CREDIT FIRST PRICE/YIELD Table for Class 00C1RED-A1
SUISSE BOSTON
Par Amount: $184,200,000
Coupon: 7.0450
Factor Date: 7/15/00
Settlement Date: 8/3/00
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C>
Prepayments 0.0CPY 5.0CPY 10.0CPY 15.0CPY 25.0CPY 100.0CPY
Extensions 0 mos 0 mos 0 mos 0 mos 0 mos 0 mos
Mature Balloon Ext 0 ORIG BAL 0 ORIG BAL 0 ORIG BAL 0 ORIG BAL 0 ORIG BAL 0 ORIG BAL
Foreclosures 00C1RED C... 00C1RED C... C1RED CDR C1RED CDR C1RED CDR C1RED CDR
Severity 0.000 0.000 0.000 0.000 0.000 0.000
SERV ADV (YES/NO) YES YES YES YES YES YES
SERV ADV PCT 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
30 YEAR CMT 5.9300 5.9300 5.9300 5.9300 5.9300 5.9300
10 YEAR CMT 6.1700 6.1700 6.1700 6.1700 6.1700 6.1700
OTHER RATE 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
PCT PENALTY ADV 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
2 YEAR CMT 6.4600 6.4600 6.4600 6.4600 6.4600 6.4600
3 YEAR CMT 6.4000 6.4000 6.4000 6.4000 6.4000 6.4000
1 YEAR CMT 6.1400 6.1400 6.1400 6.1400 6.1400 6.1400
5 YEAR CMT 6.3100 6.3100 6.3100 6.3100 6.3100 6.3100
Months To Recover 12 12 12 12 12 12
Use Balloon Loss Logic YES YES YES YES YES YES
Call Remic Collateral NO NO NO NO NO NO
Allow Recovery Past Balloon NO NO NO NO NO NO
Use Reserve Logic YES YES YES YES YES YES
Treat YM As Lockout YES YES YES YES YES YES
-------------------------------------------------------------------------------------------------------
Average Life 5.7 yrs 5.69 yrs 5.69 yrs 5.68 yrs 5.67 yrs 5.46 Yrs
Principal Window 08/00-07/08 08/00-07/08 08/00-07/08 08/00-06/08 08/00-06/08 08/00-03/08
------------------------------------------------------------------------------------------------------------------------------------
98-16 7.848 7.849 7.849 7.849 7.850 7.860
98-20 7.819 7.819 7.820 7.820 7.821 7.830
98-24 7.790 7.790 7.790 7.791 7.791 7.800
98-28 7.761 7.761 7.761 7.762 7.762 7.770
99-00 7.732 7.732 7.732 7.732 7.733 7.740
----------------------------------------------------------------------------------------------------------------------------
99-04 7.703 7.703 7.703 7.703 7.704 7.710
99-08 7.674 7.674 7.674 7.674 7.675 7.680
99-12 7.645 7.645 7.645 7.645 7.646 7.651
99-16 7.616 7.616 7.616 7.617 7.617 7.621
99-20 7.587 7.587 7.588 7.588 7.588 7.591
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99-24 7.559 7.559 7.559 7.559 7.559 7.562
99-28 7.530 7.530 7.530 7.530 7.530 7.532
100-00 7.501 7.501 7.501 7.502 7.502 7.502
100-04 7.473 7.473 7.473 7.473 7.473 7.473
100-08 7.444 7.444 7.444 7.444 7.444 7.444
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100-12 7.416 7.416 7.416 7.416 7.416 7.414
100-16 7.387 7.387 7.387 7.387 7.387 7.385
100-20 7.359 7.359 7.359 7.359 7.359 7.356
100-24 7.331 7.331 7.330 7.330 7.330 7.326
100-28 7.302 7.302 7.302 7.302 7.302 7.297
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101-00 7.274 7.274 7.274 7.274 7.274 7.268
101-04 7.246 7.246 7.246 7.246 7.245 7.239
101-08 7.218 7.218 7.218 7.217 7.217 7.210
101-12 7.190 7.190 7.189 7.189 7.189 7.181
101-16 7.162 7.161 7.161 7.161 7.161 7.152
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</TABLE>
As of Avg Min Max PSA CPR
Net WAC: 8.164 6.590 9.860 1 Mo N/A N/A
Gross WAC: 8.229 6.660 9.930 3 Mo N/A N/A
WAM: 114 mo 58 mo 290 mo 12 Mo N/A N/A
WALA: 8 mo 1 mo 29 mo To Date N/A N/A
00C1RED 96% Level 4% 100% Misc.
