Contract
DATE_MODIFIED=04/21/2005 |TIME_MODIFIED=13:26|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=CSFB05-4G15BBG|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=000000000000000000000
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=0.290999|PROFIT_COLLAT=-198,873,469.47|TOTAL_VALUE=81,624,597.08|COLLAT_VALUE=280,498,066.55|INDUCEMENT_PMT=0.00|NIMARB_OPTION=0|DealStat.bUsesExtIndex=0|MaxAmortTerm=357|SOLVER_INFORMATION=SOLVER_CHECK=1,1,1,,,,,,,,,,,,,`SOLVER_TRANCHE=AX,CX,6X,,,,,,,,,,,,,`SOLVER_SCENARIO=Pricing,Pricing,Pricing,,,,,,,,,,,,,`SOLVER_TARGET_TYPE=Yield,Yield,Yield,,,,,,,,,,,,,`SOLVER_TARGET_VALUE=0,0,0,,,,,,,,,,,,,`SOLVER_TARGET_GIVEN_TYPE=Price,Price,Price,,,,,,,,,,,,,`SOLVER_TARGET_GIVEN_VALUE=17.5,15,16,,,,,,,,,,,,,`SOLVER_SOLVE_FOR=9`SOLVER_RAMP_ID=---No Ramp---`SOLVER_PRECISION=2`SOLVER_MAX_RANGE=`SOLVER_SHOW_CASHFLOW_RESULT=0`SOLVER_CASHFLOW_RESULT_SELECT=0`|SPRARB0=80,433,875.45
279,307,344.90
1,190,721.63
1,190,721.65
81,624,597.08
280,498,066.55
28-28.69
100-11.00
55.075
5.399
|SPRARB1=-198,873,469.47
-2286.308
0.00
0.000
0.00
0.000
0.00
0.000
-198,873,469.47
-2286.308
0.14
|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=Latest Rates|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]=3.113~YIELD_NODE_IS_FROM_SOURCE[6MO]=1~YIELD_MATURITY[6MO]=20051020~YIELD_MATURITY_IS_FROM_SOURCE[6MO]=1~YIELD_CURVE[2YR]=3.572~YIELD_NODE_IS_FROM_SOURCE[2YR]=1~YIELD_MATURITY[2YR]=20070331~YIELD_MATURITY_IS_FROM_SOURCE[2YR]=1~YIELD_CURVE[3YR]=3.683~YIELD_NODE_IS_FROM_SOURCE[3YR]=1~YIELD_MATURITY[3YR]=20080215~YIELD_MATURITY_IS_FROM_SOURCE[3YR]=1~YIELD_CURVE[5YR]=3.904~YIELD_NODE_IS_FROM_SOURCE[5YR]=1~YIELD_MATURITY[5YR]=20100415~YIELD_MATURITY_IS_FROM_SOURCE[5YR]=1~YIELD_CURVE[10YR]=4.243~YIELD_NODE_IS_FROM_SOURCE[10YR]=1~YIELD_MATURITY[10YR]=20150215~YIELD_MATURITY_IS_FROM_SOURCE[10YR]=1~YIELD_CURVE[30YR]=4.581~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=20050422~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]=3.629~2_NODE_IS_FROM_SOURCE[1YR]=1~2_MATURITY[1YR]=~2_MATURITY_IS_FROM_SOURCE[1YR]=1~2_CURVE[2YR]=3.973~2_NODE_IS_FROM_SOURCE[2YR]=1~2_MATURITY[2YR]=~2_MATURITY_IS_FROM_SOURCE[2YR]=1~2_CURVE[3YR]=4.139~2_NODE_IS_FROM_SOURCE[3YR]=1~2_MATURITY[3YR]=~2_MATURITY_IS_FROM_SOURCE[3YR]=1~2_CURVE[5YR]=4.347~2_NODE_IS_FROM_SOURCE[5YR]=1~2_MATURITY[5YR]=~2_MATURITY_IS_FROM_SOURCE[5YR]=1~2_CURVE[10YR]=4.682~2_NODE_IS_FROM_SOURCE[10YR]=1~2_MATURITY[10YR]=~2_MATURITY_IS_FROM_SOURCE[10YR]=1~2_CURVE[30YR]=5.051~2_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=20050422~2_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 3.113
CMT_2YR 3.572
CMT_3YR 3.683
CMT_5YR 3.904
CMT_10YR 4.243
CMT_30YR 4.581
|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=11~278,350,515.00
|COLLAT_COL_DATA=12~278,350,515.00
|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[,31]=0
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST_LIST[]=47,10,11,12,13,14,15,17,18,19,20,23,0,1,32,31,48
ASSUMP_N_GROUPS=1
|FORECAST_STDVARS=0|USE_TRR=0|USE_GROUP_TRR=0|N_PRICING_SCENS=1|ASSUMPDEALMAKER_TOKEN=ACTIVE_RATES_ONLY=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=40~41|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
%
9
%
2.55
%
2.55
%
2.55
%
2.55
%
%
%
%
%
%
%
%
%
%
|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[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST[,0]=0
ASSUMP_FORECAST_LIST[]=48,23,47,1,11,13,0
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=2~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST[,0]=100
ASSUMP_FORECAST_LIST[]=48,23,47,1,11,13,0
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[,23]=0
ASSUMP_FORECAST[,0]=750
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=7~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,0]=1000
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=8~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,0]=350
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=9~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,0]=375
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=10~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=11~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,0]=750
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=12~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,0]=1000
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=13~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,23,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=14~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,47]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=48,23,47,1,11,13
ASSUMP_N_GROUPS=1
|SCEN_FORECAST=15~ASSUMP_GROUP_NAME[1]=
ASSUMP_FORECAST[,47]=
ASSUMP_FORECAST[,48]=bp
ASSUMP_FORECAST[,23]=0
ASSUMP_FORECAST[,1]=PSA
ASSUMP_FORECAST[,11]=CDR
ASSUMP_FORECAST[,13]=%
ASSUMP_FORECAST_LIST[]=47,48,23,1,11,13
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=52|COLLATNODE[1]=Row=1
BondName=Collat
NodeType=1
CurrentSplitName=
SplitSave=
