Parkvale Financial (PVSA) CORRESP Correspondence with SEC

Parkvale Financial Corporation
4220 William Penn Highway
Monroeville, PA 15146
(412) 373-7200

May 12, 2009
Via EDGAR and Overnight Mail

Mr. Christian Windsor, Special Counsel
United States Securities and Exchange Commission
Division of Corporation Finance
Mail Stop – 4561
100 F Street, N.E.
Washington, DC 20549

Dear Mr. Windsor:

We are in receipt of your correspondence dated April 1, 2009 concerning our Form 10-K for June 30, 2008, File Number 0-17411 and Form 10-Q for the Quarterly Period ended December 31, 2008. Since you asked for information that would be provided in our Form 10-Q for the quarter ended March 31, 2009, we discussed the possibility of delaying the response with Mr. William Schroeder of your accounting staff until it was complete. Accordingly, we believe providing the information requested in your letter by May 12, 2009 is an acceptable timeframe.

Comment 1:We note your response to comment one from our letter dated February 25, 2009. As it relates to your investment in pooled and individual trust-preferred securities that are below investment grade as of December 31, 2008 and March 31, 2009, please address the following to further support how you concluded that these securities were not other-than-temporarily impaired.

Provide us with the discounted cash flow analysis you prepared in connection with these securities as of December 31, 2008 and March 31, 2009. In your response, explain your basis for the assumptions used in your analysis, including but not limited to the discount rate used and how you considered defaults and deferrals of interest payment by the issuers in determining that all securities are expected to make payments in full prior to maturity. Additionally, tell us the recovery rate you used on all existing and projected defaults and deferrals and the amount of new defaults expected to occur annually (in basis points);

The following requested schedules of our investments in pooled and individual trust-preferred securities that were below investment grade by at least one rating agency as of December 31, 2008 and March 31, 2009:

Securities and Exchange Commission
May 12, 2009
Page 2 of 8

Below Investment Grade Corporate Securities
As of December 31, 2008

								Ratings At
(Dollars in Thousands)	Book		Market		Unrealized			December 31, 2008
Description	Value		Value		Depreciation			Moody’s		Fitch		Status
TPREF 2	$	5,000	$	2,847	$	(2,153	)	Ba3			A-		Y
PRETSL 9		1,000		718		(282	)	Ba3			A		Y
ALESCO 15A C1		1,665		992		(673	)	Ba1			A-		Y
ALESCO 16A C		2,863		1,461		(1,402	)	Ba2			A-		Y
PRETSL 2		1,562		1,330		(232	)		B3	BBB			Y
TRAPEZA 4A C1		4,930		3,181		(1,749	)	Ca			A		Z
TRAPEZA 5A C1		4,970		2,989		(1,981	)	Ca			A		Z
TABERNA 2005-3A C1		5,000		2,540		(2,460	)	NR		BB			Z
Totals	$	26,990	$	16,058	$	(10,932	)

From the listing above, five of the eight securities on the list (status Y) were current and performing as agreed. For the three securities that are deferring payments (status Z), Parkvale elected to treat these securities as non-accrual investments and has not capitalized the deferred payments. In essence, we have impaired the interest payments. All the securities listed are classified as held-to-maturity and Parkvale has the intent and ability to hold these securities for a period of time sufficient for a forecasted recovery of fair value. All of the individual trust preferred securities had A or better ratings as of December 31, 2008 (with the exception of the unrated BBC Capital Trust), and were not considered to be OTTI at that time based on an internal credit cash recovery analysis. Parkvale believed at December 31, 2008 that it would be able to collect 100% of principal and interest due according to the contractual terms of the investments. The assumptions for the enclosed (Exhibit A) discounted cash flow analysis are identified on the cover sheet. The base case used was Scenario V 3- i.e., 2% additional default/deferrals per year for 5 years, then 0% thereafter. Scenarios V 4 and V 5 were stress tests as we did not expect higher levels of additional deferrals.

Securities and Exchange Commission
May 12, 2009
Page 3 of 8

Below Investment Grade Corporate Securities
As of March 31, 2009
(Dollars in Thousands)

								Ratings At
(Dollars in Thousands)					Unrealized			March 31, 2009
Description	Book Value		Market Value		Depreciation			Moody's		Fitch		Status
Alesco 8A C1	$	5,000,000	$	2,718,000		($2,282,000	)	Ca			A		Y
Alesco 12A C1		4,925,594		2,511,000		(2,417,594	)	Ca			A-		Y
Alesco 15A C1		1,675,667		984,000		(691,667	)	Ca			A-		Y
Alesco 16A C1		2,873,330		1,662,000		(1,211,330	)	Ca		BBB			Y
PreTSL 9 3L +		1,000,000		707,000		(293,000	)	Ca			A		Y
Trapeza 13A D		4,611,221		2,627,000		(1,984,221	)	NR		BBB			Y
Tpref 2 3L+ 185		5,000,000		1,373,000		(3,627,000	)	Caa3			A-		Y
Alesco 9A A2A		4,495,643		2,828,000		(1,667,643	)	Ba1		AAA			Y
Alesco 17A B		1,637,064		1,028,000		(609,064	)	Ca		AA			Y
I-PreTSL 3		4,812,696		3,598,000		(1,214,696	)		B2		A-		Y
PreTSL 20		3,743,965		2,250,000		(1,493,965	)	Caa3		AA			Y
PreTSL 26 A1		4,462,673		2,518,000		(1,944,673	)		A1	AAA			Y
Trapeza 4A C1		4,929,611		3,176,000		(1,753,611	)	Ca			A		Z
Trapeza 5A C1		4,969,884		3,257,000		(1,712,884	)	Ca			A		Z
Alesco 10A C1		4,321,923		2,255,000		(2,066,923	)	Ca			A-		X
Alesco 11A C1		4,666,544		2,244,000		(2,422,544	)	Ca			A-		X
Alesco 13A C1		3,055,421		1,376,000		(1,679,421	)	Ca			A-		X
AmeriServ Financial		491,009		370,000		(121,009	)	NR			B+		W
Bank America Capital 3		922,169		331,000		(591,169	)	Baa3		BB			W
Huntington Capital 2		441,318		132,000		(309,318	)	Baa1		BBB+			W
NationsBank Capital 3		1,965,908		679,000		(1,286,908	)	Baa3		BB			W
	Before writedown:
Taberna 2005-3A C1		5,000,000		2,868,000		(2,132,000	)	NR			C		V
Alesco 15A D		3,000,000		0		(3,000,000	)	See 15C		BBB			V
Alesco 16A D		1,834,621		0		(1,834,621	)	See 16C			C		V
PreTSL 2		1,623,569		1,405,200		(218,369	)		B3	BBB			V
Trapeza 13A E		3,071,629		1,590,000		(1,481,629	)	NR		BBB			V
US Capital 6 C1		5,000,000		0		(5,000,000	)	NR		BBB			V
BBC CAP TRUST 2		500,000		54,000		(446,000	)	NR		NR			V

From the listing above, 12 of the 28 securities (Status Y) were current and performing as agreed, 2 of the 28 are deferring payments (Status Z) and treated as non-accrual investments and on 3 of the 28, the interest is being capitalized (Status X). Individual trust preferred securities that have below investment grade ratings (Status W) were paying as agreed and based on a credit review are not considered other than temporarily impaired. In addition, (Status V) indicates pooled or individual trust preferred securities that were considered impaired as of March 31, 2009, with the amount of the impairment identified under the “Unrealized Depreciation” heading. Based on an analysis of relevant credit and structural aspects, performance assumptions, discounted cash flow analysis, the credit-worthiness of the issuers and over collateralization and interest coverage tests, three of the pooled securities aggregating $9.8 million were written off due to the probability of no payments in the future, and an additional three of the pooled securities and one individual trust preferred security were deemed to be OTTI impaired. All of the

Securities and Exchange Commission
May 12, 2009
Page 4 of 8

securities listed are classified as held-to-maturity and Parkvale has the intent and ability to hold these securities for a period of time sufficient for a forecasted recovery of fair value. With the exception of the 7 Status V securities, all of the pooled and individual trust preferred securities listed above were not considered to be OTTI at March 31, 2009. Parkvale expects to receive 100% of the principal and interest due according to the contractual terms of the investments. The assumptions for the enclosed (Exhibit B) cash flow analysis are identified on the coversheet. The base case used was Scenario V3 - i.e., 2% additional defaults/deferrals per year for 5 years, then 0% thereafter. Scenarios V4 and V5 were tests to stress the securities for higher levels of defaults/deferrals.

Tell us whether you used a stress test to determine how much in additional deferrals, defaults must occur before the securities will experience a change in cash flows. If so, provide us with the results of the test(s);

While we have experimented with stress testing to determine how much in additional deferrals/defaults must occur before the securities will experience an adverse change in cash flows, no formal process existed at December 31, 2008. Our informal testing indicated that 4% or 5% additional defaults and/or deferrals occurring within one year’s time would adversely change the cash flow analysis for some securities, whereas 1% to 2% a year may not.

Tell us how you concluded that the severity and duration of the unrealized losses, credit downgrades, evidence of default and deferral of interest payments was not a sufficient basis to warrant impairment on these securities;

Given the illiquid market for pooled and individual trust-preferred securities, the fair value of all these securities was below cost at December 31, 2008. At such date there were eight that were below investment grade by at least one rating agency (as indicated in the schedule on page 2). For those securities on the schedule, five (Status Y) as mentioned previously were current and paying as agreed. Parkvale elected to treat the other three as non-accrual investments and did not capitalize the deferred payments, which essentially acts as an interest impairment. Our cash flow analysis indicates that as of December 31, 2008, all of these securities were expected to pay in full prior to maturity. During the quarter ended March 31, 2009, there have been additional issuers that have for one reason or another chose to defer payments. This has caused additional downgrades in the pooled and individual trust-preferred securities portfolio by the rating agencies. Based upon the additional deferrals and rating downgrades that occurred during the March 31, 2009 quarter, impairments were recognized as indicated on the schedule on page 3 (Status V).

Tell us what additional events would have to take place to warrant an impairment charge being recorded;

Securities and Exchange Commission
May 12, 2009
Page 5 of 8

Additional defaults and/or deferrals within a relatively short period of time could adversely affect the cash flow analysis and may warrant impairment charges. This occurred during the quarter ended March 31, 2009.

Provide additional information through the current date not already factored into your prior response such as any additional credit deterioration by the issuer, other marketplace events impacting the market value of any security in question and any other material events which may impact your ongoing and future accounting in this area; and,

During the quarter ended March 31, 2009, there have been additional issuers that have for one reason or another chosen to defer payments. This has caused additional downgrades in the pooled and individual trust-preferred securities portfolio by the rating agencies. Based upon the additional deferrals and rating downgrades that occurred during the March 31, 2009 quarter, impairments were recognized as indicated on the schedule on page 3 (Status V).

Tell us how you considered the guidance in Financial Accounting Standards Board Staff Positions (“FSP”) EITF 99-20-1 “Amendments to the Impairment Guidance of EITF Issue No. 99-20” in your evaluation.

Given the illiquid market for pooled and individual trust-preferred securities at December 31, 2008, and March 31, 2009, the fair value of all these securities was below cost at those times. As such, Parkvale evaluated each of the securities that were listed as below investment grade by at least one rating agency for OTTI. In evaluating for OTTI, management considers, in addition to the security being rated below investment grade, 1) the length of time and the extent to which the fair value has been less than cost, 2) the financial condition and near-term prospects of the issuer, 3) discounted cash flow analysis, and 4) the intent and ability of the Corporation to retain its investment in the issuer for a period of time sufficient to allow for any anticipated recovery of fair value. In addition, the risk of future OTTI may be influenced by a reduction or elimination of dividends, interest deferrals, a prolonged recession in the U.S. economy and additional declines in real estate values.

Comment 2:We have reviewed your response to prior comment five from our letter dated February 25, 2009. We note that you considered the guidance in SFAS 142 “Goodwill and Other Intangible Assets”, specifically the list of example events and circumstances that could trigger an impairment test as set forth in paragraph 28 and concluded that interim goodwill impairment testing was not necessary. Given the fact that your stock has been trading below the book value of your equity for consecutive quarters and the significant deterioration in the financial markets, please tell us how you were able to conclude, for the purpose of evaluating goodwill, these circumstances did not constitute a significant adverse change in the business climate under paragraph 28.a of SFAS 142. If you have performed an interim impairment test subsequent to December 31, 2008, please provide us with a summary of your results in Step 1 and Step 2, if applicable. We may have further comment.

Securities and Exchange Commission
May 12, 2009
Page 6 of 8

Goodwill of $25,634 shown on the Statement of Financial Condition relates to acquisitions in fiscal 2002 (Masontown) and 2005 (Advance). It should be noted that the operations of both acquisitions have been fully integrated into Parkvale’s operations. All of the offices and business activities of both Masontown and Advance have been retained, remain open and are performing as expected. The market price of Parkvale stock was $10.98 per share at March 31, 2009, which is below the book value of $21.74 at such date. The difference between the market value and the book value at March 31, 2009 is primarily related to the significant deterioration in the financial markets, a weakening economy and a near global credit crisis. Goodwill is tested on an annual basis as of June 30 of each year in conjunction with the Corporation’s fiscal year end but can be tested for impairment at any time if circumstances warrant.

Because the market value of our common stock has been below the book value of our common stock for the last three quarters and due to the significant deterioration in the financial markets during the March 2009 quarter, we retained an independent third party to assist us in determining whether an impairment of our goodwill was appropriate. In a Step 1 report dated April 21, 2009, the third party concluded that, because current stock prices for financial institutions are not believed to be reflective of true long-term values, it was not appropriate to value the goodwill based on the current market price of the Parkvale common stock, the market prices of the stock of peer companies or present value analyses. In prior years, the Corporation had previously used the market value of its common stock as the primary basis to support its decision that no impairment of goodwill was necessary. Instead, the third party reviewed the premiums paid in acquisitions of financial institutions that were announced or completed between October 1, 2007 and April 20, 2009. The third party reviewed the premiums paid in 30 acquisitions in the mid-Atlantic region during such period, as well as 236 acquisitions nationwide during such period. In addition to reviewing the book value multiples of all acquisitions announced or completed during the above period, the third party also reviewed the multiples for those acquisitions announced or completed since June 30, 2008, which were lower than the multiples for the entire period noted above. The third party concluded that, based on the nationwide data, the probability that Parkvale could obtain sufficient value in any future acquisition of the Corporation to support a non-impairment of the goodwill was in excess of 80%, and that the probability was in excess of 75% even if the non-performing loans, foreclosed real estate and preferred stock proceeds were excluded from equity.

Based on the above report, management determined that goodwill was not impaired at March 31, 2009. Additional testing of the goodwill will be performed as of June 30, 2009. If Parkvale’s stock continues to trade significantly below its book value and if the multiples in other acquisitions of financial institutions continue to decline, then a goodwill impairment charge may become appropriate in a future quarter.

Securities and Exchange Commission
May 12, 2009
Page 7 of 8

Comment 3:In the interest of providing readers with a better insight into management’s judgment in accounting for goodwill, please consider disclosing the following in future filings:

Each of the valuation methodologies used to value goodwill (If multiple approaches are used), including sufficient information to enable a reader to understand how each of the methods used differ, the assumed benefits of a valuation prepared under each method, and why management selected these, methods as being the most meaningful for the company in preparing the goodwill impairment analyses;

How you weight each of the methods used including the basis for that weighting (if multiple approaches are used);

A qualitative and quantitative description of the material assumptions used and a sensitivity analysis of those assumptions based upon reasonably likely changes; and

How the assumptions and methodologies used for valuing goodwill in the current year have changed since the prior year highlighting the impact of any changes.

Please see the response to comment 2 as we engaged a third party to conduct a Step 1 review of goodwill at March 31, 2009. Such firm is expected to provide an update for the required annual testing at the end of our fiscal year at June 30, 2009. The items outlined in Comment 3 were considered and reflected as appropriate in our Form 10-Q for the quarter ending March 31, 2009.

Comment 4:While we note your response to our prior comment number 6, we believe that the Form 10-Q was not complete until all of the work required by Rule 10-01(d) of Regulation S-X had been finished, and that you failed to indicate that the review was not filed in complete fashion until February 13, four days after the February 9 requirement. As a result, the 10-Q was not timely filed for the purposes of determining eligibility to use Form S-3.

Your comment is duly noted. With respect to the Form S-3 that we filed on January 22, 2009, we note that General Instruction 1.A.3(b) requires the registrant to have “filed in a timely manner all reports required to be filed during the twelve calendar months and any portion of a monthimmediately preceding the filing of the registration statement.” (emphasis added) As of the date the most recent Form S-3 was filed by us, we still satisfied the timeliness requirement. We understand that your comment will be applicable to any future filings by us during the relevant 12-month period.

Securities and Exchange Commission
May 12, 2009
Page 8 of 8

Comment 5:Please advise the staff whether you intend to identify the filing of the 10-Q prior to the completion of the review by the auditor as a material deficiency in your disclosure controls and procedures.

Parkvale has been a public company since October 1987. The filing of the December 31, 2008 Form 10-Q prior to the completion of the final review by the auditors was an isolated case, has been corrected and is not a material deficiency in our disclosure controls and procedures. The internal controls over financial reporting do not rely on the review of the independent registered public accounting firm as part of the internal control process. The outside auditors review the internally prepared documents to meet the requirements, but are not part of the closing and financial reporting process.

Comment 6:In the disclosure added to your next proxy statement in response to prior comment 12, please clarify, if true, that the annual goals referenced in the last paragraph are corporate performance goals, not compensation goals. Also, please analyze how the performance measures, referenced on page 16 of your proxy, impacted the compensation awarded to the named executive officers.

In our proxy statement for the year ending June 30, 2009, we will clarify the items you mention in your comment regarding corporate performance and compensation goals.

If you have additional questions or comments concerning this response, please contact me either via phone at 412-373-4817 or e-mail totimothy.rubritz@parkvale.com.

