<TABLE>
<CAPTION>
MORGAN STANLEY DEAN WITTER
Page 1 of 1
07/ 18/ 2000 10: 46: 40 CARVE Version 447.0 /u/ rusty/ struct/ csfb_ 00- c1/ carve/ red/ Totalpool. carve
CSFB CSFB 2000- C1 SERIES 2000- C1 CLASS A2
<S> <C> <C> <C> <C> <C> <C> <C>
Class A2 CUSIP N/A Dated Date 07/11/2000 Original 677,500,000.00
Balance
Delay 4 First Payment 08/15/2000 Factor 1.00000000 Lead Manager CSFB/MSDW
Date
Payment Freq Monthly Next Payment 08/15/2000 Current Balance 677,500,000.00 Orig Deal Size 1,111,999,815.00
Date
Yield Day Count 30/360 Settlement 08/03/2000 Coupon 7.615000 Num of Tranches 19
Date
Yield Freq Semi Annual Interest Freq Monthly Market Desc N/A Deal Age 0
Yield Table Date 07/18/2000
</TABLE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Prepay CPR 0 CPR 5 CPR 10 CPR 20 (!YM) CPR 5 (!YM) CPR 10 (!YM CPR20
------------------------------------------------------------------------------------------------------------------------------------
Price/Yield 99/08 7.842 7.842 7.842 7.843 7.842 7.842 7.842
99/12 7.822 7.822 7.823 7.823 7.822 7.822 7.823
99/16 7.802 7.803 7.803 7.803 7.802 7.803 7.803
99/20 7.783 7.783 7.783 7.783 7.783 7.783 7.783
99/24 7.763 7.763 7.763 7.763 7.763 7.763 7.763
99/28 7.743 7.743 7.743 7.743 7.743 7.743 7.743
100/00 7.723 7.724 7.724 7.724 7.723 7.724 7.724
100/04 7.704 7.704 7.704 7.704 7.704 7.704 7.704
100/08 7.684 7.684 7.684 7.684 7.684 7.684 7.684
100/12 7.665 7.665 7.665 7.665 7.665 7.665 7.665
100/16 7.645 7.645 7.645 7.645 7.645 7.645 7.645
100/20 7.625 7.626 7.626 7.625 7.625 7.626 7.626
100/24 7.606 7.606 7.606 7.606 7.606 7.606 7.606
100/28 7.587 7.587 7.586 7.586 7.587 7.587 7.587
101/00 7.567 7.567 7.567 7.567 7.567 7.567 7.567
101/04 7.548 7.548 7.548 7.547 7.548 7.548 7.548
101/08 7.528 7.528 7.528 7.528 7.528 7.528 7.528
101/12 7.509 7.509 7.509 7.509 7.509 7.509 7.509
101/16 7.490 7.490 7.489 7.489 7.490 7.490 7.489
101/20 7.470 7.470 7.470 7.470 7.470 7.470 7.470
101/24 7.451 7.451 7.451 7.451 7.451 7.451 7.451
Average Life 9.11 9.10 9.09 9.08 9.11 9.10 9.09
First Prin 07/15/2008 06/15/2008 06/15/2008 07/15/2008 07/15/2008 07/15/2008 06/15/2008
Last Prin 04/15/2010 04/15/2010 04/15/2010 04/15/2010 04/15/2010 04/15/2010 04/15/2010
Payment Window 22 23 23 23 22 22 23
Accrual Factor 0.4654 0.4654 0.4654 0.4654 0.4654 0.4654 0.4654
Mod Duration @100/16 6.33 6.33 6.33 6.32 6.33 6.33 6.32
Page 1 of 1
This information is being delivered to a specific number of prospective sophisticated investors in order to assist them in
determining whether they have an interest in the type of security described herein. It has been prepared solely for information
purposes and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. No representation or warranty can be given with respect to the accuracy or completeness of the
information, or with respect to the terms of any future offer of securities conforming to the terms hereof. Any such offer of
securities would be made pursuant to a definitive Prospectus or Private Placement Memorandum, as the case may be, prepared by the
issuer which could contain material information not contained herein and to which the prospective purchasers are referred. In the
event of any such offering, this information shall be deemed superseded, amended and supplemented in its entirety by such Prospectus
or Private Placement Memorandum. Such Prospectus or Private Placement Memorandum will contain all material information in respect of
any securities offered thereby and any decision to invest in such securities should be made solely in reliance upon such Prospectus
or Private Placement Memorandum. Certain assumptions may have been made in this analysis which have resulted in any returns detailed
herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact
on any returns detailed. Morgan Stanley & Co. Incorporated disclaims any and all liability relating to this information, including
without limitation any express or implied representations or warranties for, statements contained in, and omissions from, this
information. Additional information is available upon request. Morgan Stanley & Co. Incorporated and others associated with it may
have positions in, and may effect transaction in, securities and instruments of issuers mentioned herein and may also perform or
seek to perform investment banking services for the issuers of such securities and instruments. Past performance is not necessarily
indicative of future results. Price and availability are subject to change without notice. To our readers worldwide: In addition,
please note that this publication has been issued by Morgan Stanley &Co. Incorporated, approved by Morgan Stanley International
Limited, a member of The Securities and Futures Authority, and by Morgan Stanley Japan Ltd. We recommend that such investors obtain
the advice of their Morgan Stanley & Co. Incorporated, Morgan Stanley International or Morgan Stanley Japan Ltd. representative
about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U. K. SECURITIES AND FUTURES AUTHORITY.
