.396 8.434 8.454 8.453
98-10 8.151 8.233 8.287 8.342 8.392 8.429 8.450 8.448
98-10+ 8.150 8.230 8.284 8.339 8.388 8.425 8.445 8.444
------------------------------------------------------------------------------------------------------------------------------------
98-11 8.148 8.228 8.281 8.335 8.384 8.421 8.441 8.439
98-11+ 8.147 8.226 8.278 8.332 8.381 8.416 8.436 8.435
98-12 8.145 8.223 8.276 8.328 8.377 8.412 8.432 8.430
98-12+ 8.144 8.221 8.273 8.325 8.373 8.408 8.427 8.425
98-13 8.142 8.219 8.270 8.322 8.369 8.403 8.423 8.421
98-13+ 8.141 8.217 8.267 8.318 8.365 8.399 8.418 8.416
98-14 8.139 8.214 8.264 8.315 8.361 8.395 8.413 8.412
98-14+ 8.138 8.212 8.262 8.312 8.357 8.391 8.409 8.407
98-15 8.136 8.210 8.259 8.308 8.353 8.386 8.404 8.403
98-15+ 8.135 8.208 8.256 8.305 8.349 8.382 8.400 8.398
------------------------------------------------------------------------------------------------------------------------------------
98-16 8.134 8.205 8.253 8.302 8.345 8.378 8.395 8.393
------------------------------------------------------------------------------------------------------------------------------------
98-16+ 8.132 8.203 8.250 8.298 8.341 8.373 8.391 8.389
98-17 8.131 8.201 8.248 8.295 8.338 8.369 8.386 8.384
98-17+ 8.129 8.199 8.245 8.291 8.334 8.365 8.382 8.380
98-18 8.128 8.196 8.242 8.288 8.330 8.360 8.377 8.375
98-18+ 8.126 8.194 8.239 8.285 8.326 8.356 8.372 8.371
98-19 8.125 8.192 8.236 8.281 8.322 8.352 8.368 8.366
98-19+ 8.123 8.190 8.234 8.278 8.318 8.347 8.363 8.362
98-20 8.122 8.187 8.231 8.275 8.314 8.343 8.359 8.357
98-20+ 8.120 8.185 8.228 8.271 8.310 8.339 8.354 8.352
98-21 8.119 8.183 8.225 8.268 8.306 8.335 8.350 8.348
------------------------------------------------------------------------------------------------------------------------------------
98-21+ 8.117 8.181 8.223 8.265 8.303 8.330 8.345 8.343
98-22 8.116 8.178 8.220 8.261 8.299 8.326 8.341 8.339
98-22+ 8.114 8.176 8.217 8.258 8.295 8.322 8.336 8.334
98-23 8.113 8.174 8.214 8.255 8.291 8.317 8.332 8.330
98-23+ 8.111 8.172 8.211 8.251 8.287 8.313 8.327 8.325
98-24 8.110 8.169 8.209 8.248 8.283 8.309 8.323 8.321
====================================================================================================================================
WAL (yr) 26.63 11.83 8.51 6.54 5.35 4.66 4.32 4.26
MDUR (yr) 10.62 6.99 5.65 4.69 4.04 3.66 3.46 3.45
First Prin Pay 01/15/23 04/15/06 09/15/04 10/15/03 11/15/03 01/15/04 02/15/04 05/15/04
Last Prin Pay 05/15/30 02/15/26 06/15/20 02/15/16 03/15/13 01/15/11 06/15/09 03/15/08
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS M-2
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.890%
Class Balance $8,500,000 Call No
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
95-04+ 8.462 8.704 8.870 9.046 9.213 9.351 9.450 9.505
95-05 8.460 8.701 8.867 9.042 9.209 9.347 9.445 9.500
95-05+ 8.459 8.699 8.865 9.039 9.205 9.342 9.440 9.494
95-06 8.457 8.696 8.862 9.035 9.201 9.337 9.435 9.489
95-06+ 8.456 8.694 8.859 9.031 9.197 9.333 9.430 9.484
95-07 8.454 8.692 8.856 9.028 9.193 9.328 9.425 9.479
------------------------------------------------------------------------------------------------------------------------------------
95-07+ 8.453 8.689 8.853 9.024 9.189 9.324 9.420 9.474
95-08 8.451 8.687 8.850 9.021 9.184 9.319 9.415 9.469
95-08+ 8.449 8.684 8.847 9.017 9.180 9.314 9.410 9.463
95-09 8.448 8.682 8.844 9.014 9.176 9.310 9.406 9.458
95-09+ 8.446 8.680 8.841 9.010 9.172 9.305 9.401 9.453
95-10 8.445 8.677 8.838 9.007 9.168 9.300 9.396 9.448
95-10+ 8.443 8.675 8.835 9.003 9.164 9.296 9.391 9.443
95-11 8.442 8.673 8.832 8.999 9.160 9.291 9.386 9.438
95-11+ 8.440 8.670 8.829 8.996 9.155 9.287 9.381 9.433
95-12 8.439 8.668 8.826 8.992 9.151 9.282 9.376 9.427