Sincerely,

Timothy G. Rubritz
Vice President, Treasurer and Chief Financial Officer

cc: Robert J. McCarthy, Jr.
President and Chief Executive Officer

Exhibit A

TRUST PREFERRED HOLDINGS

Present Value of Cash Flow Analysis Summary for sub-investment grade TRUP’s (Dec 31, 2008)

Assumptions:

1)	15% recovery rate on current deferrals/defaults with 24 month lag
2)	Forward Libor Curve
3)	Cash Flows run to maturity
4)	2% annual prepays starting December 2013 (5 years)
5)	Present value of projected cash flows discounted at book yield with alternative versions concerning deferrals by issuers
	Scenario V 1 - No additional deferrals/defaults
	Scenario V 2 - 1% additional deferrals/defaults for 5 years then 0%
	Scenario V 3 - 2% additional deferrals/defaults for 5 years then 0%
	Scenario V 4 - 3% additional deferrals/defaults for 5 years then 0%
	Scenario V 5 - 4% additional deferrals/defaults for 5 years then 0%

				Present Value of Projected Cash Flows
Cusip	Deal	Par		V 1			V 2			V 3			V 4			V 5
87330WAG2	TBRNA 3 C-1	$	5,000,000		100	%		100	%		100	%		100	%	99.28	%
894126AD3	Trapeza 4 C-1	$	5,000,000		100	%		100	%		100	%		100	%	100	%
89412RAD7	Trapeza 5 C-1	$	5,000,000		100	%		100	%		100	%		100	%	100	%

TABERNA Preferred Funding III, Class C1

Deal Type:	CDO
Cur Deal Bal:	$	763,714,858.73
Update:	Dec 31, 2008
Gross WAC:		6.9635
WA Amort Term:		297
Settle:	Dec 31,2008
Orig Deal Bal:	$	779,600,000.00
Orig Collat Bal:	$	750,000,000.00
Closed:	Sep 29,2005
WA Rem Term:		297
Cur Collat Bal:	$	736,054,000.00
Next Pay:	Feb 05,2009
First Pay:	Feb 05,2006

Tranche Information
Tranche	C1
CUSIP	87330WAG2
Coupon	4.4588
Type	MEZ_FLT
Orig Balance	36,500,000.00
Cur Balance	37,761,859.06
Capitalizes Defrd Int	Yes
Factor	1.0346
Orig Moody’s	NA
Curr Moody’s	NR
Orig S&P	A
Orig Fitch	A
Curr Fitch	C
Accrual Date	11/05/2008
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	1,261,859.06
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_3MO + 1.60
Floater Spread	1.6000
Stated Mat	02/05/2036
Freq	Quarterly
Daycount	Actual/360

Price/Yield
Collateral Mode: Seasoned-all assets

Given: Yield		Customer Request - 0 CDR			Customer Request - 1 CDR for 5 Years			Customer Request - 2 CDR for 5 Years			Customer Request - 3 CDR for 5 Years			Customer Request - 4 CDR for 5 Years
4.4588	Price		107.6366			108.2692			109.6520			110.6350			99.2812
	WAL		26.8500			26.8500			26.9500			26.9500			27.0400
	WAL for Int Pmts		14.6700			15.2000			16.3300			17.1100			18.2800
	WAL for Princ Pmts		26.8500			26.8500			26.9500			26.9500			27.0300
	Mod Durn		16.7010			17.4090			18.8240			19.7820			20.3760
	Mod Convexity		3.6060			3.7870			4.1920			4.4840			4.6240
	First Princ Pmt Date		13,089.0000			13,089.0000			13,089.0000			13,089.0000			13,089.0000
	First Princ Pmt Period		323.0000			323.0000			323.0000			323.0000			323.0000
	Last Princ Pmt Date		13,181.0000			13,089.0000			13,181.0000			13,181.0000			13,181.0000
	Last Princ Pmt Period		326.0000			323.0000			326.0000			326.0000			326.0000
	Payment Window		May11 to Feb36			Aug12 to Nov35			Feb15 to Feb36			Aug16 to Feb36			Nov18 to Feb36
	Principal Window		Nov35 to Feb36			Nov35 to Nov35			Nov35 to Feb36			Nov35 to Feb36			Nov35 to Feb36
	Principal Writedown		0.00 (0.00	%)		0.00 (0.00	%)		0.00 (0.00	%)		0.00 (0.00	%)		16,153,058.41 (42.78	%)
	First Period of Writedown		NA			NA			NA			NA			326.0000
	Maturity #mos		326.0000			323.0000			326.0000			326.0000			326.0000
	Implied Writedown		0.00 (0.00	%)		0.00 (0.00	%)		0.00 (0.00	%)		(0.00) (-0.00	%)		16,153,058.41 (44.25	%)
	First Period of Implied Writedown		NA			NA			NA			32.0000			29.0000
	Total Collat Loss(Forecasted)		127,925,000.00 (17.38	%)		152,289,768.26 (20.69	%)		175,691,093.66 (23.87	%)		198,157,825.15 (26.92	%)		219,718,230.33 (29.85	%)
	Total Collat Loss w/ History(Forecasted)		127,925,000.00 (17.06	%)		152,289,768.26 (20.31	%)		175,691,093.66 (23.43	%)		198,157,825.15 (26.42	%)		219,718,230.33 (29.30	%)
	Total Collat Liquidation by Group(Forecasted)		150,500,000.00 (20.45	%)		179,164,433.24 (24.34	%)		206,695,404.31 (28.08	%)		233,126,853.12 (31.67	%)		258,492,035.68 (35.12	%)
	Accum Int Shortfall		0.0000			0.0000			0.0000			0.0000			0.0000
	Accum Coup Cap Shortfall		NA			NA			NA			NA			NA
	Min Credit Support Pct		NA			NA			NA			NA			NA
	Scenario Name		Customer Request - 0 CDR			Customer Request - 1 CDR for 5 Years			Customer Request - 2 CDR for 5 Years			Customer Request - 3 CDR for 5 Years			Customer Request - 4 CDR for 5 Years
	Prepay Rate		0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR			0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR			0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR			0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR			0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR
	Prepay Style		Full stat			Full stat			Full stat			Full stat			Full stat
	YMP		Incl pnlty			Incl pnlty			Incl pnlty			Incl pnlty			Incl pnlty
	Prepay Monthly		No			No			No			No			No
	Default Rate		0 CDR			1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 CDR			2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 CDR			3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 0 CDR			4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 0 CDR
	Default Severity		85.0000			85.0000			85.0000			85.0000			85.0000
	Servicer Advance		All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd
	Advance (% of P&I)		0.0000			0.0000			0.0000			0.0000			0.0000
	Recovery Lag		24.0000			24.0000			24.0000			24.0000			24.0000
	Recovery Time Series		100.0000			100.0000			100.0000			100.0000			100.0000
	Liquidation Time Series		0.0000			0.0000			0.0000			0.0000			0.0000
	Default Monthly		No			No			No			No			No
	Already Defaulted Severity (%)		85.0000			85.0000			85.0000			85.0000			85.0000
	Already Defaulted Lag		24.0000			24.0000			24.0000			24.0000			24.0000
	Already Defaulted Time Series		100.0000			100.0000			100.0000			100.0000			100.0000
	Already Defaulted Serv Advance		All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd
	Opt Redem		N/N			N/N			N/N			N/N			N/N
	Use Asset-level		FALSE			FALSE			FALSE			FALSE			FALSE

Swap Curve	Mat	1MO		2MO		3MO		4MO		5MO		6MO		7MO		8MO		9MO		10MO		11MO		1YR		2YR		3YR		4YR		5YR		6YR		7YR		8YR		9YR		10YR		11YR		12YR		13YR		14YR		15YR		20YR		30YR
	Yld		0.447		0.882		1.107		1.341		1.528		1.641		1.687		1.731		1.779		1.820		1.863		1.906		1.466		1.809		2.111		2.345		2.536		2.691		2.794		2.897		2.983		3.058		3.123		3.181		3.228		3.270		3.331		3.361

Trapeza CDO IV, Class C1

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	392,511,146.08
Latest update:	Dec 31, 2008
Gross WAC:		5.0415
WA Amort Term:		293
Settle:	Dec 31,2008
Orig Deal Bal:	$	411,800,000.00
Orig Collat Bal:	$	400,000,000.00
Closed:	Oct 21,2003
WA Rem Term:		293
Cur Collat Bal:	$	396,000,000.00
Next Pay:	May 24,2009
First Pay:	May 24,2004

Tranche Information

Tranche	C1
CUSIP	894126AD3
Coupon	4.1938
Type	MEZ_FLT
Orig Balance	44,500,000.00
Cur Balance	45,497,583.39
Capitalizes Defrd Int	Yes
Factor	1.0224
Orig Moody’s	A2
Curr Moody’s	Ca
Orig S&P	NA
Orig Fitch	A
Curr Fitch	A
Accrual Date	11/24/2008
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	997,583.39
Accum CoupCap Shortfall	0.00
Floater Index	LIBOR 6MO
Float Formula	LIBOR_6MO + 1.65
Floater Spread	1.6500
Stated Mat	05/24/2034
Freq	Semi-Annual
Daycount	Actual/360

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Yield		Customer Request - 0 CDR			Customer Request - 1 CDR for 5 Years			Customer Request - 2 CDR for 5 Years			Customer Request - 3 CDR for 5 Years			Customer Request - 4 CDR for 5 Years
4.1938	Price		108.3771			110.0765			111.6107			113.5390			115.2889
	WAL		17.1300			19.7600			22.0000			23.7600			24.9000
	WAL for Int Pmts		11.7300			12.3800			13.0600			14.0900			15.2300
	WAL for Princ Pmts		17.1300			19.7600			22.0000			23.7600			24.9000
	Mod Durn		12.5300			13.9020			15.1200			16.6060			17.9910
	Mod Convexity		2.1090			2.5090			2.8880			3.3390			3.7850
	First Princ Pmt Date		40,129.0000			39,948.0000			39,952.0000			40,141.0000			12,359.0000
	First Princ Pmt Period		47.0000			77.0000			125.0000			191.0000			299.0000
	Last Princ Pmt Date		12,359.0000			12,359.0000			12,359.0000			12,359.0000			12,359.0000
	Last Princ Pmt Period		299.0000			299.0000			299.0000			299.0000			299.0000
	Payment Window		May11 to Nov33			May11 to Nov33			Nov11 to Nov33			Nov12 to Nov33			Nov14 to Nov33
	Principal Window		Nov12 to Nov33			May15 to Nov33			May19 to Nov33			Nov24 to Nov33			Nov33 to Nov33
	Principal Writedown		0.00 (0.00	%)		0.00 (0.00	%)		0.00 (0.00	%)		0.00 (0.00	%)		0.00 (0.00	%)
	First Period of Writedown		NA			NA			NA			NA			NA
	Maturity #mos		299.0000			299.0000			299.0000			299.0000			299.0000
	Implied Writedown		0.00 (0.00	%)		0.00 (0.00	%)		0.00 (0.00	%)		0.00 (0.00	%)		0.00 (0.00	%)
	First Period of Implied Writedown		NA			NA			NA			NA			83.0000
	Total Collat Loss(Forecasted)		49,300,000.00 (12.45	%)		63,359,507.56 (16.00	%)		76,863,236.18 (19.41	%)		89,827,823.81 (22.68	%)		102,269,573.18 (25.83	%)
	Total Collat Loss w/ History(Forecasted)		49,300,000.00 (12.32	%)		63,359,507.56 (15.84	%)		76,863,236.18 (19.22	%)		89,827,823.81 (22.46	%)		102,269,573.18 (25.57	%)
	Total Collat Liquidation by Group(Forecasted)		58,000,000.00 (14.65	%)		74,540,597.13 (18.82	%)		90,427,336.68 (22.84	%)		105,679,792.72 (26.69	%)		120,317,144.91 (30.38	%)
	Accum Int Shortfall		0.0000			0.0000			0.0000			0.0000			0.0000
	Accum Coup Cap Shortfall		NA			NA			NA			NA			NA
	Min Credit Support Pct		NA			NA			NA			NA			NA
	Scenario Name	Customer Request - 0 CDR			Customer Request - 1 CDR for 5 Years			Customer Request - 2 CDR for 5 Years			Customer Request - 3 CDR for 5 Years			Customer Request - 4 CDR for 5 Years
	Prepay Rate	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR			0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR			0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR			0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR			0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR
	Prepay Style	Full stat			Full stat			Full stat			Full stat			Full stat
	YMP	Incl pnlty			Incl pnlty			Incl pnlty			Incl pnlty			Incl pnlty
	Prepay Monthly	No			No			No			No			No
	Default Rate	0 CDR			1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 CDR			2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 CDR			3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 0 CDR			4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 0 CDR
	Default Severity		85.0000			85.0000			85.0000			85.0000			85.0000
	Servicer Advance	All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd
	Advance (% of P&I)		0.0000			0.0000			0.0000			0.0000			0.0000
	Recovery Lag		24.0000			24.0000			24.0000			24.0000			24.0000
	Recovery Time Series		100.0000			100.0000			100.0000			100.0000			100.0000
	Liquidation Time Series		0.0000			0.0000			0.0000			0.0000			0.0000
	Default Monthly	No			No			No			No			No
	Already Defaulted Severity (%)		85.0000			85.0000			85.0000			85.0000			85.0000
	Already Defaulted Lag		24.0000			24.0000			24.0000			24.0000			24.0000
	Already Defaulted Time Series		100.0000			100.0000			100.0000			100.0000			100.0000
	Already Defaulted Serv Advance	All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd
	Opt Redem		N/N			N/N			N/N			N/N			N/N
	Use Asset-level	FALSE			FALSE			FALSE			FALSE			FALSE

Swap Curve	Mat	1MO		2MO		3MO		4MO		5MO		6MO		7MO		8MO		9MO		10MO		11MO		1YR		2YR		3YR		4YR		5YR		6YR		7YR		8YR		9YR		10YR		11YR		12YR		13YR		14YR		15YR		20YR		30YR
	Yld		0.447		0.882		1.107		1.341		1.528		1.641		1.687		1.731		1.779		1.820		1.863		1.906		1.460		1.809		2.110		2.348		2.541		2.703		2.805		2.902		2.987		3.067		3.132		3.190		3.237		3.277		3.337		3.358

Trapeza CDO V, Class C1

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	299,490,857.75
Latest update:	Dec 31, 2008
Gross WAC:		4.9270
WA Amort Term:		298
Settle:	Dec 31,2008
Orig Deal Bal:	$	308,700,000.00
Orig Collat Bal:	$	320,000,000.00
Closed:	Dec 18,2003
WA Rem Term:		298
Cur Collat Bal:	$	295,000,000.00
Next Pay:	Jan 15,2009
First Pay:	Jul 15,2004

Tranche Information

Tranche	C1
CUSIP	89412RAD7
Coupon	4.7713
Type	MEZ_FLT
Orig Balance	25,000,000.00
Cur Balance	25,724,366.32
Capitalizes Defrd Int	Yes
Factor	1.0290
Orig Moody’s	A2
Curr Moody’s	Ca
Orig S&P	NA
Orig Fitch	A
Curr Fitch	A
Accrual Date	07/15/2008
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	724,366.32
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_6MO + 1.65
Floater Spread	1.6500
Stated Mat	07/15/2034
Freq	Semi-Annual
Daycount	Actual/360

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Yield		Customer Request - 0 CDR			Customer Request - 1 CDR for 5 Years			Customer Request - 2 CDR for 5 Years			Customer Request - 3 CDR for 5 Years			Customer Request - 4 CDR for 5 Years
4.7713	Price		103.1040			103.1040			103.1040			103.1040			103.1040
	WAL		18.8600			18.8600			18.8600			18.8600			18.8600
	WAL for Int Pmts		12.3400			12.3400			12.3400			12.3400			12.3400
	WAL for Princ Pmts		18.8600			18.8600			18.8600			18.8600			18.8600
	Mod Durn		12.8990			12.8990			12.8990			12.8990			12.8990
	Mod Convexity		2.2730			2.2730			2.2730			2.2730			2.2730
	First Princ Pmt Date		39,826.0000			39,826.0000			39,826.0000			39,826.0000			39,826.0000
	First Princ Pmt Period		49.0000			49.0000			49.0000			49.0000			49.0000
	Last Princ Pmt Date		12,420.0000			12,420.0000			12,420.0000			12,420.0000			12,420.0000
	Last Princ Pmt Period		301.0000			301.0000			301.0000			301.0000			301.0000
	Payment Window	Jan11 to Jan34			Jan11 to Jan34			Jan11 to Jan34			Jan11 to Jan34			Jan11 to Jan34
	Principal Window	Jan13 to Jan34			Jan13 to Jan34			Jan13 to Jan34			Jan13 to Jan34			Jan13 to Jan34
	Principal Writedown			0.00 (0.00%)			0.00 (0.00%)			0.00 (0.00%)			0.00 (0.00%)			0.00 (0.00%)
	First Period of Writedown	NA			NA			NA			NA			NA
	Maturity #mos		301.0000			301.0000			301.0000			301.0000			301.0000
	Implied Writedown			0.00 (0.00%)			0.00 (0.00%)			0.00 (0.00%)			0.00 (0.00%)			0.00 (0.00%)
	First Period of Implied Writedown	NA			NA			NA			NA			NA
	Total Collat Loss(Forecasted)		37,400,000.00 (12.68%)			37,400,050.96 (12.68%)			37,400,101.92 (12.68%)			37,400,152.88 (12.68%)			37,400,203.84 (12.68%)
	Total Collat Loss w/ History(Forecasted)		37,400,000.00 (11.69%)			37,400,050.96 (11.69%)			37,400,101.92 (11.69%)			37,400,152.88 (11.69%)			37,400,203.84 (11.69%)
	Total Collat Liquidation by Group(Forecasted)		44,000,000.00 (14.92%)			44,000,059.95 (14.92%)			44,000,119.90 (14.92%)			44,000,179.86 (14.92%)			44,000,239.81 (14.92%)
	Accum Int Shortfall		0.0000			0.0000			0.0000			0.0000			0.0000
	Accum Coup Cap Shortfall	NA			NA			NA			NA			NA
	Min Credit Support Pct	NA			NA			NA			NA			NA
	Scenario Name	Customer Request — 0 CDR			Customer Request — 1 CDR for 5 Years			Customer Request — 2 CDR for 5 Years			Customer Request — 3 CDR for 5 Years			Customer Request — 4 CDR for 5 Years
	Prepay Rate	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR			0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR			0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR			0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR			0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR
	Prepay Style	Full stat			Full stat			Full stat			Full stat			Full stat
	YMP	Incl pnlty			Incl pnlty			Incl pnlty			Incl pnlty			Incl pnlty
	Prepay Monthly	No			No			No			No			No
	Default Rate	0 Dollar			1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 Dollar			2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 Dollar			3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 0 Dollar			4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 0 Dollar
	Default Severity		85.0000			85.0000			85.0000			85.0000			85.0000
	Servicer Advance	All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd
	Advance (% of P&I)		0.0000			0.0000			0.0000			0.0000			0.0000
	Recovery Lag		24.0000			24.0000			24.0000			24.0000			24.0000
	Recovery Time Series		100.0000			100.0000			100.0000			100.0000			100.0000
	Liquidation Time Series		0.0000			0.0000			0.0000			0.0000			0.0000
	Default Monthly	No			No			No			No			No
	Already Defaulted Severity (%)		85.0000			85.0000			85.0000			85.0000			85.0000
	Already Defaulted Lag		24.0000			24.0000			24.0000			24.0000			24.0000
	Already Defaulted Time Series		100.0000			100.0000			100.0000			100.0000			100.0000
	Already Defaulted Serv Advance	All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd
	Opt Redem		N/N			N/N			N/N			N/N			N/N

Swap Curve	Mat	1MO		2MO		3MO		4MO		5MO		6MO		7MO		8MO		9MO		10MO		11MO		1YR		2YR		3YR		4YR		5YR		6YR		7YR		8YR		9YR		10YR		11YR		12YR		13YR		14YR		15YR		20YR		30YR
	Yld		0.447		0.882		1.107		1.341		1.528		1.641		1.687		1.731		1.779		1.820		1.863		1.906		1.456		1.801		2.103		2.344		2.534		2.697		2.799		2.896		2.981		3.061		3.126		3.184		3.231		3.272		3.332		3.355

Exhibit B

TRUST PREFERRED HOLDINGS

Present Value of Cash Flow Analysis Summary
Assumptions:

1)	15% recovery rate on current deferrals/defaults with 24 month lag
2)	Forward Libor Curve
3)	Cash Flows run to maturity
4)	2% annual prepays starting March 2014
5)	Present value of projected cash flows discounted at book yield with alternative versions concerning deferrals by issuers

Scenario V 1 - No additional deferrals/defaults

Scenario V 2 - 1% additional deferrals/defaults for 5 years then 0%

Scenario V 3 - 2% additional deferrals/defaults for 5 years then 0%

Scenario V 4 - 3% additional deferrals/defaults for 5 years then 0%

Scenario V 5 - 4% additional deferrals/defaults for 5 years then 0%

				Present Value of Projected Cash Flows
Cusip	Deal	Par		V 1			V 2			V 3			V 4			V 5
01449CAK6	Alesco 8	$	5,000,000		100	%		100	%		100	%		92	%		82	%
01449TAB9	Alesco 9	$	5,000,000		100	%		100	%		100	%		100	%		100	%
01449WAD8	Alesco 10	$	4,549,533		100	%		100	%		100	%		100	%		97	%
01450AAD2	Alesco 11	$	4,992,885		100	%		100	%		100	%		95	%		94	%
01450DAE4	Alesco 12	$	5,000,000		100	%		100	%		100	%		100	%		100	%
014495AE5	Alesco13	$	3,034,201		100	%		100	%		100	%		100	%		83	%
01450BAD0	Alesco 15 C	$	2,000,000		100	%		100	%		100	%		100	%		75	%
01450BAF5	Alesco 15 D	$	3,000,000		100	%		66.47	%		30.48	%		0	%		0	%
01450GAE7	Alesco 16 D	$	1,817,593		100	%		84.71	%		37.20	%		0	%		0	%
01450GAC1	Alesco 16 C	$	3,200,000		100	%		100	%		100	%		97.57	%		78.04	%
01450NAC6	Alesco 17	$	2,000,000		100	%		100	%		100	%		100	%		100	%
87330WAG2	TBRNA 3	$	5,000,000		100	%		100	%		100	%		97.93	%		67.34	%
89234NAB6	TPREF Funding 2	$	5,000,000		100	%		100	%		100	%		100	%		100	%
903428AF7	US Captal 6	$	5,000,000		0	%		0	%		0	%		0	%		0	%
894126AD3	Trapeza 4	$	5,000,000		100	%		100	%		100	%		100	%		88.20	%
89412RAD7	Trapeza 5	$	5,000,000		100	%		100	%		100	%		100	%		100	%
894135AS1	Trapeza 13 E	$	3,071,629		100	%		100	%		100	%		69.17	%		10.05	%
894135AN2	Trapeza 13 D	$	5,000,000		100	%		100	%		100	%		100	%		100	%
74040KAC6	PreTSL 2	$	1,431,628		100	%		96.26	%		86.55	%		77.15	%		67.85	%
74040XAD6	PreTSL 9	$	1,000,000		100	%		100	%		100	%		100	%		100	%
74042DAE6	PreTSL 20	$	3,931,936		100	%		100	%		100	%		100	%		100	%
74042QAA5	PreTSL 26	$	4,925,958		100	%		100	%		100	%		100	%		100	%
44984SAD8	I-PreTSL 3	$	5,000,000		100	%		100	%		100	%		100	%		100	%

