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SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 8-K
CURRENT REPORT
Pursuant to Section 13 or 15(d) of the
Securities Exchange Act of 1934
Date of Report (Date of earliest event
Reported): December 5, 2000
CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP.
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(Exact name of registrant as specified in its charter)
Delaware 333-37616 13-3320910
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(State or Other Jurisdiction of (Commission (I.R.S. Employer
Incorporation) File Number) Identification No.)
11 Madison Avenue
New York, New York 10010
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(Address of Principal Executive Offices)
(Zip Code)
Registrant's telephone number, including area code (212) 325-2000
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Item 5. Other Events.
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Filing of Computational Materials.
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In connection with the offering of the Mortgage-Backed
Pass-Through Certificates, Series 2000-WM2 (the "Certificates"), Credit
Suisse First Boston Corporation as underwriter of the Certificates (the
"Underwriter"), has prepared certain materials (the "Computational
Materials") for distribution to its potential investors.
For purposes of this Form 8-K, Computational Materials shall
mean computer generated tables and/or charts displaying, with respect to
any class or classes of Certificates, any of the following: yield;
average life, duration; expected maturity; interest rate sensitivity;
loss sensitivity; cash flow characteristics; background information
regarding the mortgage loans; the proposed structure; decrement tables;
or similar information (tabular or otherwise) of a statistical,
mathematical, tabular or computational nature. The Computational
Materials, listed attached hereto as Exhibit 99.1.
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Item 7. Financial Statements, Pro Forma Financial Information and
Exhibits.
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(a) Not applicable.
(b) Not applicable.
(c) Exhibits:
99.1 Computational Materials
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SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of
1934, the registrant duly caused this report to be signed on its behalf
by the undersigned hereunto duly authorized.
CREDIT SUISSE FIRST BOSTON MORTGAGE
SECURITIES CORP.
By: /s/ Kari Roberts
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Name: Kari Roberts
Title: Vice President
Dated: December 5, 2000
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Exhibit Index
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Exhibit Page
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99.1 Computational Materials..................................6
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EXHIBIT 99.1
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<CAPTION>
CMO Desk Yields Given Prices Report XWAMU00-2 30 year 7.7's
User ID: jperry
Deals Directory: /home/jperry/intexdeals
Date: 12/05/2000 10:08:13
Bond: SNR Balance: 144,565,009.92 Coupon: 7.750000
Delay: 20 Class Factor: 1.00 Accruing Since: 11/01/2000
Settlement Date: 11/29/2000 WHOLE 30 year WAC: 8.48 WAM: 354.40
Months PSA PSA PSA PSA PSA PSA PSA
480 100 150 200 250 325 400 500
<S> <C> <C> <C> <C> <C> <C> <C>
99- 0 7.966 7.981 7.997 8.013 8.037 8.061 8.093
99- 2 7.956 7.969 7.983 7.998 8.019 8.041 8.069
99- 4 7.946 7.958 7.970 7.982 8.001 8.020 8.046
99- 6 7.936 7.946 7.957 7.967 7.984 8.000 8.022
99- 8 7.926 7.935 7.944 7.952 7.966 7.980 7.998
99-10 7.916 7.923 7.930 7.938 7.948 7.959 7.974
99-12 7.907 7.912 7.917 7.923 7.931 7.939 7.950
99-14 7.897 7.900 7.904 7.908 7.913 7.919 7.926
99-16 7.887 7.889 7.891 7.893 7.896 7.899 7.902
99-18 7.877 7.877 7.878 7.878 7.878 7.878 7.879
99-20 7.867 7.866 7.864 7.863 7.861 7.858 7.855
99-22 7.858 7.855 7.851 7.848 7.843 7.838 7.831
*99-24 7.848 7.843 7.838 7.833 7.826 7.818 7.808
99-26 7.838 7.832 7.825 7.818 7.808 7.798 7.784
99-28 7.828 7.820 7.812 7.803 7.791 7.778 7.760
99-30 7.819 7.809 7.799 7.789 7.773 7.758 7.737
100- 0 7.809 7.798 7.786 7.774 7.756 7.738 7.713
100- 2 7.799 7.786 7.773 7.759 7.738 7.718 7.690
100- 4 7.790 7.775 7.760 7.744 7.721 7.698 7.666
100- 6 7.780 7.764 7.747 7.730 7.704 7.678 7.643
100- 8 7.770 7.752 7.734 7.715 7.686 7.658 7.619
100-10 7.761 7.741 7.721 7.700 7.669 7.638 7.596
100-12 7.751 7.730 7.708 7.686 7.652 7.618 7.572
100-14 7.741 7.718 7.695 7.671 7.635 7.598 7.549
AVG LIFE 11.40 9.00 7.33 6.13 4.89 4.04 3.28
DURATION 6.39 5.46 4.75 4.20 3.56 3.10 2.63
FIRST PAY 12/00 12/00 12/00 12/00 12/00 12/00 12/00
LAST PAY 10/30 10/30 10/30 10/30 10/30 10/30 10/30
This information is being provided in response to your specific request for
information. The information has been prepared and furnished to you solely by
CREDIT SUISSE FIRST BOSTON CORPORATION (CSFBC) and not the Issuer of the
Securities or any of its affiliates. The preliminary description of the under-
lying assets has not been independently verified by CSFBC. CSFBC is not
acting as agent for the Issuer or its affiliiates in connection with the
proposed transaction. All information contained herein is preliminary, limited
in nature and subject to completion or amendment. CSFBC makes no
representation that the above referenced security will actually perform as
described in any scenario. The above analysis alone is not intended to be a
prospectus and any investment decision with respect to the security should be
made by you based solely upon the information contained in the final
prospectus. Under no circumstances shall the information presented constitute
an offer to sell or solicitation of an offer to buy nor shall there be any sale
of securities in any jurisdiction in which such offer, solicitation or sale
would be unlawful prior to registration or qualification under the securities
laws of such jurisdiction. The securities my not be sold nor may an offer to
buy be accepted prior to the delivery of a final prospectus relating to the
securites.
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