Curr. Bal: 0 Orig. Bal.: 1,111,999,815 Avg Factor: 0.99427
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PSA N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
CPR N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
</TABLE>
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (the "Final Prospectus") relating
to the securities referred to herein in making their investment decision. This
Structural and Collateral Term Sheet does not include all relevant information
relating to the securities and collateral described herein, particularly with
respect to the risks and special considerations associated with an investment in
such securities. All structural and collateral information contained herein is
preliminary and it is anticipated that such information will change. Any
information contained herein will be more fully described in, and will be fully
superseded by, the descriptions of the collateral and structure in the
preliminary prospectus supplement and Final Prospectus. Although the information
contained in this Structural and Collateral Term Sheet is based on sources which
Credit Suisse First Boston ("CSFB") believes to be reliable, CSFB makes no
representation or warranty that such information is accurate or complete. Such
information should not be viewed as projections, forecasts, predictions or
opinions with respect to value. CSFB and its affiliates may in the future have a
position in the securities discussed herein and may purchase or sell the same on
a principal basis or as agent for another person. In addition, CSFB may act as
an underwriter of such securities, and CSFB and certain of its affiliates may
currently be providing investment banking and other services to the issuer of
such securities and the borrowers described herein and their affiliates. Prior
to making any investment decision, a prospective investor should fully review
the Final Prospectus. NOTHING HEREIN SHOULD BE CONSIDERED AN OFFER TO SELL OR
SOLICITATION OF AN OFFER TO BUY ANY SECURITIES. (c) Credit Suisse First Boston
2000
<PAGE>
<TABLE>
<CAPTION>
CREDIT SUISSE
FIRST BOSTON
PRICE/YIELD TABLE FOR CLASS 00C1RED-A2
Tue Jul 25 2000 @ 11:27:18
Par Amount: $677,500,000
Coupon: 7.6150
Factor Date: 7/15/00
Settlement Date: 8/3/00
Prepayments 0.0CPY 5.0CPY 10.0CPY 15.0CPY 25.0CPY 100.0CPY
<S> <C> <C> <C> <C> <C> <C>
Extensions 0 mos 0 mos 0 mos 0 mos 0 mos 0 mos
Mature Balloon Ext 0 ORIG BAL 0 ORIG BAL 0 ORIG BAL 0 ORIG BAL 0 ORIG BAL 0 ORIG BAL
Foreclosures 00C1RED C... 00C1RED C... 00C1RED C... 00C1RED C... 00C1RED C... 00C1RED C...
Severity 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
SERV ADV (YES/NO) YES YES YES YES YES YES
SERV ADV PCT 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
30 YEAR CMT 5.9300 5.9300 5.9300 5.9300 5.9300 5.9300
10 YEAR CMT 6.1700 6.1700 6.1700 6.1700 6.1700 6.1700
OTHER RATE 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000
PCT PENALTY ADV 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
2 YEAR CMT 6.4600 6.4600 6.4600 6.4600 6.4600 6.4600
3 YEAR CMT 6.4000 6.4000 6.4000 6.4000 6.4000 6.4000
1 YEAR CMT 6.1400 6.1400 6.1400 6.1400 6.1400 6.1400
5 YEAR CMT 6.3100 6.3100 6.3100 6.3100 6.3100 6.3100
Months to Recover 12 12 12 12 12 12
Use Balloon Loss Logic YES YES YES YES YES YES
Call Remic Collateral NO NO NO NO NO NO
Allow Recovery Past Balloon NO NO NO NO NO NO
Use Reserve Logic YES YES YES YES YES YES
Treat YM As Lockout YES YES YES YES YES YES
-------------------------------------------------------------------------------------------------------
Average Life 9.11 yrs 9.11 yrs 9.1 yrs 9.1 yrs 9.09 yrs 8.8 yrs
Principal Window 07/08-04/10 07/08-04/10 07/08-04/10 06/08-04/10 06/08-04/10 03/08-01/10
------------------------------------------------------------------------------------------------------------------------------------
99-00 7.882 7.882 7.882 7.882 7.882 7.886