ALESCO Preferred Funding VIII, Class C1

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	666,420,839.90
Update:	Mar 16, 2009
Gross WAC:		4.4358
WA Amort Term:		308
Settle:	Apr 22,2009
Orig Deal Bal:	$	684,300,000.00
Orig Collat Bal:	$	667,000,000.00
Closed:	Aug 04,2005
WA Rem Term:		308
Cur Collat Bal:	$	662,750,100.00
Next Pay:	Jun 23,2009
First Pay:	Sep 23,2005

Tranche Information

Tranche	C1
CUSIP	01449CAK6
Coupon	2.5769
Type	MEZ_FLT
Orig Balance	78,500,000.00
Cur Balance	78,500,000.00
Capitalizes Defrd Int	Yes
Factor	1.0000
Orig Moody’s	A2
Curr Moody’s	Ca
Orig S&P	NA
Orig Fitch	A
Curr Fitch	CCC
Accrual Date	03/23/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	0.00
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_3MO + 1.35
Floater Spread	1.3500
Stated Mat	12/23/2035
Freq	Quarterly
Daycount	Actual/360

Price/Yield

Collateral Mode:                    Seasoned-all assets

Given: Yield			0 for 57 2 CPR, 0 CDR,85%Sev,Adv0%P&I,24...		0 for 57 2 CPR, 1 for 60 0 CDR,85%Sev,Ad		0 for 57 2 CPR, 2 for 60 0 CDR,85%Sev,Ad...		0 for 57 2 CPR, 3 for 60 0 CDR,85%Sev,Ad...		0 for 57 2 CPR, 4 for 60 0 CDR,85%Sev,Ad...
4.74	Price		100.000		100.003		100.007		91.800		82.254
	Yield		4.740		4.740		4.740		4.740		4.740
	Disc Margin		135.000		135.000		135.000		137.000		138.000
	WAL		26.300		26.400		26.500		26.700		26.700
	Principal Window	Jun35 to Sep35		Jun35 to Sep35		Sep35 to Dec35		Dec35 to Dec35		Dec35 to Dec35
	Principal Writedown		0.00 (0.00%)		0.00 (0.00%)		0.00 (0.00%)		22,896,826.15 (29.17%)		49,996,176.67 (63.69%)
	Gross Principal Writedown		0.00 (0.00%)		0.00 (0.00%)		0.00 (0.00%)		22,896,826.15 (29.17%)		49,996,176.67 (63.69%)
	First Period of Writedown	NA		NA		NA			321.000		321.000
	Implied Writedown		0.00 (0.00%)		0.00 (0.00%)		(0.00) (-0.00%)		22,896,826.15 (29.17%)		49,996,176.67 (63.69%)
	Gross Implied Writedown		0.00 (0.00%)		0.00 (0.00%)		9,183,659.54 (11.70%)		31,535,073.00 (40.17%)		50,281,822.39 (64.05%)
	First Period of Implied Writedown	NA		NA			60.000		42.000		36.000
	Maturity #mos		318.000		318.000		321.000		321.000		321.000
	Total Collat Loss(Settled)		89,590,000.00 (13.52%)		112,796,128.44 (17.02%)		135,083,888.43 (20.38%)		156,480,808.91 (23.61%)		177,013,863.18 (26.71%)
	Total Collat Liquidation(Settled)		105,400,000.00 (15.90%)		132,701,327.57 (20.02%)		158,922,221.68 (23.98%)		184,095,069.31 (27.78%)		208,251,603.74 (31.42%)
	Accum Int Shortfall		0.000		0.000		0.000		0.000		0.000
	Min Credit Support Pct	NA		NA		NA		NA		NA
	Prepay Rate	0 for 57 2 CPR		0 for 57 2 CPR		0 for 57 2 CPR		0 for 57 2 CPR		0 for 57 2 CPR
	Prepay Style	Full stat		Full stat		Full stat		Full stat		Full stat
	YMP	Incl pnlty		Incl pnlty		Incl pnlty		Incl pnlty		Incl pnlty
	Prepay Penalty Haircut(%)	0 Percent		0 Percent		0 Percent		0 Percent		0 Percent
	Prepay Monthly	No		No		No		No		No
	No Prepay if L/O Pts >	During Lockout		During Lockout		During Lockout		During Lockout		During Lockout
	Default Rate	0 CDR		1 for 60 0 CDR		2 for 60 0 CDR		3 for 60 0 CDR		4 for 60 0 CDR
	Default Severity		85.000		85.000		85.000		85.000		85.000
	Servicer Advance	All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd
	Recovery Lag		24.000		24.000		24.000		24.000		24.000
	Recovery Time Series		100.000		100.000		100.000		100.000		100.000
	Rate During Init Recov Lag		0.000		0.000		0.000		0.000		0.000
	Default Monthly	No		No		No		No		No
	Already Defaulted Severity (%)		85.000		85.000		85.000		85.000		85.000
	Already Defaulted Lag		24.000		24.000		24.000		24.000		24.000
	Already Defaulted Time Series		100.000		100.000		100.000		100.000		100.000
	Already Defaulted Liq Time Series		0.000		0.000		0.000		0.000		0.000
	Already Defaulted Advance (%)		0.000		0.000		0.000		0.000		0.000
	Already Defaulted Serv Advance	DOES NOT ADVANCE		DOES NOT ADVANCE		DOES NOT ADVANCE		DOES NOT ADVANCE		DOES NOT ADVANCE
	Opt Redem		N/N		N/N		N/N		N/N		N/N
	LIBOR_3MO		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.900471 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.413911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3.526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.900471 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.413911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3.526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.900471 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.413911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3.526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.900471 3.883169 3.871210 3.864815 3.8642 03 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.413911 3.404298 3.395213 3.386654 3.3 78566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3.526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.900471 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.413911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3.526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.448	0.881	1.102	1.336	1.526	1.636	1.687	1.734	1.781	1.823	1.867	1.915	1.566	1.923	2.233	2.475	2.668	2.814	2.925	3.019	3.102	3.182	3.247	3.307	3.352	3.386	3.445	3.466

Parkvale

Cashflow Report	Settle Date:	Apr 15, 2009
	Collateral Mode:	Seasoned-all assets
Bond:	01449TAB9	Scenario:	3
Deal, Tranche:	ALESCO9,A2A	CUSIP	01449TAB9	Assumps Used	Portfolio		Book Price =	89.91	%
Orig Face	$5,000,000.00	Cur Face	$5,000,000.00	Latest Update	0903		Discount Rate =	0.92
Prepay Rate	0 CPR	Prepay Style	Full stat	YMP	Incl pnlty	0 Percent
Prepay Monthly	Yes	No Prepay if L/O Pts >	During Lockout	Default Rate	2 *CDRfor5yr	85	PV Price =	92.104	%
Servicer Advance	All but newly liqdtd	Advance (% of P&I)	0	Recovery Lag	24	100
Liquidation Time Series	0	Rate During Init Recov Lag	0	Severity During Init Recov Lag	0	Yes
Already Defaulted Severity (%)	85	Already Defaulted Lag	2	Already Defaulted Time Series	100	0
Already Defaulted Advance (%)	0	Already Defaulted Serv Advance	All but newly liqdtd	Opt Redem	N/N	1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.262290 2.134674 1.881938 1.591861 1.300865 1.023144 0.772862 0.564156 0.411150 0.327972 0.328773 0.427753 0.631888 0.916681 1.243871 1.575385 1.897632 2.203723 2.486753 2.739804 2.955951 3.128264 3.249819 3.313702 3.317379 3.276725 3.214577 3.152228 3.095409 3.045725 3.004782 2.974183 2.955535 2.950443 2.960514 2.987357 3.031258 3.086987 3.147393 3.205997 3.261188 3.312626 3.359972 3.402886 3.441028 3.474058 3.501638 3.523426 3.539428 3.551064 3.560220 3.568576 3.576529 3.584146 3.591492 3.598634 3.605638 3.612568 3.619493 3.626477 3.633546 3.640565 3.647346 3.653727 3.659697 3.665282 3.670510 3.675407 3.680001 3.684318 3.688386 3.692231 3.695890 3.699444 3.702984 3.706595 3.710324 3.714205 3.718276 3.722570 3.727125 3.731975 3.737157 3.742706 3.748615 3.754704 3.760743 3.766532 3.772033 3.777250 3.782187 3.786850 3.791242 3.795367 3.799230 3.802835 3.806254 3.809838 3.814019 3.819176 3.825425 3.832816 3.841398 3.851220 3.862332 3.874784 3.888623 3.903901 3.920512 3.937722 3.954617 3.970403 3.984886 3.998023 4.009772 4.020090 4.028934 4.036261 4.042029 4.046196 4.048826 4.050427 4.051631 4.052982 4.054602 4.056508 4.058716 4.061242 4.064102 4.067312 4.070889 4.074848 4.079118 4.083275 4.086794 4.089223 4.090448 4.090442 4.089178 4.086630 4.082769 4.077568 4.071001 4.063041 4.053828 4.044184 4.035122 4.027511 4.021568 4.017343 4.014885 4.014244 4.015470 4.018612 4.023721 4.030846 4.039799 4.049426 4.058301 4.065206 4.069852 4.072188 4.072162 4.069722 4.064816 4.057393 4.047402 4.034790 4.019659 4.002734 3.984911 3.966952 3.949018 3.931120 3.913265 3.895463 3.877724 3.860056 3.842468 3.824970 3.807571 3.790281 3.773108 3.756062 3.739151 3.722387 3.705776 3.689330 3.673057 3.656967 3.641068 3.625371 3.609883 3.594616 3.579576 3.564773 3.550216 3.535915 3.521878 3.508117 3.494642 3.481463 3.468591 3.456034 3.443801 3.431897 3.420325 3.409088 3.398197 3.387659 3.377486 3.367708 3.358353 3.349451 3.341015 3.333055 3.325568 3.318494 3.311759 3.305301 3.299110 3.293195 3.287612 3.282636 3.278595 3.275773 3.274243 3.274029 3.275077 3.277027 3.279441 3.281943 3.284459 3.286989 3.289532 3.292087 3.294654 3.297232 3.299821 3.302421 3.305030 3.307649 3.310277 3.312913 3.315557 3.318208 3.320866 3.323530 3.326201 3.328876 3.331557 3.334241 3.336930 3.339622 3.342316 3.345013 3.347712 3.350412 3.353113 3.355814 3.358515 3.361215 3.363914 3.366611 3.369306 3.371998 3.374687 3.377372 3.380053 3.382729 3.385400 3.388065 3.390724 3.393376 3.396020 3.398657 3.401286 3.403906 3.406516 3.409117 3.411707 3.414286 3.416854 3.419411 3.421955 3.424486 3.427003 3.429507 3.431997 3.434471 3.436930 3.439374 3.441801 3.444211 3.446603 3.448978 3.451334 3.453672 3.455990 3.458288 3.460565 3.462822 3.465057 3.467270 3.469461 3.471629 3.473774 3.475894 3.477990 3.480061 3.482107 3.484126 3.486119 3.488085 3.490023 3.491934 3.493816 3.495670 3.497494 3.499289 3.501052 3.502783 3.504482 3.506147 3.507779 3.509379 3.510948 3.512485 3.513992 3.515468 3.516911 3.518315 3.519675 3.520985 3.522243 3.523449 3.524605 3.525730 3.526846 3.527971 3.529110 3.530262 3.531413 3.532493 3.533414 3.534103 3.534544 3.534735

Period	Date		Principal		Interest		Cash Flow		Balance		Discount Rate		Discounted CF		Princ Writedown		Implied Writedown		Accum Unrealized Writedown		Accrued Interest		LIBOR_3MO
Total				5,000,000.00		5,228,015.98		10,228,015.98								0.00		0.00				5,228,015.98
0		4/15/2009		0.00		0.00		0.00		5,000,000.00		1.00		0.00		0.00		0.00		0.00		0.00
1		6/23/2009		0.00		21,426.80		21,426.80		5,000,000.00		1.005		21,321.93		0.00		0.00		0.00		21,426.80		1.6461
2		9/23/2009		0.00		30,821.35		30,821.35		5,000,000.00		1.013		30,431.26		0.00		0.00		0.00		30,821.35		2.1563
3		12/23/2009		0.00		31,905.81		31,905.81		5,000,000.00		1.021		31,262.78		0.00		0.00		0.00		31,905.81		2.1071
4		3/23/2010		0.00		32,982.47		32,982.47		5,000,000.00		1.029		32,062.66		0.00		0.00		0.00		32,982.47		2.2623
5		6/23/2010		0.00		33,026.39		33,026.39		5,000,000.00		1.035		31,900.57		0.00		0.00		0.00		33,026.39		1.5919
6		9/23/2010		0.00		22,372.16		22,372.16		5,000,000.00		1.040		21,516.44		0.00		0.00		0.00		22,372.16		0.7729
7		12/23/2010		0.00		12,817.80		12,817.80		5,000,000.00		1.043		12,288.76		0.00		0.00		0.00		12,817.80		0.3280
8		3/23/2011		0.00		9,734.66		9,734.66		5,000,000.00		1.047		9,296.81		0.00		0.00		0.00		9,734.66		0.6319
9		6/23/2011		0.00		17,463.15		17,463.15		5,000,000.00		1.054		16,571.99		0.00		0.00		0.00		17,463.15		1.5754
10		9/23/2011		0.00		29,997.52		29,997.52		5,000,000.00		1.063		28,221.03		0.00		0.00		0.00		29,997.52		2.4868
11		12/23/2011		0.00		40,315.58		40,315.58		5,000,000.00		1.074		37,543.84		0.00		0.00		0.00		40,315.58		3.1283
12		3/23/2012		0.00		46,761.60		46,761.60		5,000,000.00		1.085		43,085.20		0.00		0.00		0.00		46,761.60		3.3174
13		6/25/2012		0.00		48,654.47		48,654.47		5,000,000.00		1.097		44,357.60		0.00		0.00		0.00		48,654.47		3.1522
14		9/24/2012		0.00		44,810.03		44,810.03		5,000,000.00		1.108		40,451.36		0.00		0.00		0.00		44,810.03		3.0048
15		12/24/2012		0.00		43,277.87		43,277.87		5,000,000.00		1.119		38,689.71		0.00		0.00		0.00		43,277.87		2.9504
16		3/25/2013		0.00		43,105.11		43,105.11		5,000,000.00		1.130		38,154.18		0.00		0.00		0.00		43,105.11		3.0313
17		6/24/2013		0.00		44,703.59		44,703.59		5,000,000.00		1.142		39,160.63		0.00		0.00		0.00		44,703.59		3.2060
18		9/23/2013		0.00		46,905.29		46,905.29		5,000,000.00		1.154		40,649.55		0.00		0.00		0.00		46,905.29		3.3600
19		12/23/2013		0.00		48,696.20		48,696.20		5,000,000.00		1.167		41,738.02		0.00		0.00		0.00		48,696.20		3.4741
20		3/24/2014		0.00		49,944.31		49,944.31		5,000,000.00		1.180		42,330.62		0.00		0.00		0.00		49,944.31		3.5394
21		6/23/2014		0.00		50,569.00		50,569.00		5,000,000.00		1.193		42,379.23		0.00		0.00		0.00		50,569.00		3.5686
22		9/23/2014		0.00		51,450.09		51,450.09		5,000,000.00		1.207		42,626.18		0.00		0.00		0.00		51,450.09		3.5915
23		12/23/2014		0.00		51,170.24		51,170.24		5,000,000.00		1.221		41,914.09		0.00		0.00		0.00		51,170.24		3.6126
24		3/23/2015		0.00		50,868.66		50,868.66		5,000,000.00		1.235		41,198.08		0.00		0.00		0.00		50,868.66		3.6335
25		6/23/2015		0.00		52,268.33		52,268.33		5,000,000.00		1.249		41,842.59		0.00		0.00		0.00		52,268.33		3.6537
26		9/23/2015		0.00		52,512.79		52,512.79		5,000,000.00		1.264		41,550.84		0.00		0.00		0.00		52,512.79		3.6705
27		12/23/2015		0.00		52,140.56		52,140.56		5,000,000.00		1.279		40,781.67		0.00		0.00		0.00		52,140.56		3.6843
28		3/23/2016		0.00		52,304.60		52,304.60		5,000,000.00		1.293		40,438.14		0.00		0.00		0.00		52,304.60		3.6959
29		6/23/2016		0.00		53,020.67		53,020.67		5,000,000.00		1.309		40,512.75		0.00		0.00		0.00		53,020.67		3.7066
30		9/23/2016		0.00		53,159.70		53,159.70		5,000,000.00		1.324		40,143.15		0.00		0.00		0.00		53,159.70		3.7183
31		12/23/2016		0.00		52,736.65		52,736.65		5,000,000.00		1.340		39,360.84		0.00		0.00		0.00		52,736.65		3.7320
32		3/23/2017		0.00		52,339.46		52,339.46		5,000,000.00		1.355		38,613.71		0.00		0.00		0.00		52,339.46		3.7486
33		6/23/2017		0.00		53,726.77		53,726.77		5,000,000.00		1.372		39,168.10		0.00		0.00		0.00		53,726.77		3.7665
34		9/25/2017		0.00		55,120.99		55,120.99		5,000,000.00		1.389		39,697.12		0.00		0.00		0.00		55,120.99		3.7822
35		12/26/2017		0.00		54,137.53		54,137.53		5,000,000.00		1.405		38,524.61		0.00		0.00		0.00		54,137.53		3.7954
36		3/23/2018		0.00		51,344.86		51,344.86		5,000,000.00		1.421		36,124.72		0.00		0.00		0.00		51,344.86		3.8063
37		6/25/2018		0.00		55,614.55		55,614.55		5,000,000.00		1.439		38,650.46		0.00		0.00		0.00		55,614.55		3.8192
38		9/24/2018		0.00		54,036.62		54,036.62		5,000,000.00		1.456		37,107.23		0.00		0.00		0.00		54,036.62		3.8414
39		12/24/2018		0.00		54,362.64		54,362.64		5,000,000.00		1.474		36,884.07		0.00		0.00		0.00		54,362.64		3.8748
40		3/25/2019		0.00		54,835.37		54,835.37		5,000,000.00		1.492		36,755.08		0.00		0.00		0.00		54,835.37		3.9205
41		6/24/2019		0.00		55,455.93		55,455.93		5,000,000.00		1.510		36,717.14		0.00		0.00		0.00		55,455.93		3.9704
42		9/23/2019		0.00		56,052.03		56,052.03		5,000,000.00		1.529		36,655.04		0.00		0.00		0.00		56,052.03		4.0098
43		12/23/2019		0.00		56,496.97		56,496.97		5,000,000.00		1.548		36,488.86		0.00		0.00		0.00		56,496.97		4.0363
44		3/23/2020		0.00		56,774.26		56,774.26		5,000,000.00		1.568		36,213.11		0.00		0.00		0.00		56,774.26		4.0488
45		6/23/2020		0.00		57,505.46		57,505.46		5,000,000.00		1.588		36,219.20		0.00		0.00		0.00		57,505.46		4.0530
46		9/23/2020		0.00		57,558.80		57,558.80		5,000,000.00		1.608		35,797.34		0.00		0.00		0.00		57,558.80		4.0587
47		12/23/2020		0.00		57,017.09		57,017.09		5,000,000.00		1.628		35,018.96		0.00		0.00		0.00		57,017.09		4.0673
48		3/23/2021		0.00		56,511.11		56,511.11		5,000,000.00		1.649		34,279.77		0.00		0.00		0.00		56,511.11		4.0791
49		6/23/2021		0.00		57,925.18		57,925.18		5,000,000.00		1.670		34,693.43		0.00		0.00		0.00		57,925.18		4.0892
50		9/23/2021		0.00		58,016.84		58,016.84		5,000,000.00		1.691		34,309.13		0.00		0.00		0.00		58,016.84		4.0892
51		12/23/2021		0.00		57,337.96		57,337.96		5,000,000.00		1.712		33,484.66		0.00		0.00		0.00		57,337.96		4.0776
52		3/23/2022		0.00		56,512.51		56,512.51		5,000,000.00		1.734		32,597.27		0.00		0.00		0.00		56,512.51		4.0538
53		6/23/2022		0.00		57,425.68		57,425.68		5,000,000.00		1.756		32,710.42		0.00		0.00		0.00		57,425.68		4.0275
54		9/23/2022		0.00		57,136.70		57,136.70		5,000,000.00		1.778		32,140.48		0.00		0.00		0.00		57,136.70		4.0149
55		12/23/2022		0.00		56,423.08		56,423.08		5,000,000.00		1.800		31,347.72		0.00		0.00		0.00		56,423.08		4.0186
56		3/23/2023		0.00		55,921.51		55,921.51		5,000,000.00		1.822		30,688.53		0.00		0.00		0.00		55,921.51		4.0398
57		6/23/2023		0.00		57,492.67		57,492.67		5,000,000.00		1.845		31,153.86		0.00		0.00		0.00		57,492.67		4.0652
58		9/25/2023		0.00		59,009.18		59,009.18		5,000,000.00		1.869		31,564.17		0.00		0.00		0.00		59,009.18		4.0722
59		12/26/2023		0.00		57,752.00		57,752.00		5,000,000.00		1.893		30,503.69		0.00		0.00		0.00		57,752.00		4.0574
60		3/25/2024		0.00		56,217.53		56,217.53		5,000,000.00		1.917		29,330.99		0.00		0.00		0.00		56,217.53		4.0197
61		6/24/2024		0.00		56,277.61		56,277.61		5,000,000.00		1.940		29,004.05		0.00		0.00		0.00		56,277.61		3.9670
62		9/23/2024		0.00		55,598.70		55,598.70		5,000,000.00		1.964		28,308.30		0.00		0.00		0.00		55,598.70		3.9133
63		12/23/2024		0.00		54,921.82		54,921.82		5,000,000.00		1.988		27,629.81		0.00		0.00		0.00		54,921.82		3.8601
64		3/24/2025		0.00		54,252.03		54,252.03		5,000,000.00		2.012		26,970.55		0.00		0.00		0.00		54,252.03		3.8076
65		6/23/2025		0.00		53,592.44		53,592.44		5,000,000.00		2.035		26,331.40		0.00		0.00		0.00		53,592.44		3.7561
66		9/23/2025		0.00		53,528.04		53,528.04		5,000,000.00		2.059		25,992.49		0.00		0.00		0.00		53,528.04		3.7058
67		12/23/2025		0.00		52,316.53		52,316.53		5,000,000.00		2.083		25,113.64		0.00		0.00		0.00		52,316.53		3.6570
68		3/23/2026		0.00		51,138.35		51,138.35		5,000,000.00		2.107		24,273.19		0.00		0.00		0.00		51,138.35		3.6099
69		6/23/2026		0.00		51,681.20		51,681.20		5,000,000.00		2.131		24,252.89		0.00		0.00		0.00		51,681.20		3.5648
70		9/23/2026		0.00		51,113.87		51,113.87		5,000,000.00		2.155		23,717.43		0.00		0.00		0.00		51,113.87		3.5219
71		12/23/2026		0.00		50,026.20		50,026.20		5,000,000.00		2.179		22,957.31		0.00		0.00		0.00		50,026.20		3.4815
72		3/23/2027		0.00		48,982.39		48,982.39		5,000,000.00		2.203		22,235.72		0.00		0.00		0.00		48,982.39		3.4438
73		6/23/2027		0.00		49,602.02		49,602.02		5,000,000.00		2.227		22,270.62		0.00		0.00		0.00		49,602.02		3.4091
74		9/23/2027		0.00		49,171.41		49,171.41		5,000,000.00		2.252		21,837.45		0.00		0.00		0.00		49,171.41		3.3775
75		12/23/2027		0.00		48,251.59		48,251.59		5,000,000.00		2.276		21,200.15		0.00		0.00		0.00		48,251.59		3.3495
76		3/23/2028		0.00		47,914.22		47,914.22		5,000,000.00		2.300		20,828.39		0.00		0.00		0.00		47,914.22		3.3256
77		6/23/2028		0.00		48,152.98		48,152.98		5,000,000.00		2.325		20,708.57		0.00		0.00		0.00		48,152.98		3.3053
78		9/25/2028		0.00		48,946.71		48,946.71		5,000,000.00		2.351		20,821.17		0.00		0.00		0.00		48,946.71		3.2876
79		12/26/2028		0.00		47,694.79		47,694.79		5,000,000.00		2.376		20,073.38		0.00		0.00		0.00		47,694.79		3.2758
80		3/23/2029		0.00		45,001.27		45,001.27		5,000,000.00		2.400		18,749.67		0.00		0.00		0.00		45,001.27		3.2751
81		6/25/2029		0.00		48,658.41		48,658.41		5,000,000.00		2.426		20,053.39		0.00		0.00		0.00		48,658.41		3.2819
82		9/24/2029		0.00		47,199.41		47,199.41		5,000,000.00		2.452		19,247.29		0.00		0.00		0.00		47,199.41		3.2895
83		12/24/2029		0.00		47,295.82		47,295.82		5,000,000.00		2.478		19,083.18		0.00		0.00		0.00		47,295.82		3.2972
84		3/25/2030		0.00		47,393.57		47,393.57		5,000,000.00		2.505		18,920.55		0.00		0.00		0.00		47,393.57		3.3050
85		6/24/2030		0.00		47,492.51		47,492.51		5,000,000.00		2.532		18,759.33		0.00		0.00		0.00		47,492.51		3.3129
86		9/23/2030		0.00		47,592.46		47,592.46		5,000,000.00		2.559		18,599.42		0.00		0.00		0.00		47,592.46		3.3209
87		12/23/2030		0.00		47,693.23		47,693.23		5,000,000.00		2.586		18,440.74		0.00		0.00		0.00		47,693.23		3.3289
88		3/24/2031		0.00		47,794.68		47,794.68		5,000,000.00		2.614		18,283.23		0.00		0.00		0.00		47,794.68		3.3369
89		6/23/2031		0.00		47,896.61		47,896.61		5,000,000.00		2.642		18,126.80		0.00		0.00		0.00		47,896.61		3.3450
90		9/23/2031		0.00		48,526.32		48,526.32		5,000,000.00		2.671		18,166.74		0.00		0.00		0.00		48,526.32		3.3531
91		12/23/2031		0.00		48,101.26		48,101.26		5,000,000.00		2.700		17,814.82		0.00		0.00		0.00		48,101.26		3.3612
92		3/23/2032		0.00		48,203.64		48,203.64		5,000,000.00		2.729		17,661.24		0.00		0.00		0.00		48,203.64		3.3693
93		6/23/2032		0.00		48,836.64		48,836.64		5,000,000.00		2.759		17,698.79		0.00		0.00		0.00		48,836.64		3.3774
94		9/23/2032		0.00		48,939.57		48,939.57		5,000,000.00		2.790		17,543.08		0.00		0.00		0.00		48,939.57		3.3854
95		12/23/2032		0.00		48,508.88		48,508.88		5,000,000.00		2.820		17,201.14		0.00		0.00		0.00		48,508.88		3.3934
96		3/23/2033		0.00		48,075.25		48,075.25		5,000,000.00		2.851		16,865.18		0.00		0.00		0.00		48,075.25		3.4013
97		6/23/2033		0.00		49,244.35		49,244.35		5,000,000.00		2.882		17,086.28		0.00		0.00		0.00		49,244.35		3.4091
98		9/23/2033		0.00		49,344.03		49,344.03		5,000,000.00		2.914		16,933.19		0.00		0.00		0.00		49,344.03		3.4169
99		12/23/2033		0.00		48,905.06		48,905.06		5,000,000.00		2.946		16,600.25		0.00		0.00		0.00		48,905.06		3.4245
100		3/23/2034		0.00		48,462.54		48,462.54		5,000,000.00		2.978		16,272.99		0.00		0.00		0.00		48,462.54		3.4320
101		6/23/2034		0.00		49,634.91		49,634.91		5,000,000.00		3.011		16,483.02		0.00		0.00		0.00		49,634.91		3.4394
102		9/25/2034		0.00		50,809.62		50,809.62		5,000,000.00		3.046		16,682.91		0.00		0.00		0.00		50,809.62		3.4466
103		12/26/2034		0.00		49,820.27		49,820.27		5,000,000.00		3.080		16,177.25		0.00		0.00		0.00		49,820.27		3.4537
104		3/23/2035		0.00		47,197.38		47,197.38		5,000,000.00		3.112		15,165.02		0.00		0.00		0.00		47,197.38		3.4606
105		6/25/2035		0.00		51,084.07		51,084.07		5,000,000.00		3.148		16,227.95		0.00		0.00		0.00		51,084.07		3.4673
106		9/24/2035		0.00		49,537.63		49,537.63		5,000,000.00		3.183		15,563.83		0.00		0.00		0.00		49,537.63		3.4738
107		12/24/2035		5,000,000.00		49,618.94		5,049,618.94		0.00		3.218		1,569,047.71		0.00		0.00		0.00		49,618.94		3.4801