SplitBalance=278350515
Balance=278350515
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=100.343750000
COLOR_Price=0
COLOR_Yield=255
TextYield=5.399
COLOR_Spread=255
TextSpread=146
MktValue=279307344.9
COLOR_MktValue=255
MktValueAcc=280498066.54
COLOR_MktValueAcc=255
Value1BP=120,840.36
Arb5BPS=6.95
ArbStat=4.3264
NextLevelArb=-280,498,066.54
TotalArb=-280,498,066.54
ArbExclude=
AccruedInt=1,190,721.65
PrincWindow=05/05 - 01/35
CFWindow=05/05 - 01/35
PrincMonths=1 - 357
CFMonths=1 - 357
Duration=4.31
DiscMargin=NA
ZSpread=N/A
DiscMarginBEQ=NA
Benchmark=5.50
BenchYld=3.94
CollarLo=
CollarHi=
CollarUnits=
RawPrice=100.343750000
RawYield=5.332738152
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=270000000
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=PAC`15C1```````````````
SplitBasis=BOND`Balance
SplitPayRules=PAC/TAC
SplitData=122714928
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
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=
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=1,155,000.00
PrincWindow=05/05 - 01/35
CFWindow=05/05 - 01/35
PrincMonths=1 - 357
CFMonths=1 - 357
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
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=111/
BlockBal=270000000/
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=22
BondName=SUBORD
NodeType=2
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=8350515
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=
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=35,721.65
PrincWindow=05/05 - 01/35
CFWindow=05/05 - 01/35
PrincMonths=1 - 357
CFMonths=1 - 357
Duration=
DiscMargin=
ZSpread=
DiscMarginBEQ=
Benchmark=
BenchYld=
CollarLo=
CollarHi=
CollarUnits=
RawPrice=
RawYield=NA
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=112/
BlockBal=8350515/
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[34]=Row=3
BondName=PAC
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=174294775
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=6.7
WalPrinc=6.70
WalInt=5.05
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=32
Kids=36,37,
ChildOrder=SPAC`PAC2```````
SplitBasis=BOND`Balance
SplitPayRules=PAC/TAC
SplitData=174294775
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=1000.00
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=0
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=101.646875000
COLOR_Price=255
COLOR_Yield=255
TextYield=5.174
COLOR_Spread=0
TextSpread=115
MktValue=177165338.81
COLOR_MktValue=255
MktValueAcc=177910933.12
COLOR_MktValueAcc=255
Value1BP=91,627.30
Arb5BPS=5.27
ArbStat=3.2805
NextLevelArb=0.00
TotalArb=8,546,663.54
ArbExclude=
AccruedInt=745,594.31
PrincWindow=05/05 - 01/35
CFWindow=05/05 - 01/35
PrincMonths=1 - 357
CFMonths=1 - 357
Duration=5.15
DiscMargin=NA
ZSpread=N/A
DiscMarginBEQ=NA
Benchmark=6.70
BenchYld=4.024
CollarLo=
CollarHi=
CollarUnits=
RawPrice=101.646959187
RawYield=5.003171833
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=PAC
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=
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=20050425`20050525`20050625`20050725`20050825`20050925`20051025`20051125`20051225`20060125`20060225`20060325`20060425`20060525`20060625`20060725`20060825`20060925`20061025`20061125`20061225`20070125`20070225`20070325`20070425`20070525`20070625`20070725`20070825`20070925`20071025`20071125`20071225`20080125`20080225`20080325`20080425`20080525`20080625`20080725`20080825`20080925`20081025`20081125`20081225`20090125`20090225`20090325`20090425`20090525`20090625`20090725`20090825`20090925`20091025`20091125`20091225`20100125`20100225`20100325`20100425`20100525`20100625`20100725`20100825`20100925`20101025`20101125`20101225`20110125`20110225`20110325`20110425`20110525`20110625`20110725`20110825`20110925`20111025`20111125`20111225`20120125`20120225`20120325`20120425`20120525`20120625`20120725`20120825`20120925`20121025`20121125`20121225`20130125`20130225`20130325`20130425`20130525`20130625`20130725`20130825`20130925`20131025`20131125`20131225`20140125`20140225`20140325`20140425`20140525`20140625`20140725`20140825`20140925`20141025`20141125`20141225`20150125`20150225`20150325`20150425`20150525`20150625`20150725`20150825`20150925`20151025`20151125`20151225`20160125`20160225`20160325`20160425`20160525`20160625`20160725`20160825`20160925`20161025`20161125`20161225`20170125`20170225`20170325`20170425`20170525`20170625`20170725`20170825`20170925`20171025`20171125`20171225`20180125`20180225`20180325`20180425`20180525`20180625`20180725`20180825`20180925`20181025`20181125`20181225`20190125`20190225`20190325`20190425`20190525`20190625`20190725`20190825`20190925`20191025`20191125`20191225`20200125`20200225`20200325`20200425`20200525`20200625`20200725`20200825`20200925`20201025`20201125`20201225`20210125`20210225`20210325`20210425`20210525`20210625`20210725`20210825`20210925`20211025`20211125`20211225`20220125`20220225`20220325`20220425`20220525`20220625`20220725`20220825`20220925`20221025`20221125