Contract
DATE_MODIFIED=04/25/2005 |TIME_MODIFIED=13:38|DM_MAJOR=3|DM_MINOR=8|DM_REVISION=202|DM_FORMAT=BOND_SPLIT|STRUCTURE=|COMMENTS=3A4/3A5/3A6 are Death Put / Lottery / 1X1|DEAL_TYPE=Whole Loan|SETTLE_DATE=20050429|COLLAT_CLOSING_DATE=20050401|DEAL_NAME=CSFB05-4G16BBG|DEAL_FREQUENCY=Monthly|COLLATERALTYPE=|ISSUER=|PRODUCTTYPE=|ISSUEDATE=|RECORDDELAY=|DEALER=|FULLDEALNAME=|SERIES_NUMBER=|MASTERSERVICER=|SPECIALSERVICER=|SUBSERVICER=|TRUSTEE=|COLLATERALMANAGER=|COLLATERALADVISOR=|TRUSTEE_INDENTURE=|TRUSTEE_OWNER=|CURRENCY=USD|CENTER=NYC|COUNTRY=USA|DM_PrepayScript=|DM_ServFee_PriceType=0|USE_LOAN_FORECAST=0|N_OPTREDEMP=1|CALL_INPUT=1~Call_UseCall1=0
Call_ShortName1=Cleanup
Call_FullName1=
Call_Description1=
Call_TargetGroup1=
Call_CallBalCurr1=Deal
Call_CallBalOrig1=Deal
Call_CallBalPct1=
Call_CallDate1=
Call_CallFormula1=
Call_CallMonth1=
Call_CallType1=0
Call_CallBeforeRules1=0
Call_PriceP1=
Call_AddAccruedInt1=0
Call_Mandatory1=0
Call_BondSelect1=00000000000000000000000000
Call_TargetGroupAgg1=0
|ASSET_PRICE_OPTION=0|PRICINGSCEN_NAME=2~3~4~5~6~7~8~|CREATE_RESIDUAL=0|OMIT_TREE=0|INCL_ALL_PAYMENTS=0|CALL_COLLAT_CLEANUP=0|CALL_RULES=0|DETERMINATION_DAY=|DETERMINATION_DAY_METHOD=0|DETERMINATION_DAY_OFFSET=|CDO_DATA_REINV_DATE=|CDO_DATA_FINAL_DATE=|CDO_DATA_TERM_PRICE=|CDO_DATA_REINV_PCT =100|TBA_CASH_TYPE=0|COLLAT_MONTHS_DELAY=0|PMT_DATE=20050525|EXPENSES=0|EXPENSES_OPTION=0|EXPENSES_ITEMIZED=Agency
Residual
Accountants
Legal
Trustee
|NOTES=|MODELING_NOTES=|PORTFOLIO_STRING=|PORTFOLIO_LEVEL=0|RED_PROSPECTUS=0|RESTRICTED=0|PRICE_CAP=|PROFIT=|SUB_COUPON=|USE_INDIVIDUAL_PRICE_CAP=0|DONT_SOLVE_COUPON_IF_GIVEN=0|MEZZ_SPREAD=|LOAN_RATEGEN=|MRG_ARMCAP=|MRG_ARMFLOOR=|LA_SPREAD(0)=CMT_10YR|LA_SPREAD(1)=CMT_10YR|DO_RAKE=0|DO_RAKEPRICE=0|RAKE_LEVEL=|SUBCLASS_TYPE=0|SUBCLASS_LEVEL=|BONDPRICE_TYPE=0|FLTTARGET_TYPE=0|INCRPROFIT=|CHK_HIDEPSEUDO=1|CHK_LOCKCOUPONS=0|CHK_COLLATSOLVE=0|POINTS=0.029815|PROFIT_COLLAT=-149,370,418.99|TOTAL_VALUE=4,590,352.70|COLLAT_VALUE=153,960,771.69|INDUCEMENT_PMT=0.00|NIMARB_OPTION=0|DealStat.bUsesExtIndex=0|MaxAmortTerm=357|SOLVER_INFORMATION=SOLVER_CHECK=`SOLVER_TRANCHE=`SOLVER_SCENARIO=`SOLVER_TARGET_TYPE=`SOLVER_TARGET_VALUE=`SOLVER_TARGET_GIVEN_TYPE=`SOLVER_TARGET_GIVEN_VALUE=`SOLVER_SOLVE_FOR=0`SOLVER_RAMP_ID=`SOLVER_PRECISION=2`SOLVER_MAX_RANGE=`SOLVER_SHOW_CASHFLOW_RESULT=0`SOLVER_CASHFLOW_RESULT_SELECT=0`|SPRARB0=3,940,813.70
153,311,232.71
649,539.00
649,538.98
4,590,352.70
153,960,771.69
2-19.05
100-31.00
826.961
5.256
|SPRARB1=-149,370,418.99
-3147.948
0.00
0.000
0.00
0.000
0.00
0.000
-149,370,418.99
-3147.948
0.00
|CARRY_TYPE=0|EXPENSE_PCT_CHANGED=0|CARRY_FINANCE_RATE=0|CARRY_FINANCE_RATE_BASIS=0|TAX_YIELD= 7|TAX_RATE=35|TAX_USEARB=0|EXPLOSS_SETTINGS=KEYSTR_FORM=BET
BET_SCENARIO=-1
BET_SHOCK_COMBO=0
BET_N_CUSTOM_CURVES=1
BET_CUSTOM_CURVE[0]=Custom Curve`
BET_TIMING=Paydates
BET_ASSET_OVERRIDE=0
BET_STRESS_FACTORS=0
BET_N_CATEGORIES=1
|CUMDEFAULT_SETTINGS=KEYSTR_FORM=BREAKEVEN
BREAKEVEN_N_CUSTOM_CURVES=1
BREAKEVEN_CUSTOM_CURVE[0]=Custom Curve`
BREAKEVEN_N_CUSTOM_DATES=1
BREAKEVEN_CUSTOM_DATE[0]=Custom Date`
BREAKEVEN_TIMING=Paydates
|FFIEC_SPEEDS_ROW=000x000x000~000x000x0000~1625
|FFIEC_UNITS=PSA|FFIEC_TRANCHE=|FFIEC_CALL=0|DMOpt_UseIndexSubnames=0|DMOpt_BusinessdayReceipts=0|DMOpt_Reremic_PrepayTop=0|DMOpt_Reremic_LossTop=0|DMOpt_Reremic_WAVG=2|DMOpt_Reremic_ForecastTopLevel=0|DMOpt_Reremic_DuplicateReremics=0|DMOpt_Reremic_EnableCDP=1|DMOpt_Reremic_IDX_for_CDP=0|DMOpt_Reremic_PreciseCleanup=0|DMOpt_Rereremic_DelinqBeforeSettleDate=1|DMOpt_Reremic_MegaExplodeType=0|DMOpt_Rereremic_IndividualDealCalls=1|DMOpt_Reremic_Repline=0|DMOpt_Rpt_Coupon=5|DMOpt_EnableCurtail=0|DMOpt_UseMultiIntReserveFund=0|DMOpt_Rpt_PriceDec=9|DMOpt_Rpt_PriceTic=2|DMOpt_Rpt_TicsDecs=0|DMOpt_Rpt_Yield=3|DMOpt_Rpt_Spread=0|DMOpt_Rpt_WAL=2|DMOpt_OverrideIndex=1|DMOpt_RecalcParentCoupon=0|DMOpt_DisplayCollatGroups=0|DMOpt_DisableDefineTranche=2|DMOpt_GMCName=0|DMOpt_UseDueBill=0|DMOpt_Include1YR=0|DMOpt_IncludePaidDownCollat=0|DMOpt_ActActMethod=0|DMOpt_SeverityToLiquidation=0|DMOpt_DefaultBalloonType=0|DMOpt_DefaultAfterMaturity=0|DMOpt_IgnorePIPayments=0|DMOpt_BusinessdayReceipts=0|DMOpt_SubShareTolerance=|DMOpt_IOetteNotionalBalance=0|DMOpt_AdvancedDefaults=0|DMOpt_AllocatePrepayIntShort=0|DMOpt_CrossCollatHedge=0|DMOpt_IgnoreBusinessDayCF=0|DMOpt_PrefundPrepay=0|DMOpt_PrefundLoss=0|DM_IntRatesSrcDate=|DM_FORECAST_GroupString=DM_FORECAST_GroupType0=0'DM_FORECAST_QueryValName0='DM_FORECAST_QueryValBucket0='DM_FORECAST_QueryValKey0='DM_FORECAST_QueryValUnits0='DM_FORECAST_QueryValMin0='DM_FORECAST_QueryValMax0='DM_FORECAST_GroupNames0='DM_FORECAST_GroupType1=0'DM_FORECAST_QueryValName1='DM_FORECAST_QueryValBucket1='DM_FORECAST_QueryValKey1='DM_FORECAST_QueryValUnits1='DM_FORECAST_QueryValMin1='DM_FORECAST_QueryValMax1='DM_FORECAST_GroupNames1='DM_FORECAST_GroupType2=0'DM_FORECAST_QueryValName2='DM_FORECAST_QueryValBucket2='DM_FORECAST_QueryValKey2='DM_FORECAST_QueryValUnits2='DM_FORECAST_QueryValMin2='DM_FORECAST_QueryValMax2='DM_FORECAST_GroupNames2='DM_FORECAST_GroupType3=0'DM_FORECAST_QueryValName3='DM_FORECAST_QueryValBucket3='DM_FORECAST_QueryValKey3='DM_FORECAST_QueryValUnits3='DM_FORECAST_QueryValMin3='DM_FORECAST_QueryValMax3='DM_FORECAST_GroupNames3='DM_FORECAST_GroupType4=0'DM_FORECAST_QueryValName4='DM_FORECAST_QueryValBucket4='DM_FORECAST_QueryValKey4='DM_FORECAST_QueryValUnits4='DM_FORECAST_QueryValMin4='DM_FORECAST_QueryValMax4='DM_FORECAST_GroupNames4='|N_CURVES=2|YLD_CRVS=YIELD_CURVE[6MO]=3.145~YIELD_NODE_IS_FROM_SOURCE[6MO]=1~YIELD_MATURITY[6MO]=20051020~YIELD_MATURITY_IS_FROM_SOURCE[6MO]=1~YIELD_CURVE[2YR]=3.639~YIELD_NODE_IS_FROM_SOURCE[2YR]=1~YIELD_MATURITY[2YR]=20070331~YIELD_MATURITY_IS_FROM_SOURCE[2YR]=1~YIELD_CURVE[3YR]=3.737~YIELD_NODE_IS_FROM_SOURCE[3YR]=1~YIELD_MATURITY[3YR]=20080215~YIELD_MATURITY_IS_FROM_SOURCE[3YR]=1~YIELD_CURVE[5YR]=3.937~YIELD_NODE_IS_FROM_SOURCE[5YR]=1~YIELD_MATURITY[5YR]=20100415~YIELD_MATURITY_IS_FROM_SOURCE[5YR]=1~YIELD_CURVE[10YR]=4.247~YIELD_NODE_IS_FROM_SOURCE[10YR]=1~YIELD_MATURITY[10YR]=20150215~YIELD_MATURITY_IS_FROM_SOURCE[10YR]=1~YIELD_CURVE[30YR]=4.555~YIELD_NODE_IS_FROM_SOURCE[30YR]=1~YIELD_MATURITY[30YR]=20310215~YIELD_MATURITY_IS_FROM_SOURCE[30YR]=1~YIELD_CURVE_N_NODES=6~YIELD_CURVE_MATURITIES=6MO\2YR\3YR\5YR\10YR\30YR\~YIELD_CURVE_NAME=Treasury~YIELD_CURVE_PREFIX=~YIELD_CURVE_USE_MATURITIES=1~YIELD_CURVE_SETTLE_DATE=20050426~YIELD_CURVE_USE_DIFFRATES=0~YIELD_CURVE_DIFFRATECURVE=Swaps~YIELD_CURVE_CURVEDAYCOUNT=Bond ActualActual~YIELD_CURVE_PREFIXHISTORY=~YIELD_SPOT_CURVE_LOCKED=0~2_CURVE[1YR]=3.690~2_NODE_IS_FROM_SOURCE[1YR]=1~2_MATURITY[1YR]=~2_MATURITY_IS_FROM_SOURCE[1YR]=1~2_CURVE[2YR]=4.032~2_NODE_IS_FROM_SOURCE[2YR]=1~2_MATURITY[2YR]=~2_MATURITY_IS_FROM_SOURCE[2YR]=1~2_CURVE[3YR]=4.194~2_NODE_IS_FROM_SOURCE[3YR]=1~2_MATURITY[3YR]=~2_MATURITY_IS_FROM_SOURCE[3YR]=1~2_CURVE[5YR]=4.359~2_NODE_IS_FROM_SOURCE[5YR]=1~2_MATURITY[5YR]=~2_MATURITY_IS_FROM_SOURCE[5YR]=1~2_CURVE[10YR]=4.688~2_NODE_IS_FROM_SOURCE[10YR]=1~2_MATURITY[10YR]=~2_MATURITY_IS_FROM_SOURCE[10YR]=1~2_CURVE[30YR]=5.033~2_NODE_IS_FROM_SOURCE[30YR]=1~2_MATURITY[30YR]=~2_MATURITY_IS_FROM_SOURCE[30YR]=1~2_CURVE_N_NODES=6~2_CURVE_MATURITIES=1YR\2YR\3YR\5YR\10YR\30YR\~2_CURVE_NAME=Swaps~2_CURVE_PREFIX=LIBOR~2_CURVE_USE_MATURITIES=1~2_CURVE_SETTLE_DATE=20050426~2_CURVE_USE_DIFFRATES=0~2_CURVE_DIFFRATECURVE=Treasury~2_CURVE_CURVEDAYCOUNT=Bond ActualActual~2_CURVE_PREFIXHISTORY=LIBOR~2_SPOT_CURVE_LOCKED=0~|YLD_CRV_N_NODES=6|YLD_CRV=CMT_6MO 3.145