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
MORGAN STANLEY DEAN WITTER
Page 1 of 1
07/ 18/ 2000 10: 54: 11 CARVE Version 447.0 /u/ rusty/ struct/ csfb_ 00- c1/ carve/ red/ Totalpool. carve
CSFB CSFB 2000- C1 SERIES 2000- C1 CLASS A2
<S> <C> <C> <C> <C> <C> <C> <C>
Class A2 CUSIP N/A Dated Date 07/11/2000 Original 677,500,000.00
Balance
Delay 4 First Payment 08/15/2000 Factor 1.00000000 Lead Manager CSFB/MSDW
Date
Payment Freq Monthly Next Payment 08/15/2000 Current Balance 677,500,000.00 Orig Deal Size 1,111,999,815.00
Date
Yield Day Count 30/360 Settlement 08/03/2000 Coupon 7.615000 Num of Tranches 19
Date
Yield Freq Semi Annual Interest Freq Monthly Market Desc N/A Deal Age 0
Yield Table Date 07/18/2000
</TABLE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Prepay CPR 0 (!YM) CPR 5 (!YM) CPR 10 (!YM) CPR 20 (!YM) CPR 5 (!YM) CPR 10 (!YM CPR20
Ball Ext 50% 36 mos 50% 36 mos 50% 36 mos 36 mos 36 mos 36 mos
------------------------------------------------------------------------------------------------------------------------------------
Price/Yield 99/08 7.842 7.836 7.837 7.839 7.826 7.828 7.831
99/12 7.822 7.817 7.818 7.820 7.810 7.811 7.814
99/16 7.802 7.799 7.799 7.801 7.793 7.794 7.796
99/20 7.783 7.780 7.781 7.781 7.776 7.777 7.788
99/24 7.763 7.761 7.762 7.762 7.759 7.760 7.760
99/28 7.743 7.743 7.743 7.743 7.742 7.742 7.743
100/00 7.723 7.724 7.724 7.724 7.726 7.725 7.725
100/04 7.704 7.706 7.706 7.705 7.709 7.708 7.708
100/08 7.684 7.687 7.687 7.686 7.692 7.691 7.690
100/12 7.665 7.669 7.668 7.667 7.675 7.674 7.673
100/16 7.645 7.650 7.650 7.649 7.659 7.658 7.655
100/20 7.625 7.632 7.631 7.630 7.642 7.641 7.638
100/24 7.606 7.614 7.613 7.611 7.626 7.624 7.620
100/28 7.587 7.595 7.594 7.592 7.609 7.607 7.603
101/00 7.567 7.577 7.576 7.573 7.593 7.590 7.585
101/04 7.548 7.559 7.557 7.555 7.576 7.573 7.568
101/08 7.528 7.541 7.539 7.536 7.560 7.557 7.551
101/12 7.509 7.522 7.520 7.517 7.543 7.540 7.533
101/16 7.490 7.504 7.502 7.499 7.527 7.523 7.516
101/20 7.470 7.486 7.484 7.480 7.510 7.506 7.499
101/24 7.451 7.468 7.465 7.461 7.494 7.490 7.482
Average Life 9.11 9.98 9.83 9.60 11.67 11.35 10.78
First Prin 07/15/2008 10/15/2008 10/15/2008 10/15/2008 01/15/2008 09/15/2008 05/15/2008
Last Prin 04/15/2010 10/15/2012 07/15/2012 12/15/2011 04/15/2013 03/15/2013 01/15/2013
Payment Window 22 49 46 39 40 43 45
Accrual Factor 0.4654 0.4654 0.4654 0.4654 0.4654 0.4654 0.4654
Mod Duration @100/16 6.33 6.73 6.66 6.56 7.45 7.32 7.08
Page 1 of 1
This information is being delivered to a specific number of prospective sophisticated investors in order to assist them in
determining whether they have an interest in the type of security described herein. It has been prepared solely for information
purposes and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. No representation or warranty can be given with respect to the accuracy or completeness of the
information, or with respect to the terms of any future offer of securities conforming to the terms hereof. Any such offer of
securities would be made pursuant to a definitive Prospectus or Private Placement Memorandum, as the case may be, prepared by the
issuer which could contain material information not contained herein and to which the prospective purchasers are referred. In the
event of any such offering, this information shall be deemed superseded, amended and supplemented in its entirety by such Prospectus
or Private Placement Memorandum. Such Prospectus or Private Placement Memorandum will contain all material information in respect of
any securities offered thereby and any decision to invest in such securities should be made solely in reliance upon such Prospectus
or Private Placement Memorandum. Certain assumptions may have been made in this analysis which have resulted in any returns detailed
herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact
on any returns detailed. Morgan Stanley & Co. Incorporated disclaims any and all liability relating to this information, including
without limitation any express or implied representations or warranties for, statements contained in, and omissions from, this
information. Additional information is available upon request. Morgan Stanley & Co. Incorporated and others associated with it may
have positions in, and may effect transaction in, securities and instruments of issuers mentioned herein and may also perform or
seek to perform investment banking services for the issuers of such securities and instruments. Past performance is not necessarily
indicative of future results. Price and availability are subject to change without notice. To our readers worldwide: In addition,
please note that this publication has been issued by Morgan Stanley &Co. Incorporated, approved by Morgan Stanley International
Limited, a member of The Securities and Futures Authority, and by Morgan Stanley Japan Ltd. We recommend that such investors obtain
the advice of their Morgan Stanley & Co. Incorporated, Morgan Stanley International or Morgan Stanley Japan Ltd. representative
about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U. K. SECURITIES AND FUTURES AUTHORITY.
</TABLE>
<PAGE>
<TABLE>
MORGAN STANLEY DEAN WITTER
07/ 18/ 2000 11:06:29 CARVE Version 447.0 /u/ rusty/ struct/ csfb_ 00- c1/ carve/ red/ Totalpool. carve
CSFB CSFB 2000-C1 Series 2000-C1 Class A2
-----------------------------------------
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
Class A2 Cusip N/A Dated Date 07/11/2000 Original Balance 677,500,000.00
Delay 4 First Payment Date 08/15/2000 Factor 1.00000000 Lead Manager CSFB/MSDW
Payment Freq Monthly Next Payment Date 08/15/2000 Current Balance 677,500,000.00 Orig Deal Size 1,111,999,815.00
Yield Day Count 30/360 Settlement Date 08/03/2000 Coupon 7.6150 Num of Tranches 19
Yield Freq SemiAnnual Interest Freq Monthly Market Desc N/A Deal Age 0
Yield Table Date 07/18/2000
</TABLE>
<TABLE>
Prepay CPR 0 Scen LG1-25 Scen LG1-50 Scen LG2-25 Scen LG2-50 Scen LG3-25 Scen LG3-50
---------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Price/Yield
99/08 7.842 7.842 7.842 7.843 7.842 7.844 7.843
99/12 7.822 7.822 7.822 7.823 7.823 7.824 7.823
99/16 7.802 7.803 7.802 7.803 7.803 7.804 7.803
99/20 7.783 7.783 7.783 7.783 7.783 7.784 7.783
99/24 7.763 7.763 7.763 7.763 7.763 7.763 7.763
99/28 7.743 7.743 7.743 7.743 7.743 7.743 7.743
100/00 7.723 7.723 7.723 7.723 7.723 7.723 7.723
100/04 7.704 7.704 7.704 7.703 7.704 7.703 7.704
100/08 7.684 7.684 7.684 7.684 7.684 7.683 7.684
100/12 7.665 7.664 7.665 7.664 7.664 7.663 7.664
100/16 7.645 7.645 7.645 7.644 7.645 7.643 7.644
100/20 7.625 7.625 7.626 7.624 7.625 7.623 7.625
100/24 7.606 7.606 7.606 7.605 7.605 7.603 7.605
100/28 7.587 7.586 7.587 7.585 7.586 7.583 7.585
101/00 7.567 7.567 7.567 7.565 7.566 7.563 7.566
101/04 7.548 7.547 7.548 7.546 7.547 7.544 7.546
101/08 7.528 7.528 7.528 7.526 7.528 7.524 7.527
101/12 7.509 7.508 7.509 7.507 7.508 7.504 7.507
101/16 7.490 7.489 7.490 7.487 7.489 7.484 7.488
101/20 7.470 7.470 7.470 7.468 7.469 7.465 7.468
101/24 7.451 7.450 7.451 7.448 7.450 7.445 7.449
Average Life 9.11 9.08 9.12 8.99 9.07 8.85 9.01
First Prin 07/15/2008 06/15/2008 06/15/2008 01/15/2008 06/15/2008 07/15/2006 02/15/2008
Last Prin 04/15/2010 04/15/2010 04/15/2010 04/15/2010 05/15/2010 05/15/2010 05/15/2010
Payment Window 22 23 23 28 24 47 28
Accrual Factor 0.4654 0.4654 0.4654 0.4654 0.4654 0.4654 0.4654
Mod Duration @100/16 6.33 6.32 6.34 6.27 6.31 6.20 6.29
Page 1 of 1
------------------------------------------------------------------------------------------------------------------------------------
This information is being delivered to a specific number of prospective sophisticated investors in order to assist them in
determining whether they have an interest in the type of security described herein. It has been prepared solely for information