------------------------------------------------------------------------------------------------------------------------------------
95-12+ 8.437 8.665 8.823 8.989 9.147 9.277 9.371 9.422
------------------------------------------------------------------------------------------------------------------------------------
95-13 8.435 8.663 8.820 8.985 9.143 9.273 9.366 9.417
95-13+ 8.434 8.661 8.817 8.982 9.139 9.268 9.361 9.412
95-14 8.432 8.658 8.814 8.978 9.135 9.264 9.356 9.407
95-14+ 8.431 8.656 8.812 8.975 9.131 9.259 9.351 9.402
95-15 8.429 8.654 8.809 8.971 9.127 9.254 9.346 9.397
95-15+ 8.428 8.651 8.806 8.968 9.122 9.250 9.341 9.391
95-16 8.426 8.649 8.803 8.964 9.118 9.245 9.336 9.386
95-16+ 8.424 8.647 8.800 8.961 9.114 9.241 9.331 9.381
95-17 8.423 8.644 8.797 8.957 9.110 9.236 9.326 9.376
95-17+ 8.421 8.642 8.794 8.953 9.106 9.231 9.321 9.371
------------------------------------------------------------------------------------------------------------------------------------
95-18 8.420 8.639 8.791 8.950 9.102 9.227 9.316 9.366
95-18+ 8.418 8.637 8.788 8.946 9.098 9.222 9.312 9.361
95-19 8.417 8.635 8.785 8.943 9.094 9.218 9.307 9.355
95-19+ 8.415 8.632 8.782 8.939 9.090 9.213 9.302 9.350
95-20 8.414 8.630 8.779 8.936 9.085 9.208 9.297 9.345
95-20+ 8.412 8.628 8.776 8.932 9.081 9.204 9.292 9.340
====================================================================================================================================
WAL (yr) 26.62 11.72 8.39 6.45 5.25 4.53 4.11 3.89
MDUR (yr) 10.39 6.86 5.54 4.59 3.94 3.53 3.29 3.16
First Prin Pay 01/15/23 04/15/06 09/15/04 10/15/03 10/15/03 11/15/03 12/15/03 01/15/04
Last Prin Pay 04/15/30 07/15/24 10/15/18 09/15/14 01/15/12 01/15/10 08/15/08 06/15/07
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS B
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.890%
Class Balance $6,500,000 Call No
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
88-00+ 9.228 9.868 10.323 10.806 11.277 11.677 11.992 12.220
88-01 9.226 9.866 10.320 10.802 11.272 11.671 11.987 12.214
88-01+ 9.224 9.863 10.316 10.798 11.267 11.666 11.981 12.208
88-02 9.223 9.860 10.313 10.794 11.262 11.661 11.975 12.202
88-02+ 9.221 9.857 10.310 10.790 11.258 11.656 11.969 12.196
88-03 9.219 9.855 10.306 10.786 11.253 11.650 11.964 12.190
------------------------------------------------------------------------------------------------------------------------------------
88-03+ 9.217 9.852 10.303 10.782 11.248 11.645 11.958 12.183
88-04 9.215 9.849 10.300 10.777 11.243 11.640 11.952 12.177
88-04+ 9.214 9.847 10.296 10.773 11.239 11.634 11.946 12.171
88-05 9.212 9.844 10.293 10.769 11.234 11.629 11.941 12.165
88-05+ 9.210 9.841 10.290 10.765 11.229 11.624 11.935 12.159
88-06 9.208 9.839 10.286 10.761 11.225 11.618 11.929 12.153
88-06+ 9.206 9.836 10.283 10.757 11.220 11.613 11.923 12.147
88-07 9.205 9.833 10.280 10.753 11.215 11.608 11.918 12.141
88-07+ 9.203 9.831 10.276 10.749 11.210 11.603 11.912 12.135
88-08 9.201 9.828 10.273 10.745 11.206 11.597 11.906 12.129
------------------------------------------------------------------------------------------------------------------------------------
88-08+ 9.199 9.825 10.269 10.741 11.201 11.592 11.901 12.123
------------------------------------------------------------------------------------------------------------------------------------
88-09 9.198 9.822 10.266 10.737 11.196 11.587 11.895 12.117
88-09+ 9.196 9.820 10.263 10.733 11.192 11.581 11.889 12.111
88-10 9.194 9.817 10.259 10.729 11.187 11.576 11.883 12.105
88-10+ 9.192 9.814 10.256 10.725 11.182 11.571 11.878 12.099
88-11 9.190 9.812 10.253 10.721 11.177 11.566 11.872 12.093
88-11+ 9.189 9.809 10.249 10.717 11.173 11.560 11.866 12.087
88-12 9.187 9.806 10.246 10.713 11.168 11.555 11.860 12.081
88-12+ 9.185 9.804 10.243 10.709 11.163 11.550 11.855 12.075