CMT_2YR 3.639
CMT_3YR 3.737
CMT_5YR 3.937
CMT_10YR 4.247
CMT_30YR 4.555
|YM_MAXROWS=56|YM=TOTALPAY
MAX(0, SCHAM_PV_POOL("WOULDBE_CF","NA", LOAN("TREAS_MATUR","INTERPOLATE"), {spread} ) - (LOAN("SCHAM_PREVBAL")-LOAN("SCHEDP") / LOAN("PREV_SURV_FACTOR"))) * LOAN("SCHAM_PREP_AMT") / (LOAN("SCHAM_PREVBAL")-LOAN("SCHEDP") / LOAN("PREV_SURV_FACTOR"))
TOTALPAYBEY
MAX(0, SCHAM_PV_POOL("WOULDBE_CF","NA", BEQ(LOAN("TREAS_MATUR","INTERPOLATE")+ {spread}),0 ) - (LOAN("SCHAM_PREVBAL")-LOAN("SCHEDP") / LOAN("PREV_SURV_FACTOR"))) * LOAN("SCHAM_PREP_AMT") / (LOAN("SCHAM_PREVBAL")-LOAN("SCHEDP") / LOAN("PREV_SURV_FACTOR"))
INTLOSS
SCHAM_PV_POOL("WAC_OVER_REINV","NA", LOAN("TREAS_MATUR","INTERPOLATE"), {spread})
INTLOSSBEY
SCHAM_PV_POOL("WAC_OVER_REINV","NA", BEQ(LOAN("TREAS_MATUR","INTERPOLATE")+ {spread}),0)
ANNUITYFACTOR
LOAN("SCHAM_PREP_AMT") * MAX(0, ((LOAN("GROSSRATE") - (LOAN("TREAS_MATUR", "INTERPOLATE")+{spread}))/100) * (1 - (1 + (LOAN("TREAS_MATUR", "INTERPOLATE")+{spread})/100)^-(LOAN("MATURTERM")/12)) / ((LOAN("TREAS_MATUR", "INTERPOLATE")+{spread})/100) )
HE6MO80PCT
LOAN("SCHAM_PREP_AMT") * 80% * LOAN("GROSSRATE") / 1200 * 6
|COLLAT_MAXROWS=50|PTS_COLS=Pts 5%~Pts 4%~Pts 3%~Pts 2%~Pts 1%~|SUB_COLS=AAA~AA~A~BBB~BB~B~NR~|COLLAT_COL_DATA=1~1
|COLLAT_COL_DATA=2~1
|COLLAT_COL_DATA=3~
|COLLAT_COL_DATA=4~MORTGAGE
|COLLAT_COL_DATA=5~
|COLLAT_COL_DATA=6~
|COLLAT_COL_DATA=7~5.9
|COLLAT_COL_DATA=8~
|COLLAT_COL_DATA=9~0.4
|COLLAT_COL_DATA=10~5.5
|COLLAT_COL_DATA=11~151,840,280.00
|COLLAT_COL_DATA=12~151,840,280.00
|COLLAT_COL_DATA=13~
|COLLAT_COL_DATA=14~
|COLLAT_COL_DATA=15~
|COLLAT_COL_DATA=16~
|COLLAT_COL_DATA=17~
|COLLAT_COL_DATA=18~
|COLLAT_COL_DATA=19~
|COLLAT_COL_DATA=20~
|COLLAT_COL_DATA=21~
|COLLAT_COL_DATA=22~
|COLLAT_COL_DATA=23~
|COLLAT_COL_DATA=24~
|COLLAT_COL_DATA=25~
|COLLAT_COL_DATA=26~
|COLLAT_COL_DATA=27~357
|COLLAT_COL_DATA=28~360
|COLLAT_COL_DATA=29~357
|COLLAT_COL_DATA=30~360
|COLLAT_COL_DATA=31~3
|COLLAT_COL_DATA=32~|COLLAT_COL_DATA=33~|COLLAT_COL_DATA=34~|COLLAT_COL_DATA=35~|COLLAT_COL_DATA=36~|COLLAT_COL_DATA=37~|COLLAT_COL_DATA=38~|COLLAT_COL_DATA=39~|COLLAT_COL_DATA=40~|COLLAT_COL_DATA=41~|COLLAT_COL_DATA=42~|COLLAT_COL_DATA=43~|COLLAT_COL_DATA=44~|COLLAT_COL_DATA=45~|COLLAT_COL_DATA=46~|COLLAT_COL_DATA=47~|COLLAT_COL_DATA=48~|COLLAT_COL_DATA=49~|COLLAT_COL_DATA=50~|COLLAT_COL_DATA=51~|COLLAT_COL_DATA=52~|COLLAT_COL_DATA=53~|COLLAT_COL_DATA=54~|COLLAT_COL_DATA=55~|COLLAT_COL_DATA=56~|COLLAT_COL_DATA=57~|COLLAT_COL_DATA=58~|COLLAT_COL_DATA=59~|COLLAT_COL_DATA=60~|COLLAT_COL_DATA=61~|COLLAT_COL_DATA=62~|COLLAT_COL_DATA=63~|COLLAT_COL_DATA=64~|COLLAT_COL_DATA=65~|COLLAT_COL_DATA=66~|COLLAT_COL_DATA=67~|COLLAT_COL_DATA=68~|COLLAT_COL_DATA=69~|COLLAT_COL_DATA=70~|COLLAT_COL_DATA=71~|COLLAT_COL_DATA=72~|COLLAT_COL_DATA=73~|COLLAT_COL_DATA=74~|COLLAT_COL_DATA=75~|COLLAT_COL_DATA=76~|COLLAT_COL_DATA=77~|COLLAT_COL_DATA=78~|COLLAT_COL_DATA=79~|COLLAT_COL_DATA=80~|COLLAT_COL_DATA=81~|COLLAT_COL_DATA=82~|COLLAT_COL_DATA=83~|COLLAT_COL_DATA=84~|COLLAT_COL_DATA=85~|COLLAT_COL_DATA=86~|COLLAT_COL_DATA=87~|COLLAT_COL_DATA=88~|COLLAT_COL_DATA=89~|COLLAT_COL_DATA=90~|COLLAT_COL_DATA=91~|COLLAT_COL_DATA=92~|COLLAT_COL_DATA=93~|COLLAT_COL_DATA=94~|COLLAT_COL_DATA=95~|COLLAT_COL_DATA=96~|COLLAT_COL_DATA=97~|COLLAT_COL_DATA=98~|COLLAT_COL_DATA=99~|COLLAT_COL_DATA=100~|COLLAT_COL_DATA=101~|COLLAT_COL_DATA=102~|COLLAT_COL_DATA=103~|COLLAT_COL_DATA=104~|COLLAT_COL_DATA=105~|COLLAT_COL_DATA=106~|COLLAT_COL_DATA=107~|COLLAT_COL_DATA=108~|COLLAT_COL_DATA=109~|COLLAT_COL_DATA=110~|COLLAT_COL_DATA=111~|COLLAT_COL_DATA=112~|COLLAT_COL_DATA=113~|COLLAT_COL_DATA=114~|COLLAT_COL_DATA=115~|COLLAT_COL_DATA=116~|COLLAT_COL_DATA=117~|COLLAT_COL_DATA=118~|COLLAT_COL_DATA=119~|COLLAT_COL_DATA=120~|COLLAT_COL_DATA=121~|COLLAT_COL_DATA=122~|COLLAT_COL_DATA=123~|COLLAT_COL_DATA=124~|COLLAT_COL_DATA=125~|COLLAT_COL_DATA=126~|COLLAT_COL_DATA=127~|COLLAT_COL_DATA=128~|COLLAT_COL_DATA=129~|COLLAT_COL_DATA=130~|COLLAT_COL_DATA=131~|COLLAT_COL_DATA=132~|COLLAT_COL_DATA=133~|COLLAT_COL_DATA=134~|COLLAT_COL_DATA=135~|COLLAT_COL_DATA=136~|COLLAT_COL_DATA=137~|COLLAT_COL_DATA=138~|COLLAT_COL_DATA=139~|COLLAT_COL_DATA=140~|COLLAT_COL_DATA=141~|COLLAT_COL_DATA=142~|COLLAT_COL_DATA=143~|COLLAT_COL_DATA=144~|COLLAT_COL_DATA=145~|COLLAT_COL_DATA=146~|COLLAT_COL_DATA=147~|COLLAT_COL_DATA=148~|COLLAT_COL_DATA=149~|COLLAT_COL_DATA=150~|COLLAT_COL_DATA=151~|COLLAT_COL_DATA=152~|COLLAT_COL_DATA=153~|COLLAT_COL_DATA=154~|COLLAT_COL_DATA=155~|COLLAT_COL_DATA=156~|COLLAT_COL_DATA=157~|COLLAT_COL_DATA=158~|COLLAT_COL_DATA=159~|COLLAT_COL_DATA=160~|COLLAT_COL_DATA=161~|COLLAT_COL_DATA=162~|COLLAT_COL_DATA=163~|COLLAT_COL_DATA=164~|COLLAT_COL_DATA=165~|COLLAT_COL_DATA=166~|COLLAT_COL_DATA=167~|COLLAT_COL_DATA=168~|COLLAT_COL_DATA=169~|COLLAT_COL_DATA=170~|COLLAT_COL_DATA=171~|COLLAT_COL_DATA=172~|COLLAT_COL_DATA=173~|COLLAT_COL_DATA=174~|COLLAT_COL_DATA=175~|COLLAT_COL_DATA=176~|COLLAT_COL_DATA=177~|COLLAT_COL_DATA=178~|COLLAT_COL_DATA=179~|COLLAT_COL_DATA=180~|COLLAT_COL_DATA=181~|COLLAT_COL_DATA=182~|COLLAT_COL_DATA=183~|COLLAT_COL_DATA=184~|COLLAT_COL_DATA=185~|COLLAT_COL_DATA=186~|COLLAT_COL_DATA=187~|COLLAT_COL_DATA=188~|COLLAT_COL_DATA=189~|COLLAT_COL_DATA=190~|COLLAT_COL_DATA=191~|COLLAT_COL_DATA=192~|COLLAT_COL_DATA=193~|COLLAT_COL_DATA=194~|COLLAT_COL_DATA=195~|COLLAT_COL_DATA=196~|COLLAT_COL_DATA=197~|COLLAT_COL_DATA=198~|COLLAT_COL_DATA=199~|COLLAT_COL_DATA=200~|COLLAT_COL_DATA=201~|COLLAT_COL_DATA=202~|COLLAT_COL_DATA=203~|COLLAT_COL_DATA=204~|COLLAT_COL_DATA=205~|COLLAT_COL_DATA=206~|COLLAT_COL_DATA=207~|COLLAT_COL_DATA=208~|COLLAT_COL_DATA=209~|COLLAT_COL_DATA=210~|COLLAT_COL_DATA=211~|COLLAT_COL_DATA=212~|COLLAT_COL_DATA=213~|COLLAT_COL_DATA=214~|COLLAT_COL_DATA=215~|COLLAT_COL_DATA=216~|COLLAT_COL_DATA=217~|COLLAT_COL_DATA=218~|COLLAT_COL_DATA=219~|COLLAT_COL_DATA=220~|COLLAT_COL_DATA=221~|COLLAT_COL_DATA=222~|COLLAT_COL_DATA=223~|COLLAT_COL_DATA=224~|COLLAT_COL_DATA=225~|COLLAT_COL_DATA=226~|COLLAT_COL_DATA=227~|COLLAT_COL_DATA=228~|COLLAT_COL_DATA=229~|COLLAT_COL_DATA=230~|COLLAT_COL_DATA=231~|COLLAT_COL_DATA=232~|COLLAT_COL_DATA=233~|COLLAT_COL_DATA=234~|COLLAT_COL_DATA=235~|COLLAT_COL_DATA=236~|COLLAT_COL_DATA=237~|COLLAT_COL_DATA=238~|COLLAT_COL_DATA=239~|COLLAT_COL_DATA=240~|COLLAT_COL_DATA=241~|COLLAT_COL_DATA=242~|COLLAT_COL_DATA=243~|COLLAT_COL_DATA=244~|COLLAT_COL_DATA=245~|COLLAT_COL_DATA=246~|COLLAT_COL_DATA=247~|COLLAT_COL_DATA=248~|COLLAT_COL_DATA=249~|COLLAT_COL_DATA=250~|COLLAT_COL_DATA=251~|COLLAT_COL_DATA=252~|COLLAT_COL_DATA=253~|COLLAT_COL_DATA=254~|COLLAT_COL_DATA=255~|COLLAT_COL_DATA=256~|COLLAT_COL_DATA=257~|COLLAT_COL_DATA=258~|COLLAT_COL_DATA=259~|COLLAT_COL_DATA=260~|COLLAT_COL_DATA=261~|COLLAT_COL_DATA=262~|COLLAT_COL_DATA=263~|COLLAT_COL_DATA=264~|COLLAT_COL_DATA=265~|COLLAT_COL_DATA=266~