ALESCO Preferred Funding X, Class C1

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	959,705,159.08
Update:	Mar 16, 2009
Gross WAC:	4.7958
WA Amort Term:	320
Settle:	Apr 24,2009
Orig Deal Bal:	$	969,450,000.00
Orig Collat Bal:	$	950,000,000.00
Closed:	Mar 15,2006
WA Rem Term:	320
Cur Collat Bal:	$	950,000,000.00
Next Pay:	Jun 23,2009
First Pay:	Jun 23,2006

Tranche Information

Tranche	C1
CUSIP	01449WAD8
ISIN	USG0159JAD21
Coupon	2.4769
Type	MEZ_FLT
Orig Balance	99,800,000.00
Cur Balance	100,981,013.33
Capitalizes Defrd Int	Yes
Factor	1.0118
Orig Moody’s	A3
Curr Moody’s	Ca
Orig S&P	NA
Orig Fitch	A-
Curr Fitch	CC
Accrual Date	03/23/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	2,229,707.57
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_3MO + 1.25
Floater Spread	1.2500
Stated Mat	09/23/2036
Freq	Quarterly
Business Day	Following
Daycount	Actual/360

Price/Yield

Collateral Mode: Seasoned-all assets

			0 for 57 2 CPR, 0			0 for 57 2 CPR, 1 for			0 for 57 2 CPR, 2 for			0 for 57 2 CPR, 3 for			0 for 57 2 CPR, 4 for
Given: Yield			CDR,85%Sev,Adv0%P&I,24...		60 0 CDR,85%Sev,Ad...			60 0 CDR,85%Sev,Ad...			60 0 CDR,85%Sev,Ad...			60 0 CDR,85%Sev,Ad...
	4.60	Price		100.000			99.713			99.704			100.063			96.863
		Yield		4.600			4.600			4.600			4.600			4.600
		Disc Margin		125.000			127.000			127.000			125.000			123.000
		WAL		24.300			23.200			23.100			23.200			23.400
		Principal Window	Jun09 to Mar36			Jun09 to Mar36			Jun11 to Mar36			Jun11 to Mar36			Dec14 to Jun36
		Principal Writedown		0.00 (0.00%)			0.00 (0.00%)			0.00 (0.00%)			0.00 (0.00%)			12,747,197.16 (12.62%)
		Gross Principal Writedown		0.00 (0.00%)			0.00 (0.00%)			0.00 (0.00%)			0.00 (0.00%)			12,747,197.16 (12.62%)
		First Period of Writedown	NA			NA			NA			NA				329.000
		Implied Writedown		0.00 (0.00%)			0.00 (0.00%)			0.00 (0.00%)			(0.00) (-0.00%)			12,595,236.59 (12.75%)
		Gross Implied Writedown		0.00 (0.00%)			0.00 (0.00%)			0.00 (0.00%)			6,372,616.60 (6.45%)			12,595,236.59 (12.75%)
		First Period of Implied Writedown	NA			NA			NA				77.000			74.000
		Maturity #mos		323.000			323.000			323.000			323.000			329.000
		Total Collat Loss(Settled)		71,102,500.00 (7.48%)			107,193,304.73 (11.28%)			141,854,985.04 (14.93%)			175,130,410.31 (18.43%)			207,061,583.92 (21.80%)
		Total Collat Liquidation(Settled)		83,650,000.00 (8.81%)			126,109,770.27 (13.27%)			166,888,217.69 (17.57%)			206,035,776.83 (21.69%)			243,601,863.43 (25.64%)
		Accum Int Shortfall		0.000			0.000			0.000			0.000			151,960.570
		Min Credit Support Pct	NA			NA			NA			NA			NA
		Prepay Rate	0 for 57 2 CPR			0 for 57 2 CPR			0 for 57 2 CPR			0 for 57 2 CPR			0 for 57 2 CPR
		Prepay Style	Full stat			Full stat			Full stat			Full stat			Full stat
		YMP	Incl pnlty			Incl pnlty			Incl pnlty			Incl pnlty			Incl pnlty
		Prepay Monthly	No			No			No			No			No
		Default Rate	0 CDR			1 for 60 0 CDR			2 for 60 0 CDR			3 for 60 0 CDR			4 for 60 0 CDR
		Default Severity		85.000			85.000			85.000			85.000			85.000
		Servicer Advance	All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd			All but newly liqdtd
		Advance (% of P&I)		0.000			0.000			0.000			0.000			0.000
		Recovery Lag		24.000			24.000			24.000			24.000			24.000
		Recovery Time Series		100.000			100.000			100.000			100.000			100.000
		Default Monthly	No			No			No			No			No
		Already Defaulted Severity (%)		85.000			85.000			85.000			85.000			85.000
		Already Defaulted Lag		24.000			24.000			24.000			24.000			24.000
		Already Defaulted Time Series		100.000			100.000			100.000			100.000			100.000
		Already Defaulted Advance (%)		0.000			0.000			0.000			0.000			0.000
		Already Defaulted Serv Advance	DOES NOT ADVANCE			DOES NOT ADVANCE			DOES NOT ADVANCE			DOES NOT ADVANCE			DOES NOT ADVANCE
		Opt Redem		N/N			N/N			N/N			N/N			N/N
		LIBOR_3MO	1.100000 1.633733 1.971439 2.195961 2.196551 2.102204 2.101651 2.157492 2.255624 2.343243 2.378342 2.284117 2.058681 1.795237 1.529963 1.276443 1.048232 0.858863 0.721859 0.650744 0.659066 0.760415 0.961450 1.238636 1.555237 1.874697 2.183948 2.476350 2.745249 2.983981 3.185873 3.344253 3.452450 3.503809 3.495996 3.444838 3.373032 3.301748 3.236799 3.179929 3.132880 3.097394 3.075215 3.068086 3.077752 3.105960 3.152958 3.212735 3.277100 3.338626 3.395407 3.446980 3.492880 3.532645 3.565811 3.591915 3.610493 3.621084 3.623756 3.620774 3.615125 3.609476 3.604505 3.600376 3.597255 3.595308 3.594698 3.595590 3.598151 3.602545 3.608792 3.616320 3.624368 3.632272 3.639915 3.647319 3.654506 3.661500 3.668323 3.674998 3.681547 3.687994 3.694317 3.700323 3.705765 3.710424 3.714246 3.717218 3.719325 3.720555 3.720894 3.720330 3.718847 3.716434 3.713182 3.709612 3.706376 3.704045 3.702785 3.702663 3.703743 3.706089 3.709767 3.714840 3.721375 3.729434 3.739039 3.750021 3.762159 3.775266 3.789333 3.804394 3.820484 3.837638 3.855889 3.875274 3.895825 3.917579 3.940389 3.963368 3.985415 4.005576 4.023597 4.039405 4.052927 4.064087 4.072814 4.079032 4.082669 4.083650 4.082080 4.078779 4.074774 4.070948 4.067497 4.064442 4.061807 4.059613 4.057883 4.056638 4.055901 4.055693 4.056020 4.056812 4.057983 4.059458 4.061232 4.063320 4.065735 4.068490 4.071597 4.075071 4.078925 4.083172 4.087734 4.092166 4.095917 4.098514 4.099840 4.099865 4.098562 4.095901 4.091855 4.086396 4.079494 4.071122 4.061327 4.050466 4.038980 4.027246 4.015344 4.003277 3.991049 3.978665 3.966129 3.953443 3.940614 3.927644 3.914545 3.901358 3.888132 3.874910 3.861707 3.848528 3.835382 3.822274 3.809213 3.796204 3.783255 3.770372 3.757563 3.744835 3.732194 3.719647 3.707201 3.694862 3.682639 3.670537 3.658565 3.646727 3.635033 3.623487 3.612098 3.600872 3.589816 3.578936 3.568240 3.557734 3.547424 3.537320 3.527428 3.517756 3.508311 3.499100 3.490129 3.481403 3.472926 3.464702 3.456737 3.449038 3.441614 3.434481 3.427657 3.421160 3.414998 3.409180 3.403704 3.398542 3.393656 3.389016 3.384620 3.380472 3.376605 3.373166 3.370331 3.368250 3.366965 3.366489 3.366791 3.367648 3.368788 3.369983 3.371185 3.372394 3.373609 3.374832 3.376060 3.377295 3.378535 3.379781 3.381031 3.382287 3.383548 3.384813 3.386082 3.387355 3.388631 3.389911 3.391194 3.392480 3.393768 3.395058 3.396351 3.397645 3.398941 3.400238 3.401536 3.402834 3.404133 3.405432 3.406731 3.408030 3.409328 3.410625 3.411920 3.413215 3.414507 3.415798 3.417086 3.418372 3.419655 3.420935 3.422212 3.423485 3.424754 3.426020 3.427280 3.428536 3.429788 3.431034 3.432274 3.433509 3.434738 3.435960 3.437177 3.438386 3.439588 3.440783 3.441970 3.443150 3.444321 3.445484 3.446639 3.447784 3.448920 3.450047 3.451164 3.452271 3.453368 3.454455 3.455530 3.456595 3.457648 3.458690 3.459720 3.460737 3.461743 3.462736 3.463715 3.464682 3.465635 3.466575 3.467500 3.468411 3.469308 3.470190 3.471057 3.471909 3.472745 3.473566 3.474370 3.475158 3.475928 3.476682 3.477418 3.478136 3.478838 3.479523 3.480191 3.480842 3.481474 3.482088 3.482679 3.483246 3.483789 3.484306 3.484800 3.485276 3.485741 3.486201 3.486659 3.487113 3.487558 3.487972 3.488324 3.488590 3.488764 3.488845			1.100000 1.633733 1.971439 2.195961 2.196551 2.102204 2.101651 2.157492 2.255624 2.343243 2.378342 2.284117 2.058681 1.795237 1.529963 1.276443 1.048232 0.858863 0.721859 0.650744 0.659066 0.760415 0.961450 1.238636 1.555237 1.874697 2.183948 2.476350 2.745249 2.983981 3.185873 3.344253 3.452450 3.503809 3.495996 3.444838 3.373032 3.301748 3.236799 3.179929 3.132880 3.097394 3.075215 3.068086 3.077752 3.105960 3.152958 3.212735 3.277100 3.338626 3.395407 3.446980 3.492880 3.532645 3.565811 3.591915 3.610493 3.621084 3.623756 3.620774 3.615125 3.609476 3.604505 3.600376 3.597255 3.595308 3.594698 3.595590 3.598151 3.602545 3.608792 3.616320 3.624368 3.632272 3.639915 3.647319 3.654506 3.661500 3.668323 3.674998 3.681547 3.687994 3.694317 3.700323 3.705765 3.710424 3.714246 3.717218 3.719325 3.720555 3.720894 3.720330 3.718847 3.716434 3.713182 3.709612 3.706376 3.704045 3.702785 3.702663 3.703743 3.706089 3.709767 3.714840 3.721375 3.729434 3.739039 3.750021 3.762159 3.775266 3.789333 3.804394 3.820484 3.837638 3.855889 3.875274 3.895825 3.917579 3.940389 3.963368 3.985415 4.005576 4.023597 4.039405 4.052927 4.064087 4.072814 4.079032 4.082669 4.083650 4.082080 4.078779 4.074774 4.070948 4.067497 4.064442 4.061807 4.059613 4.057883 4.056638 4.055901 4.055693 4.056020 4.056812 4.057983 4.059458 4.061232 4.063320 4.065735 4.068490 4.071597 4.075071 4.078925 4.083172 4.087734 4.092166 4.095917 4.098514 4.099840 4.099865 4.098562 4.095901 4.091855 4.086396 4.079494 4.071122 4.061327 4.050466 4.038980 4.027246 4.015344 4.003277 3.991049 3.978665 3.966129 3.953443 3.940614 3.927644 3.914545 3.901358 3.888132 3.874910 3.861707 3.848528 3.835382 3.822274 3.809213 3.796204 3.783255 3.770372 3.757563 3.744835 3.732194 3.719647 3.707201 3.694862 3.682639 3.670537 3.658565 3.646727 3.635033 3.623487 3.612098 3.600872 3.589816 3.578936 3.568240 3.557734 3.547424 3.537320 3.527428 3.517756 3.508311 3.499100 3.490129 3.481403 3.472926 3.464702 3.456737 3.449038 3.441614 3.434481 3.427657 3.421160 3.414998 3.409180 3.403704 3.398542 3.393656 3.389016 3.384620 3.380472 3.376605 3.373166 3.370331 3.368250 3.366965 3.366489 3.366791 3.367648 3.368788 3.369983 3.371185 3.372394 3.373609 3.374832 3.376060 3.377295 3.378535 3.379781 3.381031 3.382287 3.383548 3.384813 3.386082 3.387355 3.388631 3.389911 3.391194 3.392480 3.393768 3.395058 3.396351 3.397645 3.398941 3.400238 3.401536 3.402834 3.404133 3.405432 3.406731 3.408030 3.409328 3.410625 3.411920 3.413215 3.414507 3.415798 3.417086 3.418372 3.419655 3.420935 3.422212 3.423485 3.424754 3.426020 3.427280 3.428536 3.429788 3.431034 3.432274 3.433509 3.434738 3.435960 3.437177 3.438386 3.439588 3.440783 3.441970 3.443150 3.444321 3.445484 3.446639 3.447784 3.448920 3.450047 3.451164 3.452271 3.453368 3.454455 3.455530 3.456595 3.457648 3.458690 3.459720 3.460737 3.461743 3.462736 3.463715 3.464682 3.465635 3.466575 3.467500 3.468411 3.469308 3.470190 3.471057 3.471909 3.472745 3.473566 3.474370 3.475158 3.475928 3.476682 3.477418 3.478136 3.478838 3.479523 3.480191 3.480842 3.481474 3.482088 3.482679 3.483246 3.483789 3.484306 3.484800 3.485276 3.485741 3.486201 3.486659 3.487113 3.487558 3.487972 3.488324 3.488590 3.488764 3.488845			1.100000 1.633733 1.971439 2.195961 2.196551 2.102204 2.101651 2.157492 2.255624 2.343243 2.378342 2.284117 2.058681 1.795237 1.529963 1.276443 1.048232 0.858863 0.721859 0.650744 0.659066 0.760415 0.961450 1.238636 1.555237 1.874697 2.183948 2.476350 2.745249 2.983981 3.185873 3.344253 3.452450 3.503809 3.495996 3.444838 3.373032 3.301748 3.236799 3.179929 3.132880 3.097394 3.075215 3.068086 3.077752 3.105960 3.152958 3.212735 3.277100 3.338626 3.395407 3.446980 3.492880 3.532645 3.565811 3.591915 3.610493 3.621084 3.623756 3.620774 3.615125 3.609476 3.604505 3.600376 3.597255 3.595308 3.594698 3.595590 3.598151 3.602545 3.608792 3.616320 3.624368 3.632272 3.639915 3.647319 3.654506 3.661500 3.668323 3.674998 3.681547 3.687994 3.694317 3.700323 3.705765 3.710424 3.714246 3.717218 3.719325 3.720555 3.720894 3.720330 3.718847 3.716434 3.713182 3.709612 3.706376 3.704045 3.702785 3.702663 3.703743 3.706089 3.709767 3.714840 3.721375 3.729434 3.739039 3.750021 3.762159 3.775266 3.789333 3.804394 3.820484 3.837638 3.855889 3.875274 3.895825 3.917579 3.940389 3.963368 3.985415 4.005576 4.023597 4.039405 4.052927 4.064087 4.072814 4.079032 4.082669 4.083650 4.082080 4.078779 4.074774 4.070948 4.067497 4.064442 4.061807 4.059613 4.057883 4.056638 4.055901 4.055693 4.056020 4.056812 4.057983 4.059458 4.061232 4.063320 4.065735 4.068490 4.071597 4.075071 4.078925 4.083172 4.087734 4.092166 4.095917 4.098514 4.099840 4.099865 4.098562 4.095901 4.091855 4.086396 4.079494 4.071122 4.061327 4.050466 4.038980 4.027246 4.015344 4.003277 3.991049 3.978665 3.966129 3.953443 3.940614 3.927644 3.914545 3.901358 3.888132 3.874910 3.861707 3.848528 3.835382 3.822274 3.809213 3.796204 3.783255 3.770372 3.757563 3.744835 3.732194 3.719647 3.707201 3.694862 3.682639 3.670537 3.658565 3.646727 3.635033 3.623487 3.612098 3.600872 3.589816 3.578936 3.568240 3.557734 3.547424 3.537320 3.527428 3.517756 3.508311 3.499100 3.490129 3.481403 3.472926 3.464702 3.456737 3.449038 3.441614 3.434481 3.427657 3.421160 3.414998 3.409180 3.403704 3.398542 3.393656 3.389016 3.384620 3.380472 3.376605 3.373166 3.370331 3.368250 3.366965 3.366489 3.366791 3.367648 3.368788 3.369983 3.371185 3.372394 3.373609 3.374832 3.376060 3.377295 3.378535 3.379781 3.381031 3.382287 3.383548 3.384813 3.386082 3.387355 3.388631 3.389911 3.391194 3.392480 3.393768 3.395058 3.396351 3.397645 3.398941 3.400238 3.401536 3.402834 3.404133 3.405432 3.406731 3.408030 3.409328 3.410625 3.411920 3.413215 3.414507 3.415798 3.417086 3.418372 3.419655 3.420935 3.422212 3.423485 3.424754 3.426020 3.427280 3.428536 3.429788 3.431034 3.432274 3.433509 3.434738 3.435960 3.437177 3.438386 3.439588 3.440783 3.441970 3.443150 3.444321 3.445484 3.446639 3.447784 3.448920 3.450047 3.451164 3.452271 3.453368 3.454455 3.455530 3.456595 3.457648 3.458690 3.459720 3.460737 3.461743 3.462736 3.463715 3.464682 3.465635 3.466575 3.467500 3.468411 3.469308 3.470190 3.471057 3.471909 3.472745 3.473566 3.474370 3.475158 3.475928 3.476682 3.477418 3.478136 3.478838 3.479523 3.480191 3.480842 3.481474 3.482088 3.482679 3.483246 3.483789 3.484306 3.484800 3.485276 3.485741 3.486201 3.486659 3.487113 3.487558 3.487972 3.488324 3.488590 3.488764 3.488845			1.100000 1.633733 1.971439 2.195961 2.196551 2.102204 2.101651 2.157492 2.255624 2.343243 2.378342 2.284117 2.058681 1.795237 1.529963 1.276443 1.048232 0.858863 0.721859 0.650744 0.659066 0.760415 0.961450 1.238636 1.555237 1.874697 2.183948 2.476350 2.745249 2.983981 3.185873 3.344253 3.452450 3.503809 3.495996 3.444838 3.373032 3.301748 3.236799 3.179929 3.132880 3.097394 3.075215 3.068086 3.077752 3.105960 3.152958 3.212735 3.277100 3.338626 3.395407 3.446980 3.492880 3.532645 3.565811 3.591915 3.610493 3.621084 3.623756 3.620774 3.615125 3.609476 3.604505 3.600376 3.597255 3.595308 3.594698 3.595590 3.598151 3.602545 3.608792 3.616320 3.624368 3.632272 3.639915 3.647319 3.654506 3.661500 3.668323 3.674998 3.681547 3.687994 3.694317 3.700323 3.705765 3.710424 3.714246 3.717218 3.719325 3.720555 3.720894 3.720330 3.718847 3.716434 3.713182 3.709612 3.706376 3.704045 3.702785 3.702663 3.703743 3.706089 3.709767 3.714840 3.721375 3.729434 3.739039 3.750021 3.762159 3.775266 3.789333 3.804394 3.820484 3.837638 3.855889 3.875274 3.895825 3.917579 3.940389 3.963368 3.985415 4.005576 4.023597 4.039405 4.052927 4.064087 4.072814 4.079032 4.082669 4.083650 4.082080 4.078779 4.074774 4.070948 4.067497 4.064442 4.061807 4.059613 4.057883 4.056638 4.055901 4.055693 4.056020 4.056812 4.057983 4.059458 4.061232 4.063320 4.065735 4.068490 4.071597 4.075071 4.078925 4.083172 4.087734 4.092166 4.095917 4.098514 4.099840 4.099865 4.098562 4.095901 4.091855 4.086396 4.079494 4.071122 4.061327 4.050466 4.038980 4.027246 4.015344 4.003277 3.991049 3.978665 3.966129 3.953443 3.940614 3.927644 3.914545 3.901358 3.888132 3.874910 3.861707 3.848528 3.835382 3.822274 3.809213 3.796204 3.783255 3.770372 3.757563 3.744835 3.732194 3.719647 3.707201 3.694862 3.682639 3.670537 3.658565 3.646727 3.635033 3.623487 3.612098 3.600872 3.589816 3.578936 3.568240 3.557734 3.547424 3.537320 3.527428 3.517756 3.508311 3.499100 3.490129 3.481403 3.472926 3.464702 3.456737 3.449038 3.441614 3.434481 3.427657 3.421160 3.414998 3.409180 3.403704 3.398542 3.393656 3.389016 3.384620 3.380472 3.376605 3.373166 3.370331 3.368250 3.366965 3.366489 3.366791 3.367648 3.368788 3.369983 3.371185 3.372394 3.373609 3.374832 3.376060 3.377295 3.378535 3.379781 3.381031 3.382287 3.383548 3.384813 3.386082 3.387355 3.388631 3.389911 3.391194 3.392480 3.393768 3.395058 3.396351 3.397645 3.398941 3.400238 3.401536 3.402834 3.404133 3.405432 3.406731 3.408030 3.409328 3.410625 3.411920 3.413215 3.414507 3.415798 3.417086 3.418372 3.419655 3.420935 3.422212 3.423485 3.424754 3.426020 3.427280 3.428536 3.429788 3.431034 3.432274 3.433509 3.434738 3.435960 3.437177 3.438386 3.439588 3.440783 3.441970 3.443150 3.444321 3.445484 3.446639 3.447784 3.448920 3.450047 3.451164 3.452271 3.453368 3.454455 3.455530 3.456595 3.457648 3.458690 3.459720 3.460737 3.461743 3.462736 3.463715 3.464682 3.465635 3.466575 3.467500 3.468411 3.469308 3.470190 3.471057 3.471909 3.472745 3.473566 3.474370 3.475158 3.475928 3.476682 3.477418 3.478136 3.478838 3.479523 3.480191 3.480842 3.481474 3.482088 3.482679 3.483246 3.483789 3.484306 3.484800 3.485276 3.485741 3.486201 3.486659 3.487113 3.487558 3.487972 3.488324 3.488590 3.488764 3.488845			1.100000 1.633733 1.971439 2.195961 2.196551 2.102204 2.101651 2.157492 2.255624 2.343243 2.378342 2.284117 2.058681 1.795237 1.529963 1.276443 1.048232 0.858863 0.721859 0.650744 0.659066 0.760415 0.961450 1.238636 1.555237 1.874697 2.183948 2.476350 2.745249 2.983981 3.185873 3.344253 3.452450 3.503809 3.495996 3.444838 3.373032 3.301748 3.236799 3.179929 3.132880 3.097394 3.075215 3.068086 3.077752 3.105960 3.152958 3.212735 3.277100 3.338626 3.395407 3.446980 3.492880 3.532645 3.565811 3.591915 3.610493 3.621084 3.623756 3.620774 3.615125 3.609476 3.604505 3.600376 3.597255 3.595308 3.594698 3.595590 3.598151 3.602545 3.608792 3.616320 3.624368 3.632272 3.639915 3.647319 3.654506 3.661500 3.668323 3.674998 3.681547 3.687994 3.694317 3.700323 3.705765 3.710424 3.714246 3.717218 3.719325 3.720555 3.720894 3.720330 3.718847 3.716434 3.713182 3.709612 3.706376 3.704045 3.702785 3.702663 3.703743 3.706089 3.709767 3.714840 3.721375 3.729434 3.739039 3.750021 3.762159 3.775266 3.789333 3.804394 3.820484 3.837638 3.855889 3.875274 3.895825 3.917579 3.940389 3.963368 3.985415 4.005576 4.023597 4.039405 4.052927 4.064087 4.072814 4.079032 4.082669 4.083650 4.082080 4.078779 4.074774 4.070948 4.067497 4.064442 4.061807 4.059613 4.057883 4.056638 4.055901 4.055693 4.056020 4.056812 4.057983 4.059458 4.061232 4.063320 4.065735 4.068490 4.071597 4.075071 4.078925 4.083172 4.087734 4.092166 4.095917 4.098514 4.099840 4.099865 4.098562 4.095901 4.091855 4.086396 4.079494 4.071122 4.061327 4.050466 4.038980 4.027246 4.015344 4.003277 3.991049 3.978665 3.966129 3.953443 3.940614 3.927644 3.914545 3.901358 3.888132 3.874910 3.861707 3.848528 3.835382 3.822274 3.809213 3.796204 3.783255 3.770372 3.757563 3.744835 3.732194 3.719647 3.707201 3.694862 3.682639 3.670537 3.658565 3.646727 3.635033 3.623487 3.612098 3.600872 3.589816 3.578936 3.568240 3.557734 3.547424 3.537320 3.527428 3.517756 3.508311 3.499100 3.490129 3.481403 3.472926 3.464702 3.456737 3.449038 3.441614 3.434481 3.427657 3.421160 3.414998 3.409180 3.403704 3.398542 3.393656 3.389016 3.384620 3.380472 3.376605 3.373166 3.370331 3.368250 3.366965 3.366489 3.366791 3.367648 3.368788 3.369983 3.371185 3.372394 3.373609 3.374832 3.376060 3.377295 3.378535 3.379781 3.381031 3.382287 3.383548 3.384813 3.386082 3.387355 3.388631 3.389911 3.391194 3.392480 3.393768 3.395058 3.396351 3.397645 3.398941 3.400238 3.401536 3.402834 3.404133 3.405432 3.406731 3.408030 3.409328 3.410625 3.411920 3.413215 3.414507 3.415798 3.417086 3.418372 3.419655 3.420935 3.422212 3.423485 3.424754 3.426020 3.427280 3.428536 3.429788 3.431034 3.432274 3.433509 3.434738 3.435960 3.437177 3.438386 3.439588 3.440783 3.441970 3.443150 3.444321 3.445484 3.446639 3.447784 3.448920 3.450047 3.451164 3.452271 3.453368 3.454455 3.455530 3.456595 3.457648 3.458690 3.459720 3.460737 3.461743 3.462736 3.463715 3.464682 3.465635 3.466575 3.467500 3.468411 3.469308 3.470190 3.471057 3.471909 3.472745 3.473566 3.474370 3.475158 3.475928 3.476682 3.477418 3.478136 3.478838 3.479523 3.480191 3.480842 3.481474 3.482088 3.482679 3.483246 3.483789 3.484306 3.484800 3.485276 3.485741 3.486201 3.486659 3.487113 3.487558 3.487972 3.488324 3.488590 3.488764 3.488845