88-13 9.183 9.801 10.239 10.705 11.159 11.545 11.849 12.068
88-13+ 9.181 9.798 10.236 10.701 11.154 11.539 11.843 12.062
------------------------------------------------------------------------------------------------------------------------------------
88-14 9.180 9.796 10.233 10.697 11.149 11.534 11.838 12.056
88-14+ 9.178 9.793 10.229 10.693 11.144 11.529 11.832 12.050
88-15 9.176 9.790 10.226 10.689 11.140 11.523 11.826 12.044
88-15+ 9.174 9.788 10.223 10.685 11.135 11.518 11.820 12.038
88-16 9.173 9.785 10.219 10.681 11.130 11.513 11.815 12.032
88-16+ 9.171 9.782 10.216 10.677 11.126 11.508 11.809 12.026
====================================================================================================================================
WAL (yr) 26.58 11.32 8.06 6.19 5.03 4.32 3.88 3.61
MDUR (yr) 9.85 6.53 5.26 4.35 3.73 3.33 3.07 2.91
First Prin Pay 01/15/23 04/15/06 09/15/04 10/15/03 10/15/03 10/15/03 10/15/03 11/15/03
Last Prin Pay 02/15/30 09/15/21 01/15/16 08/15/12 04/15/10 08/15/08 05/15/07 06/15/06
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS A-1A
Price-DM Sensitivity Report
Settlement 09/29/00 Class Balance $55,000,000
Accrued Date 09/28/00 Accrued Days 1
Next Payment 10/15/00 Pass-Thru Margin 0.250%
Cleanup Call Yes
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
99-24 0.276 0.308 0.326 0.343 0.361 0.378 0.394 0.411
99-24+ 0.274 0.305 0.321 0.338 0.354 0.370 0.385 0.401
99-25 0.273 0.301 0.317 0.332 0.347 0.362 0.376 0.391
99-25+ 0.271 0.297 0.312 0.326 0.340 0.354 0.367 0.381
99-26 0.269 0.294 0.307 0.320 0.333 0.346 0.358 0.371
99-26+ 0.268 0.290 0.302 0.314 0.326 0.338 0.349 0.361
------------------------------------------------------------------------------------------------------------------------------------
99-27 0.266 0.286 0.297 0.308 0.319 0.330 0.340 0.351
99-27+ 0.264 0.283 0.293 0.303 0.312 0.322 0.331 0.341
99-28 0.263 0.279 0.288 0.297 0.305 0.314 0.322 0.330
99-28+ 0.261 0.275 0.283 0.291 0.298 0.306 0.313 0.320
99-29 0.260 0.272 0.278 0.285 0.291 0.298 0.304 0.310
99-29+ 0.258 0.268 0.274 0.279 0.285 0.290 0.295 0.300
99-30 0.256 0.265 0.269 0.273 0.278 0.282 0.286 0.290
99-30+ 0.255 0.261 0.264 0.267 0.271 0.274 0.277 0.280
99-31 0.253 0.257 0.259 0.262 0.264 0.266 0.268 0.270
99-31+ 0.252 0.254 0.255 0.256 0.257 0.258 0.259 0.260
------------------------------------------------------------------------------------------------------------------------------------
100-00 0.250 0.250 0.250 0.250 0.250 0.250 0.250 0.250
------------------------------------------------------------------------------------------------------------------------------------
100-00+ 0.248 0.246 0.245 0.244 0.243 0.242 0.241 0.240
100-01 0.247 0.243 0.240 0.238 0.236 0.234 0.232 0.230
100-01+ 0.245 0.239 0.236 0.232 0.229 0.226 0.223 0.220
100-02 0.244 0.235 0.231 0.227 0.222 0.218 0.214 0.210
100-02+ 0.242 0.232 0.226 0.221 0.215 0.210 0.205 0.200
100-03 0.240 0.228 0.222 0.215 0.209 0.202 0.196 0.190
100-03+ 0.239 0.225 0.217 0.209 0.202 0.194 0.187 0.180
100-04 0.237 0.221 0.212 0.203 0.195 0.186 0.178 0.170
100-04+ 0.236 0.217 0.207 0.198 0.188 0.178 0.169 0.160
100-05 0.234 0.214 0.203 0.192 0.181 0.170 0.160 0.150
------------------------------------------------------------------------------------------------------------------------------------
100-05+ 0.232 0.210 0.198 0.186 0.174 0.163 0.151 0.140
100-06 0.231 0.207 0.193 0.180 0.167 0.155 0.142 0.130
100-06+ 0.229 0.203 0.188 0.174 0.160 0.147 0.133 0.119
100-07 0.228 0.199 0.184 0.168 0.153 0.139 0.124 0.109
100-07+ 0.226 0.196 0.179 0.163 0.147 0.131 0.116 0.099
100-08 0.224 0.192 0.174 0.157 0.140 0.123 0.107 0.089
====================================================================================================================================
WAL (yr) 18.44 5.65 3.98 3.09 2.54 2.16 1.89 1.67