|COLLAT_COL_DATA=267~
|COLLAT_COL_DATA=268~
|COLLAT_COL_DATA=269~
0
|COLLAT_COL_DATA=270~|COLLAT_COL_DATA=271~|COLLAT_COL_DATA=272~|COLLAT_COL_DATA=273~|COLLAT_COL_DATA=274~|COLLAT_COL_DATA=275~|COLLAT_COL_DATA=276~|COLLAT_COL_DATA=277~|COLLAT_COL_DATA=278~|COLLAT_COL_DATA=279~|COLLAT_COL_DATA=280~|COLLAT_COL_DATA=281~|COLLAT_COL_DATA=282~|COLLAT_COL_DATA=283~|COLLAT_COL_DATA=284~|COLLAT_COL_DATA=285~|COLLAT_COL_DATA=286~|COLLAT_COL_DATA=287~|COLLAT_COL_DATA=288~|COLLAT_COL_DATA=289~|COLLAT_COL_DATA=290~|COLLAT_COL_DATA=291~|COLLAT_COL_DATA=292~|COLLAT_COL_DATA=293~|COLLAT_COL_DATA=294~|COLLAT_COL_DATA=295~|COLLAT_COL_DATA=296~|COLLAT_COL_DATA=297~|COLLAT_COL_DATA=298~|COLLAT_COL_DATA=299~|COLLAT_COL_DATA=300~|COLLAT_COL_DATA=301~|COLLAT_COL_DATA=302~|COLLAT_COL_DATA=303~|COLLAT_COL_DATA=304~|COLLAT_COL_DATA=305~|COLLAT_COL_DATA=306~|COLLAT_COL_DATA=307~|COLLAT_COL_DATA=308~|COLLAT_COL_DATA=309~|COLLAT_COL_DATA=310~|COLLAT_COL_DATA=311~|COLLAT_COL_DATA=312~|COLLAT_COL_DATA=313~|COLLAT_COL_DATA=314~|COLLAT_COL_DATA=315~|COLLAT_COL_DATA=316~|COLLAT_COL_DATA=317~|COLLAT_COL_DATA=318~|COLLAT_COL_DATA=319~|COLLAT_COL_DATA=320~|COLLAT_COL_DATA=321~|COLLAT_COL_DATA=322~|COLLAT_COL_DATA=323~|COLLAT_COL_DATA=324~|COLLAT_COL_DATA=325~|COLLAT_COL_DATA=326~|COLLAT_COL_DATA=327~|COLLAT_COL_DATA=328~|COLLAT_COL_DATA=329~|COLLAT_COL_DATA=330~|COLLAT_COL_DATA=331~|COLLAT_COL_DATA=332~|COLLAT_COL_DATA=333~|COLLAT_COL_DATA=334~|COLLAT_COL_DATA=335~|COLLAT_COL_DATA=336~|COLLAT_COL_DATA=337~|COLLAT_COL_DATA=338~|COLLAT_COL_DATA=339~|COLLAT_COL_DATA=340~|COLLAT_COL_DATA=341~|COLLAT_COL_DATA=342~|COLLAT_COL_DATA=343~|COLLAT_COL_DATA=344~|COLLAT_COL_DATA=345~|COLLAT_COL_DATA=346~|COLLAT_COL_DATA=347~|COLLAT_COL_DATA=348~|COLLAT_COL_DATA=349~|COLLAT_COL_DATA=350~|COLLAT_COL_DATA=351~|COLLAT_COL_DATA=352~|COLLAT_COL_DATA=353~|COLLAT_COL_DATA=354~|COLLAT_COL_DATA=355~|COLLAT_COL_DATA=356~|COLLAT_COL_DATA=357~|COLLAT_COL_DATA=358~|COLLAT_COL_DATA=359~|COLLAT_COL_DATA=360~|COLLAT_COL_DATA=361~|COLLAT_COL_DATA=362~|COLLAT_COL_DATA=363~|COLLAT_COL_DATA=364~|COLLAT_COL_DATA=365~|COLLAT_COL_DATA=366~|COLLAT_COL_DATA=367~|COLLAT_COL_DATA=368~|COLLAT_COL_DATA=369~|COLLAT_COL_DATA=370~|COLLAT_COL_DATA=371~|COLLAT_COL_DATA=372~|COLLAT_COL_DATA=373~|COLLAT_COL_DATA=374~|COLLAT_COL_DATA=375~|COLLAT_COL_DATA=376~|COLLAT_COL_DATA=377~|COLLAT_COL_DATA=378~|COLLAT_COL_DATA=379~|COLLAT_COL_DATA=380~|COLLAT_COL_DATA=381~|COLLAT_COL_DATA=382~|COLLAT_COL_DATA=383~|COLLAT_COL_DATA=384~|COLLAT_COL_DATA=385~|COLLAT_COL_DATA=386~|COLLAT_COL_DATA=387~|COLLAT_COL_DATA=388~|COLLAT_COL_DATA=389~|COLLAT_COL_DATA=390~|COLLAT_COL_DATA=391~|COLLAT_COL_DATA=392~|COLLAT_COL_DATA=393~|COLLAT_COL_DATA=394~|COLLAT_COL_DATA=395~|COLLAT_COL_DATA=396~|COLLAT_COL_DATA=397~|COLLAT_COL_DATA=398~|COLLAT_COL_DATA=399~|COLLAT_COL_DATA=400~|COLLAT_COL_DATA=401~|COLLAT_COL_DATA=402~|COLLAT_COL_DATA=403~|COLLAT_COL_DATA_DONE=TRUE|COLLAT_PTS_DATA=|COLLAT_SUB_DATA=|SHOW_COMPLIANCE=0|N_CALLS=1|PAYRULES=0~OPTION~LOAN~PAYDATESONLY~PAYFRAC~FIXPAY~KEY~DATE=~PAYMENT=~COUPONOPTION~COUPONFORMTYPE~COUPONORINT~FIXCOUPON~COUPONKEY~COUPONSCHEDNAME~COUPONDATE=~STEPCOUPON=~FEEOPTION~FIXFEE~FEEKEY~FEESCHEDNAME~FEEDATE=~STEPFEE=~FEEORINT~MARGINOPTION~FIXMARGIN~MARGINKEY~MARGINSCHEDNAME~MARGINDATE=~STEPMARGIN=~MISCFEEOPTION~FIXMISCFEE~MISCFEEKEY~MISCFEESCHEDNAME~MISCFEEDATE=~STEPMISCFEE=~RESETCAPOPTION~FIXRESETCAP~RESETCAPKEY~RESETCAPDATE=~STEPRESETCAP=~|RATE_VECTOR_OFFSET=0|USE_RATE_VECTORS=0|SCEN_FORECAST=P1~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,10]=0
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,12]=0
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST[,14]=100
ASSUMP_FORECAST[,15]=0
ASSUMP_FORECAST[,17]=0
ASSUMP_FORECAST[,18]=0
ASSUMP_FORECAST[,19]=0
ASSUMP_FORECAST[,20]=months
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,0]=300
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,32]=0
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST_LIST[]=47,10,11,12,13,14,15,17,18,19,20,23,0,1,32,48
ASSUMP_N_GROUPS=1
|FORECAST_STDVARS=0|USE_TRR=0|USE_GROUP_TRR=0|N_PRICING_SCENS=1|DM_IntRateCollection=LIBOR_1MO~|ASSUMPDEALMAKER_TOKEN=ACTIVE_RATES_ONLY=1
INT_RATE[1]=LIBOR_1MO,3
RATE_IS_FROM_SOURCE[1]=True
INT_RATE_UNITS[1]=%
INT_RATES_SOURCE=
INT_RATES_ASOF=
REINV_COLLAT_RATE=
REINV_COLLAT_INDEX=
|DM_IntRateNeedUnknown=0|YMSCRIPTS=~0~LOAN~SCRIPT~SCRIPTUSED~|CHK_ARM=0|CHK_PP=0|USE_BV_CASE=0|CHK_FORCE_RESET=0|CHK_MAKEGUARINTALL=0|CHK_EXTENSIONNOLAG=0|USE_GROUP_CASHFLOWS=0|USE_GROUP_FORECAST_PREPAY=0|USE_GROUP_FORECAST_LOSS=0|USE_GROUP_FORECAST_DRAW=0|USE_GROUP_FORECAST_DELINQ=0|USE_GROUP_FORECAST_BALLNEXT=0|TAX_GROUPS=0|USE_CROSS_COLLAT=0|CROSS_OCTRANCHE=0|USE_REINV=0|LOCK_REINV=0|REINV_DAY_TYPE=0|REINV_RATE_DAYS=15|REINV_BASIS=30360|OPT_REINV=1|REINV_CASH_TYPE=1|REINV_CASH_PCT=50|REINV_CASH_CUSTOM_FORMULA=|REINV_ADJUST_FIRST_PERIOD=0|COLLAT_NONGOLD=0|USE_REPLINE_PRICES=0|USE_COLLAT_OVERRIDE=0|COLLAT_OVERRIDE=|USE_COLLAT_FIRST_ACCRUAL=0|CREDIT_SUPPORT_BASIS_TYPE=0|CREDIT_SUPPORT_BASIS_INDEX=0|CREDIT_SUPPORT_BASIS_CUSTOM=|CREDIT_SUPPORT_BASIS_CUSTOM_ORIGBAL=|FIRST_PERIOD_HAIRCUT_USE=0|FIRST_PERIOD_HAIRCUT_VALUE=|SHOCKRPT_P_CURVENAME=All|SHOCKRPT_P_NSTEPS=5|SHOCKRPT_P_STEPSIZE=10|SHOCKRPT_NP_CURVE=1~Treasury|SHOCKRPT_NP_NODE=1~5YR|SHOCKRPT_NP_SHOCK=1~10|SHOCKRPT_NP_CURVE=2~Treasury|SHOCKRPT_NP_NODE=2~10YR|SHOCKRPT_NP_SHOCK=2~10|SHOCKRPT_NP_CURVE=3~Treasury|SHOCKRPT_NP_NODE=3~30YR|SHOCKRPT_NP_SHOCK=3~10|SHOCKRPT_NP_CURVE=4~|SHOCKRPT_NP_NODE=4~|SHOCKRPT_NP_SHOCK=4~|SHOCKRPT_NP_CURVE=5~|SHOCKRPT_NP_NODE=5~|SHOCKRPT_NP_SHOCK=5~|SHOCKRPT_NP_CURVE=6~|SHOCKRPT_NP_NODE=6~|SHOCKRPT_NP_SHOCK=6~|SHOCKRPT_NP_CURVE=7~|SHOCKRPT_NP_NODE=7~|SHOCKRPT_NP_SHOCK=7~|SHOCKRPT_NP_CURVE=8~|SHOCKRPT_NP_NODE=8~|SHOCKRPT_NP_SHOCK=8~|SHOCKRPT_NP_CURVE=9~|SHOCKRPT_NP_NODE=9~|SHOCKRPT_NP_SHOCK=9~|SHOCKRPT_NP_CURVE=10~|SHOCKRPT_NP_NODE=10~|SHOCKRPT_NP_SHOCK=10~|FORECAST_PY_GIVENTYPE=Price|FORECAST_PY_GIVENAMT=96-00.00|FORECAST_PY_STEPAMT=0-2|FORECAST_PY_NSTEPS=7|FORECAST_PY_INPUTTYPE=0|FORECAST_PY_STEPMIN=|FORECAST_PY_STEPMAX=|FORECAST_STACKPY_BONDS=|FORECAST_PYTABLE_BONDS=|FORECAST_N_SCENARIOS=5|FORECAST_SHOW_PREP_DETAIL=0|FORECAST_SHOW_LOSS_DETAIL=0|FORECAST_UNITS_BY_SCENARIO=0|FORECAST_INT_AFFECTS_PRINC=0|FORECAST_DONT_USE_GMC=0|FORECAST_2WAY_RATES=Rows|FORECAST_2WAY_PREPAY=Columns|FORECAST_2WAY_LOSS=Columns|FORECAST_2WAY_DELINQ=Columns|FORECAST_2WAY_BALLOON=Columns|FORECAST_2WAY_DRAW=Columns|FORECAST_2WAY_CALL=Columns|FORECAST_2WAY_STDVAR=|FORECAST_2WAY_DO=0|FORECAST_PREPAY_BYGROUP=0|FORECAST_LOSS_BYGROUP=0|FORECAST_DELINQ_BYGROUP=0|FORECAST_BALLOON_BYGROUP=0|FORECAST_DRAW_BYGROUP=0|FORECAST_CALL_BYGROUP=0|FORECAST_USE_FORWARD_SETTLEDATE=0|FORECAST_FORWARD_SETTLEDATE= |FORECAST_SCEN_NAMES=
|FORECAST_INDEX_RATE=LIBOR_1MO