purposes and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. No representation or warranty can be given with respect to the accuracy or completeness of the
information, or with respect to the terms of any future offer of securities conforming to the terms hereof. Any such offer of
securities would be made pursuant to a definitive Prospectus or Private Placement Memorandum, as the case may be, prepared by the
issuer which could contain material information not contained herein and to which the prospective purchasers are referred. In the
event of any such offering, this information shall be deemed superseded, amended and supplemented in its entirety by such Prospectus
or Private Placement Memorandum. Such Prospectus or Private Placement Memorandum will contain all material information in respect of
any securities offered thereby and any decision to invest in such securities should be made solely in reliance upon such Prospectus
or Private Placement Memorandum. Certain assumptions may have been made in this analysis which have resulted in any returns detailed
herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact
on any returns detailed. Morgan Stanley & Co. Incorporated disclaims any and all liability relating to this information, including
without limitation any express or implied representations or warranties for, statements contained in, and omissions from, this
information. Additional information is available upon request. Morgan Stanley & Co. Incorporated and others associated with it may
have positions in, and may effect transaction in, securities and instruments of issuers mentioned herein and may also perform or
seek to perform investment banking services for the issuers of such securities and instruments. Past performance is not necessarily
indicative of future results. Price and availability are subject to change without notice. To our readers worldwide: In addition,
please note that this publication has been issued by Morgan Stanley & Co. Incorporated, approved by Morgan Stanley International
Limited, a member of The Securities and Futures Authority, any by Morgan Stanley Japan Ltd. We recommend that such investors obtain
the advice of their Morgan Stanley & Co. Incorporated, Morgan Stanley International or Morgan Stanley Japan Ltd. representative
about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U. K. SECURITIES AND FUTURES AUTHORITY.
</TABLE>
<PAGE>
<TABLE>
MORGAN STANLEY DEAN WITTER
07/18/2000 10:57:41 CARVE Version 447.0 /u/ rusty/ struct/ csfb_ 00- c1/ carve/ red/ Totalpool. carve
CSFB CSFB 2000-C1 Series 2000-C1 Class A2
-----------------------------------------
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
Class A2 Cusip N/A Dated Date 07/11/2000 Original Balance 677,500,000.00
Delay 4 First Payment Date 08/15/2000 Factor 1.00000000 Lead Manager CSFB/MSDW
Payment Freq Monthly Next Payment Date 08/15/2000 Current Balance 677,500,000.00 Orig Deal Size 1,111,999,815.00
Yield Day Count 30/360 Settlement Date 08/03/2000 Coupon 7.6150 Num of Tranches 19
Yield Freq SemiAnnual Interest Freq Monthly Market Desc N/A Deal Age 0
Yield Table Date 07/18/2000
</TABLE>
<TABLE>
Prepay CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0 CPR 0
Default CDR 1 CDR 3 CDR 5 CDR 1 CDR 3 CDR 5
Advances YES YES YES YES YES YES
Recv Month 12 12 12 12 12 12
Losses 0.25 0.25 0.25 0.5 0.5 0.5
---------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Price/Yield
99/08 7.842 7.843 7.845 7.850 7.842 7.843 7.845
99/12 7.822 7.823 7.825 7.828 7.822 7.823 7.824
99/16 7.802 7.803 7.804 7.807 7.803 7.803 7.804
99/20 7.783 7.783 7.784 7.786 7.783 7.783 7.784
99/24 7.763 7.763 7.764 7.765 7.763 7.763 7.763
99/28 7.743 7.743 7.743 7.744 7.743 7.743 7.743
100/00 7.723 7.723 7.723 7.722 7.723 7.723 7.723
100/04 7.704 7.704 7.703 7.701 7.704 7.703 7.703
100/08 7.684 7.684 7.683 7.680 7.684 7.684 7.683
100/12 7.665 7.664 7.662 7.659 7.664 7.664 7.663
100/16 7.645 7.644 7.642 7.639 7.645 7.644 7.643
100/20 7.625 7.625 7.622 7.618 7.625 7.624 7.623
100/24 7.606 7.605 7.602 7.597 7.606 7.605 7.603
100/28 7.587 7.585 7.582 7.576 7.586 7.585 7.583
101/00 7.567 7.566 7.562 7.555 7.567 7.565 7.563
101/04 7.548 7.546 7.542 7.534 7.547 7.546 7.543
101/08 7.528 7.527 7.522 7.514 7.528 7.526 7.523
101/12 7.509 7.507 7.502 7.493 7.508 7.507 7.504
101/16 7.490 7.488 7.482 7.472 7.489 7.487 7.484
101/20 7.470 7.468 7.462 7.452 7.470 7.468 7.464
101/24 7.451 7.449 7.442 7.431 7.450 7.448 7.444
Average Life 9.11 9.02 8.74 8.33 9.08 9.00 8.84
First Prin 07/15/2008 05/15/2008 07/15/2006 03/15/2005 06/15/2008 08/15/2007 06/15/2006
Last Prin 04/15/2010 04/15/2010 04/15/2010 04/15/2010 04/15/2010 05/15/2010 05/15/2010
Payment Window 22 24 46 62 23 34 48
Accrual Factor 0.4654 0.4654 0.4654 0.4654 0.4654 0.4654 0.4654
Mod Duration @100/16 6.33 6.29 6.14 5.92 6.32 6.28 6.19
Page 1 of 1
------------------------------------------------------------------------------------------------------------------------------------
This information is being delivered to a specific number of prospective sophisticated investors in order to assist them in
determining whether they have an interest in the type of security described herein. It has been prepared solely for information
purposes and is not an offer to buy or sell or a solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. No representation or warranty can be given with respect to the accuracy or completeness of the
information, or with respect to the terms of any future offer of securities conforming to the terms hereof. Any such offer of
securities would be made pursuant to a definitive Prospectus or Private Placement Memorandum, as the case may be, prepared by the
issuer which could contain material information not contained herein and to which the prospective purchasers are referred. In the
event of any such offering, this information shall be deemed superseded, amended and supplemented in its entirety by such Prospectus
or Private Placement Memorandum. Such Prospectus or Private Placement Memorandum will contain all material information in respect of
any securities offered thereby and any decision to invest in such securities should be made solely in reliance upon such Prospectus
or Private Placement Memorandum. Certain assumptions may have been made in this analysis which have resulted in any returns detailed
herein. No representation is made that any returns indicated will be achieved. Changes to the assumptions may have a material impact
on any returns detailed. Morgan Stanley & Co. Incorporated disclaims any and all liability relating to this information, including
without limitation any express or implied representations or warranties for, statements contained in, and omissions from, this
information. Additional information is available upon request. Morgan Stanley & Co. Incorporated and others associated with it may
have positions in, and may effect transaction in, securities and instruments of issuers mentioned herein and may also perform or
seek to perform investment banking services for the issuers of such securities and instruments. Past performance is not necessarily
indicative of future results. Price and availability are subject to change without notice. To our readers worldwide: In addition,
please note that this publication has been issued by Morgan Stanley & Co. Incorporated, approved by Morgan Stanley International
Limited, a member of The Securities and Futures Authority, any by Morgan Stanley Japan Ltd. We recommend that such investors obtain
the advice of their Morgan Stanley & Co. Incorporated, Morgan Stanley International or Morgan Stanley Japan Ltd. representative
about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE CUSTOMERS AS DEFINED BY THE U. K. SECURITIES AND FUTURES AUTHORITY.