MDUR (yr) 9.30 4.12 3.15 2.57 2.17 1.88 1.67 1.49
First Prin Pay 10/15/00 10/15/00 10/15/00 10/15/00 10/15/00 10/15/00 10/15/00 10/15/00
Last Prin Pay 07/15/29 12/15/16 05/15/12 08/15/09 11/15/07 08/15/06 09/15/05 01/15/05
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS A-4F
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.610%
Class Balance $8,000,000 Call Yes
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
98-00 7.887 7.964 8.052 8.159 8.267 8.452 8.546 8.636
98-04 7.875 7.947 8.028 8.127 8.228 8.399 8.486 8.569
98-08 7.864 7.930 8.004 8.096 8.188 8.345 8.425 8.502
98-12 7.852 7.913 7.981 8.064 8.148 8.292 8.365 8.435
98-16 7.841 7.896 7.957 8.033 8.109 8.239 8.305 8.368
98-20 7.829 7.878 7.933 8.001 8.069 8.186 8.245 8.302
------------------------------------------------------------------------------------------------------------------------------------
98-24 7.818 7.861 7.910 7.970 8.030 8.133 8.185 8.235
98-28 7.807 7.844 7.886 7.938 7.991 8.080 8.125 8.169
99-00 7.795 7.827 7.863 7.907 7.952 8.027 8.066 8.103
99-04 7.784 7.810 7.840 7.876 7.912 7.975 8.006 8.036
99-08 7.773 7.793 7.816 7.845 7.873 7.922 7.947 7.970
99-12 7.761 7.776 7.793 7.813 7.834 7.869 7.887 7.904
99-16 7.750 7.759 7.770 7.782 7.795 7.817 7.828 7.839
99-20 7.739 7.742 7.746 7.751 7.756 7.765 7.769 7.773
99-24 7.728 7.725 7.723 7.720 7.717 7.712 7.710 7.707
99-28 7.716 7.709 7.700 7.689 7.678 7.660 7.651 7.642
------------------------------------------------------------------------------------------------------------------------------------
100-00 7.705 7.692 7.677 7.658 7.640 7.608 7.592 7.576
------------------------------------------------------------------------------------------------------------------------------------
100-04 7.694 7.675 7.654 7.627 7.601 7.556 7.533 7.511
100-08 7.683 7.658 7.631 7.596 7.562 7.504 7.474 7.446
100-12 7.672 7.641 7.607 7.566 7.524 7.452 7.416 7.381
100-16 7.661 7.625 7.584 7.535 7.485 7.400 7.357 7.316
100-20 7.649 7.608 7.562 7.504 7.447 7.348 7.299 7.251
100-24 7.638 7.591 7.539 7.474 7.408 7.297 7.240 7.186
100-28 7.627 7.575 7.516 7.443 7.370 7.245 7.182 7.122
101-00 7.616 7.558 7.493 7.412 7.332 7.194 7.124 7.057
101-04 7.605 7.542 7.470 7.382 7.293 7.142 7.066 6.993
101-08 7.594 7.525 7.447 7.351 7.255 7.091 7.008 6.928
------------------------------------------------------------------------------------------------------------------------------------
101-12 7.583 7.508 7.424 7.321 7.217 7.040 6.950 6.864
101-16 7.573 7.492 7.402 7.291 7.179 6.989 6.892 6.800
101-20 7.562 7.476 7.379 7.260 7.141 6.938 6.834 6.736
101-24 7.551 7.459 7.356 7.230 7.103 6.887 6.777 6.672
101-28 7.540 7.443 7.334 7.200 7.065 6.836 6.719 6.608
102-00 7.529 7.426 7.311 7.170 7.027 6.785 6.662 6.544
====================================================================================================================================
WAL (yr) 27.29 11.52 7.28 5.02 3.84 2.74 2.40 2.14
MDUR (yr) 11.11 7.39 5.37 4.02 3.21 2.39 2.11 1.90
First Prin Pay 06/15/27 09/15/10 09/15/06 02/15/05 01/15/04 04/15/03 01/15/03 10/15/02
Last Prin Pay 07/15/28 11/15/13 10/15/09 07/15/06 02/15/05 08/15/03 04/15/03 01/15/03
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS A-5F
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.890%
Class Balance $17,500,000 Call Yes
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
97-31+ 8.475 8.475 8.475 8.475 8.475 8.475 8.475 8.475
98-03+ 8.441 8.441 8.441 8.441 8.441 8.441 8.441 8.441
98-07+ 8.408 8.408 8.408 8.408 8.408 8.408 8.408 8.408
98-11+ 8.374 8.374 8.374 8.374 8.374 8.374 8.374 8.374
98-15+ 8.341 8.341 8.341 8.341 8.341 8.341 8.341 8.341
98-19+ 8.307 8.307 8.307 8.307 8.307 8.307 8.307 8.307
------------------------------------------------------------------------------------------------------------------------------------