`20221225`20230125`20230225`20230325`20230425`20230525`20230625`20230725`20230825`20230925`20231025`20231125`20231225`20240125`20240225`20240325`20240425`20240525`20240625`20240725`20240825`20240925`20241025`20241125`20241225`20250125`20250225`20250325`20250425`20250525`20250625`20250725`20250825`20250925`20251025`20251125`20251225`20260125`20260225`20260325`20260425`20260525`20260625`20260725`20260825`20260925`20261025`20261125`20261225`20270125`20270225`20270325`20270425`20270525`20270625`20270725`20270825`20270925`20271025`20271125`20271225`20280125`20280225`20280325`20280425`20280525`20280625`20280725`20280825`20280925`20281025`20281125`20281225`20290125`20290225`20290325`20290425`20290525`20290625`20290725`20290825`20290925`20291025`20291125`20291225`20300125`20300225`20300325`20300425`20300525`20300625`20300725`20300825`20300925`20301025`20301125`20301225`20310125`20310225`20310325`20310425`20310525`20310625`20310725`20310825`20310925`20311025`20311125`20311225`20320125`20320225`20320325`20320425`20320525`20320625`20320725`20320825`20320925`20321025`20321125`20321225`20330125`20330225`20330325`20330425`20330525`20330625`20330725`20330825`20330925`20331025`20331125`20331225`20340125`20340225`20340325`20340425`20340525`20340625`20340725`20340825`20340925`20341025`20341125`20341225`20350125`
PAC_Schedule=174294775.00`173829833.83`173317382.77`172757586.66`172150634.94`171496741.62`170796145.17`170049108.40`169255918.35`168416886.09`167532346.58`166602658.44`165628203.75`164609387.79`163546638.81`162440407.71`161291167.76`160099414.25`158865664.20`157590455.96`156274348.83`154917922.67`153521777.50`152086533.04`150612828.27`149101320.95`147552687.18`145967620.82`144390881.06`142822425.53`141262212.10`139710198.85`138166344.08`136630606.30`135102944.25`133583316.87`132071683.32`130568002.98`129072235.43`127584340.46`126104278.08`124632008.49`123167492.13`121710689.60`120261561.75`118820069.61`117386174.41`115959837.60`114541020.81`113129685.88`111725794.86`110329309.97`108940193.66`107558408.55`106183917.47`104816683.43`103456669.65`102103839.53`100758156.66`99419584.83`98088088.00`96775570.42`95470002.07`94171347.32`92879570.75`91594637.10`90316511.31`89045158.48`87780543.91`86522633.07`85271391.61`84026785.36`82788780.32`81561177.22`80340081.63`79125460.08`77917279.31`76715506.18`75520107.77`74331051.30`73148304.16`71971833.93`70801608.33`69637595.28`68479762.82`67335411.22`66197113.43`65064838.15`63938554.28`62818230.83`61703837.02`60595342.19`59492715.86`58395927.71`57304947.56`56221950.61`55158446.78`54132572.18`53125023.29`52135481.20`51163632.44`50209168.91`49271787.77`48351191.37`47447087.15`46559187.56`45687209.97`44830876.61`43989914.43`43179452.20`42383311.69`41601246.09`40833012.79`40078373.30`39337093.16`38608941.90`37893692.96`37191123.63`36501014.96`35823151.75`35157322.43`34503319.04`33860937.13`33229975.76`32610237.37`32001527.79`31403656.13`30816434.74`30239679.19`29673208.17`29116843.45`28570409.86`28033735.17`27506650.11`26988988.31`26480586.19`25981282.99`25490920.68`25009343.93`24536400.04`24071938.92`23615813.06`23167877.45`22727989.55`22296009.27`21871798.88`21455223.05`21046148.70`20644445.09`20249983.66`19862638.07`19482284.13`19108799.80`18742065.10`18381962.10`18028374.91`17681189.60`17340294.21`17005578.68`16676934.85`16354256.39`16037438.83`15726379.45`15420977.32`15121133.22`14826749.64`14537730.75`14253982.36`13975411.88`13701928.34`13433442.30`13169865.89`12911112.72`12657097.89`12407737.99`12162950.99`11922656.32`11686774.78`11455228.52`11227941.04`11004837.15`10785842.98`10570885.91`10359894.56`10152798.82`9949529.74`9750019.60`9554201.83`9362011.00`9173382.83`8988254.15`8806562.85`8628247.92`8453249.41`8281508.38`8112966.93`7947568.15`7785256.13`7625975.91`7469673.49`7316295.81`7165790.71`7018106.96`6873194.19`6731002.93`6591484.56`6454591.28`6320276.16`6188493.06`6059196.63`5932342.34`5807886.42`5685785.84`5565998.35`5448482.41`5333197.23`5220102.70`5109159.44`5000328.71`4893572.50`4788853.42`4686134.76`4585380.43`4486554.99`4389623.59`4294552.01`4201306.63`4109854.41`4020162.89`3932200.17`3845934.92`3761336.34`3678374.20`3597018.77`3517240.86`3439011.78`3362303.34`3287087.86`3213338.13`3141027.44`3070129.52`3000618.57`2932469.27`2865656.71`2800156.44`2735944.42`2672997.06`2611291.17`2550803.97`2491513.07`2433396.50`2376432.66`2320600.34`2265878.69`2212247.25`2159685.91`2108174.90`2057694.84`2008226.64`1959751.61`1912251.33`1865707.75`1820103.11`1775420.00`1731641.28`1688750.15`1646730.07`1605564.83`1565238.49`1525735.40`1487040.18`1449137.73`1412013.23`1375652.10`1340040.03`1305162.99`1271007.15`1237558.98`1204805.15`1172732.60`1141328.48`1110580.19`1080475.33`1051001.76`1022147.51`993900.87`966250.31`939184.52`912692.39`886763.01`861385.68`836549.86`812245.23`788461.64`765189.13`742417.92`720138.41`698341.16`677016.91`656156.57`635751.20`615792.05`596270.50`577178.10`558506.55`540247.70`522393.56`504936.27`487868.11`471181.51`454869.05`438923.42`423337.45`408104.12`393216.52`378667.87`364451.51`350560.91`336989.66`323731.46`310780.12`298129.59`285773.91`273707.22`261923.80`250418.00`239184.31`228217.28`217511.60`207062.04`196863.46`186910.82`177199.19`167723.71`158479.62`149462.24`140666.99`132089.37`123724.96`115569.41`107618.49`99868.00`92313.86`84952.05`77778.61`70789.68`63981.45`57350.20`50892.27`44604.08`38482.09`32522.85`26722.98`21079.14`15588.08`10246.59`5051.53`0.00`