%
3
%
3
%
3
%
3
%
3
%
%
%
%
%
%
%
%
%
%
|FORECAST_INDEX_RATE=CMT_10YR
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
|FORECAST_INDEX_RATE=CMT_30YR
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
|FORECAST_INDEX_RATE=CMT_5YR
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
|FORECAST_INDEX_RATE=UNDEFINED
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
|FORECAST_INDEX_RATE=COFI_11
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
|FORECAST_INDEX_RATE=CMT_6MO
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
|FORECAST_INDEX_RATE=CMT_1YR
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
|FORECAST_INDEX_RATE=CMT_3YR
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
|FORECAST_INDEX_RATE=FG_REINVESTMENT
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
|FORECAST_INDEX_RATE=CMT_2YR
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
|FORECAST_INDEX_RATE=MISC_2
%
%
%
%
%
%
%
%
%
%
%
%
%
%
%
|FORECAST_DO_REINVRATE=|FORECAST_REINVRATE=
|SCEN_FORECAST=Do_Forecast~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,25]=0
ASSUMP_FORECAST[,24]=1
ASSUMP_FORECAST[,26]=0
ASSUMP_FORECAST[,28]=0
ASSUMP_FORECAST[,27]=0
ASSUMP_FORECAST[,1]=
ASSUMP_FORECAST[,11]=
ASSUMP_FORECAST[,13]=
ASSUMP_FORECAST[,46]=0
ASSUMP_FORECAST_LIST[]=25,24,26,28,27,1,11,13,46
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=1~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,0]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,23,0,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=2~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,0]=100
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,23,0,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=3~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,0]=300
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,23,0,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=4~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,0]=400
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,23,0,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=5~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,0]=500
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,23,0,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=6~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,0]=
ASSUMP_FORECAST[,10]=
ASSUMP_FORECAST[,12]=
ASSUMP_FORECAST[,14]=
ASSUMP_FORECAST[,15]=
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,0,10,12,14,15,23,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=7~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,0]=
ASSUMP_FORECAST[,10]=
ASSUMP_FORECAST[,12]=
ASSUMP_FORECAST[,14]=
ASSUMP_FORECAST[,15]=
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,0,10,12,14,15,23,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=8~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,0]=
ASSUMP_FORECAST[,10]=
ASSUMP_FORECAST[,12]=
ASSUMP_FORECAST[,14]=
ASSUMP_FORECAST[,15]=
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,0,10,12,14,15,23,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=9~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,0]=
ASSUMP_FORECAST[,10]=
ASSUMP_FORECAST[,12]=
ASSUMP_FORECAST[,14]=
ASSUMP_FORECAST[,15]=
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,0,10,12,14,15,23,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=10~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,0]=
ASSUMP_FORECAST[,10]=
ASSUMP_FORECAST[,12]=
ASSUMP_FORECAST[,14]=
ASSUMP_FORECAST[,15]=
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,0,10,12,14,15,23,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=11~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,0]=
ASSUMP_FORECAST[,10]=
ASSUMP_FORECAST[,12]=
ASSUMP_FORECAST[,14]=
ASSUMP_FORECAST[,15]=
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,0,10,12,14,15,23,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=12~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,0]=
ASSUMP_FORECAST[,10]=
ASSUMP_FORECAST[,12]=
ASSUMP_FORECAST[,14]=
ASSUMP_FORECAST[,15]=
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,0,10,12,14,15,23,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=13~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,0]=
ASSUMP_FORECAST[,10]=
ASSUMP_FORECAST[,12]=
ASSUMP_FORECAST[,14]=
ASSUMP_FORECAST[,15]=
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,0,10,12,14,15,23,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=14~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,0]=
ASSUMP_FORECAST[,10]=
ASSUMP_FORECAST[,12]=
ASSUMP_FORECAST[,14]=
ASSUMP_FORECAST[,15]=
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,0,10,12,14,15,23,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=15~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,0]=
ASSUMP_FORECAST[,10]=
ASSUMP_FORECAST[,12]=
ASSUMP_FORECAST[,14]=
ASSUMP_FORECAST[,15]=
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,0,10,12,14,15,23,47,1,11,13
ASSUMP_N_GROUPS=1
|REPORT_SCENARIO=0|CHKSCRIPT[HEADER]=0|CHKSCRIPT[COLLATCUSTOMVAR]=0|CHKSCRIPT[CUSTOMVAR]=0|CHKSCRIPT[INTRATE]=0|CHKSCRIPT[BONDS]=0|CHKSCRIPT[FUNDS]=0|CHKSCRIPT[CLASSTREE]=0|CHKSCRIPT[TRIGGERS]=0|CHKSCRIPT[MISC]=0|CHKSCRIPT[PAYRULES]=0|CHKSCRIPT[SCHEDULES]=0|CHKSCRIPT[COLLATERAL]=0|UseCollatCustomVar=0|SCRIPT_NOTE_PAD=
|CDO_Industry_Matrix=|Use_Industry_Matrix=0|Collat_AutoRefresh_File=|Collat_AutoRefresh_Do=0|SCRIPT_FLAGS=|N_GROUPS=0|N_COLLATNODE=57|COLLATNODE[1]=Row=1
BondName=Collat
NodeType=1
CurrentSplitName=
SplitSave=
SplitBalance=151840280
Balance=151840280
BondType=
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=Collat
SenSub=SEN
BalSupportType=0
Wal=5.5
WalPrinc=5.50
WalInt=4.55
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=357
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Kids=32,33,
ChildOrder=SNR`SUBORD`
SplitBasis=CLASS`Credit Support
SplitPayRules=SEN/SUB
SplitData=
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=
SplitPrecision=1.00
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=5.5
COLOR_Coupon=0
Price=100.968750000
COLOR_Price=0
COLOR_Yield=16711680
TextYield=5.256
COLOR_Spread=16711680
TextSpread=128
MktValue=153311232.71
COLOR_MktValue=16711680
MktValueAcc=153960771.69
COLOR_MktValueAcc=16711680
Value1BP=66,656.60
Arb5BPS=7.02
ArbStat=4.3478
NextLevelArb=-149,370,418.99
TotalArb=-149,370,418.99
ArbExclude=
AccruedInt=649,538.98
PrincWindow=05/05 - 01/35
CFWindow=05/05 - 01/35
PrincMonths=1 - 357
CFMonths=1 - 357
Duration=4.33
DiscMargin=NA
ZSpread=N/A
DiscMarginBEQ=NA
Benchmark=5.50
BenchYld=3.971
CollarLo=
CollarHi=
CollarUnits=
RawPrice=100.968750000
RawYield=5.132180048
PYPriceType=Price
PYInputs=PRICE`96-00.00`0-2`7`0``\
SI_CreateIO=0
SI_IOCoupon=
SI_Sched=60
100`72
70`84
60`96
40`108
20`120
0`
SI_PrincSched=0
SI_PrincPrepay=0
SI_PrincRecover=0
SI_PrincLiquidate=0
SI_UsePrincRecover=1
SI_UsePrincLiquidate=1
SI_Freq=0
SI_FailVal=0
SI_UseExcessSub=0
SI_OptExcessSubOrder=0
SI_UseSub2Times=0
SI_Sub2TimesGT=0
SI_Sub2TimesMo=
SI_Sub2TimesPct=
SI_UseSen2Times=0
SI_Sen2TimesGT=0
SI_Sen2TimesMo=