</TABLE>
<PAGE>
MORGAN STANLEY DEAN WITTER
<TABLE>
07/18/2000 10:35:04 CARVE Version 447.0 /u/ rusty/ struct/ csfb_ 00- c1/ carve/ red/ Totalpool. carve
CSFB CSFB 2000-C1 Series 2000-C1 Class A1
-----------------------------------------
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
Class A1 Cusip N/A Dated Date 07/11/2000 Original Balance 184,200,000.00
Delay 4 First Payment Date 08/15/2000 Factor 1.00000000 Lead Manager CSFB/MSDW
Payment Freq Monthly Next Payment Date 08/15/2000 Current Balance 184,200,000.00 Orig Deal Size 1,111,999,815.00
Yield Day Count 30/360 Settlement Date 08/03/2000 Coupon 7.40500 Num of Tranches 19
Yield Freq SemiAnnual Interest Freq Monthly Market Desc N/A Deal Age 0
Yield Table Date 07/18/2000
</TABLE>
Prepay CPR 0 (!YM) CPR 50 (!YM) CPR 100
---------------------------------------------------------------------
Price/Yield
98/24 7.790 7.793 7.800
98/28 7.761 7.764 7.770
99/00 7.732 7.734 7.740
99/04 7.703 7.705 7.710
99/08 7.674 7.676 7.680
99/12 7.645 7.647 7.651
99/16 7.616 7.618 7.621
99/20 7.587 7.589 7.591
99/24 7.559 7.560 7.562
99/28 7.530 7.531 7.532
100/00 7.501 7.502 7.502
100/04 7.473 7.473 7.473
100/08 7.444 7.445 7.444
100/12 7.416 7.416 7.414
100/16 7.387 7.387 7.385
100/20 7.359 7.359 7.356
100/24 7.331 7.330 7.326
100/28 7.302 7.302 7.297
101/00 7.274 7.273 7.268
101/04 7.246 7.245 7.239
101/08 7.218 7.216 7.210
Average Life 5.70 5.64 5.46
First Prin 08/15/2000 08/15/2000 08/15/2000
Last Prin 07/15/2008 06/15/2008 03/15/2008
Payment Window 96 95 92
Accrual Factor 0.4525 0.4525 0.4525
Mod Duration @100/16 4.35 4.32 4.22
Page 1 of 8
--------------------------------------------------------------------------------
This information is being delivered to a specific number of prospective
sophisticated investors in order to assist them in determining whether they have
an interest in the type of security described herein. It has been prepared
solely for information purposes and is not an offer to buy or sell or a
solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. No representation or warranty can be given
with respect to the accuracy or completeness of the information, or with respect
to the terms of any future offer of securities conforming to the terms hereof.
Any such offer of securities would be made pursuant to a definitive Prospectus
or Private Placement Memorandum, as the case may be, prepared by the issuer
which could contain material information not contained herein and to which the
prospective purchasers are referred. In the event of any such offering, this
information shall be deemed superseded, amended and supplemented in its entirety
by such Prospectus or Private Placement Memorandum. Such Prospectus or Private
Placement Memorandum will contain all material information in respect of any
securities offered thereby and any decision to invest in such securities should
be made solely in reliance upon such Prospectus or Private Placement Memorandum.
Certain assumptions may have been made in this analysis which have resulted in
any returns detailed herein. No representation is made that any returns
indicated will be achieved. Changes to the assumptions may have a material
impact on any returns detailed. Morgan Stanley & Co. Incorporated disclaims any
and all liability relating to this information, including without limitation any
express or implied representations or warranties for, statements contained in,
and omissions from, this information. Additional information is available upon
request. Morgan Stanley & Co. Incorporated and others associated with it may
have positions in, and may effect transaction in, securities and instruments of
issuers mentioned herein and may also perform or seek to perform investment
banking services for the issuers of such securities and instruments. Past
performance is not necessarily indicative of future results. Price and
availability are subject to change without notice. To our readers worldwide: In
addition, please note that this publication has been issued by Morgan Stanley &
Co. Incorporated, approved by Morgan Stanley International Limited, a member of
The Securities and Futures Authority, any by Morgan Stanley Japan Ltd. We
recommend that such investors obtain the advice of their Morgan Stanley & Co.
Incorporated, Morgan Stanley International or Morgan Stanley Japan Ltd.
representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE
CUSTOMERS AS DEFINED BY THE U. K. SECURITIES AND FUTURES AUTHORITY.
<PAGE>
MORGAN STANLEY DEAN WITTER
<TABLE>
07/18/2000 10:35:04 CARVE Version 447.0 /u/ rusty/ struct/ csfb_ 00- c1/ carve/ red/ Totalpool. carve
CSFB CSFB 2000-C1 Series 2000-C1 Class A2
-----------------------------------------
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
Class A2 Cusip N/A Dated Date 07/11/2000 Original Balance 677,500,000.00
Delay 4 First Payment Date 08/15/2000 Factor 1.00000000 Lead Manager CSFB/MSDW
Payment Freq Monthly Next Payment Date 08/15/2000 Current Balance 677,500,000.00 Orig Deal Size 1,111,999,815.00
Yield Day Count 30/360 Settlement Date 08/03/2000 Coupon 7.61500 Num of Tranches 19
Yield Freq SemiAnnual Interest Freq Monthly Market Desc N/A Deal Age 0
Yield Table Date 07/18/2000
</TABLE>
Prepay CPR 0 (!YM) CPR 50 (!YM) CPR 100
---------------------------------------------------------------------
Price/Yield
99/08 7.842 7.843 7.845
99/12 7.822 7.823 7.825
99/16 7.802 7.803 7.805
99/20 7.783 7.783 7.784
99/24 7.763 7.763 7.764
99/28 7.743 7.743 7.744
100/00 7.723 7.724 7.724
100/04 7.704 7.704 7.704
100/08 7.684 7.684 7.684
100/12 7.665 7.665 7.663
100/16 7.645 7.645 7.643
100/20 7.625 7.625 7.623
100/24 7.606 7.606 7.603
100/28 7.587 7.586 7.583
101/00 7.567 7.567 7.564
101/04 7.548 7.547 7.544
101/08 7.528 7.528 7.524
101/12 7.509 7.508 7.504
101/16 7.490 7.489 7.484
101/20 7.470 7.470 7.464
101/24 7.451 7.450 7.445
Average Life 9.11 9.05 8.80
First Prin 07/15/2008 06/15/2008 03/15/2008
Last Prin 04/15/2010 04/15/2010 01/15/2010
Payment Window 22 23 23
Accrual Factor 0.4654 0.4654 0.4654
Mod Duration @100/16 6.33 6.31 6.18
Page 2 of 8
--------------------------------------------------------------------------------
This information is being delivered to a specific number of prospective
sophisticated investors in order to assist them in determining whether they have
an interest in the type of security described herein. It has been prepared
solely for information purposes and is not an offer to buy or sell or a
solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. No representation or warranty can be given
with respect to the accuracy or completeness of the information, or with respect
to the terms of any future offer of securities conforming to the terms hereof.