		LIBOR_6MO	1.651000 1.919628 2.042002 2.154575 2.182945 2.184841 2.228603 2.274331 2.276311 2.206992 2.092127 1.911409 1.670847 1.424087 1.196056 1.000303 0.850341 0.759672 0.741823 0.806879 0.949872 1.159304 1.420327 1.714673 2.020608 2.316406 2.592110 2.840973 3.056227 3.231093 3.358795 3.434739 3.463511 3.453194 3.413300 3.354756 3.289888 3.230244 3.179629 3.139796 3.112498 3.099489 3.102527 3.122614 3.157603 3.204253 3.258950 3.317707 3.376160 3.430330 3.479020 3.521760 3.558080 3.587513 3.609588 3.624106 3.631974 3.634468 3.632966 3.628953 3.624020 3.619596 3.616105 3.613715 3.612591 3.612900 3.614809 3.618411 3.623501 3.629778 3.636917 3.644571 3.652367 3.659982 3.667367 3.674545 3.681540 3.688374 3.695069 3.701628 3.707964 3.713963 3.719505 3.724465 3.728710 3.732125 3.734674 3.736345 3.737124 3.736996 3.735950 3.734024 3.731474 3.728623 3.725806 3.723369 3.721674 3.721042 3.721591 3.723385 3.726490 3.730972 3.736895 3.744302 3.753142 3.763335 3.774797 3.787440 3.801167 3.815904 3.831663 3.848478 3.866386 3.885420 3.905617 3.926919 3.948897 3.971014 3.992712 4.013416 4.032534 4.049544 4.064282 4.076674 4.086644 4.094118 4.099022 4.101370 4.101539 4.100012 4.097286 4.093876 4.090310 4.087047 4.084196 4.081779 4.079819 4.078339 4.077360 4.076896 4.076924 4.077410 4.078320 4.079617 4.081263 4.083227 4.085515 4.088139 4.091113 4.094451 4.098166 4.102225 4.106410 4.110450 4.114066 4.116974 4.118882 4.119535 4.118861 4.116830 4.113414 4.108584 4.102312 4.094607 4.085635 4.075605 4.064732 4.053235 4.041340 4.029239 4.016974 4.004550 3.991969 3.979238 3.966358 3.953339 3.940203 3.926977 3.913688 3.900365 3.887035 3.873723 3.860441 3.847195 3.833993 3.820840 3.807745 3.794714 3.781754 3.768873 3.756076 3.743371 3.730765 3.718265 3.705878 3.693611 3.681470 3.669463 3.657597 3.645878 3.634314 3.622911 3.611677 3.600617 3.589739 3.579050 3.568557 3.558268 3.548189 3.538328 3.528692 3.519289 3.510124 3.501203 3.492531 3.484113 3.475955 3.468063 3.460449 3.453125 3.446105 3.439400 3.433025 3.426988 3.421278 3.415880 3.410779 3.405959 3.401404 3.397115 3.393164 3.389643 3.386644 3.384262 3.382593 3.381696 3.381480 3.381815 3.382569 3.383607 3.384792 3.386007 3.387230 3.388459 3.389694 3.390936 3.392183 3.393436 3.394695 3.395959 3.397227 3.398500 3.399778 3.401059 3.402344 3.403633 3.404925 3.406220 3.407518 3.408818 3.410120 3.411424 3.412730 3.414037 3.415345 3.416654 3.417964 3.419273 3.420583 3.421893 3.423202 3.424510 3.425817 3.427123 3.428427 3.429730 3.431030 3.432328 3.433623 3.434915 3.436204 3.437490 3.438772 3.440049 3.441323 3.442592 3.443856 3.445115 3.446369 3.447617 3.448859 3.450095 3.451324 3.452547 3.453763 3.454972 3.456173 3.457366 3.458551 3.459728 3.460897 3.462056 3.463207 3.464348 3.465479 3.466601 3.467712 3.468813 3.469903 3.470982 3.472050 3.473106 3.474150 3.475183 3.476203 3.477210 3.478205 3.479186 3.480154 3.481108 3.482048 3.482975 3.483886 3.484783 3.485665 3.486532 3.487383 3.488218 3.489037 3.489840 3.490625 3.491393 3.492145 3.492878 3.493595 3.494294 3.494976 3.495641 3.496287 3.496913 3.497519 3.498102 3.498661 3.499196 3.499710 3.500205 3.500686 3.501157 3.501621 3.502078 3.502517 3.502923 3.503282 3.503579 3.503797			1.651000 1.919628 2.042002 2.154575 2.182945 2.184841 2.228603 2.274331 2.276311 2.206992 2.092127 1.911409 1.670847 1.424087 1.196056 1.000303 0.850341 0.759672 0.741823 0.806879 0.949872 1.159304 1.420327 1.714673 2.020608 2.316406 2.592110 2.840973 3.056227 3.231093 3.358795 3.434739 3.463511 3.453194 3.413300 3.354756 3.289888 3.230244 3.179629 3.139796 3.112498 3.099489 3.102527 3.122614 3.157603 3.204253 3.258950 3.317707 3.376160 3.430330 3.479020 3.521760 3.558080 3.587513 3.609588 3.624106 3.631974 3.634468 3.632966 3.628953 3.624020 3.619596 3.616105 3.613715 3.612591 3.612900 3.614809 3.618411 3.623501 3.629778 3.636917 3.644571 3.652367 3.659982 3.667367 3.674545 3.681540 3.688374 3.695069 3.701628 3.707964 3.713963 3.719505 3.724465 3.728710 3.732125 3.734674 3.736345 3.737124 3.736996 3.735950 3.734024 3.731474 3.728623 3.725806 3.723369 3.721674 3.721042 3.721591 3.723385 3.726490 3.730972 3.736895 3.744302 3.753142 3.763335 3.774797 3.787440 3.801167 3.815904 3.831663 3.848478 3.866386 3.885420 3.905617 3.926919 3.948897 3.971014 3.992712 4.013416 4.032534 4.049544 4.064282 4.076674 4.086644 4.094118 4.099022 4.101370 4.101539 4.100012 4.097286 4.093876 4.090310 4.087047 4.084196 4.081779 4.079819 4.078339 4.077360 4.076896 4.076924 4.077410 4.078320 4.079617 4.081263 4.083227 4.085515 4.088139 4.091113 4.094451 4.098166 4.102225 4.106410 4.110450 4.114066 4.116974 4.118882 4.119535 4.118861 4.116830 4.113414 4.108584 4.102312 4.094607 4.085635 4.075605 4.064732 4.053235 4.041340 4.029239 4.016974 4.004550 3.991969 3.979238 3.966358 3.953339 3.940203 3.926977 3.913688 3.900365 3.887035 3.873723 3.860441 3.847195 3.833993 3.820840 3.807745 3.794714 3.781754 3.768873 3.756076 3.743371 3.730765 3.718265 3.705878 3.693611 3.681470 3.669463 3.657597 3.645878 3.634314 3.622911 3.611677 3.600617 3.589739 3.579050 3.568557 3.558268 3.548189 3.538328 3.528692 3.519289 3.510124 3.501203 3.492531 3.484113 3.475955 3.468063 3.460449 3.453125 3.446105 3.439400 3.433025 3.426988 3.421278 3.415880 3.410779 3.405959 3.401404 3.397115 3.393164 3.389643 3.386644 3.384262 3.382593 3.381696 3.381480 3.381815 3.382569 3.383607 3.384792 3.386007 3.387230 3.388459 3.389694 3.390936 3.392183 3.393436 3.394695 3.395959 3.397227 3.398500 3.399778 3.401059 3.402344 3.403633 3.404925 3.406220 3.407518 3.408818 3.410120 3.411424 3.412730 3.414037 3.415345 3.416654 3.417964 3.419273 3.420583 3.421893 3.423202 3.424510 3.425817 3.427123 3.428427 3.429730 3.431030 3.432328 3.433623 3.434915 3.436204 3.437490 3.438772 3.440049 3.441323 3.442592 3.443856 3.445115 3.446369 3.447617 3.448859 3.450095 3.451324 3.452547 3.453763 3.454972 3.456173 3.457366 3.458551 3.459728 3.460897 3.462056 3.463207 3.464348 3.465479 3.466601 3.467712 3.468813 3.469903 3.470982 3.472050 3.473106 3.474150 3.475183 3.476203 3.477210 3.478205 3.479186 3.480154 3.481108 3.482048 3.482975 3.483886 3.484783 3.485665 3.486532 3.487383 3.488218 3.489037 3.489840 3.490625 3.491393 3.492145 3.492878 3.493595 3.494294 3.494976 3.495641 3.496287 3.496913 3.497519 3.498102 3.498661 3.499196 3.499710 3.500205 3.500686 3.501157 3.501621 3.502078 3.502517 3.502923 3.503282 3.503579 3.503797			1.651000 1.919628 2.042002 2.154575 2.182945 2.184841 2.228603 2.274331 2.276311 2.206992 2.092127 1.911409 1.670847 1.424087 1.196056 1.000303 0.850341 0.759672 0.741823 0.806879 0.949872 1.159304 1.420327 1.714673 2.020608 2.316406 2.592110 2.840973 3.056227 3.231093 3.358795 3.434739 3.463511 3.453194 3.413300 3.354756 3.289888 3.230244 3.179629 3.139796 3.112498 3.099489 3.102527 3.122614 3.157603 3.204253 3.258950 3.317707 3.376160 3.430330 3.479020 3.521760 3.558080 3.587513 3.609588 3.624106 3.631974 3.634468 3.632966 3.628953 3.624020 3.619596 3.616105 3.613715 3.612591 3.612900 3.614809 3.618411 3.623501 3.629778 3.636917 3.644571 3.652367 3.659982 3.667367 3.674545 3.681540 3.688374 3.695069 3.701628 3.707964 3.713963 3.719505 3.724465 3.728710 3.732125 3.734674 3.736345 3.737124 3.736996 3.735950 3.734024 3.731474 3.728623 3.725806 3.723369 3.721674 3.721042 3.721591 3.723385 3.726490 3.730972 3.736895 3.744302 3.753142 3.763335 3.774797 3.787440 3.801167 3.815904 3.831663 3.848478 3.866386 3.885420 3.905617 3.926919 3.948897 3.971014 3.992712 4.013416 4.032534 4.049544 4.064282 4.076674 4.086644 4.094118 4.099022 4.101370 4.101539 4.100012 4.097286 4.093876 4.090310 4.087047 4.084196 4.081779 4.079819 4.078339 4.077360 4.076896 4.076924 4.077410 4.078320 4.079617 4.081263 4.083227 4.085515 4.088139 4.091113 4.094451 4.098166 4.102225 4.106410 4.110450 4.114066 4.116974 4.118882 4.119535 4.118861 4.116830 4.113414 4.108584 4.102312 4.094607 4.085635 4.075605 4.064732 4.053235 4.041340 4.029239 4.016974 4.004550 3.991969 3.979238 3.966358 3.953339 3.940203 3.926977 3.913688 3.900365 3.887035 3.873723 3.860441 3.847195 3.833993 3.820840 3.807745 3.794714 3.781754 3.768873 3.756076 3.743371 3.730765 3.718265 3.705878 3.693611 3.681470 3.669463 3.657597 3.645878 3.634314 3.622911 3.611677 3.600617 3.589739 3.579050 3.568557 3.558268 3.548189 3.538328 3.528692 3.519289 3.510124 3.501203 3.492531 3.484113 3.475955 3.468063 3.460449 3.453125 3.446105 3.439400 3.433025 3.426988 3.421278 3.415880 3.410779 3.405959 3.401404 3.397115 3.393164 3.389643 3.386644 3.384262 3.382593 3.381696 3.381480 3.381815 3.382569 3.383607 3.384792 3.386007 3.387230 3.388459 3.389694 3.390936 3.392183 3.393436 3.394695 3.395959 3.397227 3.398500 3.399778 3.401059 3.402344 3.403633 3.404925 3.406220 3.407518 3.408818 3.410120 3.411424 3.412730 3.414037 3.415345 3.416654 3.417964 3.419273 3.420583 3.421893 3.423202 3.424510 3.425817 3.427123 3.428427 3.429730 3.431030 3.432328 3.433623 3.434915 3.436204 3.437490 3.438772 3.440049 3.441323 3.442592 3.443856 3.445115 3.446369 3.447617 3.448859 3.450095 3.451324 3.452547 3.453763 3.454972 3.456173 3.457366 3.458551 3.459728 3.460897 3.462056 3.463207 3.464348 3.465479 3.466601 3.467712 3.468813 3.469903 3.470982 3.472050 3.473106 3.474150 3.475183 3.476203 3.477210 3.478205 3.479186 3.480154 3.481108 3.482048 3.482975 3.483886 3.484783 3.485665 3.486532 3.487383 3.488218 3.489037 3.489840 3.490625 3.491393 3.492145 3.492878 3.493595 3.494294 3.494976 3.495641 3.496287 3.496913 3.497519 3.498102 3.498661 3.499196 3.499710 3.500205 3.500686 3.501157 3.501621 3.502078 3.502517 3.502923 3.503282 3.503579 3.503797			1.651000 1.919628 2.042002 2.154575 2.182945 2.184841 2.228603 2.274331 2.276311 2.206992 2.092127 1.911409 1.670847 1.424087 1.196056 1.000303 0.850341 0.759672 0.741823 0.806879 0.949872 1.159304 1.420327 1.714673 2.020608 2.316406 2.592110 2.840973 3.056227 3.231093 3.358795 3.434739 3.463511 3.453194 3.413300 3.354756 3.289888 3.230244 3.179629 3.139796 3.112498 3.099489 3.102527 3.122614 3.157603 3.204253 3.258950 3.317707 3.376160 3.430330 3.479020 3.521760 3.558080 3.587513 3.609588 3.624106 3.631974 3.634468 3.632966 3.628953 3.624020 3.619596 3.616105 3.613715 3.612591 3.612900 3.614809 3.618411 3.623501 3.629778 3.636917 3.644571 3.652367 3.659982 3.667367 3.674545 3.681540 3.688374 3.695069 3.701628 3.707964 3.713963 3.719505 3.724465 3.728710 3.732125 3.734674 3.736345 3.737124 3.736996 3.735950 3.734024 3.731474 3.728623 3.725806 3.723369 3.721674 3.721042 3.721591 3.723385 3.726490 3.730972 3.736895 3.744302 3.753142 3.763335 3.774797 3.787440 3.801167 3.815904 3.831663 3.848478 3.866386 3.885420 3.905617 3.926919 3.948897 3.971014 3.992712 4.013416 4.032534 4.049544 4.064282 4.076674 4.086644 4.094118 4.099022 4.101370 4.101539 4.100012 4.097286 4.093876 4.090310 4.087047 4.084196 4.081779 4.079819 4.078339 4.077360 4.076896 4.076924 4.077410 4.078320 4.079617 4.081263 4.083227 4.085515 4.088139 4.091113 4.094451 4.098166 4.102225 4.106410 4.110450 4.114066 4.116974 4.118882 4.119535 4.118861 4.116830 4.113414 4.108584 4.102312 4.094607 4.085635 4.075605 4.064732 4.053235 4.041340 4.029239 4.016974 4.004550 3.991969 3.979238 3.966358 3.953339 3.940203 3.926977 3.913688 3.900365 3.887035 3.873723 3.860441 3.847195 3.833993 3.820840 3.807745 3.794714 3.781754 3.768873 3.756076 3.743371 3.730765 3.718265 3.705878 3.693611 3.681470 3.669463 3.657597 3.645878 3.634314 3.622911 3.611677 3.600617 3.589739 3.579050 3.568557 3.558268 3.548189 3.538328 3.528692 3.519289 3.510124 3.501203 3.492531 3.484113 3.475955 3.468063 3.460449 3.453125 3.446105 3.439400 3.433025 3.426988 3.421278 3.415880 3.410779 3.405959 3.401404 3.397115 3.393164 3.389643 3.386644 3.384262 3.382593 3.381696 3.381480 3.381815 3.382569 3.383607 3.384792 3.386007 3.387230 3.388459 3.389694 3.390936 3.392183 3.393436 3.394695 3.395959 3.397227 3.398500 3.399778 3.401059 3.402344 3.403633 3.404925 3.406220 3.407518 3.408818 3.410120 3.411424 3.412730 3.414037 3.415345 3.416654 3.417964 3.419273 3.420583 3.421893 3.423202 3.424510 3.425817 3.427123 3.428427 3.429730 3.431030 3.432328 3.433623 3.434915 3.436204 3.437490 3.438772 3.440049 3.441323 3.442592 3.443856 3.445115 3.446369 3.447617 3.448859 3.450095 3.451324 3.452547 3.453763 3.454972 3.456173 3.457366 3.458551 3.459728 3.460897 3.462056 3.463207 3.464348 3.465479 3.466601 3.467712 3.468813 3.469903 3.470982 3.472050 3.473106 3.474150 3.475183 3.476203 3.477210 3.478205 3.479186 3.480154 3.481108 3.482048 3.482975 3.483886 3.484783 3.485665 3.486532 3.487383 3.488218 3.489037 3.489840 3.490625 3.491393 3.492145 3.492878 3.493595 3.494294 3.494976 3.495641 3.496287 3.496913 3.497519 3.498102 3.498661 3.499196 3.499710 3.500205 3.500686 3.501157 3.501621 3.502078 3.502517 3.502923 3.503282 3.503579 3.503797			1.651000 1.919628 2.042002 2.154575 2.182945 2.184841 2.228603 2.274331 2.276311 2.206992 2.092127 1.911409 1.670847 1.424087 1.196056 1.000303 0.850341 0.759672 0.741823 0.806879 0.949872 1.159304 1.420327 1.714673 2.020608 2.316406 2.592110 2.840973 3.056227 3.231093 3.358795 3.434739 3.463511 3.453194 3.413300 3.354756 3.289888 3.230244 3.179629 3.139796 3.112498 3.099489 3.102527 3.122614 3.157603 3.204253 3.258950 3.317707 3.376160 3.430330 3.479020 3.521760 3.558080 3.587513 3.609588 3.624106 3.631974 3.634468 3.632966 3.628953 3.624020 3.619596 3.616105 3.613715 3.612591 3.612900 3.614809 3.618411 3.623501 3.629778 3.636917 3.644571 3.652367 3.659982 3.667367 3.674545 3.681540 3.688374 3.695069 3.701628 3.707964 3.713963 3.719505 3.724465 3.728710 3.732125 3.734674 3.736345 3.737124 3.736996 3.735950 3.734024 3.731474 3.728623 3.725806 3.723369 3.721674 3.721042 3.721591 3.723385 3.726490 3.730972 3.736895 3.744302 3.753142 3.763335 3.774797 3.787440 3.801167 3.815904 3.831663 3.848478 3.866386 3.885420 3.905617 3.926919 3.948897 3.971014 3.992712 4.013416 4.032534 4.049544 4.064282 4.076674 4.086644 4.094118 4.099022 4.101370 4.101539 4.100012 4.097286 4.093876 4.090310 4.087047 4.084196 4.081779 4.079819 4.078339 4.077360 4.076896 4.076924 4.077410 4.078320 4.079617 4.081263 4.083227 4.085515 4.088139 4.091113 4.094451 4.098166 4.102225 4.106410 4.110450 4.114066 4.116974 4.118882 4.119535 4.118861 4.116830 4.113414 4.108584 4.102312 4.094607 4.085635 4.075605 4.064732 4.053235 4.041340 4.029239 4.016974 4.004550 3.991969 3.979238 3.966358 3.953339 3.940203 3.926977 3.913688 3.900365 3.887035 3.873723 3.860441 3.847195 3.833993 3.820840 3.807745 3.794714 3.781754 3.768873 3.756076 3.743371 3.730765 3.718265 3.705878 3.693611 3.681470 3.669463 3.657597 3.645878 3.634314 3.622911 3.611677 3.600617 3.589739 3.579050 3.568557 3.558268 3.548189 3.538328 3.528692 3.519289 3.510124 3.501203 3.492531 3.484113 3.475955 3.468063 3.460449 3.453125 3.446105 3.439400 3.433025 3.426988 3.421278 3.415880 3.410779 3.405959 3.401404 3.397115 3.393164 3.389643 3.386644 3.384262 3.382593 3.381696 3.381480 3.381815 3.382569 3.383607 3.384792 3.386007 3.387230 3.388459 3.389694 3.390936 3.392183 3.393436 3.394695 3.395959 3.397227 3.398500 3.399778 3.401059 3.402344 3.403633 3.404925 3.406220 3.407518 3.408818 3.410120 3.411424 3.412730 3.414037 3.415345 3.416654 3.417964 3.419273 3.420583 3.421893 3.423202 3.424510 3.425817 3.427123 3.428427 3.429730 3.431030 3.432328 3.433623 3.434915 3.436204 3.437490 3.438772 3.440049 3.441323 3.442592 3.443856 3.445115 3.446369 3.447617 3.448859 3.450095 3.451324 3.452547 3.453763 3.454972 3.456173 3.457366 3.458551 3.459728 3.460897 3.462056 3.463207 3.464348 3.465479 3.466601 3.467712 3.468813 3.469903 3.470982 3.472050 3.473106 3.474150 3.475183 3.476203 3.477210 3.478205 3.479186 3.480154 3.481108 3.482048 3.482975 3.483886 3.484783 3.485665 3.486532 3.487383 3.488218 3.489037 3.489840 3.490625 3.491393 3.492145 3.492878 3.493595 3.494294 3.494976 3.495641 3.496287 3.496913 3.497519 3.498102 3.498661 3.499196 3.499710 3.500205 3.500686 3.501157 3.501621 3.502078 3.502517 3.502923 3.503282 3.503579 3.503797

