Intex Model

EX-99.1 2 dex991.htm INTEX MODEL Intex Model

Exhibit 99.1

INTEX MODEL

! COAFT04B.CDI #CMOVER_3.0D ASSET_BACKED_AUTOLOAN ! MAX_CF_VECTSIZE 620

!! Created by Intex Deal Maker v3.7.218 , subroutines 3.1a1

!! 09/26/2004 2:27 PM

! The tables and other statistical analyses (the ‘Hypothetical Performance Data’) that you will produce

! using Intex with the attached information are privileged and intended solely for use by you (the party

! to whom Credit Suisse First Boston LLC (“CSFB LLC”) or Wachovia Capital Markets, LLC (“Wachovia LLC”) provided

! the computer model used to generate them). The Hypothetical Performance Data will be generated

! by you using a computer model prepared by CSFB LLC in reliance

! upon information furnished by the issuer of the securities and its affiliates, the accuracy and completeness of

! which has not been verified by CSFB LLC, Wachovia LLC or any other person. The computer model that you will use to prepare the

! Hypothetical Performance Data was furnished to you solely by CSFB LLC or Wachovia LLC and not by the issuer of the securities.

! It may not be (a) used for any purpose other than to make a preliminary evaluation of the referenced securities

! or (b) provided by you to any third party other than your legal, tax, financial and/or accounting advisors for the

! purposes of evaluating the Hypothetical Performance Data. You agree that the Hypothetical Performance Data will

! be generated by or on behalf of you, and that neither CSFB LLC nor Wachovia LLC or anyone acting on their behalf have generated or

! are in any way responsible for any Hypothetical Performance Data.

! Numerous assumptions were used in preparing the computer model you will use to generate the Hypothetical

! Performance Data. Those assumptions may or may not be reflected in the Hypothetical Performance Data. As such,

! no assurance can be given as to the Hypothetical Performance Data’s accuracy, appropriateness or completeness in

! any particular context, nor as to whether the Hypothetical Performance Data and/or the assumptions upon which it

! is based reflect present market conditions of future market performance. The Hypothetical Performance Data 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 Hypothetical Performance Data will

! be based on prepayment 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 Hypothetical Performance

! Data. Furthermore, unless otherwise provided, the Hypothetical Performance Data assumes no losses on the underlying

! assets and no interest shortfall. The specific characteristics of the securities may differ from those shown in

! the Hypothetical Performance Data due to, among other things, differences between (a) the actual underlying

! assets and the hypothetical underlying assets used in preparing the Hypothetical Performance Data and (b) the

! assumptions used by you in producing the Hypothetical Performance Data and the actual assumptions used in pricing

! the actual securities. The principal amount, designation and terms of any security described in the Hypothetical

! Performance Data are subject to change prior to issuance. You should contact the CSFB LLC trading desk at (212) 325-8549

! or Wachovia LLC trading desk at (704) 715-7008 to confirm the final principal amount, designation and terms of

! any security described in this communication prior to committing to purchase that security.

! Neither CSFB LLC nor Wachovia LLC or any of their affiliates make any representation or warranty as to the actual rate or timing

! of payments on any of the underlying assets or payments or yield on the securities.

! Although a registration statement (including a 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 yet been filed with the 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. The principal amount, designation and terms of any security described in

! the computer model and Hypothetical Performance Data are preliminary and subject to change prior to issuance.

! Prospective purchasers are referred to the final prospectus supplement relating to the securities discussed in

! this communication for definitive yield and maturity information regarding those securities, based on the final

! principal amounts, designations and terms of those securities. Once available, a final prospectus supplement may

! be obtained by contacting the CSFB LLC trading desk at (212) 325-8549 or the Wachovia LLC trading desk at (704) 715-7008.

! The computer model referenced herein supersedes all computer models related to the subject securities that have

! been made available to you previously. In addition, this computer model will be superseded in its entirety by

! the final prospectus supplement relating to the actual securities preliminarily described by this computer model.

! 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.

! Modeled in the Intex CMO Modeling Language, (WNYC14563379)

! Intex shall not be held liable for the accuracy of this data

! nor for the accuracy of information which is derived from this data.

Page 2

DEFINE CONSTANT #OrigCollBal = 1329639889.20

DEFINE CONSTANT #OrigBondBal = 1200000000.00


	FULL_DEALNAME:	COAFT04B
!
	DEAL SIZE:	1200000000.00
	PRICING SPEED:	1.70% ABS
!	ISSUE DATE:	20041001
	SETTLEMENT DATE:	20041007
!
Record date delay:		14

DEFINE TR_INDEXDEPS_ALL

DEFINE VARNAMES #FGBal


DEAL_CLOCK_INFO _
ISSUE_CDU_DATE		20041001 _
DEAL_FIRSTPAY_DATE		20041115

DEFINE DYNAMIC STICKY #NetRate = ( COLL_I_MISC(“COUPON”) ) / COLL_PREV_BAL * 1200

DEFINE DYNAMIC STICKY #NetRateActual360 = #Netrate * 30 / DAYS_DIFF(CURDATE ,

MONTHS_ADD(CURDATE,-1))

DEFINE #FGWrapBal = 1200000000

TOLERANCE WRITEDOWN_0LOSS 1.00

DEFINE TRANCHE “EXP”, “A1”, “A2”, “A3”, “A4”, “R”

Tranche “EXP” SEN_FEE_NO

Block ( #FGWrapBal ); at 0.2 NOTIONAL WITH FORMULA BEGIN ( IF COLL_PREV_BAL > 0

THEN #FGWrapBal ELSE 0 ); _

END ( IF COLL_BAL > 0 THEN

#FGWrapBal ELSE 0 ); _

DAYCOUNT 30360 FREQ M _