VERSION: 3.01 (BLOOMBERG CMO BOND FILE) $ DEAL: CSFB05-4G6BBG $ PRICING: 100 PPC $ SETTLEMENT: 20050429 $ BLOCK: 1 !{ TRANCHE NAME: 6N1 } $ ORIGINAL_AMOUNT: 26805000.00 $ CURRENT_FACTOR: 1.000000000 $ CURRENT_COUPON: 5.5 $ PRINCIPAL_FREQ: 12 $...
$ VERSION: 3.01 (BLOOMBERG CMO BOND FILE)
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$ DEAL: CSFB05-4G6BBG
$ PRICING: 100 PPC
$ SETTLEMENT: 20050429
------------------------------------------
------------------------------------------
$ BLOCK: 1
!{ TRANCHE NAME: 6N1 }
$ ORIGINAL_AMOUNT: 26805000.00
$ CURRENT_FACTOR: 1.000000000
$ CURRENT_COUPON: 5.5
$ PRINCIPAL_FREQ: 12
$ PAYMENT_DELAY: 24
$ DATED_DATE: 20050401
$ FIRST_PAYMENT_DATE: 20050525
$ NEXT_PAYMENT_DATE: 20050525
$ ACCRUAL_METHOD: THIRTY_360
--------------------------------------------------
$ BLOCK: 2
!{ TRANCHE NAME: 2A7 }
$ ORIGINAL_AMOUNT: 75000000.00
$ CURRENT_FACTOR: 1.000000000
$ CURRENT_COUPON: 3.3 Floater Bond
$ PRINCIPAL_FREQ: 12
$ PAYMENT_DELAY: 0
$ DATED_DATE: 20050425
$ FIRST_PAYMENT_DATE: 20050525
$ NEXT_PAYMENT_DATE: 20050525
$ ACCRUAL_METHOD: THIRTY_360
Additional Floater Information
$ FLOATER_INDEX: LIBOR1MO
$ FLOATER_RESET: Freq: 12; Next: 20050525
$ FLOATER_FORMULA: 0.00000 1.0 .45
$ FLOATER_LIMITS:Thres: 20050425 Floor: .45 Cap: 5.5
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$ BLOCK: 3
!{ TRANCHE NAME: 2A3B }
$ ORIGINAL_AMOUNT: 10633143.00
$ CURRENT_FACTOR: 1.000000000
$ CURRENT_COUPON: 5.5
$ PRINCIPAL_FREQ: 12
$ PAYMENT_DELAY: 24
$ DATED_DATE: 20050401
$ FIRST_PAYMENT_DATE: 20050525
$ NEXT_PAYMENT_DATE: 20050525
$ ACCRUAL_METHOD: THIRTY_360
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$ BLOCK: 4
!{ TRANCHE NAME: 6S1 }
$ ORIGINAL_AMOUNT: 150000000.00
$ CURRENT_FACTOR: 1.000000000
$ CURRENT_COUPON: 5.5
$ PRINCIPAL_FREQ: 12
$ PAYMENT_DELAY: 24
$ DATED_DATE: 20050401
$ FIRST_PAYMENT_DATE: 20050525
$ NEXT_PAYMENT_DATE: 20050525
$ ACCRUAL_METHOD: THIRTY_360
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$ BLOCK: 5
!{ TRANCHE NAME: 2A3A }
$ ORIGINAL_AMOUNT: 5610000.00
$ CURRENT_FACTOR: 1.000000000
$ CURRENT_COUPON: 5.5
$ PRINCIPAL_FREQ: 12
$ PAYMENT_DELAY: 24
$ DATED_DATE: 20050401
$ FIRST_PAYMENT_DATE: 20050525
$ NEXT_PAYMENT_DATE: 20050525
$ ACCRUAL_METHOD: THIRTY_360
--------------------------------------------------
$ BLOCK: 6
!{ TRANCHE NAME: 6B1 }
$ ORIGINAL_AMOUNT: 17109456.00
$ CURRENT_FACTOR: 1.000000000
$ CURRENT_COUPON: 5.5
$ PRINCIPAL_FREQ: 12
$ PAYMENT_DELAY: 24
$ DATED_DATE: 20050401
$ FIRST_PAYMENT_DATE: 20050525
$ NEXT_PAYMENT_DATE: 20050525
$ ACCRUAL_METHOD: THIRTY_360
--------------------------------------------------