SI_Sen2TimesPct=
SI_Use2TimesSenPct=0
SI_Sub2TimesTestOverride=0
SI_Sub2TimesLossClip=36
20`360
30`
SI_Sub2TimesDelinqTest=0
SI_Sub2TimesDelinqType=0
SI_Sub2TimesDelinqMonth=
SI_Sub2TimesDelinqPct=
SI_Sub2TimesDelinqTestB=0
SI_Sub2TimesDelinqTypeB=0
SI_Sub2TimesDelinqMonthB=
SI_Sub2TimesDelinqPctB=
SI_Sub2TimesLossTest=0
SI_Sub2TimesExclLoss=0
SI_ExcessSub=0
SI_Test1=72
30`84
35`96
40`108
45`120
50`
SI_DelinqTest1=0
SI_DelinqTestType1=0
SI_DelinqTestMonths1=
SI_DelinqTestPct1=
SI_DelinqTestB1=0
SI_DelinqTestTypeB1=0
SI_DelinqTestMonthsB1=
SI_DelinqTestPctB1=
SI_LossTest1=0
SI_ExclLoss1=0
SI_Test2=72
30`84
35`96
40`108
45`120
50`
SI_DelinqTest2=0
SI_DelinqTestType2=0
SI_DelinqTestMonths2=
SI_DelinqTestPct2=
SI_DelinqTestB2=0
SI_DelinqTestTypeB2=0
SI_DelinqTestMonthsB2=
SI_DelinqTestPctB2=
SI_LossTest2=0
SI_ExclLoss2=0
SI_LossPrevSenPrep=0
SI_PrevSenPrepType=0
IO_Tree=
FF_CDO=
N_Fees=0
PP_COVER_PI=
PP_COVER_IO=
PP_Name=
PP_AllocPct_Bonds=
PP_CoverIO_Pct=
PP_AllocPct_PPBond=
PP_AllocPct_CashAccount=
PP_AllocPct_External=
PP_AllocPct_Residual=
PP_optYM=0
PP_optFP=0
PP_txtYM=
PP_txtFP=
PP_altYM=0
PP_optDiscRate=0
PP_optBasis=0
PP_optYMP=0
PP_GrpDistrib=0
SenSubOC_Paytype=0
HelocPayType=0
HelocOC=0
ProrataRecoveryType=0
DontLimitPrincDistrib=0
PDL_ExcessSpreadCap=
Trust_ExcessInterest=0
OCAmt=0
CST_Use=0
CST_Sticky=0
CST_TriggerSwitch=0
CST_PayType=
CST_UseDelinq=0
CST_DelinqVal=
CST_UseCreditSupport=0
CST_CreditSupportOrRatioSelect=
CST_CreditSupportSelect=
CST_CreditSupportVal=
CST_UseDefault=0
CST_UseCDO=0
CST_UseCollatBal=0
CST_CollatBalVal=
CST_AllFail=0
CST_UseCollatBalDollar=0
CST_CollatBalDollarVal=
CST_UseDate=0
CST_DateCondition=
CST_DateVal=
CST_USEPDLNonZero=0
CST_USERF=0
CST_RFName=
CST_USEFG=0
CST_FGName=
CST_Custom=
BST_Use=0
BST_Sticky=0
BST_TriggerSwitch=0
BST_PayType=
BST_UseCumLoss=0
BST_CumLossSelect=0
BST_CumLossVal=
BST_UseOCStepUp=0
BST_AllFail=0
RawCoupon=5.5
Residuals=
Collat_InducementPmt=
Collat_CarryPmt=0
Collat_FirstARMResetDate=
Collat_HasNonTeaserLoan=0
Collat_BondPassThruGroup=0
Collat_BondPassThruGroup_Details=
Info_OCS=
Info_RecordDelay=
Info_CollatIssuer=
Info_PaymentDelay=
PPC_START=
PPC_END=
PPC_RISE=
ARB_DatedDate=20050401
ARB_Delay=24
ARB_PayDate=20050525
ARB_ClosingDate=20050429
IRA_USE=0
N_ReserveFunds=1
RF_Use=0`RF_FundName=`RF_RealFundName=SPREAD_ACCT`RF_OptStart=0`RF_InitBal=`RF_InitBalPctB=`RF_InitBalPctC=`RF_ChkExcess=0`RF_ChkExternal=0`RF_ChkRules=0`RF_ChkBonus=0`RF_BonusPct=`RF_OptInit=0`RF_TxtInitFixed=`RF_TxtInitBonds=`RF_TxtInitCollat=`RF_UseDelinqStep=0`RF_UseTriggStep=0`RF_DelinqA=`RF_DelinqB=`RF_DelinqC=`RF_UseFloorBonds=0`RF_UseFloorCollat=0`RF_UseFloorFixed=0`RF_UseFloorLoans=0`RF_FloorBondsVal=`RF_FloorCollatVal=`RF_FloorFixedVal=`RF_FloorLoansVal=`RF_UseStep=0`RF_UseStepdown=0`RF_StepDownBal=`RF_OptStepDownDate=0`RF_StepDownDateVal=`RF_StepDownMonth=`RF_StepDownDateCustom=`RF_OptStepDownReserve=0`RF_StepDownBonds=`RF_StepDownCollat=`RF_StepDownCustom=`RF_ChkDelinqTrigger=0`RF_ChkLossTrigger=0`RF_ChkCumLossTrigger=0`RF_CustomTrigger=`RF_CustomTriggerDesc=`RF_DelinqPct=`RF_LossPct=`RF_DelinqAve=`RF_CumLossClip=`RF_TriggerVal=`RF_OptTrigger=0`RF_OptExcess=0`RF_ChkCoverIntShortfall=0`RF_ChkCoverNonIntShortfall=0`RF_ChkCoverLoss=0`RF_ChkCoverP=0`RF_ChkCoverCC=0`RF_ChkCoverFDD=0`RF_ChkCoverPDA=0`RF_ChkReinvest=0`RF_ReinvestIndex=`RF_ReinvestVal=`RF_ChkRuleOverride=0`RF_Cover=`RF_ChkPayCap=0`RF_ChkLimBal=0`RF_ChkLimBondBal=0`RF_PayCap=`RF_RetireBonds=0`RF_ChkReleaseToPrinc=0`RF_TriggerValCustom=`RF_ExcessReleaseBond=`RF_ChkExclXSInt=0`
DR_Type=0
DR_OptDate=0
DR_Date=
DR_Months=
N_FinancialGuaranty=1
FG_Use=0`FG_FundName=`FG_Name=`FG_ChkCoverIntShortfall=0`FG_ChkCoverNonIntShortfall=0`FG_ChkCoverLoss=0`FG_ChkCoverMaturity=0`FG_ChkCoverRules=0`FG_Cover=`FG_ChkPayCap=0`FG_PayCap=`FG_Fee=`FG_Reimb=0`FG_MakeFeeTranche=0`FG_Reinvest=0`FG_ReinvestIndex=`FG_ReinvestRate=`FG_Daycount=0`FG_CoversCollat=0`FG_ReimbAfterOC=0`
OC_Use=0
TR_Type=0
TR_EA_Use=0
TR_EA_Rate=0
TR_EAavg=
TR_AccumType=0
TR_SprAccum=
TR_SprTrigger=
TR_AccumDate=
TR_SchedPrinDate=
TR_TerminateDate=
TR_FF_IPUseFunds=0
FF_Type=0
FF_OC=0
FF_IPCustomUseFunds=0
FF_Negam=0
FF_IntShort=1
FF_PrincShort=
FF_PayServeFee=
FF_CustomWD=0
FF_ShortPayBack=0
FF_UseNegam=0
FF_NegamReducePrepay=0
FF_NegamExcess=
FF_NegamIncrBal=
FF_EarnIntWD=0
FF_EarnIntInt=0
FF_EarnIntCC=1
FF_EarnIntWDAtCap=0
FF_EarnIntIntAtCap=0
FF_EarnIntCCAtCap=0
FF_IntShortAfterOC=0
FF_TrusteeFeeUse=0
FF_TrusteeFeeVal=
FF_TrusteeFeeAmtUse=0
FF_TrusteeFeeAmtVal=
FF_FeeAmtFreq=0
FF_FirstPayType=0
FF_FirstPayDate=
FF_SettleType=0
FF_SettleDate=
FF_CCProrata=
FF_CCProrataMethod=0
FF_ProrataBalSelect=0
FF_WDLoss=0
FF_WDMonths=0
FF_WDNMonths=
FF_LimitIntFromPrinc=0
FF_MasterServiceFeeUse=0
FF_MasterServiceFeeVal=
GroupAlias=
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
RS_PassThru=
HedgeNetCashflow=0
HedgeProrateRestrictBal=0
HedgeAddHedgesToFF=0
HedgeShowFlow=0
N_Hedges=0
|COLLATNODE[32]=Row=2
BondName=SNR
NodeType=2
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=147285072
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
`
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=5.35
WalPrinc=5.35
WalInt=4.45
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=357
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=1
Kids=34,35,
ChildOrder=16P1`SUP````````````````
SplitBasis=BOND`Balance
SplitPayRules=PAC/TAC
SplitData=3
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=CREDIT SUPPORT
SplitPrecision=1.00
SplitRoundIO=0
SplitPctType=0
PAC_Units=PSA
PAC_Begin=0
PAC_End=
PAC_WAL=
PAC_Bal=
PAC_Freeze=0
PAC_Rounding=0
PAC_DoStep=0
PAC_StepSize=
FLTINV_OverrideIndex=0
FLTINV_IndexVal=
PAC_Low=100
PAC_High=300
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=PSA
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=PSA
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=5.5
COLOR_Coupon=0
Price=100.343750000
COLOR_Price=0
COLOR_Yield=255
TextYield=5.395
COLOR_Spread=255
TextSpread=143
MktValue=147791364.44
COLOR_MktValue=255
MktValueAcc=148421417.24
COLOR_MktValueAcc=255
Value1BP=62,528.48
Arb5BPS=6.59
ArbStat=4.0785
NextLevelArb=0.00
TotalArb=0.00
ArbExclude=
AccruedInt=630,052.81
PrincWindow=05/05 - 01/35
CFWindow=05/05 - 01/35
PrincMonths=1 - 357
CFMonths=1 - 357
Duration=4.213
DiscMargin=NA
ZSpread=N/A
DiscMarginBEQ=NA
Benchmark=5.35
BenchYld=3.962
CollarLo=
CollarHi=
CollarUnits=
RawPrice=100.343750000
RawYield=5.324347016
PYPriceType=
IO_Tree=
SenSubOC_Paytype=0
HelocPayType=0
HelocOC=0
ProrataRecoveryType=0
DontLimitPrincDistrib=0
PDL_ExcessSpreadCap=
Trust_ExcessInterest=0
OCAmt=0
CST_Use=0
CST_Sticky=0
CST_TriggerSwitch=0
CST_PayType=
CST_UseDelinq=0
CST_DelinqVal=
CST_UseCreditSupport=0
CST_CreditSupportOrRatioSelect=
CST_CreditSupportSelect=
CST_CreditSupportVal=
CST_UseDefault=0
CST_UseCDO=0
CST_UseCollatBal=0
CST_CollatBalVal=
CST_AllFail=0
CST_UseCollatBalDollar=0
CST_CollatBalDollarVal=
CST_UseDate=0
CST_DateCondition=
CST_DateVal=
CST_USEPDLNonZero=0
CST_USERF=0
CST_RFName=
CST_USEFG=0