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.441	0.881	1.100	1.336	1.537	1.651	1.709	1.754	1.807	1.850	1.898	1.949	1.576	1.938	2.241	2.477	2.653	2.785	2.890	2.971	3.046	3.123	3.188	3.243	3.291	3.327	3.377	3.393

This information from Shay Financial Services, Inc. is for your private use and does not constitute an offer or solicitation with respect to the sale of any security.This information was obtained from sources we believe to be reliable, but we do not represent that it is accurate or complete, and it should not be relied upon as such. Certain transactions may give rise to substantial risk and are not suitable for all investors. This information was based on current market indicators which may vary over time. We may from time to time buy or sell, or have long or short positions in securities identical or related to those Identified herein.

ALESCO Preferred Funding XI

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	667,520,488.43
Latest update:	Mar 16, 2009

Assumptions

Prepay Rate	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 SPR
Prepay Style	Full stat
YMP	Incl pnlty
Prepay Monthly	No
Default Rate	2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 CDR
Default Recovery	15
Servicer Advance	All but newly liqdtd
Recovery Lag	24
Recovery Time Series	100
Default Monthly	No
Already Defaulted Recovery (%)	0
Already Defaulted Lag	0
Already Defaulted Time Series	100
Already Defaulted Serv Advance	All but newly liqdtd
LIBOR_3MO	1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.313820 2.224013 2.002462
	1.741610 1.479415 1.229303 1.004670 0.818893 0.685337 0.617369 0.628381 0.731808 0.934209 1.212204 1.529320 1.849263
	2.159032 2.451997 2.721516 2.960934 3.163592 3.322826 3.431978 3.484404 3.477752 3.427719 3.356826 3.286080 3.221226
	3.163965 3.116000 3.079029 3.054754 3.044877 3.051101 3.075131 3.117274 3.172015 3.231808 3.289818 3.344351 3.395054
	3.441576 3.483563 3.520665 3.552527 3.578799 3.599128 3.613525 3.623502 3.631062 3.637989 3.644712 3.651308 3.657853
	3.664425 3.671101 3.677958 3.685073 3.692523 3.700318 3.708194 3.715800 3.722831 3.729231 3.735013 3.740187 3.744765
	3.748758 3.752177 3.755034 3.757339 3.759122 3.760489 3.761566 3.762469 3.763242 3.763912 3.764506 3.765050 3.765572
	3.766098 3.766655 3.767270 3.768007 3.769092 3.770794 3.773357 3.776873 3.781397 3.786987 3.793696 3.801580 3.810696
	3.821099 3.832844 3.845902 3.859900 3.874363 3.888882 3.903373 3.917837 3.932273 3.946680 3.961059 3.975408 3.989728
	4.004018 4.018210 4.031956 4.044828 4.056452 4.066720 4.075591 4.083023 4.088976 4.093408 4.096278 4.097546 4.097169
	4.095293 4.092811 4.090833 4.090319 4.091510 4.094463 4.099239 4.105897 4.114495 4.125093 4.137749 4.152524 4.169198
	4.186431 4.202560 4.216155 4.226864 4.234608 4.239308 4.240886 4.239264 4.234362 4.226102 4.214406 4.199448 4.182421
	4.164805 4.147868 4.131894 4.116921 4.102986 4.090124 4.078373 4.067770 4.058351 4.050153 4.043112 4.036761 4.030518
	4.023886 4.016762 4.009140 4.001013 3.992376 3.983224 3.973551 3.963350 3.952617 3.941375 3.929774 3.917997 3.906201
	3.894421 3.882664 3.870938 3.859247 3.847599 3.835999 3.824454 3.812970 3.801554 3.790212 3.778950 3.767775 3.756693
	3.745711 3.734834 3.724069 3.713423 3.702902 3.692512 3.682260 3.672152 3.662193 3.652392 3.642753 3.633283 3.623988
	3.614875 3.605951 3.597222 3.588695 3.580377 3.572274 3.564391 3.556735 3.549309 3.542118 3.535168 3.528465 3.522017
	3.515836 3.509936 3.504329 3.499024 3.494027 3.489340 3.484946 3.480824 3.476955 3.473339 3.469983 3.466909 3.464213
	3.462010 3.460398 3.459407 3.459046 3.459292 3.459969 3.460868 3.461807 3.462751 3.463699 3.464652 3.465609 3.466570
	3.467535 3.468503 3.469475 3.470451 3.471429 3.472411 3.473395 3.474382 3.475372 3.476364 3.477358 3.478354 3.479351
	3.480351 3.481352 3.482354 3.483357 3.484361 3.485366 3.486372 3.487378 3.488384 3.489390 3.490396 3.491402 3.492408
	3.493413 3.494417 3.495420 3.496422 3.497423 3.498423 3.499420 3.500416 3.501410 3.502402 3.503392 3.504379 3.505363
	3.506345 3.507324 3.508299 3.509271 3.510240 3.511205 3.512166 3.513123 3.514076 3.515025 3.515969 3.516908 3.517843
	3.518772 3.519697 3.520616 3.521529 3.522436 3.523338 3.524234 3.525123 3.526006 3.526883 3.527752 3.528615 3.529471
	3.530319 3.531160 3.531993 3.532819 3.533636 3.534446 3.535247 3.536040 3.536824 3.537599 3.538365 3.539122 3.539870
	3.540609 3.541338 3.542057 3.542766 3.543465 3.544154 3.544832 3.545498 3.546153 3.546797 3.547429 3.548052 3.548664
	3.549267 3.549859 3.550441 3.551010 3.551562 3.552096 3.552610 3.553104 3.553580 3.554047 3.554515 3.554992 3.555482
	3.555984 3.556492 3.556970 3.557380 3.557684 3.557876 3.557955
LIBOR_6MO	1.636000 1.892793 2.015374 2.114674 2.138145 2.137575 2.176199 2.222778 2.216251 2.150183 2.032752 1.855827 1.618960
	1.375327 1.150669 0.958373 0.811795 0.724281 0.709199 0.776510 0.921245 1.131963 1.393896 1.688889 1.995346 2.291681
	2.567974 2.817491 3.033475 3.209159 3.337777 3.414734 3.444554 3.435236 3.396201 3.338274 3.273672 3.213839 3.162525
	3.121441 3.092298 3.076808 3.076685 3.092940 3.123656 3.165892 3.216365 3.271443 3.327146 3.379850 3.428520 3.472801
	3.512334 3.546765 3.575735 3.599073 3.617360 3.631431 3.642190 3.650615 3.657757 3.664555 3.671263 3.677960 3.684722
	3.691628 3.698756 3.706150 3.713715 3.721312 3.728794 3.735998 3.742755 3.748914 3.754455 3.759388 3.763725 3.767477
	3.770655 3.773281 3.775412 3.777119 3.778475 3.779555 3.780437 3.781192 3.781857 3.782459 3.783024 3.783580 3.784153
	3.784791 3.785620 3.786789 3.788455 3.790777 3.793920 3.798034 3.803195 3.809458 3.816880 3.825517 3.835426 3.846618
	3.858936 3.872165 3.886087 3.900470 3.915074 3.929693 3.944283 3.958846 3.973381 3.987887 4.002364 4.016777 4.030950
	4.044668 4.057706 4.069834 4.080816 4.090441 4.098634 4.105353 4.110557 4.114204 4.116253 4.116755 4.116141 4.114952
	4.113745 4.113092 4.113586 4.115738 4.119703 4.125538 4.133303 4.143060 4.154866 4.168643 4.183743 4.199356 4.214649
	4.228766 4.240829 4.250073 4.256282 4.259375 4.259274 4.255897 4.249168 4.239133 4.226356 4.211546 4.195431 4.178759
	4.162296 4.146700 4.132134 4.118635 4.106240 4.094987 4.084911 4.075999 4.068034 4.060741 4.053836 4.047030 4.040027
	4.032574 4.024615 4.016144 4.007155 3.997642 3.987601 3.977040 3.966031 3.954665 3.943033 3.931228 3.919346 3.907470
	3.895621 3.883805 3.872029 3.860300 3.848623 3.837005 3.825452 3.813971 3.802569 3.791251 3.780024 3.768895 3.757869
	3.746954 3.736155 3.725480 3.714934 3.704524 3.694256 3.684137 3.674173 3.664370 3.654735 3.645274 3.635994 3.626900
	3.618001 3.609302 3.600811 3.592533 3.584474 3.576640 3.569037 3.561669 3.554542 3.547662 3.541038 3.534681 3.528601
	3.522807 3.517311 3.512119 3.507228 3.502628 3.498313 3.494273 3.490502 3.487000 3.483817 3.481013 3.478650 3.476790
	3.475497 3.474808 3.474650 3.474921 3.475518 3.476336 3.477268 3.478222 3.479180 3.480143 3.481111 3.482082 3.483057
	3.484035 3.485017 3.486003 3.486991 3.487982 3.488976 3.489973 3.490972 3.491974 3.492977 3.493982 3.494989 3.495998
	3.497008 3.498019 3.499031 3.500045 3.501058 3.502073 3.503087 3.504102 3.505117 3.506132 3.507146 3.508160 3.509173
	3.510186 3.511197 3.512207 3.513216 3.514223 3.515228 3.516232 3.517233 3.518233 3.519229 3.520224 3.521215 3.522204
	3.523189 3.524171 3.525150 3.526125 3.527097 3.528064 3.529027 3.529986 3.530941 3.531891 3.532836 3.533776 3.534710
	3.535640 3.536564 3.537482 3.538395 3.539301 3.540201 3.541095 3.541982 3.542863 3.543737 3.544603 3.545462 3.546314
	3.547159 3.547995 3.548824 3.549645 3.550457 3.551261 3.552056 3.552842 3.553620 3.554388 3.555147 3.555897 3.556637
	3.557367 3.558087 3.558797 3.559497 3.560186 3.560864 3.561530 3.562185 3.562830 3.563464 3.564087 3.564700 3.565302
	3.565893 3.566470 3.567033 3.567579 3.568107 3.568616 3.569111 3.569596 3.570078 3.570560 3.571049 3.571546 3.572035
	3.572494 3.572904 3.573242 3.573488