--------------------------------------------------
$ PHANTOM: 7
!{ TRANCHE NAME: 2A8 }
$ ORIGINAL_AMOUNT: 75000000.00
$ CURRENT_FACTOR: 1.000000000
$ CURRENT_COUPON: 2.2 Floater Bond
$ PRINCIPAL_FREQ: 12
$ PAYMENT_DELAY: 0
$ DATED_DATE: 20050425
$ FIRST_PAYMENT_DATE: 20050525
$ NEXT_PAYMENT_DATE: 20050525
$ ACCRUAL_METHOD: THIRTY_360
Additional Floater Information
$ FLOATER_INDEX: LIBOR1MO
$ FLOATER_RESET: Freq: 12; Next: 20050525
$ FLOATER_FORMULA: 0.00000 -1 5.05
$ FLOATER_LIMITS:Thres: 20050425 Floor: 0. Cap: 5.05
--------------------------------------------------
--------------------------------------------------
$ TRANCHE: 1
$ NAME: "6N1"
$ CSORT: 1
$ TYPE: NAS
$ RECORD_DELAY: 24
$ COMPOSITION: BLOCK: 1 PRIN: 100.000000000 INT: 100.000000000
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$ TRANCHE: 2
$ NAME: "2A7"
$ CSORT: 2
$ TYPE: FLT
$ RECORD_DELAY: 0
$ COMPOSITION: BLOCK: 2 PRIN: 100.000000000 INT: 100.000000000
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$ TRANCHE: 3
$ NAME: "2A8"
$ CSORT: 3
$ TYPE: FLT,NTL
$ RECORD_DELAY: 0
$ NOTIONAL:
$ COMPOSITION: BLOCK: 7 PRIN: 100.000000000 INT: 100.000000000
! ( notional tranche name is 2A8 )
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$ TRANCHE: 4
$ NAME: "6S1"
$ CSORT: 4
$ TYPE:
$ RECORD_DELAY: 24
$ COMPOSITION: BLOCK: 4 PRIN: 100.000000000 INT: 100.000000000
--------------------------------------------------
$ TRANCHE: 5
$ NAME: "6L1"
$ CSORT: 5
$ TYPE:
$ RECORD_DELAY: 24
$ COMPOSITION: BLOCK: 5 PRIN: 100.000000000 INT: 100.000000000
! ( component tranche name is 2A3A )
$ COMPOSITION: BLOCK: 3 PRIN: 100.000000000 INT: 100.000000000
! ( component tranche name is 2A3B )
--------------------------------------------------
$ TRANCHE: 6
$ NAME: "6B1"
$ CSORT: 6
$ TYPE: SUB
$ RECORD_DELAY: 24
$ COMPOSITION: BLOCK: 6 PRIN: 100.000000000 INT: 100.000000000
--------------------------------------------------
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$ END_TRANCHES:
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END OF BOND FILE
***************************************************
$ VERSION: 3.03 (BLOOMBERG CMO COLLATERAL FILE)
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$ AGENCY_LIST: Type Factor Date P/Y Delay BV Delay
WHOLE 20050401 55 54
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$ ASSUMED_POOLS:
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!G Pool Number Pool Type NET-CPN CURR--FACT ORIG--BALANCE PY-FEE BV-FEE PY/BV/BLN-W AGE
--------------------------------------------------------------------------------
M 1 WHOLE XX/XX 5.500000000 1.00000000 285157599.00 0.450000000 0.450000000 357 357 357 3