Any such offer of securities would be made pursuant to a definitive Prospectus
or Private Placement Memorandum, as the case may be, prepared by the issuer
which could contain material information not contained herein and to which the
prospective purchasers are referred. In the event of any such offering, this
information shall be deemed superseded, amended and supplemented in its entirety
by such Prospectus or Private Placement Memorandum. Such Prospectus or Private
Placement Memorandum will contain all material information in respect of any
securities offered thereby and any decision to invest in such securities should
be made solely in reliance upon such Prospectus or Private Placement Memorandum.
Certain assumptions may have been made in this analysis which have resulted in
any returns detailed herein. No representation is made that any returns
indicated will be achieved. Changes to the assumptions may have a material
impact on any returns detailed. Morgan Stanley & Co. Incorporated disclaims any
and all liability relating to this information, including without limitation any
express or implied representations or warranties for, statements contained in,
and omissions from, this information. Additional information is available upon
request. Morgan Stanley & Co. Incorporated and others associated with it may
have positions in, and may effect transaction in, securities and instruments of
issuers mentioned herein and may also perform or seek to perform investment
banking services for the issuers of such securities and instruments. Past
performance is not necessarily indicative of future results. Price and
availability are subject to change without notice. To our readers worldwide: In
addition, please note that this publication has been issued by Morgan Stanley &
Co. Incorporated, approved by Morgan Stanley International Limited, a member of
The Securities and Futures Authority, any by Morgan Stanley Japan Ltd. We
recommend that such investors obtain the advice of their Morgan Stanley & Co.
Incorporated, Morgan Stanley International or Morgan Stanley Japan Ltd.
representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE
CUSTOMERS AS DEFINED BY THE U. K. SECURITIES AND FUTURES AUTHORITY.
<PAGE>
MORGAN STANLEY DEAN WITTER
<TABLE>
07/18/2000 10:35:04 CARVE Version 447.0 /u/ rusty/ struct/ csfb_ 00- c1/ carve/ red/ Totalpool. carve
CSFB CSFB 2000-C1 Series 2000-C1 Class B
----------------------------------------
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
Class B Cusip N/A Dated Date 07/11/2000 Original Balance 50,100,000.00
Delay 4 First Payment Date 08/15/2000 Factor 1.00000000 Lead Manager CSFB/MSDW
Payment Freq Monthly Next Payment Date 08/15/2000 Current Balance 50,100,000.00 Orig Deal Size 1,111,999,815.00
Yield Day Count 30/360 Settlement Date 08/03/2000 Coupon 5.00000 Num of Tranches 19
Yield Freq SemiAnnual Interest Freq Monthly Market Desc N/A Deal Age 0
Yield Table Date 07/18/2000 Credit Rating AA/AA
</TABLE>
Prepay CPR 0 (!YM) CPR 50 (!YM) CPR 100
---------------------------------------------------------------------
Price/Yield
99/08 7.997 7.999 8.003
99/12 7.978 7.980 7.983
99/16 7.959 7.960 7.964
99/20 7.940 7.941 7.944
99/24 7.921 7.922 7.925
99/28 7.902 7.903 7.906
100/00 7.883 7.884 7.886
100/04 7.864 7.865 7.867
100/08 7.845 7.847 7.848
100/12 7.826 7.828 7.829
100/16 7.807 7.809 7.809
100/20 7.789 7.790 7.790
100/24 7.770 7.771 7.771
100/28 7.751 7.753 7.752
101/00 7.733 7.734 7.733
101/04 7.714 7.715 7.714
101/08 7.695 7.697 7.695
101/12 7.677 7.678 7.676
101/16 7.658 7.659 7.657
101/20 7.640 7.641 7.638
101/24 7.621 7.622 7.619
Average Life 9.73 9.70 9.45
First Prin 04/15/2010 04/15/2010 01/15/2010
Last Prin 05/15/2010 04/15/2010 01/15/2010
Payment Window 2 1 1
Accrual Factor 0.4813 0.4813 0.4813
Mod Duration @100/16 6.59 6.58 6.46
Page 3 of 8
--------------------------------------------------------------------------------
This information is being delivered to a specific number of prospective
sophisticated investors in order to assist them in determining whether they have
an interest in the type of security described herein. It has been prepared
solely for information purposes and is not an offer to buy or sell or a
solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. No representation or warranty can be given
with respect to the accuracy or completeness of the information, or with respect
to the terms of any future offer of securities conforming to the terms hereof.
Any such offer of securities would be made pursuant to a definitive Prospectus
or Private Placement Memorandum, as the case may be, prepared by the issuer
which could contain material information not contained herein and to which the
prospective purchasers are referred. In the event of any such offering, this
information shall be deemed superseded, amended and supplemented in its entirety
by such Prospectus or Private Placement Memorandum. Such Prospectus or Private
Placement Memorandum will contain all material information in respect of any
securities offered thereby and any decision to invest in such securities should
be made solely in reliance upon such Prospectus or Private Placement Memorandum.
Certain assumptions may have been made in this analysis which have resulted in
any returns detailed herein. No representation is made that any returns
indicated will be achieved. Changes to the assumptions may have a material
impact on any returns detailed. Morgan Stanley & Co. Incorporated disclaims any
and all liability relating to this information, including without limitation any
express or implied representations or warranties for, statements contained in,
and omissions from, this information. Additional information is available upon
request. Morgan Stanley & Co. Incorporated and others associated with it may
have positions in, and may effect transaction in, securities and instruments of
issuers mentioned herein and may also perform or seek to perform investment
banking services for the issuers of such securities and instruments. Past
performance is not necessarily indicative of future results. Price and
availability are subject to change without notice. To our readers worldwide: In
addition, please note that this publication has been issued by Morgan Stanley &
Co. Incorporated, approved by Morgan Stanley International Limited, a member of
The Securities and Futures Authority, any by Morgan Stanley Japan Ltd. We
recommend that such investors obtain the advice of their Morgan Stanley & Co.