98-23+ 8.274 8.274 8.274 8.274 8.274 8.274 8.274 8.274
98-27+ 8.241 8.241 8.241 8.241 8.241 8.241 8.241 8.241
98-31+ 8.208 8.208 8.208 8.208 8.208 8.208 8.208 8.208
99-03+ 8.175 8.175 8.175 8.175 8.175 8.175 8.175 8.175
99-07+ 8.142 8.142 8.142 8.142 8.142 8.142 8.142 8.142
99-11+ 8.109 8.109 8.109 8.109 8.109 8.109 8.109 8.109
99-15+ 8.076 8.076 8.076 8.076 8.076 8.076 8.076 8.076
99-19+ 8.043 8.043 8.043 8.043 8.043 8.043 8.043 8.043
99-23+ 8.010 8.010 8.010 8.010 8.010 8.010 8.010 8.010
99-27+ 7.977 7.977 7.977 7.977 7.977 7.977 7.977 7.977
------------------------------------------------------------------------------------------------------------------------------------
99-31+ 7.944 7.944 7.944 7.944 7.944 7.944 7.944 7.944
------------------------------------------------------------------------------------------------------------------------------------
100-03+ 7.912 7.912 7.912 7.912 7.912 7.912 7.912 7.912
100-07+ 7.879 7.879 7.879 7.879 7.879 7.879 7.879 7.879
100-11+ 7.846 7.846 7.846 7.846 7.846 7.846 7.846 7.846
100-15+ 7.814 7.814 7.814 7.814 7.814 7.814 7.814 7.814
100-19+ 7.781 7.781 7.781 7.781 7.781 7.781 7.781 7.781
100-23+ 7.749 7.749 7.749 7.749 7.749 7.749 7.749 7.749
100-27+ 7.717 7.717 7.717 7.717 7.717 7.717 7.717 7.717
100-31+ 7.684 7.684 7.684 7.684 7.684 7.684 7.684 7.684
101-03+ 7.652 7.652 7.652 7.652 7.652 7.652 7.652 7.652
101-07+ 7.620 7.620 7.620 7.620 7.620 7.620 7.620 7.620
------------------------------------------------------------------------------------------------------------------------------------
101-11+ 7.588 7.588 7.588 7.588 7.588 7.588 7.588 7.588
101-15+ 7.556 7.556 7.556 7.556 7.556 7.556 7.556 7.556
101-19+ 7.523 7.523 7.523 7.523 7.523 7.523 7.523 7.523
101-23+ 7.491 7.491 7.491 7.491 7.491 7.491 7.491 7.491
101-27+ 7.459 7.459 7.459 7.459 7.459 7.459 7.459 7.459
101-31+ 7.428 7.428 7.428 7.428 7.428 7.428 7.428 7.428
====================================================================================================================================
WAL (yr) 4.76 4.76 4.76 4.76 4.76 4.76 4.76 4.76
MDUR (yr) 3.80 3.80 3.80 3.80 3.80 3.80 3.80 3.80
First Prin Pay 08/15/03 08/15/03 08/15/03 08/15/03 08/15/03 08/15/03 08/15/03 08/15/03
Last Prin Pay 08/15/06 08/15/06 08/15/06 08/15/06 08/15/06 08/15/06 08/15/06 08/15/06
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS A-6F NAS
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.510%
Class Balance $12,000,000 Call Yes
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
98-00 7.841 7.935 7.956 7.973 7.993 8.025 8.064 8.137
98-04 7.825 7.912 7.932 7.948 7.966 7.996 8.032 8.099
98-08 7.810 7.889 7.907 7.922 7.939 7.966 8.000 8.062
98-12 7.794 7.867 7.883 7.897 7.912 7.937 7.967 8.024
98-16 7.778 7.844 7.859 7.871 7.885 7.908 7.935 7.987
98-20 7.763 7.822 7.835 7.846 7.859 7.879 7.903 7.950
------------------------------------------------------------------------------------------------------------------------------------
98-24 7.747 7.799 7.811 7.821 7.832 7.850 7.872 7.912
98-28 7.731 7.777 7.787 7.796 7.805 7.821 7.840 7.875
99-00 7.716 7.754 7.763 7.770 7.779 7.792 7.808 7.838
99-04 7.700 7.732 7.739 7.745 7.752 7.763 7.776 7.801
99-08 7.685 7.710 7.715 7.720 7.725 7.734 7.744 7.764
99-12 7.669 7.688 7.692 7.695 7.699 7.705 7.713 7.727
99-16 7.654 7.665 7.668 7.670 7.672 7.676 7.681 7.690
99-20 7.639 7.643 7.644 7.645 7.646 7.647 7.649 7.653
99-24 7.623 7.621 7.620 7.620 7.620 7.619 7.618 7.616
99-28 7.608 7.599 7.597 7.595 7.593 7.590 7.586 7.579
------------------------------------------------------------------------------------------------------------------------------------
100-00 7.593 7.577 7.573 7.570 7.567 7.561 7.555 7.542