CST_FGName=
CST_Custom=
BST_Use=0
BST_Sticky=0
BST_TriggerSwitch=0
BST_PayType=
BST_UseCumLoss=0
BST_CumLossSelect=0
BST_CumLossVal=
BST_UseOCStepUp=0
BST_AllFail=0
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=
Factor=1
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=
FLT_Cap=
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=1277/
BlockBal=147285072/
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=Default
Bond_Exclude_Init_Coupon=0
|COLLATNODE[33]=Row=27
BondName=SUBORD
NodeType=2
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=4555208
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
`
Delay=24
Group=0
Rating=SUBORD
SenSub=JUN
BalSupportType=0
Wal=10.28
WalPrinc=10.28
WalInt=6.21
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=357
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=1
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=0
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=CREDIT SUPPORT
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=5.5
COLOR_Coupon=0
Price=100.343750000
COLOR_Price=0
COLOR_Yield=16711680
TextYield=5.467
COLOR_Spread=16711680
TextSpread=121
MktValue=4570866.53
COLOR_MktValue=16711680
MktValueAcc=4590352.7
COLOR_MktValueAcc=16711680
Value1BP=3,383.07
Arb5BPS=0.36
ArbStat=0.2207
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=19,486.17
PrincWindow=05/05 - 01/35
CFWindow=05/05 - 01/35
PrincMonths=1 - 357
CFMonths=1 - 357
Duration=7.37
DiscMargin=NA
ZSpread=N/A
DiscMarginBEQ=NA
Benchmark=10.28
BenchYld=4.256
CollarLo=
CollarHi=
CollarUnits=
RawPrice=100.343750000
RawYield=5.455109599
PYPriceType=
IO_Tree=
SenSubOC_Paytype=0
HelocPayType=0
HelocOC=0
ProrataRecoveryType=0
DontLimitPrincDistrib=0
PDL_ExcessSpreadCap=
Trust_ExcessInterest=0
OCAmt=0
CST_Use=0
CST_Sticky=0
CST_TriggerSwitch=0
CST_PayType=
CST_UseDelinq=0
CST_DelinqVal=
CST_UseCreditSupport=0
CST_CreditSupportOrRatioSelect=
CST_CreditSupportSelect=
CST_CreditSupportVal=
CST_UseDefault=0
CST_UseCDO=0
CST_UseCollatBal=0
CST_CollatBalVal=
CST_AllFail=0
CST_UseCollatBalDollar=0
CST_CollatBalDollarVal=
CST_UseDate=0
CST_DateCondition=
CST_DateVal=
CST_USEPDLNonZero=0
CST_USERF=0
CST_RFName=
CST_USEFG=0
CST_FGName=
CST_Custom=
BST_Use=0
BST_Sticky=0
BST_TriggerSwitch=0
BST_PayType=
BST_UseCumLoss=0
BST_CumLossSelect=0
BST_CumLossVal=
BST_UseOCStepUp=0
BST_AllFail=0
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=
Factor=1
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=
FLT_Cap=
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=1278/
BlockBal=4555208/
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
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MH_TrigBal=
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Ignore weekends / holidays
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Ignore weekends / holidays
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PSEUDOgmc=
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FF_PayruleConditionText=
TR_FF_IPUseFunds=0
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TR_TrustStripRate=
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|COLLATNODE[37]=Row=26
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Ignore weekends / holidays
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ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=122,100.85
PrincWindow=05/05 - 05/08
CFWindow=05/05 - 05/08
PrincMonths=1 - 37
CFMonths=1 - 37
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=
Factor=1
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=
FLT_Cap=
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[38]=Row=6
BondName=14PACB1
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=19383171
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=36
Kids=40,41,42,43,44,45,
ChildOrder=1`2`3`4`5`6```````
SplitBasis=BOND`Percent
SplitPayRules=PRORATA
SplitData=
SplitPctData=
SplitBalData=
SplitWalData=10.99
SplitEndperData=
SplitDataType=Percent
SplitPrecision=1.00
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=PSA
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=5.5
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=0.00
TotalArb=0.00
ArbExclude=
AccruedInt=82,916.90
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=1
Base=
Factor=1
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=
FLT_Cap=
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[39]=Row=25
BondName=16Z1
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=4281000
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=5.99
WalPrinc=5.99
WalInt=3.22
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=357
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=36
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Percent
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=5.5
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=18,313.17
PrincWindow=06/10 - 01/35
CFWindow=06/10 - 01/35
PrincMonths=62 - 357
CFMonths=62 - 357
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_Z
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=2
Base=
Factor=1
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=
FLT_Cap=
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=1
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[40]=Row=7
BondName=1
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=3230399
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=38
Kids=46,47,
ChildOrder=16F1`16I1`````
SplitBasis=BOND`Balance
SplitPayRules=FLT/INV
SplitData=16.666
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Percent
SplitPrecision=1.00
SplitRoundIO=0
SplitPctType=0
FLTINV_Type=0
FLTINV_TTIBCoupon=0
FLTINV_LeverMult=0
FLTINV_AdjustFormula=1
FLTINV_CoupRounding=
FLTINV_MultRounding=
FLTINV_Truncate=0
FLTINV_InputChk=
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=PSA
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=5.5
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=0.00
TotalArb=0.00
ArbExclude=
AccruedInt=13,818.93
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=5.5
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=
Factor=1
Index=
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=
FLT_Cap=
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[41]=Row=10
BondName=2
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=3230399
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=38
Kids=48,49,
ChildOrder=16F2`16I2`````
SplitBasis=BOND`Balance
SplitPayRules=FLT/INV
SplitData=16.666
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Percent
SplitPrecision=1.00
SplitRoundIO=0
SplitPctType=0
FLTINV_Type=0
FLTINV_TTIBCoupon=0
FLTINV_LeverMult=0
FLTINV_AdjustFormula=1
FLTINV_CoupRounding=
FLTINV_MultRounding=
FLTINV_Truncate=0
FLTINV_InputChk=
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=PSA
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=5.5
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=0.00
TotalArb=0.00
ArbExclude=
AccruedInt=13,818.93
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=5.5