99-04 7.862 7.862 7.862 7.862 7.862 7.866
99-08 7.842 7.842 7.842 7.842 7.842 7.845
99-12 7.822 7.822 7.822 7.822 7.823 7.825
99-16 7.802 7.802 7.803 7.803 7.803 7.805
-----------------------------------------------------------------------------------------------------------------------------
99-20 7.783 7.783 7.783 7.783 7.783 7.784
99-24 7.763 7.763 7.763 7.763 7.763 7.764
99-28 7.743 7.743 7.743 7.743 7.743 7.744
100-00 7.723 7.723 7.724 7.724 7.724 7.724
100-04 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
100-12 7.665 7.665 7.665 7.665 7.665 7.663
100-16 7.645 7.645 7.645 7.645 7.645 7.643
100-20 7.625 7.625 7.625 7.625 7.625 7.623
100-24 7.606 7.606 7.606 7.606 7.606 7.603
-----------------------------------------------------------------------------------------------------------------------------
100-28 7.587 7.587 7.586 7.586 7.586 7.583
101-00 7.567 7.567 7.567 7.567 7.567 7.564
101-04 7.548 7.548 7.548 7.548 7.547 7.544
101-08 7.528 7.528 7.528 7.528 7.528 7.524
101-12 7.509 7.509 7.509 7.509 7.509 7.504
-----------------------------------------------------------------------------------------------------------------------------
101-16 7.490 7.490 7.490 7.489 7.489 7.484
101-20 7.470 7.470 7.470 7.470 7.470 7.464
101-24 7.451 7.451 7.451 7.451 7.451 7.445
101-28 7.432 7.432 7.432 7.432 7.431 7.425
102-00 7.413 7.413 7.413 7.412 7.412 7.405
-----------------------------------------------------------------------------------------------------------------------------
</TABLE>
As of Avg Min Max PSA CPR
Net WAC: 8.164 6.590 9.860 1 Mo N/A N/A
Gross WAC: 8.229 6.660 9.930 3 Mo N/A N/A
WAM: 114 mo 58 mo 290 mo 12 Mo N/A N/A
WALA: 8 mo 1 mo 29 mo To Date N/A N/A
00C1RED 96% Level 4% 100% Misc.
Curr. Bal: 0 Orig. Bal.: 1,111,999,815 Avg Factor: 0.99427
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PSA N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
CPR N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
</TABLE>
Prospective investors are advised to carefully read, and should rely solely on,
the final prospectus and prospectus supplement (the "Final Prospectus") relating
to the securities referred to herein in making their investment decision. This
Structural and Collateral Term Sheet does not include all relevant information
relating to the securities and collateral described herein, particularly with
respect to the risks and special considerations associated with an investment in
such securities. All structural and collateral information contained herein is
preliminary and it is anticipated that such information will change. Any
information contained herein will be more fully described in, and will be fully
superseded by, the descriptions of the collateral and structure in the
preliminary prospectus supplement and Final Prospectus. Although the information
contained in this Structural and Collateral Term Sheet is based on sources which
Credit Suisse First Boston ("CSFB") believes to be reliable, CSFB makes no
representation or warranty that such information is accurate or complete. Such
information should not be viewed as projections, forecasts, predictions or
opinions with respect to value. CSFB and its affiliates may in the future have a
position in the securities discussed herein and may purchase or sell the same on
a principal basis or as agent for another person. In addition, CSFB may act as
an underwriter of such securities, and CSFB and certain of its affiliates may
currently be providing investment banking and other services to the issuer of
such securities and the borrowers described herein and their affiliates. Prior
to making any investment decision, a prospective investor should fully review
the Final Prospectus. NOTHING HEREIN SHOULD BE CONSIDERED AN OFFER TO SELL OR
SOLICITATION OF AN OFFER TO BUY ANY SECURITIES. (c) Credit Suisse First Boston
2000