Deal Cashflows

Book Price =	92.83	%
Manual discount			Resulting price
Spread to discount at:	1.56			94.545	%

Collateral Mode: Seasoned-all assets

						C1
	Total	Deal Indexes				Principal		Interest		Cash Flow				Interest Shortfall				Princ Writedown		Implied Writedown		Discount
Period	Date	LIBOR_3MO		LIBOR_6MO		43,063,307.45		44,008,767.36		87,072,074.81		Balance		2,348,367.67		Accum Interest Shortfall		0.00		0.000		factor		Discounted CF
0	23-Mar-09						0.00		0.00		0.00		40,714,939.78		0.00		0.00		0.00		0.000		1.000		0.000
1	23-Jun-09		1.6314		1.8928		0.00		0.00		0.00		40,967,454.92		252,515.14		971,106.57		0.00		0.000		1.008		0.000
2	23-Sep-09		2.1454		2.1381		0.00		0.00		0.00		41,297,570.84		330,115.92		1,301,222.49		0.00		0.000		1.018		0.000
3	23-Dec-09		2.1195		2.2228		0.00		0.00		0.00		41,638,670.89		341,100.05		1,642,322.54		0.00		0.000		1.027		0.000
4	23-Mar-10		2.3138		2.0328		0.00		0.00		0.00		41,992,212.14		353,541.25		1,995,863.79		0.00		0.000		1.037		0.000
5	23-Jun-10		1.7416		1.3753		0.00		0.00		0.00		42,359,654.73		367,442.58		2,363,306.38		0.00		0.000		1.046		0.000
6	23-Sep-10		1.0047		0.8118		0.00		0.00		0.00		42,649,707.97		290,053.24		2,653,359.62		0.00		0.000		1.053		0.000
7	23-Dec-10		0.6174		0.7765		0.00		0.00		0.00		42,867,362.77		217,654.80		2,871,014.42		0.00		0.000		1.059		0.000
8	23-Mar-11		0.9342		1.3939		0.00		0.00		0.00		43,063,307.45		195,944.68		3,066,959.10		0.00		0.000		1.065		0.000
9	23-Jun-11		1.8493		2.2917		209,954.73		265,464.68		475,419.41		42,853,352.72		0.00		2,857,004.37		0.00		0.000		1.074		442,499.422
10	23-Sep-11		2.7215		3.0335		427,418.10		367,861.45		795,279.55		42,425,934.62		0.00		2,429,586.27		0.00		0.000		1.086		732,199.691
11	23-Dec-11		3.3228		3.4147		262,014.95		446,232.44		708,247.39		42,163,919.67		0.00		2,167,571.32		0.00		0.000		1.100		644,120.590
12	23-Mar-12		3.4778		3.3962		434,724.31		493,680.94		928,405.25		41,729,195.36		0.00		1,732,847.01		0.00		0.000		1.114		833,727.656
13	23-Jun-12		3.2861		3.2138		246,715.02		504,234.25		750,949.28		41,482,480.33		0.00		1,486,131.98		0.00		0.000		1.127		666,118.887
14	23-Sep-12		3.1160		3.0923		477,007.43		463,603.09		940,610.52		41,005,472.91		0.00		1,009,124.56		0.00		0.000		1.141		824,502.572
15	23-Dec-12		3.0449		3.0929		274,960.18		443,533.01		718,493.19		40,730,512.73		0.00		734,164.38		0.00		0.000		1.154		622,556.506
16	23-Mar-13		3.1173		3.2164		415,086.99		437,683.52		852,770.51		40,315,425.73		0.00		319,077.38		0.00		0.000		1.168		730,364.139
17	23-Jun-13		3.2898		3.3799		288,031.50		445,545.22		733,576.72		40,027,394.23		0.00		31,045.88		0.00		0.000		1.182		620,587.858
18	23-Sep-13		3.4416		3.5123		31,045.88		459,799.06		490,844.94		39,996,348.35		0.00		0.00		0.00		0.000		1.197		410,002.151
19	23-Dec-13		3.5525		3.5991		0.00		473,517.03		473,517.03		39,996,348.35		0.00		0.00		0.00		0.000		1.213		390,481.870
20	23-Mar-14		3.6135		3.6422		0.00		483,145.57		483,145.57		39,996,348.35		0.00		0.00		0.00		0.000		1.228		393,334.672
21	23-Jun-14		3.6380		3.6646		0.00		487,665.12		487,665.12		39,996,348.35		0.00		0.00		0.00		0.000		1.245		391,809.384
22	23-Sep-14		3.6579		3.6847		0.00		495,192.02		495,192.02		39,996,348.35		0.00		0.00		0.00		0.000		1.261		392,621.331
23	23-Dec-14		3.6780		3.7062		0.00		491,802.52		491,802.52		39,996,348.35		0.00		0.00		0.00		0.000		1.278		384,838.455
24	23-Mar-15		3.7003		3.7288		0.00		488,462.70		488,462.70		39,996,348.35		0.00		0.00		0.00		729,652.210		1.295		377,263.725
25	23-Jun-15		3.7228		3.7489		0.00		501,680.69		501,680.69		39,996,348.35		0.00		0.00		0.00		813,414.170		1.312		382,311.239
26	23-Sep-15		3.7402		3.7637		0.00		503,830.95		503,830.95		39,996,348.35		0.00		0.00		0.00		881,507.540		1.330		378,818.784
27	23-Dec-15		3.7522		3.7733		0.00		499,925.04		499,925.04		39,996,348.35		0.00		0.00		0.00		805,238.940		1.348		370,901.533
28	23-Mar-16		3.7591		3.7785		0.00		500,963.26		500,963.26		39,996,348.35		0.00		0.00		0.00		872,647.940		1.366		366,740.789
29	23-Jun-16		3.7625		3.7812		0.00		507,025.92		507,025.92		39,996,348.35		0.00		0.00		0.00		0.000		1.385		366,198.082
30	23-Sep-16		3.7645		3.7830		151,798.76		507,307.31		659,106.07		39,844,549.59		0.00		0.00		0.00		-232,856.350		1.403		469,647.040
31	23-Dec-16		3.7661		3.7848		116,404.12		500,070.74		616,474.85		39,728,145.47		0.00		0.00		0.00		-178,561.650		1.422		433,434.682
32	23-Mar-17		3.7680		3.7885		204,605.55		493,289.98		697,895.53		39,523,539.92		0.00		0.00		0.00		-313,860.940		1.441		484,230.453
33	23-Jun-17		3.7734		3.7980		105,851.22		501,901.16		607,752.38		39,417,688.70		0.00		0.00		0.00		-162,373.720		1.461		416,014.990
34	23-Sep-17		3.7870		3.8169		169,414.82		512,239.50		681,654.32		39,248,273.88		0.00		0.00		0.00		-259,879.050		1.481		460,311.942
35	23-Dec-17		3.8107		3.8466		108,134.79		500,873.42		609,008.21		39,140,139.09		0.00		0.00		0.00		-165,876.670		1.501		405,746.616
36	23-Mar-18		3.8459		3.8861		231,129.35		474,939.07		706,068.42		38,909,009.74		0.00		0.00		0.00		-354,547.930		1.521		464,139.439
37	23-Jun-18		3.8889		3.9297		85,766.71		514,064.32		599,831.03		38,823,243.03		0.00		0.00		0.00		-131,564.470		1.542		388,888.228
38	23-Sep-18		3.9323		3.9734		220,155.61		500,827.32		720,982.93		38,603,087.43		0.00		0.00		0.00		-337,714.420		1.564		460,964.553
39	23-Dec-18		3.9754		4.0168		113,754.48		502,213.17		615,967.65		38,489,332.95		0.00		0.00		0.00		-174,497.160		1.586		388,388.007
40	23-Mar-19		4.0182		4.0577		164,912.42		504,921.51		669,833.93		38,324,420.53		0.00		0.00		0.00		-252,972.450		1.608		416,543.573
41	23-Jun-19		4.0565		4.0904		137,299.52		506,848.97		644,148.49		38,187,121.01		0.00		0.00		0.00		-210,614.800		1.631		394,902.653
42	23-Sep-19		4.0830		4.1106		192,138.62		508,388.88		700,527.50		37,994,982.38		0.00		0.00		0.00		-294,736.920		1.655		423,361.163
43	23-Dec-19		4.0963		4.1168		113,577.16		507,968.45		621,545.61		37,881,405.22		0.00		0.00		0.00		-174,225.160		1.678		370,333.771
44	23-Mar-20		4.0953		4.1137		194,832.14		507,270.62		702,102.75		37,686,573.09		0.00		0.00		0.00		-298,868.710		1.702		412,435.991
45	23-Jun-20		4.0903		4.1157		102,893.29		509,751.32		612,644.61		37,583,679.80		0.00		0.00		0.00		-157,836.300		1.727		354,762.970
46	23-Sep-20		4.0992		4.1333		190,011.95		508,234.62		698,246.58		37,393,667.85		0.00		0.00		0.00		-291,474.650		1.752		398,568.092
47	23-Dec-20		4.1251		4.1686		116,573.45		501,528.68		618,102.13		37,277,094.40		0.00		0.00		0.00		-109,999.440		1.777		347,822.175
48	23-Mar-21		4.1692		4.2146		197,420.76		497,439.43		694,860.20		37,079,673.64		0.00		0.00		0.00		0.000		1.803		385,494.504
49	23-Jun-21		4.2162		4.2501		109,278.59		510,413.71		619,692.30		36,970,395.04		0.00		0.00		0.00		0.000		1.829		338,791.819
50	23-Sep-21		4.2393		4.2593		188,764.53		512,729.56		701,494.09		36,781,630.52		0.00		0.00		0.00		0.000		1.856		377,912.823
51	23-Dec-21		4.2344		4.2391		117,889.59		505,870.66		623,760.25		36,663,740.93		0.00		0.00		0.00		0.000		1.883		331,184.765
52	23-Mar-22		4.1994		4.1954		200,620.26		497,352.99		697,973.26		36,463,120.67		0.00		0.00		0.00		0.000		1.911		365,327.901
53	23-Jun-22		4.1479		4.1467		113,458.22		501,552.99		615,011.21		36,349,662.45		0.00		0.00		0.00		0.000		1.938		317,276.464
54	23-Sep-22		4.1030		4.1062		193,190.52		495,298.73		688,489.25		36,156,471.93		0.00		0.00		0.00		0.000		1.966		350,115.934
55	23-Dec-22		4.0678		4.0760		124,595.13		483,493.67		608,088.79		36,031,876.81		0.00		0.00		0.00		0.000		1.994		304,892.713
56	23-Mar-23		4.0431		4.0538		204,698.41		473,670.64		678,369.05		35,827,178.40		0.00		0.00		0.00		0.000		2.022		335,432.237
57	23-Jun-23		4.0239		4.0326		115,950.15		479,469.17		595,419.32		35,711,228.25		0.00		0.00		0.00		0.000		2.051		290,273.994
58	23-Sep-23		4.0010		4.0072		174,019.48		486,442.11		660,461.59		35,537,208.76		0.00		0.00		0.00		0.000		2.080		317,471.150
59	23-Dec-23		3.9736		3.9770		120,317.13		471,557.63		591,874.76		35,416,891.63		0.00		0.00		0.00		0.000		2.109		280,578.138
60	23-Mar-24		3.9414		3.9430		208,154.53		457,174.52		665,329.05		35,208,737.10		0.00		0.00		0.00		0.000		2.139		311,073.249
61	23-Jun-24		3.9062		3.9075		151,068.57		456,549.18		607,617.76		35,057,668.52		0.00		0.00		0.00		0.000		2.169		280,176.616
62	23-Sep-24		3.8709		3.8720		200,765.80		451,457.38		652,223.18		34,856,902.72		0.00		0.00		0.00		0.000		2.199		296,627.589
63	23-Dec-24		3.8360		3.8370		130,632.15		445,772.80		576,404.95		34,726,270.58		0.00		0.00		0.00		0.000		2.229		258,618.341
64	23-Mar-25		3.8016		3.8026		203,588.58		441,048.05		644,636.64		34,522,681.99		0.00		0.00		0.00		0.000		2.259		285,406.587
65	23-Jun-25		3.7678		3.7689		129,591.18		435,474.19		565,065.36		34,393,090.82		0.00		0.00		0.00		0.000		2.289		246,816.649
66	23-Sep-25		3.7348		3.7362		193,854.04		435,660.87		629,514.91		34,199,236.77		0.00		0.00		0.00		0.000		2.320		271,296.808
67	23-Dec-25		3.7029		3.7045		135,161.48		425,676.27		560,837.75		34,064,075.29		0.00		0.00		0.00		0.000		2.351		238,526.362
68	23-Mar-26		3.6722		3.6742		214,838.94		416,647.24		631,486.18		33,849,236.35		0.00		0.00		0.00		0.000		2.382		265,105.685
69	23-Jun-26		3.6428		3.6453		125,373.46		420,597.22		545,970.68		33,723,862.89		0.00		0.00		0.00		0.000		2.414		226,197.689
70	23-Sep-26		3.6149		3.6180		202,500.66		416,547.82		619,048.48		33,521,362.23		0.00		0.00		0.00		0.000		2.446		253,126.560
71	23-Dec-26		3.5887		3.5925		139,161.34		407,230.12		546,391.46		33,382,200.89		0.00		0.00		0.00		0.000		2.477		220,547.013
72	23-Mar-27		3.5644		3.5690		209,244.35		398,948.76		608,193.12		33,172,956.53		0.00		0.00		0.00		0.000		2.509		242,387.585
73	23-Jun-27		3.5421		3.5477		136,189.38		403,253.80		539,443.18		33,036,767.15		0.00		0.00		0.00		0.000		2.542		212,221.089
74	23-Sep-27		3.5220		3.5286		204,799.51		399,777.42		604,576.93		32,831,967.64		0.00		0.00		0.00		0.000		2.575		234,795.835
75	23-Dec-27		3.5043		3.5121		142,904.70		391,376.28		534,280.98		32,689,062.94		0.00		0.00		0.00		0.000		2.608		204,872.764
76	23-Mar-28		3.4893		3.4983		210,534.28		388,283.58		598,817.86		32,478,528.66		0.00		0.00		0.00		0.000		2.641		226,725.941
77	23-Jun-28		3.4770		3.4870		141,352.03		388,853.72		530,205.75		32,337,176.63		0.00		0.00		0.00		0.000		2.675		198,196.597
78	23-Sep-28		3.4669		3.4787		190,597.73		394,597.87		585,195.60		32,146,578.90		0.00		0.00		0.00		0.000		2.710		215,977.829
79	23-Dec-28		3.4604		3.4748		141,275.86		383,176.14		524,452.00		32,005,303.04		0.00		0.00		0.00		0.000		2.744		191,133.648
80	23-Mar-29		3.4593		3.4755		234,024.12		360,387.19		594,411.30		31,771,278.92		0.00		0.00		0.00		0.000		2.778		213,945.291
81	23-Jun-29		3.4618		3.4782		128,482.06		386,583.29		515,065.35		31,642,796.86		0.00		0.00		0.00		0.000		2.814		183,037.450
82	23-Sep-29		3.4647		3.4811		230,711.19		372,954.61		603,665.80		31,412,085.67		0.00		0.00		0.00		0.000		2.850		211,803.418
83	23-Dec-29		3.4675		3.4840		149,194.63		370,462.29		519,656.92		31,262,891.04		0.00		0.00		0.00		0.000		2.886		180,039.871
84	23-Mar-30		3.4705		3.4870		190,924.50		368,931.44		559,855.95		31,071,966.54		0.00		0.00		0.00		0.000		2.923		191,558.108
85	23-Jun-30		3.4734		3.4900		167,850.28		366,908.17		534,758.46		30,904,116.25		0.00		0.00		0.00		0.000		2.960		180,647.161
86	23-Sep-30		3.4764		3.4930		212,608.03		365,156.82		577,764.85		30,691,508.23		0.00		0.00		0.00		0.000		2.998		192,695.043
87	23-Dec-30		3.4794		3.4960		152,135.14		362,875.57		515,010.71		30,539,373.08		0.00		0.00		0.00		0.000		3.037		169,604.892
88	23-Mar-31		3.4824		3.4990		215,557.85		361,307.88		576,865.73		30,323,815.24		0.00		0.00		0.00		0.000		3.075		187,610.161
89	23-Jun-31		3.4854		3.5021		151,772.71		358,988.05		510,760.76		30,172,042.53		0.00		0.00		0.00		0.000		3.114		163,996.745
90	23-Sep-31		3.4884		3.5051		208,666.00		361,348.95		570,014.95		29,963,376.53		0.00		0.00		0.00		0.000		3.155		180,691.095
91	23-Dec-31		3.4914		3.5082		157,002.27		355,177.95		512,180.22		29,806,374.26		0.00		0.00		0.00		0.000		3.195		160,310.875
92	23-Mar-32		3.4944		3.5112		218,850.98		353,544.27		572,395.25		29,587,523.28		0.00		0.00		0.00		0.000		3.236		176,897.881
93	23-Jun-32		3.4974		3.5142		0.00		355,032.72		355,032.72		29,587,523.28		0.00		0.00		0.00		0.000		3.278		108,322.314
94	23-Sep-32		3.5004		3.5172		0.00		355,259.79		355,259.79		29,587,523.28		0.00		0.00		0.00		0.000		3.320		107,007.756
95	23-Dec-32		3.5034		3.5202		0.00		351,621.67		351,621.67		29,587,523.28		0.00		0.00		0.00		0.000		3.362		104,573.467
96	23-Mar-33		3.5063		3.5232		0.00		347,977.31		347,977.31		29,587,523.28		0.00		0.00		0.00		0.000		3.405		102,195.242
97	23-Jun-33		3.5093		3.5261		0.00		355,932.82		355,932.82		29,587,523.28		0.00		0.00		0.00		0.000		3.449		103,194.770
98	23-Sep-33		3.5122		3.5290		0.00		356,153.30		356,153.30		29,587,523.28		0.00		0.00		0.00		0.000		3.494		101,937.352
99	23-Dec-33		3.5150		3.5319		0.00		352,497.69		352,497.69		29,587,523.28		0.00		0.00		0.00		0.000		3.539		99,613.167
100	23-Mar-34		3.5178		3.5347		0.00		348,834.61		348,834.61		29,587,523.28		0.00		0.00		0.00		0.000		3.584		97,342.296
101	23-Jun-34		3.5206		3.5375		0.00		356,798.43		356,798.43		29,587,523.28		0.00		0.00		0.00		0.000		3.630		98,288.447
102	23-Sep-34		3.5233		3.5402		0.00		364,767.91		364,767.91		29,587,523.28		0.00		0.00		0.00		0.000		3.677	��	99,195.215
103	23-Dec-34		3.5260		3.5429		0.00		357,211.42		357,211.42		29,587,523.28		0.00		0.00		0.00		0.000		3.725		95,907.288
104	23-Mar-35		3.5286		3.5455		0.00		337,987.17		337,987.17		29,587,523.28		0.00		0.00		0.00		0.000		3.772		89,605.870
105	23-Jun-35		3.5312		3.5480		0.00		365,381.48		365,381.48		29,587,523.28		0.00		0.00		0.00		0.000		3.821		95,624.391
106	23-Sep-35		3.5336		3.5505		0.00		353,908.99		353,908.99		29,587,523.28		0.00		0.00		0.00		0.000		3.871		91,431.748
107	23-Dec-35		3.5360		3.5528		0.00		354,092.45		354,092.45		29,587,523.28		0.00		0.00		0.00		0.000		3.921		90,315.737
108	23-Mar-36		3.5384		3.5551		0.00		354,270.31		354,270.31		29,587,523.28		0.00		0.00		0.00		0.000		3.971		89,211.380
109	23-Jun-36		3.5406		3.5574		17,613,309.61		354,442.18		17,967,751.78		11,974,213.67		0.00		0.00		0.00		0.000		4.023		4,466,371.532
110	23-Sep-36		3.5428		3.5595		11,974,213.67		145,088.59		12,119,302.26		0.00		0.00		0.00		0.00		0.000		4.075		2,973,801.123
111	23-Dec-36		3.5448		3.5615						0.00												4.128		0.000