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=
Factor=1
Index=
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=
FLT_Cap=
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[42]=Row=13
BondName=3
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=3230399
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=38
Kids=50,51,
ChildOrder=16F3`16I3`````
SplitBasis=BOND`Balance
SplitPayRules=FLT/INV
SplitData=16.666
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Percent
SplitPrecision=1.00
SplitRoundIO=0
SplitPctType=0
FLTINV_Type=0
FLTINV_TTIBCoupon=0
FLTINV_LeverMult=0
FLTINV_AdjustFormula=1
FLTINV_CoupRounding=
FLTINV_MultRounding=
FLTINV_Truncate=0
FLTINV_InputChk=
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=PSA
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=5.5
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=0.00
TotalArb=0.00
ArbExclude=
AccruedInt=13,818.93
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=5.5
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=
Factor=1
Index=
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=
FLT_Cap=
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[43]=Row=16
BondName=4
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=3230399
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=38
Kids=52,53,
ChildOrder=16F4`16I4`````
SplitBasis=BOND`Balance
SplitPayRules=FLT/INV
SplitData=16.666
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Percent
SplitPrecision=1.00
SplitRoundIO=0
SplitPctType=0
FLTINV_Type=0
FLTINV_TTIBCoupon=0
FLTINV_LeverMult=0
FLTINV_AdjustFormula=1
FLTINV_CoupRounding=
FLTINV_MultRounding=
FLTINV_Truncate=0
FLTINV_InputChk=
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=PSA
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=5.5
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=0.00
TotalArb=0.00
ArbExclude=
AccruedInt=13,818.93
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=5.5
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=
Factor=1
Index=
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=
FLT_Cap=
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[44]=Row=19
BondName=5
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=3230399
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=38
Kids=54,55,
ChildOrder=16F5`16I5`````
SplitBasis=BOND`Balance
SplitPayRules=FLT/INV
SplitData=16.666
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Percent
SplitPrecision=1.00
SplitRoundIO=0
SplitPctType=0
FLTINV_Type=0
FLTINV_TTIBCoupon=0
FLTINV_LeverMult=0
FLTINV_AdjustFormula=1
FLTINV_CoupRounding=
FLTINV_MultRounding=
FLTINV_Truncate=0
FLTINV_InputChk=
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=PSA
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=5.5
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=0.00
TotalArb=0.00
ArbExclude=
AccruedInt=13,818.93
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=5.5
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=
Factor=1
Index=
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=
FLT_Cap=
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[45]=Row=22
BondName=6
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=3231176
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=38
Kids=56,57,
ChildOrder=16F6`16I6`````
SplitBasis=BOND`Balance
SplitPayRules=FLT/INV
SplitData=
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Percent
SplitPrecision=1.00
SplitRoundIO=0
SplitPctType=0
FLTINV_Type=0
FLTINV_TTIBCoupon=0
FLTINV_LeverMult=0
FLTINV_AdjustFormula=1
FLTINV_CoupRounding=
FLTINV_MultRounding=
FLTINV_Truncate=0
FLTINV_InputChk=
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=PSA
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=5.5
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=0.00
TotalArb=0.00
ArbExclude=
AccruedInt=13,822.25
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=5.5
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=
Factor=1
Index=
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=
FLT_Cap=
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[46]=Row=8
BondName=16F1
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=2368959
BondType=FLT
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=40
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=2368959
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=3.5
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=6,448.83
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=.5
Factor=1.0
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=.5
FLT_Cap=7.5
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[47]=Row=9
BondName=16I1
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=861440
BondType=INV
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=40
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=861440
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=10.9999976
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=7,370.10
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=19.24999419
Factor=-2.74999884
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=0
FLT_Cap=19.24999419
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[48]=Row=11
BondName=16F2
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=2368959
BondType=FLT
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=41
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=2368959
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=3.55
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=6,540.96
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=.55
Factor=1.0
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=.55
FLT_Cap=7.5
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[49]=Row=12
BondName=16I2
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=861440
BondType=INV
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=41
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=861440
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=10.8624977
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=7,277.97
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=19.11249425
Factor=-2.74999884
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=0
FLT_Cap=19.11249425
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[50]=Row=14
BondName=16F3
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=2368959
BondType=FLT
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=42
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=2368959
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=3.6
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=6,633.09
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=.6
Factor=1.0
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=.6
FLT_Cap=7.5
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[51]=Row=15
BondName=16I3
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=861440
BondType=INV
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=42
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=861440