------------------------------------------------------------------------------------------------------------------------------------
100-04 7.577 7.555 7.550 7.545 7.541 7.533 7.523 7.506
100-08 7.562 7.533 7.526 7.521 7.514 7.504 7.492 7.469
100-12 7.547 7.511 7.503 7.496 7.488 7.476 7.461 7.433
100-16 7.532 7.489 7.479 7.471 7.462 7.447 7.429 7.396
100-20 7.516 7.467 7.456 7.446 7.436 7.419 7.398 7.360
100-24 7.501 7.445 7.432 7.422 7.410 7.391 7.367 7.323
100-28 7.486 7.423 7.409 7.397 7.384 7.362 7.336 7.287
101-00 7.471 7.402 7.386 7.373 7.358 7.334 7.305 7.251
101-04 7.456 7.380 7.362 7.348 7.332 7.306 7.274 7.215
101-08 7.441 7.358 7.339 7.324 7.306 7.278 7.243 7.178
------------------------------------------------------------------------------------------------------------------------------------
101-12 7.426 7.337 7.316 7.299 7.280 7.249 7.212 7.142
101-16 7.411 7.315 7.293 7.275 7.254 7.221 7.181 7.106
101-20 7.396 7.293 7.270 7.251 7.228 7.193 7.150 7.070
101-24 7.381 7.272 7.247 7.226 7.203 7.165 7.120 7.034
101-28 7.366 7.250 7.224 7.202 7.177 7.137 7.089 6.999
102-00 7.351 7.229 7.201 7.178 7.151 7.109 7.058 6.963
====================================================================================================================================
WAL (yr) 14.34 7.98 7.21 6.68 6.16 5.51 4.90 4.09
MDUR (yr) 8.12 5.64 5.27 5.00 4.73 4.34 3.95 3.39
First Prin Pay 10/15/03 10/15/03 10/15/03 10/15/03 01/15/04 06/15/04 11/15/04 08/15/03
Last Prin Pay 07/15/29 12/15/16 05/15/12 08/15/09 11/15/07 08/15/06 09/15/05 01/15/05
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS M-1
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.890%
Class Balance $8,500,000 Call Yes
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
95-04+ 8.462 8.707 8.882 9.069 9.247 9.394 9.498 9.552
95-05 8.460 8.705 8.879 9.065 9.243 9.389 9.493 9.547
95-05+ 8.459 8.703 8.876 9.061 9.239 9.385 9.488 9.541
95-06 8.457 8.700 8.873 9.057 9.234 9.380 9.483 9.536
95-06+ 8.456 8.698 8.870 9.054 9.230 9.375 9.478 9.530
95-07 8.454 8.695 8.867 9.050 9.226 9.370 9.472 9.525
------------------------------------------------------------------------------------------------------------------------------------
95-07+ 8.453 8.693 8.864 9.046 9.221 9.365 9.467 9.520
95-08 8.451 8.690 8.861 9.043 9.217 9.360 9.462 9.514
95-08+ 8.449 8.688 8.858 9.039 9.213 9.355 9.457 9.509
95-09 8.448 8.686 8.855 9.035 9.208 9.351 9.451 9.503
95-09+ 8.446 8.683 8.852 9.031 9.204 9.346 9.446 9.498
95-10 8.445 8.681 8.849 9.028 9.200 9.341 9.441 9.493
95-10+ 8.443 8.678 8.846 9.024 9.195 9.336 9.436 9.487
95-11 8.442 8.676 8.843 9.020 9.191 9.331 9.431 9.482
95-11+ 8.440 8.673 8.840 9.017 9.187 9.326 9.425 9.476
95-12 8.438 8.671 8.837 9.013 9.182 9.321 9.420 9.471
------------------------------------------------------------------------------------------------------------------------------------
95-12+ 8.437 8.669 8.834 9.009 9.178 9.317 9.415 9.466
------------------------------------------------------------------------------------------------------------------------------------
95-13 8.435 8.666 8.831 9.006 9.174 9.312 9.410 9.460
95-13+ 8.434 8.664 8.827 9.002 9.169 9.307 9.405 9.455
95-14 8.432 8.661 8.824 8.998 9.165 9.302 9.399 9.449
95-14+ 8.431 8.659 8.821 8.994 9.161 9.297 9.394 9.444
95-15 8.429 8.656 8.818 8.991 9.156 9.292 9.389 9.439
95-15+ 8.427 8.654 8.815 8.987 9.152 9.288 9.384 9.433
95-16 8.426 8.652 8.812 8.983 9.148 9.283 9.379 9.428
95-16+ 8.424 8.649 8.809 8.980 9.143 9.278 9.373 9.422
95-17 8.423 8.647 8.806 8.976 9.139 9.273 9.368 9.417
95-17+ 8.421 8.644 8.803 8.972 9.135 9.268 9.363 9.412
------------------------------------------------------------------------------------------------------------------------------------
95-18 8.420 8.642 8.800 8.969 9.130 9.263 9.358 9.406
95-18+ 8.418 8.639 8.797 8.965 9.126 9.259 9.353 9.401