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[35]=Row=21
BondName=15C1
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=95705225
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=2.91
WalPrinc=2.91
WalInt=1.93
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=32
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=95705225
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
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=
TotalArb=
ArbExclude=
AccruedInt=409,405.68
PrincWindow=05/05 - 01/35
CFWindow=05/05 - 01/35
PrincMonths=1 - 357
CFMonths=1 - 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
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
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GMC_Date=
GMC_Month=
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FDD_Use=0
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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=
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FLT_LifeCap_Adjust=0
FLT_StrikeRate=
CS_Use=0
CS_Val=
CS_StepBy=
CS_StepMult=
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CS_Month=
CS_CallLag=1
CS_Date=
CS_DRB=0
NIMCollection=
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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=
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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[36]=Row=4
BondName=SPAC
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=79683000
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=9.28
WalPrinc=9.28
WalInt=6.26
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=34
Kids=38,39,
ChildOrder=SPAC1`15Z1```````
SplitBasis=BOND`SEQ
SplitPayRules=SEQUENTIAL
SplitData=79683000
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=1000.00
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=102.008750000
COLOR_Price=0
COLOR_Yield=255
TextYield=5.212
COLOR_Spread=255
TextSpread=101
MktValue=81283632.26
COLOR_MktValue=255
MktValueAcc=81624498.43
COLOR_MktValueAcc=255
Value1BP=54,835.25
Arb5BPS=3.15
ArbStat=1.9633
NextLevelArb=8,546,663.54
TotalArb=81,624,597.08
ArbExclude=
AccruedInt=340,866.17
PrincWindow=05/05 - 01/35
CFWindow=05/05 - 01/35
PrincMonths=1 - 357
CFMonths=1 - 357
Duration=6.72
DiscMargin=NA
ZSpread=N/A
DiscMarginBEQ=NA
Benchmark=9.28
BenchYld=4.205
CollarLo=
CollarHi=
CollarUnits=
RawPrice=102.008830621
RawYield=5.087995263
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=PAC
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=
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=20050425`20050525`20050625`20050725`20050825`20050925`20051025`20051125`20051225`20060125`20060225`20060325`20060425`20060525`20060625`20060725`20060825`20060925`20061025`20061125`20061225`20070125`20070225`20070325`20070425`20070525`20070625`20070725`20070825`20070925`20071025`20071125`20071225`20080125`20080225`20080325`20080425`20080525`20080625`20080725`20080825`20080925`20081025`20081125`20081225`20090125`20090225`20090325`20090425`20090525`20090625`20090725`20090825`20090925`20091025`20091125`20091225`20100125`20100225`20100325`20100425`20100525`20100625`20100725`20100825`20100925`20101025`20101125`20101225`20110125`20110225`20110325`20110425`20110525`20110625`20110725`20110825`20110925`20111025`20111125`20111225`20120125`20120225`20120325`20120425`20120525`20120625`20120725`20120825`20120925`20121025`20121125`20121225`20130125`20130225`20130325`20130425`20130525`20130625`20130725`20130825`20130925`20131025`20131125`20131225`20140125`20140225`20140325`20140425`20140525`20140625`20140725`20140825`20140925`20141025`20141125`20141225`20150125`20150225`20150325`20150425`20150525`20150625`20150725`20150825`20150925`20151025`20151125`20151225`20160125`20160225`20160325`20160425`20160525`20160625`20160725`20160825`20160925`20161025`20161125`20161225`20170125`20170225`20170325`20170425`20170525`20170625`20170725`20170825`20170925`20171025`20171125`20171225`20180125`20180225`20180325`20180425`20180525`20180625`20180725`20180825`20180925`20181025`20181125`20181225`20190125`20190225`20190325`20190425`20190525`20190625`20190725`20190825`20190925`20191025`20191125`20191225`20200125`20200225`20200325`20200425`20200525`20200625`20200725`20200825`20200925`20201025`20201125`20201225`20210125`20210225`20210325`20210425`20210525`20210625`20210725`20210825`20210925`20211025`20211125`20211225`20220125`20220225`20220325`20220425`20220525`20220625`20220725`20220825`20220925`20221025`20221125`20221225`20230125`20230225`20230325`20230425`20230525`20230625`20230725`20230825`20230925`20