Incorporated, Morgan Stanley International or Morgan Stanley Japan Ltd.
representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE
CUSTOMERS AS DEFINED BY THE U. K. SECURITIES AND FUTURES AUTHORITY.
<PAGE>
MORGAN STANLEY DEAN WITTER
<TABLE>
07/18/2000 10:35:04 CARVE Version 447.0 /u/ rusty/ struct/ csfb_ 00- c1/ carve/ red/ Totalpool. carve
CSFB CSFB 2000-C1 Series 2000-C1 Class C
----------------------------------------
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
Class C Cusip N/A Dated Date 07/11/2000 Original Balance 44,500,000.00
Delay 4 First Payment Date 08/15/2000 Factor 1.00000000 Lead Manager CSFB/MSDW
Payment Freq Monthly Next Payment Date 08/15/2000 Current Balance 44,500,000.00 Orig Deal Size 1,111,999,815.00
Yield Day Count 30/360 Settlement Date 08/03/2000 Coupon 5.00000 Num of Tranches 19
Yield Freq SemiAnnual Interest Freq Monthly Market Desc N/A Deal Age 0
Yield Table Date 07/18/2000 Credit Rating A/A
</TABLE>
Prepay CPR 0 (!YM) CPR 50 (!YM) CPR 100
---------------------------------------------------------------------
Price/Yield
99/08 8.144 8.146 8.150
99/12 8.125 8.127 8.130
99/16 8.106 8.108 8.111
99/20 8.087 8.089 8.091
99/24 8.068 8.069 8.072
99/28 8.049 8.050 8.052
100/00 8.030 8.031 8.033
100/04 8.011 8.012 8.013
100/08 7.992 7.993 7.994
100/12 7.973 7.974 7.975
100/16 7.954 7.956 7.956
100/20 7.936 7.937 7.936
100/24 7.917 7.918 7.917
100/28 7.898 7.899 7.898
101/00 7.879 7.880 7.879
101/04 7.861 7.862 7.860
101/08 7.842 7.843 7.841
101/12 7.823 7.824 7.822
101/16 7.805 7.806 7.803
101/20 7.786 7.787 7.784
101/24 7.768 7.768 7.765
Average Life 9.78 9.75 9.47
First Prin 05/15/2010 04/15/2010 01/15/2010
Last Prin 05/15/2010 05/15/2010 02/15/2010
Payment Window 1 2 2
Accrual Factor 0.4900 0.4900 0.4900
Mod Duration @100/16 6.57 6.56 6.43
Page 4 of 8
--------------------------------------------------------------------------------
This information is being delivered to a specific number of prospective
sophisticated investors in order to assist them in determining whether they have
an interest in the type of security described herein. It has been prepared
solely for information purposes and is not an offer to buy or sell or a
solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. No representation or warranty can be given
with respect to the accuracy or completeness of the information, or with respect
to the terms of any future offer of securities conforming to the terms hereof.
Any such offer of securities would be made pursuant to a definitive Prospectus
or Private Placement Memorandum, as the case may be, prepared by the issuer
which could contain material information not contained herein and to which the
prospective purchasers are referred. In the event of any such offering, this
information shall be deemed superseded, amended and supplemented in its entirety
by such Prospectus or Private Placement Memorandum. Such Prospectus or Private
Placement Memorandum will contain all material information in respect of any
securities offered thereby and any decision to invest in such securities should
be made solely in reliance upon such Prospectus or Private Placement Memorandum.
Certain assumptions may have been made in this analysis which have resulted in
any returns detailed herein. No representation is made that any returns
indicated will be achieved. Changes to the assumptions may have a material
impact on any returns detailed. Morgan Stanley & Co. Incorporated disclaims any
and all liability relating to this information, including without limitation any
express or implied representations or warranties for, statements contained in,
and omissions from, this information. Additional information is available upon
request. Morgan Stanley & Co. Incorporated and others associated with it may
have positions in, and may effect transaction in, securities and instruments of
issuers mentioned herein and may also perform or seek to perform investment
banking services for the issuers of such securities and instruments. Past
performance is not necessarily indicative of future results. Price and
availability are subject to change without notice. To our readers worldwide: In
addition, please note that this publication has been issued by Morgan Stanley &
Co. Incorporated, approved by Morgan Stanley International Limited, a member of
The Securities and Futures Authority, any by Morgan Stanley Japan Ltd. We
recommend that such investors obtain the advice of their Morgan Stanley & Co.
Incorporated, Morgan Stanley International or Morgan Stanley Japan Ltd.
representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE
CUSTOMERS AS DEFINED BY THE U. K. SECURITIES AND FUTURES AUTHORITY.
<PAGE>
MORGAN STANLEY DEAN WITTER
<TABLE>
07/18/2000 10:35:04 CARVE Version 447.0 /u/ rusty/ struct/ csfb_ 00- c1/ carve/ red/ Totalpool. carve
CSFB CSFB 2000-C1 Series 2000-C1 Class D
----------------------------------------
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
Class D Cusip N/A Dated Date 07/11/2000 Original Balance 15,300,000.00
Delay 4 First Payment Date 08/15/2000 Factor 1.00000000 Lead Manager CSFB/MSDW
Payment Freq Monthly Next Payment Date 08/15/2000 Current Balance 15,300,000.00 Orig Deal Size 1,111,999,815.00
Yield Day Count 30/360 Settlement Date 08/03/2000 Coupon 5.00000 Num of Tranches 19
Yield Freq SemiAnnual Interest Freq Monthly Market Desc N/A Deal Age 0
Yield Table Date 07/18/2000 Credit Rating A-/A-
</TABLE>
Prepay CPR 0 (!YM) CPR 50 (!YM) CPR 100
---------------------------------------------------------------------
Price/Yield
99/08 8.246 8.248 8.252
99/12 8.227 8.228 8.232
99/16 8.207 8.209 8.212
99/20 8.188 8.190 8.193
99/24 8.169 8.171 8.174
99/28 8.150 8.152 8.154
100/00 8.131 8.133 8.135
100/04 8.112 8.114 8.115
100/08 8.093 8.095 8.096
100/12 8.074 8.076 8.077
100/16 8.055 8.057 8.057
100/20 8.036 8.038 8.038
100/24 8.017 8.019 8.019
100/28 7.998 8.000 8.000
101/00 7.979 7.981 7.981
101/04 7.961 7.963 7.962
101/08 7.942 7.944 7.943
101/12 7.923 7.925 7.923
101/16 7.905 7.906 7.904
101/20 7.886 7.888 7.885
101/24 7.867 7.869 7.866
Average Life 9.78 9.78 9.53
First Prin 05/15/2010 05/15/2010 02/15/2010
Last Prin 05/15/2010 05/15/2010 02/15/2010
Payment Window 1 1 1
Accrual Factor 0.4960 0.4960 0.4960
Mod Duration @100/16 6.54 6.54 6.43
Page 5 of 8
--------------------------------------------------------------------------------
This information is being delivered to a specific number of prospective
sophisticated investors in order to assist them in determining whether they have
an interest in the type of security described herein. It has been prepared
solely for information purposes and is not an offer to buy or sell or a
solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. No representation or warranty can be given
with respect to the accuracy or completeness of the information, or with respect
to the terms of any future offer of securities conforming to the terms hereof.