95-19 8.417 8.637 8.794 8.961 9.122 9.254 9.347 9.396
95-19+ 8.415 8.635 8.791 8.958 9.117 9.249 9.342 9.390
95-20 8.413 8.632 8.788 8.954 9.113 9.244 9.337 9.385
95-20+ 8.412 8.630 8.785 8.950 9.109 9.239 9.332 9.379
====================================================================================================================================
WAL (yr) 26.53 10.93 7.77 5.95 4.85 4.20 3.83 3.66
MDUR (yr) 10.38 6.70 5.35 4.40 3.76 3.36 3.12 3.02
First Prin Pay 01/15/23 04/15/06 09/15/04 10/15/03 10/15/03 11/15/03 12/15/03 01/15/04
Last Prin Pay 07/15/29 12/15/16 05/15/12 08/15/09 11/15/07 08/15/06 09/15/05 01/15/05
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS M-2
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.890%
Class Balance $8,500,000 Call Yes
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
===================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
95-04+ 8.462 8.707 8.882 9.069 9.247 9.394 9.498 9.552
95-05 8.460 8.705 8.879 9.065 9.243 9.389 9.493 9.547
95-05+ 8.459 8.703 8.876 9.061 9.239 9.385 9.488 9.541
95-06 8.457 8.700 8.873 9.057 9.234 9.380 9.483 9.536
95-06+ 8.456 8.698 8.870 9.054 9.230 9.375 9.478 9.530
95-07 8.454 8.695 8.867 9.050 9.226 9.370 9.472 9.525
-----------------------------------------------------------------------------------------------------------------------------------
95-07+ 8.453 8.693 8.864 9.046 9.221 9.365 9.467 9.520
95-08 8.451 8.690 8.861 9.043 9.217 9.360 9.462 9.514
95-08+ 8.449 8.688 8.858 9.039 9.213 9.355 9.457 9.509
95-09 8.448 8.686 8.855 9.035 9.208 9.351 9.451 9.503
95-09+ 8.446 8.683 8.852 9.031 9.204 9.346 9.446 9.498
95-10 8.445 8.681 8.849 9.028 9.200 9.341 9.441 9.493
95-10+ 8.443 8.678 8.846 9.024 9.195 9.336 9.436 9.487
95-11 8.442 8.676 8.843 9.020 9.191 9.331 9.431 9.482
95-11+ 8.440 8.673 8.840 9.017 9.187 9.326 9.425 9.476
95-12 8.438 8.671 8.837 9.013 9.182 9.321 9.420 9.471
-----------------------------------------------------------------------------------------------------------------------------------
95-12+ 8.437 8.669 8.834 9.009 9.178 9.317 9.415 9.466
-----------------------------------------------------------------------------------------------------------------------------------
95-13 8.435 8.666 8.831 9.006 9.174 9.312 9.410 9.460
95-13+ 8.434 8.664 8.827 9.002 9.169 9.307 9.405 9.455
95-14 8.432 8.661 8.824 8.998 9.165 9.302 9.399 9.449
95-14+ 8.431 8.659 8.821 8.994 9.161 9.297 9.394 9.444
95-15 8.429 8.656 8.818 8.991 9.156 9.292 9.389 9.439
95-15+ 8.427 8.654 8.815 8.987 9.152 9.288 9.384 9.433
95-16 8.426 8.652 8.812 8.983 9.148 9.283 9.379 9.428
95-16+ 8.424 8.649 8.809 8.980 9.143 9.278 9.373 9.422
95-17 8.423 8.647 8.806 8.976 9.139 9.273 9.368 9.417
95-17+ 8.421 8.644 8.803 8.972 9.135 9.268 9.363 9.412
-----------------------------------------------------------------------------------------------------------------------------------
95-18 8.420 8.642 8.800 8.969 9.130 9.263 9.358 9.406
95-18+ 8.418 8.639 8.797 8.965 9.126 9.259 9.353 9.401
95-19 8.417 8.637 8.794 8.961 9.122 9.254 9.347 9.396
95-19+ 8.415 8.635 8.791 8.958 9.117 9.249 9.342 9.390
95-20 8.413 8.632 8.788 8.954 9.113 9.244 9.337 9.385
95-20+ 8.412 8.630 8.785 8.950 9.109 9.239 9.332 9.379
===================================================================================================================================
WAL (yr) 26.53 10.93 7.77 5.95 4.85 4.20 3.83 3.66
MDUR (yr) 10.38 6.70 5.35 4.40 3.76 3.36 3.12 3.02
First Prin Pay 01/15/23 04/15/06 09/15/04 10/15/03 10/15/03 11/15/03 12/15/03 01/15/04
Last Prin Pay 07/15/29 12/15/16 05/15/12 08/15/09 11/15/07 08/15/06 09/15/05 01/15/05
-----------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
<PAGE>
Delta Home Equity Loan Trust, Series 2000-3 CLASS B
Price-Yield Sensitivity Report