231025`20231125`20231225`20240125`20240225`20240325`20240425`20240525`20240625`20240725`20240825`20240925`20241025`20241125`20241225`20250125`20250225`20250325`20250425`20250525`20250625`20250725`20250825`20250925`20251025`20251125`20251225`20260125`20260225`20260325`20260425`20260525`20260625`20260725`20260825`20260925`20261025`20261125`20261225`20270125`20270225`20270325`20270425`20270525`20270625`20270725`20270825`20270925`20271025`20271125`20271225`20280125`20280225`20280325`20280425`20280525`20280625`20280725`20280825`20280925`20281025`20281125`20281225`20290125`20290225`20290325`20290425`20290525`20290625`20290725`20290825`20290925`20291025`20291125`20291225`20300125`20300225`20300325`20300425`20300525`20300625`20300725`20300825`20300925`20301025`20301125`20301225`20310125`20310225`20310325`20310425`20310525`20310625`20310725`20310825`20310925`20311025`20311125`20311225`20320125`20320225`20320325`20320425`20320525`20320625`20320725`20320825`20320925`20321025`20321125`20321225`20330125`20330225`20330325`20330425`20330525`20330625`20330725`20330825`20330925`20331025`20331125`20331225`20340125`20340225`20340325`20340425`20340525`20340625`20340725`20340825`20340925`20341025`20341125`20341225`20350125`
PAC_Schedule=79683000.00`79404117.37`79123863.57`78842231.85`78559215.44`78274807.54`77989001.29`77701789.83`77413166.25`77123123.61`76831654.92`76538753.17`76244411.33`75948622.30`75651378.98`75352674.22`75052500.82`74750851.56`74447719.20`74143096.44`73836975.95`73529350.37`73220212.30`72909554.29`72597368.89`72283648.57`71968385.79`71651572.98`71333202.50`71013266.70`70691757.88`70368668.30`70043990.21`69717715.78`69389837.17`69060346.49`68729235.81`68396497.17`68062122.57`67726103.96`67388433.26`67049102.34`66708103.04`66365427.17`66021066.47`65675012.67`65327257.43`64977792.40`64626609.17`64273699.28`63919054.26`63562665.56`63204524.62`62844622.82`62482951.50`62119501.96`61754265.47`61387233.22`61018396.41`60647746.14`60275273.51`59900969.56`59524825.28`59146831.62`58766979.50`58385259.77`58001663.25`57616180.71`57228802.88`56839520.45`56448324.05`56055204.26`55660151.63`55263156.66`54864209.80`54463301.45`54060421.97`53655561.67`53248710.80`52839859.58`52428998.17`52016116.70`51601205.23`51184253.77`50765252.30`50344190.75`49921058.97`49495846.80`49068544.00`48639140.29`48207625.35`47773988.79`47338220.19`46900309.06`46460244.87`46018017.02`45573614.89`45127027.78`44678244.96`44227255.61`43774048.91`43318613.93`42860939.74`42401015.31`41938829.59`41474371.45`41007629.73`40538593.20`40067250.57`39593590.50`39117601.61`38639272.43`38158591.48`37675547.17`37190127.90`36702321.98`36212117.68`35719503.21`35224466.72`34726996.30`34227079.99`33724705.75`33219861.51`32712535.11`32202714.36`31690386.99`31175540.68`30658163.04`30138241.63`29615763.94`29090717.40`28563089.38`28032867.18`27505782.13`26988120.33`26479718.21`25980415.01`25490052.70`25008475.95`24535532.05`24071070.94`23614945.08`23167009.47`22727121.57`22295141.29`21870930.90`21454355.06`21045280.72`20643577.10`20249115.67`19861770.08`19481416.15`19107931.82`18741197.12`18381094.12`18027506.93`17680321.62`17339426.23`17004710.70`16676066.86`16353388.41`16036570.85`15725511.47`15420109.34`15120265.24`14825881.66`14536862.77`14253114.38`13974543.90`13701060.36`13432574.32`13168997.91`12910244.73`12656229.91`12406870.00`12162083.01`11921788.34`11685906.80`11454360.53`11227073.05`11003969.17`10784975.00`10570017.93`10359026.58`10151930.83`9948661.76`9749151.62`9553333.84`9361143.02`9172514.85`8987386.16`8805694.86`8627379.94`8452381.42`8280640.39`8112098.95`7946700.17`7784388.15`7625107.93`7468805.51`7315427.83`7164922.73`7017238.97`6872326.21`6730134.95`6590616.57`6453723.30`6319408.18`6187625.07`6058328.65`5931474.36`5807018.43`5684917.86`5565130.37`5447614.43`5332329.25`5219234.72`5108291.45`4999460.73`4892704.52`4787985.44`4685266.78`4584512.45`4485687.00`4388755.60`4293684.03`4200438.65`4108986.43`4019294.91`3931332.19`3845066.94`3760468.36`3677506.22`3596150.79`3516372.88`3438143.79`3361435.36`3286219.88`3212470.15`3140159.46`3069261.53`2999750.59`2931601.29`2864788.73`2799288.46`2735076.44`2672129.08`2610423.19`2549935.98`2490645.09`2432528.52`2375564.68`2319732.36`2265010.71`2211379.27`2158817.92`2107306.92`2056826.85`2007358.66`1958883.62`1911383.35`1864839.76`1819235.13`1774552.02`1730773.30`1687882.16`1645862.09`1604696.85`1564370.51`1524867.42`1486172.20`1448269.75`1411145.25`1374784.12`1339172.05`1304295.00`1270139.17`1236691.00`1203937.17`1171864.62`1140460.50`1109712.21`1079607.35`1050133.77`1021279.53`993032.88`965382.32`938316.54`911824.41`885895.03`860517.70`835681.88`811377.25`787593.66`764321.16`741549.95`719270.44`697473.19`676148.94`655288.60`634883.24`614924.09`595402.54`576310.14`557638.59`539379.74`521525.60`504068.31`487000.15`470313.56`454001.10`438055.47`422469.50`407236.17`392348.57`377799.92`363583.56`349692.97`336121.72`322863.52`309912.18`297261.65`284905.97`272839.29`261055.87`249550.07`238316.38`227349.36`216643.68`206194.12`195995.54`186042.90`176331.27`166855.79`157611.70`148594.33`139799.08`131221.46`122857.05`114701.50`106750.58`99000.10`91445.96`84084.15`76910.71`69921.78`63113.56`56482.31`50024.38`43736.19`37614.20`31654.97`25855.10`20211.26`14720.20`9378.71`4183.65`0.00`