Any such offer of securities would be made pursuant to a definitive Prospectus
or Private Placement Memorandum, as the case may be, prepared by the issuer
which could contain material information not contained herein and to which the
prospective purchasers are referred. In the event of any such offering, this
information shall be deemed superseded, amended and supplemented in its entirety
by such Prospectus or Private Placement Memorandum. Such Prospectus or Private
Placement Memorandum will contain all material information in respect of any
securities offered thereby and any decision to invest in such securities should
be made solely in reliance upon such Prospectus or Private Placement Memorandum.
Certain assumptions may have been made in this analysis which have resulted in
any returns detailed herein. No representation is made that any returns
indicated will be achieved. Changes to the assumptions may have a material
impact on any returns detailed. Morgan Stanley & Co. Incorporated disclaims any
and all liability relating to this information, including without limitation any
express or implied representations or warranties for, statements contained in,
and omissions from, this information. Additional information is available upon
request. Morgan Stanley & Co. Incorporated and others associated with it may
have positions in, and may effect transaction in, securities and instruments of
issuers mentioned herein and may also perform or seek to perform investment
banking services for the issuers of such securities and instruments. Past
performance is not necessarily indicative of future results. Price and
availability are subject to change without notice. To our readers worldwide: In
addition, please note that this publication has been issued by Morgan Stanley &
Co. Incorporated, approved by Morgan Stanley International Limited, a member of
The Securities and Futures Authority, any by Morgan Stanley Japan Ltd. We
recommend that such investors obtain the advice of their Morgan Stanley & Co.
Incorporated, Morgan Stanley International or Morgan Stanley Japan Ltd.
representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE
CUSTOMERS AS DEFINED BY THE U. K. SECURITIES AND FUTURES AUTHORITY.
<PAGE>
MORGAN STANLEY DEAN WITTER
<TABLE>
07/18/2000 10:35:04 CARVE Version 447.0 /u/ rusty/ struct/ csfb_ 00- c1/ carve/ red/ Totalpool. carve
CSFB CSFB 2000-C1 Series 2000-C1 Class E
----------------------------------------
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
Class E Cusip N/A Dated Date 07/11/2000 Original Balance 29,100,000.00
Delay 4 First Payment Date 08/15/2000 Factor 1.00000000 Lead Manager CSFB/MSDW
Payment Freq Monthly Next Payment Date 08/15/2000 Current Balance 29,100,000.00 Orig Deal Size 1,111,999,815.00
Yield Day Count 30/360 Settlement Date 08/03/2000 Coupon 5.00000 Num of Tranches 19
Yield Freq SemiAnnual Interest Freq Monthly Market Desc N/A Deal Age 0
Yield Table Date 07/18/2000 Credit Rating BBB/BBB
</TABLE>
Prepay CPR 0 (!YM) CPR 50 (!YM) CPR 100
---------------------------------------------------------------------
Price/Yield
98/01 8.680 8.682 8.690
98/05 8.661 8.663 8.670
98/09 8.641 8.643 8.650
98/13 8.621 8.623 8.630
98/17 8.602 8.603 8.610
98/21 8.582 8.584 8.590
98/25 8.562 8.564 8.570
98/29 8.543 8.545 8.550
99/01 8.523 8.525 8.530
99/05 8.504 8.506 8.510
99/09 8.484 8.486 8.491
99/13 8.465 8.467 8.471
99/17 8.446 8.447 8.451
99/21 8.426 8.428 8.432
99/25 8.407 8.409 8.412
99/29 8.388 8.389 8.392
100/01 8.368 8.370 8.373
100/05 8.349 8.351 8.353
100/09 8.330 8.332 8.334
100/13 8.311 8.313 8.314
100/17 8.292 8.293 8.295
Average Life 9.78 9.78 9.56
First Prin 05/15/2010 05/15/2010 02/15/2010
Last Prin 05/15/2010 05/15/2010 03/15/2010
Payment Window 1 1 2
Accrual Factor 0.5103 0.5103 0.5103
Mod Duration @99/09 6.44 6.44 6.34
Page 6 of 8
--------------------------------------------------------------------------------
This information is being delivered to a specific number of prospective
sophisticated investors in order to assist them in determining whether they have
an interest in the type of security described herein. It has been prepared
solely for information purposes and is not an offer to buy or sell or a
solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. No representation or warranty can be given
with respect to the accuracy or completeness of the information, or with respect
to the terms of any future offer of securities conforming to the terms hereof.
Any such offer of securities would be made pursuant to a definitive Prospectus
or Private Placement Memorandum, as the case may be, prepared by the issuer
which could contain material information not contained herein and to which the
prospective purchasers are referred. In the event of any such offering, this
information shall be deemed superseded, amended and supplemented in its entirety
by such Prospectus or Private Placement Memorandum. Such Prospectus or Private
Placement Memorandum will contain all material information in respect of any
securities offered thereby and any decision to invest in such securities should
be made solely in reliance upon such Prospectus or Private Placement Memorandum.
Certain assumptions may have been made in this analysis which have resulted in
any returns detailed herein. No representation is made that any returns
indicated will be achieved. Changes to the assumptions may have a material
impact on any returns detailed. Morgan Stanley & Co. Incorporated disclaims any
and all liability relating to this information, including without limitation any
express or implied representations or warranties for, statements contained in,
and omissions from, this information. Additional information is available upon
request. Morgan Stanley & Co. Incorporated and others associated with it may
have positions in, and may effect transaction in, securities and instruments of
issuers mentioned herein and may also perform or seek to perform investment
banking services for the issuers of such securities and instruments. Past
performance is not necessarily indicative of future results. Price and
availability are subject to change without notice. To our readers worldwide: In
addition, please note that this publication has been issued by Morgan Stanley &
Co. Incorporated, approved by Morgan Stanley International Limited, a member of
The Securities and Futures Authority, any by Morgan Stanley Japan Ltd. We
recommend that such investors obtain the advice of their Morgan Stanley & Co.
Incorporated, Morgan Stanley International or Morgan Stanley Japan Ltd.
representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE
CUSTOMERS AS DEFINED BY THE U. K. SECURITIES AND FUTURES AUTHORITY.