Settlement 09/29/00 Accrued Days 28
Next Payment 10/15/00 Security Coupon 7.890%
Class Balance $6,500,000 Call Yes
FRM PPC: 4%-20% CPR over 12 Months
ARM PPC: 4%-35% CPR over 30 Months
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Flat
Price 0% PPC 50% PPC 75% PPC 100% PPC 125% PPC 150% PPC 175% PPC 200% PPC
====================================================================================================================================
<S> <C> <C> <C> <C> <C> <C> <C> <C>
88-00+ 9.228 9.884 10.354 10.856 11.343 11.758 12.083 12.309
88-01 9.226 9.881 10.351 10.852 11.338 11.752 12.077 12.303
88-01+ 9.225 9.879 10.348 10.847 11.333 11.747 12.071 12.297
88-02 9.223 9.876 10.344 10.843 11.328 11.741 12.065 12.290
88-02+ 9.221 9.873 10.341 10.839 11.323 11.736 12.059 12.284
88-03 9.219 9.871 10.337 10.835 11.318 11.731 12.054 12.278
------------------------------------------------------------------------------------------------------------------------------------
88-03+ 9.217 9.868 10.334 10.831 11.314 11.725 12.048 12.272
88-04 9.216 9.865 10.330 10.827 11.309 11.720 12.042 12.265
88-04+ 9.214 9.862 10.327 10.823 11.304 11.714 12.036 12.259
88-05 9.212 9.860 10.324 10.819 11.299 11.709 12.030 12.253
88-05+ 9.210 9.857 10.320 10.814 11.294 11.703 12.024 12.247
88-06 9.209 9.854 10.317 10.810 11.289 11.698 12.018 12.241
88-06+ 9.207 9.851 10.313 10.806 11.285 11.693 12.012 12.234
88-07 9.205 9.849 10.310 10.802 11.280 11.687 12.006 12.228
88-07+ 9.203 9.846 10.307 10.798 11.275 11.682 12.001 12.222
88-08 9.201 9.843 10.303 10.794 11.270 11.676 11.995 12.216
------------------------------------------------------------------------------------------------------------------------------------
88-08+ 9.200 9.841 10.300 10.790 11.265 11.671 11.989 12.210
------------------------------------------------------------------------------------------------------------------------------------
88-09 9.198 9.838 10.296 10.786 11.261 11.666 11.983 12.203
88-09+ 9.196 9.835 10.293 10.781 11.256 11.660 11.977 12.197
88-10 9.194 9.832 10.290 10.777 11.251 11.655 11.971 12.191
88-10+ 9.192 9.830 10.286 10.773 11.246 11.649 11.965 12.185
88-11 9.191 9.827 10.283 10.769 11.241 11.644 11.959 12.179
88-11+ 9.189 9.824 10.280 10.765 11.236 11.639 11.954 12.173
88-12 9.187 9.822 10.276 10.761 11.232 11.633 11.948 12.166
88-12+ 9.185 9.819 10.273 10.757 11.227 11.628 11.942 12.160
88-13 9.184 9.816 10.269 10.753 11.222 11.622 11.936 12.154
88-13+ 9.182 9.813 10.266 10.749 11.217 11.617 11.930 12.148
------------------------------------------------------------------------------------------------------------------------------------
88-14 9.180 9.811 10.263 10.744 11.212 11.612 11.924 12.142
88-14+ 9.178 9.808 10.259 10.740 11.208 11.606 11.918 12.135
88-15 9.176 9.805 10.256 10.736 11.203 11.601 11.913 12.129
88-15+ 9.175 9.803 10.252 10.732 11.198 11.595 11.907 12.123
88-16 9.173 9.800 10.249 10.728 11.193 11.590 11.901 12.117
88-16+ 9.171 9.797 10.246 10.724 11.188 11.585 11.895 12.111
====================================================================================================================================
WAL (yr) 26.53 10.93 7.76 5.95 4.84 4.16 3.74 3.50
MDUR (yr) 9.84 6.46 5.18 4.27 3.65 3.25 2.99 2.84
First Prin Pay 01/15/23 04/15/06 09/15/04 10/15/03 10/15/03 10/15/03 10/15/03 11/15/03
Last Prin Pay 07/15/29 12/15/16 05/15/12 08/15/09 11/15/07 08/15/06 09/15/05 01/15/05
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
"Full Price" = "Flat Price" + Accrued Interest.
Duration and related sensitivities are calculated at midpoint price.
These Computation 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.
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.
GREENWICH CAPITAL
--------------------------------------------------------------------------------