JZ_Dates=
JZ_Schedule=
InterestShort_CAP_chk=0
InterestShort_CAP_txt=
RoundingAmount=1,000.00
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[37]=Row=9
BondName=PAC2
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=94611775
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=4.52
WalPrinc=4.52
WalInt=2.97
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=34
Kids=42,43,44,45,
ChildOrder=PAC21`15S1`15S2`15S3``````````````````
SplitBasis=BOND`SEQ
SplitPayRules=SEQUENTIAL
SplitData=94611775
SplitPctData=
SplitBalData=
SplitWalData=
SplitEndperData=
SplitDataType=Balance
SplitPrecision=1000.00
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=101.342187500
COLOR_Price=0
COLOR_Yield=255
TextYield=5.117
COLOR_Spread=255
TextSpread=126
MktValue=95881642.42
COLOR_MktValue=255
MktValueAcc=96286370.56
COLOR_MktValueAcc=255
Value1BP=36,691.05
Arb5BPS=2.11
ArbStat=1.3136
NextLevelArb=0.00
TotalArb=0.00
ArbExclude=
AccruedInt=404,728.15
PrincWindow=05/05 - 01/35
CFWindow=05/05 - 01/35
PrincMonths=1 - 357
CFMonths=1 - 357
Duration=3.81
DiscMargin=NA
ZSpread=N/A
DiscMarginBEQ=NA
Benchmark=4.52
BenchYld=3.857
CollarLo=
CollarHi=
CollarUnits=
RawPrice=101.342058302
RawYield=4.948766115
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=PAC_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=
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=1,000.00
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=5
BondName=SPAC1
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=70897000
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=7.1
WalPrinc=7.10
WalInt=4.50
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=156
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=36
Kids=40,41,
ChildOrder=15P1`15P2``````````
SplitBasis=BOND`SEQ
SplitPayRules=SEQUENTIAL
SplitData=
SplitPctData=
SplitBalData=
SplitWalData=7.1
SplitEndperData=
SplitDataType=Percent
SplitPrecision=1000.00
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=102.648437500
COLOR_Price=0
COLOR_Yield=255
TextYield=5.027
COLOR_Spread=255
TextSpread=97
MktValue=72774662.73
COLOR_MktValue=255
MktValueAcc=73077944.35
COLOR_MktValueAcc=255
Value1BP=40,708.30
Arb5BPS=2.34
ArbStat=1.4575
NextLevelArb=73,077,933.54
TotalArb=73,077,933.54
ArbExclude=
AccruedInt=303,281.61
PrincWindow=05/05 - 04/18
CFWindow=05/05 - 04/18
PrincMonths=1 - 156
CFMonths=1 - 156
Duration=5.57
DiscMargin=NA
ZSpread=N/A
DiscMarginBEQ=NA
Benchmark=7.10
BenchYld=4.052
CollarLo=
CollarHi=
CollarUnits=
RawPrice=102.648283113
RawYield=4.867323564
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=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=
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=1,000.00
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=8
BondName=15Z1
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=8786000
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=16.89
WalPrinc=16.89
WalInt=10.01
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=96.848125000
COLOR_Price=255
COLOR_Yield=255
TextYield=5.742
COLOR_Spread=0
TextSpread=135
MktValue=8509078.98
COLOR_MktValue=255
MktValueAcc=8546663.54
COLOR_MktValueAcc=255
Value1BP=13,486.00
Arb5BPS=0.78
ArbStat=0.4828
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=37,584.56
PrincWindow=04/18 - 01/35
CFWindow=04/18 - 01/35
PrincMonths=156 - 357
CFMonths=156 - 357
Duration=15.78
DiscMargin=NA
ZSpread=N/A
DiscMarginBEQ=NA
Benchmark=16.89
BenchYld=4.392
CollarLo=
CollarHi=
CollarUnits=
RawPrice=96.848155957
RawYield=5.615896448
PYPriceType=
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=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=
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=1,000.00
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=6
BondName=15P1
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=45958000
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=4.99
WalPrinc=4.99
WalInt=3.21
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=110
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=38
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=103.047500000
COLOR_Price=255
COLOR_Yield=255
TextYield=4.754
COLOR_Spread=0
TextSpread=85
MktValue=47358615.62
COLOR_MktValue=255
MktValueAcc=47555213.73
COLOR_MktValueAcc=255
Value1BP=19,887.82
Arb5BPS=1.14
ArbStat=0.7120
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=196,598.11
PrincWindow=05/05 - 06/14
CFWindow=05/05 - 06/14
PrincMonths=1 - 110
CFMonths=1 - 110
Duration=4.18
DiscMargin=NA
ZSpread=N/A
DiscMarginBEQ=NA
Benchmark=4.99
BenchYld=3.904
CollarLo=
CollarHi=
CollarUnits=
RawPrice=103.047599147
RawYield=4.659439458
PYPriceType=
PYInputs=````0``\