<PAGE>
MORGAN STANLEY DEAN WITTER
<TABLE>
07/18/2000 10:35:04 CARVE Version 447.0 /u/ rusty/ struct/ csfb_ 00- c1/ carve/ red/ Totalpool. carve
CSFB CSFB 2000-C1 Series 2000-C1 Class F
----------------------------------------
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
Class F Cusip N/A Dated Date 07/11/2000 Original Balance 13,900,000.00
Delay 4 First Payment Date 08/15/2000 Factor 1.00000000 Lead Manager CSFB/MSDW
Payment Freq Monthly Next Payment Date 08/15/2000 Current Balance 13,900,000.00 Orig Deal Size 1,111,999,815.00
Yield Day Count 30/360 Settlement Date 08/03/2000 Coupon 5.00000 Num of Tranches 19
Yield Freq SemiAnnual Interest Freq Monthly Market Desc N/A Deal Age 0
Yield Table Date 07/18/2000 Credit Rating BBB-/BBB-
</TABLE>
Prepay CPR 0 (!YM) CPR 50 (!YM) CPR 100
----------------------------------------------------------------------------
Price/Yield
95/26 9.037 9.039 9.051
95/30 9.016 9.018 9.030
96/02 8.996 8.998 9.010
96/06 8.976 8.978 8.989
96/10 8.956 8.957 8.969
96/14 8.935 8.937 8.948
96/18 8.915 8.917 8.928
96/22 8.895 8.897 8.907
96/26 8.875 8.877 8.887
96/30 8.855 8.857 8.867
97/02 8.835 8.837 8.846
97/06 8.815 8.817 8.826
97/10 8.795 8.797 8.806
97/14 8.775 8.777 8.786
97/18 8.755 8.757 8.766
97/22 8.735 8.737 8.746
97/26 8.715 8.717 8.726
97/30 8.695 8.697 8.705
98/02 8.676 8.677 8.685
98/06 8.656 8.658 8.665
98/10 8.636 8.638 8.646
Average Life 9.78 9.78 9.62
First Prin 05/ 15/ 2010 05/ 15/ 2010 03/ 15/ 2010
Last Prin 05/ 15/ 2010 05/ 15/ 2010 03/ 15/ 2010
Payment Window 1 1 1
Accrual Factor 0.5103 0.5103 0.5103
Mod Duration @ 97/02 6.39 6.39 6.32
Page 7 of 8
--------------------------------------------------------------------------------
This information is being delivered to a specific number of prospective
sophisticated investors in order to assist them in determining whether they have
an interest in the type of security described herein. It has been prepared
solely for information purposes and is not an offer to buy or sell or a
solicitation of an offer to buy or sell any security or instrument or to
participate in any trading strategy. No representation or warranty can be given
with respect to the accuracy or completeness of the information, or with respect
to the terms of any future offer of securities conforming to the terms hereof.
Any such offer of securities would be made pursuant to a definitive Prospectus
or Private Placement Memorandum, as the case may be, prepared by the issuer
which could contain material information not contained herein and to which the
prospective purchasers are referred. In the event of any such offering, this
information shall be deemed superseded, amended and supplemented in its entirety
by such Prospectus or Private Placement Memorandum. Such Prospectus or Private
Placement Memorandum will contain all material information in respect of any
securities offered thereby and any decision to invest in such securities should
be made solely in reliance upon such Prospectus or Private Placement Memorandum.
Certain assumptions may have been made in this analysis which have resulted in
any returns detailed herein. No representation is made that any returns
indicated will be achieved. Changes to the assumptions may have a material
impact on any returns detailed. Morgan Stanley & Co. Incorporated disclaims any
and all liability relating to this information, including without limitation any
express or implied representations or warranties for, statements contained in,
and omissions from, this information. Additional information is available upon
request. Morgan Stanley & Co. Incorporated and others associated with it may
have positions in, and may effect transaction in, securities and instruments of
issuers mentioned herein and may also perform or seek to perform investment
banking services for the issuers of such securities and instruments. Past
performance is not necessarily indicative of future results. Price and
availability are subject to change without notice. To our readers worldwide: In
addition, please note that this publication has been issued by Morgan Stanley &
Co. Incorporated, approved by Morgan Stanley International Limited, a member of
The Securities and Futures Authority, any by Morgan Stanley Japan Ltd. We
recommend that such investors obtain the advice of their Morgan Stanley & Co.
Incorporated, Morgan Stanley International or Morgan Stanley Japan Ltd.
representative about the investments concerned. NOT FOR DISTRIBUTION TO PRIVATE
CUSTOMERS AS DEFINED BY THE U. K. SECURITIES AND FUTURES AUTHORITY.
<PAGE>
MORGAN STANLEY DEAN WITTER
<TABLE>
07/18/2000 10:35:04 CARVE Version 447.0 /u/ rusty/ struct/ csfb_ 00- c1/ carve/ red/ Totalpool. carve
CSFB CSFB 2000-C1 Series 2000-C1 Class AX
-----------------------------------------
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
Class AX Cusip N/A Dated Date 07/11/2000 Original Balance 1,111,999,815.00
Delay 4 First Payment Date 08/15/2000 Factor 1.00000000 Lead Manager CSFB/MSDW
Payment Freq Monthly Next Payment Date 08/15/2000 Current Balance 1,111,999,815.00 Orig Deal Size 1,111,999,815.00
Yield Day Count 30/360 Settlement Date 08/03/2000 Coupon 5.00000 Num of Tranches 19
Yield Freq SemiAnnual Interest Freq Monthly Market Desc N/A Deal Age 0
Yield Table Date 07/18/2000 Credit Rating AAA/Aaa
</TABLE>
<TABLE>
Prepay CPR 0 (!YM) CPR 50 (!YM) CPR 100 (!YM) CPR 100
Default CDR 0 24
3
Advances YES
Recv Month 12
Losses 0.35
--------------------------------------------------------------------------------------------------
<CAPTION>
<S> <C> <C> <C> <C> <C>
Price/Yield
3/10 11.723 11.700 11.331 9.658
3/10+ 11.593 11.570 11.199 9.525
3/11 11.464 11.441 11.069 9.393
3/11+ 11.337 11.313 10.940 9.261
3/12 11.210 11.186 10.812 9.131
3/12+ 11.084 11.060 10.685 9.002
3/13 10.959 10.935 10.558 8.874
3/13+ 10.835 10.811 10.433 8.746
3/14 10.711 10.688 10.308 8.620
3/14+ 10.589 10.566 10.185 8.495
3/15 10.468 10.444 10.062 8.370
3/15+ 10.347 10.324 9.940 8.246
3/16 10.227 10.204 9.819 8.124
3/16+ 10.108 10.085 9.699 8.002
3/17 9.990 9.967 9.580 7.881
3/17+ 9.873 9.850 9.461 7.760
13/18 9.757 9.733 9.343 7.641
13/18+ 9.641 9.618 9.227 7.523
13/19 9.526 9.503 9.111 7.405
13/19+ 9.412 9.389 8.995 7.288
13/20 9.299 9.276 8.881 7.172
Average Life 8.83 8.74 8.50 8.02
First Prin 08/15/2000 08/15/2000 08/15/2000 08/15/2000
Last Prin 09/15/2024 09/15/2024 01/15/2020 04/15/2020
Payment Window 290 290 234 237
Accrual Factor 0.0444 0.0444 0.0444 0.0444
Mod Duration @ 3/15 3.68 3.68 3.64 3.58
</TABLE>
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