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=10.7249977
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=7,185.84
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=18.97499431
Factor=-2.74999884
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=0
FLT_Cap=18.97499431
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[52]=Row=17
BondName=16F4
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=2538170
BondType=FLT
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=43
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=2538170
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=3.55
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=7,008.17
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=.55
Factor=1.0
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=.55
FLT_Cap=7
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[53]=Row=18
BondName=16I4
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=692229
BondType=INV
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=43
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=692229
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=12.6499915
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=6,810.76
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=23.64997854
Factor=-3.66666233
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=0
FLT_Cap=23.64997854
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[54]=Row=20
BondName=16F5
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=2538170
BondType=FLT
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=44
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=2538170
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=3.6
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=7,106.88
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=.60
Factor=1.0
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=.60
FLT_Cap=7
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[55]=Row=21
BondName=16I5
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=692229
BondType=INV
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=44
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=692229
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=12.4666584
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=6,712.05
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=23.46664543
Factor=-3.66666233
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=0
FLT_Cap=23.46664543
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[56]=Row=23
BondName=16F6
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=2538781
BondType=FLT
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=45
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=2538781
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=3.65
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=7,207.32
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=.65
Factor=1.0
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=.65
FLT_Cap=7
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|COLLATNODE[57]=Row=24
BondName=16I6
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=692395
BondType=INV
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=3.61
WalPrinc=3.61
WalInt=1.99
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=62
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=45
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=692395
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=
SplitRoundIO=0
SplitPctType=0
FLTINV_OverrideIndex=0
FLTINV_IndexVal=3
PAC_Low=
PAC_High=
PAC_BalOverride=0
PacZBand=0
MaxStableZ=0
BulletRedeemPrice=0
GrpDistrib_TotalGroup=0
TACNoClean=0
TACFreeze=0
JZ_Freeze=0
JZ_Rule=0
CustomSplit_NoIO=0
CustomSplit_NoGroundClass=0
CustomSplit_NAS=0
OffSpeed_Use=0
OffSpeed_Units=
OffSpeed_Rate=
PACOffSpeed_Use=0
PACOffSpeed_Units=
PACOffSpeed_Rate=
RoundingFromBeginningOfSched=0
Coupon=12.2833315
COLOR_Coupon=0
Price=
COLOR_Price=0
COLOR_Yield=0
TextYield=
COLOR_Spread=0
TextSpread=
MktValue=0
COLOR_MktValue=0
MktValueAcc=
COLOR_MktValueAcc=0
Value1BP=
Arb5BPS=
ArbStat=0.0000
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=6,614.94
PrincWindow=05/05 - 06/10
CFWindow=05/05 - 06/10
PrincMonths=1 - 62
CFMonths=1 - 62
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=CMP_PAC_AD
VFBonds=
CBO_IntCov=
CBO_ParVal=
CBO_DefInt=0
CBO_RedeemClassOnly=0
CBO_RedeemClassFirst=0
CBO_ExcludeClassOC=0
CBO_IC_Trigger_Steps=
CBO_OC_Trigger_Steps=
CouponTarget=
SubGroup=
GMC_Use=0
GMC_Opt=0
GMC_Date=
GMC_Month=
GMC_ExtraInterest=0
FDD_Use=0
FDD_Opt=0
FDD_Date=
FDD_Month=
FLTFreeze=0
ZOrder=
Base=23.28332866
Factor=-3.6666657
Index=LIBOR_1MO
ResetFreq=0
ResetOffset=
FLT_Custom=
FLT_chkCustom=0
FLT_Lockout=
FLT_ScheduleVal=
FLT_chkLockout=0
FLT_CapFloorSched=
FLT_MountainSched=
FLT_UseCapFloorSched=0
CouponCap=0
CC_ExcludeWrap=0
CC_ExcludeWrapBal=0
CC_AdjForHedges=0
CC_ExcludeIO=
CC_PayBack=0
CC_PayBackNoAccum=0
CC_chkCustom=0
CC_Custom=
CC_CustomDaycount=0
CC_CustomAdjFirst=0
CapBase=
CapPer=
CapStep=
CapWACType=0
CC_AvailFunds=0
CC_MezY=0
FLT_Floor=0
FLT_Cap=23.28332866
FLT_LifeCap=0
FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
CS_Opt=0
CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
NIM_TargetType=0
NIM_TargetBal=
NIM_IntShort=0
nBlocks=1
BlockCIndex=
BlockBal=
Frequency=0
wacRate=0
BondPayTac=0
BondPayTacRate=
BondPayTacUnits=
BondPayPac=0
BondPayPacLBound=
BondPayPacUBound=
BondPayPacUnits=
BondPayPacStartPer=
BondPayZ=0
BondPayAccInSched=0
BondPayJumpZ=0
BondPayJZSticky=
BondPayJZRate=
BondPayJZUnits=
BondPayJZOrder=
BondPayCleanupOrder=
BondPayCeil=0
BondPayCeilAmt=
BondPayCeilStart=
BondPayCeilPctAmt=
BondPayBulletDate=
OC_Enh=
MH_EnhPct=
MH_TrigBal=
NonIONotional=0
NB_Type=0
NB_Normalize=0
NB_NormalizeVal=
NB_NormalizeVec=
NB_Formula=
NB_FormulaEnd=
NB_BegBalance=
NB_StripUpTo=
NB_RoundWholeNumber=0
NB_NotionalWithFullMaturity=0
NTL_Sched=
NTL_chkSched=0
NTL_chkSchedBond=0
NTL_SenSub=0
NTL_PayCC=0
NTL_PayCCType=0
NTL_PayCCCollection=
NTL_CapAtWACIO=0
NoWriteDown=0
CrossoverProrata=0
PriorityPDA=0
UseParentCoupon=0
NonOffered=0
NoRelease=0
PrivatePlace=0
PAC_Dates=
PAC_Schedule=
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1.00
Swap_Currency=
Swap_Rate=
Swap_TargetType=0
Swap_TargetBalance=
Swap_PrincMethod=0
NoCheckWritedown=0
NoShortfallPayback=0
ModelingTranche=0
IRA_BondLevel=0
IRA_BondLevel_Coupon=
BB_ForceOneBlock=0
WAC_Y_UseCollat=0
CustomPYBasis=
ResidType=0
ResidClass=0
ResidBalance=0
IO_end=0
IO_endmonths=
IO_enddate=
OC_GDFloor=
SplitGrpSenCustomGrps=
CUSIP=
ISIN=
CINS=
COLOR_Maturity=0
Maturity=
LegalMaturity=
RatingFT=
RatingMD=
RatingSP=
RatingDB=
MACRpct=
MACRpctGiven=
MACRcoupon=
MACRexclude=
MACRRound=0
PSEUDOexclude=
PSEUDOpct=
PSEUDOgmc=
PSEUDObal=
PSEUDO_IsAllInYield=0
PSEUDO_Reprice=0
FF_Type=0
FF_IPCustomUseFunds=0
FF_CustomPayruleKeys=
FF_CustomPayruleRules=
FF_PayruleConditionType=
FF_PayruleConditionText=
TR_FF_IPUseFunds=0
TR_UseTrustCoupon=0
TR_TrustStripRate=
Bond_Biz_Center=
Bond_Exclude_Init_Coupon=0
|[DMS_FILE_EOF]