StackPYInputs=Spread`85`85`85`85`85`85`85`85`85`85`85`85```\Price`103-01.52`103-01.52`103-01.52`103-01.52`103-01.52`103-01.52`103-01.52````````\
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=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=
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=1,000.00
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=7
BondName=15P2
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=24939000
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=10.99
WalPrinc=10.99
WalInt=5.58
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=156
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=38
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=
SplitPctData=
SplitBalData=
SplitWalData=10.99
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=101.912812500
COLOR_Price=0
COLOR_Yield=255
TextYield=5.284
COLOR_Spread=255
TextSpread=102
MktValue=25416036.31
COLOR_MktValue=255
MktValueAcc=25522719.81
COLOR_MktValueAcc=255
Value1BP=20,606.98
Arb5BPS=1.18
ArbStat=0.7378
NextLevelArb=
TotalArb=
ArbExclude=
AccruedInt=106,683.50
PrincWindow=06/14 - 04/18
CFWindow=05/05 - 04/18
PrincMonths=110 - 156
CFMonths=1 - 156
Duration=8.07
DiscMargin=NA
ZSpread=N/A
DiscMarginBEQ=NA
Benchmark=10.99
BenchYld=4.268
CollarLo=
CollarHi=
CollarUnits=
RawPrice=101.912855848
RawYield=5.165547195
PYPriceType=
PYInputs=````0``\
StackPYInputs=Price`101-29.21`101-29.21`101-29.21`101-29.21`101-29.21`101-29.21`101-29.21````````\
IO_Tree=
Settle_Date=20050429
Override_PrincType=0
Override_IntType=0
IntType=
PrincType=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=
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=1,000.00
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=10
BondName=PAC21
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=61076000
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=2.99
WalPrinc=2.99
WalInt=1.84
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=65
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=37
Kids=46,47,48,49,50,51,52,
ChildOrder=15P3`15P4`15P5`15P6`15P7`15P8`15P9```````````````
SplitBasis=BOND`Percent
SplitPayRules=PRORATA
SplitData=
SplitPctData=
SplitBalData=
SplitWalData=2.99
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=261,269.55
PrincWindow=05/05 - 09/10
CFWindow=05/05 - 09/10
PrincMonths=1 - 65
CFMonths=1 - 65
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=PAC_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=
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=1,000.00
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=18
BondName=15S1
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=11847000
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=3.04
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=79
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=37
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=
SplitPctData=
SplitBalData=
SplitWalData=5.99
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=50,678.83
PrincWindow=09/10 - 11/11
CFWindow=05/05 - 11/11
PrincMonths=65 - 79
CFMonths=1 - 79
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=PAC_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=
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=1,000.00
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=15S2
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=21336000
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=7.99
WalPrinc=7.99
WalInt=4.09
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=125
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=37
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=
SplitPctData=
SplitBalData=
SplitWalData=7.99
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=91,270.67
PrincWindow=11/11 - 09/15
CFWindow=05/05 - 09/15
PrincMonths=79 - 125
CFMonths=1 - 125
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=PAC_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=
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=1,000.00
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=20
BondName=15S3
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=352775
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=10.66
WalPrinc=10.66
WalInt=5.41
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=37
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=1,509.09
PrincWindow=09/15 - 01/35
CFWindow=05/05 - 01/35
PrincMonths=125 - 357
CFMonths=1 - 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=PAC_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=
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=1,000.00
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=11
BondName=15P3
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=8725148
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=2.99
WalPrinc=2.99
WalInt=1.84
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=65
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=42
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=14.285714285714300
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=4.75
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=32,234.57
PrincWindow=05/05 - 09/10
CFWindow=05/05 - 09/10
PrincMonths=1 - 65
CFMonths=1 - 65
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=PAC_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=4.75
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[47]=Row=12
BondName=15P4
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=8725142
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=2.99
WalPrinc=2.99
WalInt=1.84
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=65
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=42
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=14.285714285714300
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
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=33,931.11
PrincWindow=05/05 - 09/10
CFWindow=05/05 - 09/10
PrincMonths=1 - 65
CFMonths=1 - 65
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=PAC_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=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[48]=Row=13
BondName=15P5
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=8725142
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=2.99
WalPrinc=2.99
WalInt=1.84
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=65
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=42
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=14.285714285714300
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=5.25
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=35,627.66
PrincWindow=05/05 - 09/10
CFWindow=05/05 - 09/10
PrincMonths=1 - 65
CFMonths=1 - 65
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=PAC_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=5.25
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[49]=Row=14
BondName=15P6
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=8725142
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=2.99
WalPrinc=2.99
WalInt=1.84
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=65
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=42
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=14.285714285714300
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=37,324.22
PrincWindow=05/05 - 09/10
CFWindow=05/05 - 09/10
PrincMonths=1 - 65
CFMonths=1 - 65
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=PAC_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=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[50]=Row=15
BondName=15P7
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=8725142
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=2.99
WalPrinc=2.99
WalInt=1.84
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=65
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=42
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=14.285714285714300
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=5.75
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=39,020.77
PrincWindow=05/05 - 09/10
CFWindow=05/05 - 09/10
PrincMonths=1 - 65
CFMonths=1 - 65
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=PAC_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=5.75
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[51]=Row=16
BondName=15P8
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=8725142
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=2.99
WalPrinc=2.99
WalInt=1.84
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=65
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=42
Kids=
ChildOrder=
SplitBasis=
SplitPayRules=
SplitData=14.285714285714300
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=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=40,717.33
PrincWindow=05/05 - 09/10
CFWindow=05/05 - 09/10
PrincMonths=1 - 65
CFMonths=1 - 65
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=PAC_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=6
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[52]=Row=17
BondName=15P9
NodeType=3
CurrentSplitName=
SplitSave=
SplitBalance=0
Balance=8725142
BondType=FIX
PricingScen=1
DayCountNumber=0
DayCountClip=30/360
Ignore weekends / holidays
Delay=24
Group=0
Rating=SNR
SenSub=SEN
BalSupportType=0
Wal=2.99
WalPrinc=2.99
WalInt=1.84
LossAlloc=0
Delay=24
Dated=20050401
NextDate=20050525
SpreadTo=Interp. Curve - Treasury
DiscMarginIndex=Default
TrancheNotes=
OIDType=Part
PYDaycount=Default
YieldBasis=Default
PYIgnoreBD=
endPeriod=65
HasChildCombo=0
ProrataOrigPct=0
CreditSupportDealBased=0
CreditSupportInitOC=0
SplitRoundDown=0
ZeroSupportBalance=0
RoundingAccount=0
Notional=
Companions=
Parent=42
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=6.25
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=42,413.88
PrincWindow=05/05 - 09/10
CFWindow=05/05 - 09/10
PrincMonths=1 - 65
CFMonths=1 - 65
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=PAC_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=6.25
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
|[DMS_FILE_EOF]