ALESCO Preferred Funding XII

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	673,083,917.72
Latest update:	Mar 31, 2009

Assumptions

Prepay Rate	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 SPR
Prepay Style	Full stat
YMP	Incl pnlty
Prepay Monthly	No
Default Rate	2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 CDR
Default Recovery	15
Servicer Advance	All but newly liqdtd
Advance (% of P&I)	0
Recovery Lag	24
Severity During Init Recov Lag	0
Default Monthly	No
Already Defaulted Recovery (%)	0
Already Defaulted Serv Advance	All but newly liqdtd
LIBOR_3MO	1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.313820 2.224013 2.002462
	1.741610 1.479415 1.229303 1.004670 0.818893 0.685337 0.617369 0.628381 0.731808 0.934209 1.212204 1.529320 1.849263
	2.159032 2.451997 2.721516 2.960934 3.163592 3.322826 3.431978 3.484404 3.477752 3.427719 3.356826 3.286080 3.221226
	3.163965 3.116000 3.079029 3.054754 3.044877 3.051101 3.075131 3.117274 3.172015 3.231808 3.289818 3.344351 3.395054
	3.441576 3.483563 3.520665 3.552527 3.578799 3.599128 3.613525 3.623502 3.631062 3.637989 3.644712 3.651308 3.657853
	3.664425 3.671101 3.677958 3.685073 3.692523 3.700318 3.708194 3.715800 3.722831 3.729231 3.735013 3.740187 3.744765
	3.748758 3.752177 3.755034 3.757339 3.759122 3.760489 3.761566 3.762469 3.763242 3.763912 3.764506 3.765050 3.765572
	3.766098 3.766655 3.767270 3.768007 3.769092 3.770794 3.773357 3.776873 3.781397 3.786987 3.793696 3.801580 3.810696
	3.821099 3.832844 3.845902 3.859900 3.874363 3.888882 3.903373 3.917837 3.932273 3.946680 3.961059 3.975408 3.989728
	4.004018 4.018210 4.031956 4.044828 4.056452 4.066720 4.075591 4.083023 4.088976 4.093408 4.096278 4.097546 4.097169
	4.095293 4.092811 4.090833 4.090319 4.091510 4.094463 4.099239 4.105897 4.114495 4.125093 4.137749 4.152524 4.169198
	4.186431 4.202560 4.216155 4.226864 4.234608 4.239308 4.240886 4.239264 4.234362 4.226102 4.214406 4.199448 4.182421
	4.164805 4.147868 4.131894 4.116921 4.102986 4.090124 4.078373 4.067770 4.058351 4.050153 4.043112 4.036761 4.030518
	4.023886 4.016762 4.009140 4.001013 3.992376 3.983224 3.973551 3.963350 3.952617 3.941375 3.929774 3.917997 3.906201
	3.894421 3.882664 3.870938 3.859247 3.847599 3.835999 3.824454 3.812970 3.801554 3.790212 3.778950 3.767775 3.756693
	3.745711 3.734834 3.724069 3.713423 3.702902 3.692512 3.682260 3.672152 3.662193 3.652392 3.642753 3.633283 3.623988
	3.614875 3.605951 3.597222 3.588695 3.580377 3.572274 3.564391 3.556735 3.549309 3.542118 3.535168 3.528465 3.522017
	3.515836 3.509936 3.504329 3.499024 3.494027 3.489340 3.484946 3.480824 3.476955 3.473339 3.469983 3.466909 3.464213
	3.462010 3.460398 3.459407 3.459046 3.459292 3.459969 3.460868 3.461807 3.462751 3.463699 3.464652 3.465609 3.466570
	3.467535 3.468503 3.469475 3.470451 3.471429 3.472411 3.473395 3.474382 3.475372 3.476364 3.477358 3.478354 3.479351
	3.480351 3.481352 3.482354 3.483357 3.484361 3.485366 3.486372 3.487378 3.488384 3.489390 3.490396 3.491402 3.492408
	3.493413 3.494417 3.495420 3.496422 3.497423 3.498423 3.499420 3.500416 3.501410 3.502402 3.503392 3.504379 3.505363
	3.506345 3.507324 3.508299 3.509271 3.510240 3.511205 3.512166 3.513123 3.514076 3.515025 3.515969 3.516908 3.517843
	3.518772 3.519697 3.520616 3.521529 3.522436 3.523338 3.524234 3.525123 3.526006 3.526883 3.527752 3.528615 3.529471
	3.530319 3.531160 3.531993 3.532819 3.533636 3.534446 3.535247 3.536040 3.536824 3.537599 3.538365 3.539122 3.539870
	3.540609 3.541338 3.542057 3.542766 3.543465 3.544154 3.544832 3.545498 3.546153 3.546797 3.547429 3.548052 3.548664
	3.549267 3.549859 3.550441 3.551010 3.551562 3.552096 3.552610 3.553104 3.553580 3.554047 3.554515 3.554992 3.555482
	3.555984 3.556492 3.556970 3.557380 3.557684 3.557876 3.557955
LIBOR_6MO	1.636000 1.892793 2.015374 2.114674 2.138145 2.137575 2.176199 2.222778 2.216251 2.150183 2.032752 1.855827 1.618960
	1.375327 1.150669 0.958373 0.811795 0.724281 0.709199 0.776510 0.921245 1.131963 1.393896 1.688889 1.995346 2.291681
	2.567974 2.817491 3.033475 3.209159 3.337777 3.414734 3.444554 3.435236 3.396201 3.338274 3.273672 3.213839 3.162525
	3.121441 3.092298 3.076808 3.076685 3.092940 3.123656 3.165892 3.216365 3.271443 3.327146 3.379850 3.428520 3.472801
	3.512334 3.546765 3.575735 3.599073 3.617360 3.631431 3.642190 3.650615 3.657757 3.664555 3.671263 3.677960 3.684722
	3.691628 3.698756 3.706150 3.713715 3.721312 3.728794 3.735998 3.742755 3.748914 3.754455 3.759388 3.763725 3.767477
	3.770655 3.773281 3.775412 3.777119 3.778475 3.779555 3.780437 3.781192 3.781857 3.782459 3.783024 3.783580 3.784153
	3.784791 3.785620 3.786789 3.788455 3.790777 3.793920 3.798034 3.803195 3.809458 3.816880 3.825517 3.835426 3.846618
	3.858936 3.872165 3.886087 3.900470 3.915074 3.929693 3.944283 3.958846 3.973381 3.987887 4.002364 4.016777 4.030950
	4.044668 4.057706 4.069834 4.080816 4.090441 4.098634 4.105353 4.110557 4.114204 4.116253 4.116755 4.116141 4.114952
	4.113745 4.113092 4.113586 4.115738 4.119703 4.125538 4.133303 4.143060 4.154866 4.168643 4.183743 4.199356 4.214649
	4.228766 4.240829 4.250073 4.256282 4.259375 4.259274 4.255897 4.249168 4.239133 4.226356 4.211546 4.195431 4.178759
	4.162296 4.146700 4.132134 4.118635 4.106240 4.094987 4.084911 4.075999 4.068034 4.060741 4.053836 4.047030 4.040027
	4.032574 4.024615 4.016144 4.007155 3.997642 3.987601 3.977040 3.966031 3.954665 3.943033 3.931228 3.919346 3.907470
	3.895621 3.883805 3.872029 3.860300 3.848623 3.837005 3.825452 3.813971 3.802569 3.791251 3.780024 3.768895 3.757869
	3.746954 3.736155 3.725480 3.714934 3.704524 3.694256 3.684137 3.674173 3.664370 3.654735 3.645274 3.635994 3.626900
	3.618001 3.609302 3.600811 3.592533 3.584474 3.576640 3.569037 3.561669 3.554542 3.547662 3.541038 3.534681 3.528601
	3.522807 3.517311 3.512119 3.507228 3.502628 3.498313 3.494273 3.490502 3.487000 3.483817 3.481013 3.478650 3.476790
	3.475497 3.474808 3.474650 3.474921 3.475518 3.476336 3.477268 3.478222 3.479180 3.480143 3.481111 3.482082 3.483057
	3.484035 3.485017 3.486003 3.486991 3.487982 3.488976 3.489973 3.490972 3.491974 3.492977 3.493982 3.494989 3.495998
	3.497008 3.498019 3.499031 3.500045 3.501058 3.502073 3.503087 3.504102 3.505117 3.506132 3.507146 3.508160 3.509173
	3.510186 3.511197 3.512207 3.513216 3.514223 3.515228 3.516232 3.517233 3.518233 3.519229 3.520224 3.521215 3.522204
	3.523189 3.524171 3.525150 3.526125 3.527097 3.528064 3.529027 3.529986 3.530941 3.531891 3.532836 3.533776 3.534710
	3.535640 3.536564 3.537482 3.538395 3.539301 3.540201 3.541095 3.541982 3.542863 3.543737 3.544603 3.545462 3.546314
	3.547159 3.547995 3.548824 3.549645 3.550457 3.551261 3.552056 3.552842 3.553620 3.554388 3.555147 3.555897 3.556637
	3.557367 3.558087 3.558797 3.559497 3.560186 3.560864 3.561530 3.562185 3.562830 3.563464 3.564087 3.564700 3.565302
	3.565893 3.566470 3.567033 3.567579 3.568107 3.568616 3.569111 3.569596 3.570078 3.570560 3.571049 3.571546 3.572035
	3.572494 3.572904 3.573242 3.573488

Deal Cashflows

Book Price		85.08	%
Manual discount	Resulting Price
Spread to discount at:		2.09		88.64	%

Collateral Mode:  Seasoned-all assets

						C1
	Total	Deal Indexes				Principal		Interest		Cash Flow				Interest Shortfall				Princ Writedown		Implied Writedown
Period	Date	LIBOR_3MO		LIBOR_6MO		60,000,000.00		80,590,293.50		140,590,293.50		Balance		0.00		Accum Interest Shortfall		0.00		0.00		Discount Factor		Discounted CF
0	15 Mar 2009						0.00		0.00		0.00		60,000,000.00		0.00		0.00		0.00		0.00		1.00		0
1	Apr 2009		1.3200		1.9375		0.00		359,157.00		359,157.00		60,000,000.00		0.00		0.00		0.00		0.00		1.002		358579.5873
2	Jul 2009		1.6314		1.8928		0.00		368,739.58		368,739.58		60,000,000.00		0.00		0.00		0.00		0.00		1.011		364715.9253
3	Oct 2009		2.1454		2.1381		0.00		498,813.57		498,813.57		60,000,000.00		0.00		0.00		0.00		0.00		1.022		488087.5966
4	Jan 2010		2.1195		2.2228		0.00		516,353.22		516,353.22		60,000,000.00		0.00		0.00		0.00		0.00		1.033		499872.6564
5	Apr 2010		2.3138		2.0328		0.00		524,441.70		524,441.70		60,000,000.00		0.00		0.00		0.00		0.00		1.044		502174.2867
6	Jul 2010		1.7416		1.3753		0.00		534,475.31		534,475.31		60,000,000.00		0.00		0.00		0.00		0.00		1.054		506872.5962
7	Oct 2010		1.0047		0.8118		0.00		426,176.97		426,176.97		60,000,000.00		0.00		0.00		0.00		0.00		1.063		400995.923
8	Jan 2011		0.6174		0.7765		0.00		335,491.39		335,491.39		60,000,000.00		0.00		0.00		0.00		0.00		1.070		313499.5063
9	Apr 2011		0.9342		1.3939		0.00		279,615.25		279,615.25		60,000,000.00		0.00		0.00		0.00		0.00		1.078		259325.4874
10	Jul 2011		1.8493		2.2917		0.00		381,017.61		381,017.61		60,000,000.00		0.00		0.00		0.00		0.00		1.089		349885.7247
11	Oct 2011		2.7215		3.0335		0.00		541,915.01		541,915.01		60,000,000.00		0.00		0.00		0.00		0.00		1.102		491592.0046
12	Jan 2012		3.3228		3.4147		0.00		653,343.21		653,343.21		60,000,000.00		0.00		0.00		0.00		0.00		1.118		584586.4072
13	Apr 2012		3.4778		3.3962		0.00		709,796.70		709,796.70		60,000,000.00		0.00		0.00		0.00		0.00		1.133		626284.394
14	Jul 2012		3.2861		3.2138		0.00		717,037.38		717,037.38		60,000,000.00		0.00		0.00		0.00		0.00		1.149		624190.667
15	Oct 2012		3.1160		3.0923		0.00		685,719.28		685,719.28		60,000,000.00		0.00		0.00		0.00		0.00		1.164		589090.4502
16	Jan 2013		3.0449		3.0929		0.00		671,451.11		671,451.11		60,000,000.00		0.00		0.00		0.00		0.00		1.179		569361.4358
17	Apr 2013		3.1173		3.2164		0.00		652,665.15		652,665.15		60,000,000.00		0.00		0.00		0.00		0.00		1.195		546319.6305
18	Jul 2013		3.2898		3.3799		0.00		678,255.61		678,255.61		60,000,000.00		0.00		0.00		0.00		0.00		1.211		560123.2884
19	Oct 2013		3.4416		3.5123		0.00		712,133.82		712,133.82		60,000,000.00		0.00		0.00		0.00		0.00		1.228		579903.2113
20	Jan 2014		3.5525		3.5991		0.00		733,479.66		733,479.66		60,000,000.00		0.00		0.00		0.00		0.00		1.246		588795.2438
21	Apr 2014		3.6135		3.6422		0.00		731,819.85		731,819.85		60,000,000.00		0.00		0.00		0.00		0.00		1.263		579204.1172
22	Jul 2014		3.6380		3.6646		0.00		746,731.14		746,731.14		60,000,000.00		0.00		0.00		0.00		0.00		1.282		582570.6603
23	Oct 2014		3.6579		3.6847		0.00		758,189.17		758,189.17		60,000,000.00		0.00		0.00		0.00		0.00		1.301		582946.8195
24	Jan 2015		3.6780		3.7062		0.00		761,211.83		761,211.83		60,000,000.00		0.00		0.00		0.00		0.00		1.320		576769.0122
25	Apr 2015		3.7003		3.7288		0.00		747,760.95		747,760.95		60,000,000.00		0.00		0.00		0.00		0.00		1.339		558492.7008
26	Jul 2015		3.7228		3.7489		0.00		759,576.09		759,576.09		60,000,000.00		0.00		0.00		0.00		0.00		1.359		559102.1232
27	Oct 2015		3.7402		3.7637		0.00		771,148.75		771,148.75		60,000,000.00		0.00		0.00		0.00		0.00		1.379		559287.3791
28	Jan 2016		3.7522		3.7733		0.00		773,530.63		773,530.63		60,000,000.00		0.00		0.00		0.00		0.00		1.399		552762.0989
29	Apr 2016		3.7591		3.7785		0.00		766,680.16		766,680.16		60,000,000.00		0.00		0.00		0.00		0.00		1.420		539884.4653
30	Jul 2016		3.7625		3.7812		0.00		767,507.50		767,507.50		60,000,000.00		0.00		0.00		0.00		0.00		1.441		532588.054
31	Oct 2016		3.7645		3.7830		0.00		793,241.25		793,241.25		60,000,000.00		0.00		0.00		0.00		0.00		1.463		542331.1058
32	Jan 2017		3.7661		3.7848		0.00		776,641.00		776,641.00		60,000,000.00		0.00		0.00		0.00		0.00		1.485		523152.3973
33	Apr 2017		3.7680		3.7885		0.00		759,998.25		759,998.25		60,000,000.00		0.00		0.00		0.00		0.00		1.506		504552.5188
34	Jul 2017		3.7734		3.7980		0.00		768,812.29		768,812.29		60,000,000.00		0.00		0.00		0.00		0.00		1.529		502949.6365
35	Oct 2017		3.7870		3.8169		0.00		769,992.41		769,992.41		60,000,000.00		0.00		0.00		0.00		0.00		1.552		496268.2075
36	Jan 2018		3.8107		3.8466		0.00		781,033.39		781,033.39		60,000,000.00		0.00		0.00		0.00		0.00		1.575		495906.1849
37	Apr 2018		3.8459		3.8861		0.00		768,164.85		768,164.85		60,000,000.00		0.00		0.00		0.00		0.00		1.598		480603.451
38	Jul 2018		3.8889		3.9297		0.00		782,584.83		782,584.83		60,000,000.00		0.00		0.00		0.00		0.00		1.622		482335.6345
39	Oct 2018		3.9323		3.9734		0.00		789,178.24		789,178.24		60,000,000.00		0.00		0.00		0.00		0.00		1.647		479027.014
40	Jan 2019		3.9754		4.0168		0.00		804,490.93		804,490.93		60,000,000.00		0.00		0.00		0.00		0.00		1.673		480868.0565
41	Apr 2019		4.0182		4.0577		0.00		793,459.20		793,459.20		60,000,000.00		0.00		0.00		0.00		0.00		1.699		467140.5943
42	Jul 2019		4.0565		4.0904		0.00		808,679.99		808,679.99		60,000,000.00		0.00		0.00		0.00		0.00		1.725		468817.6577
43	Oct 2019		4.0830		4.1106		0.00		822,897.07		822,897.07		60,000,000.00		0.00		0.00		0.00		0.00		1.752		469650.8036
44	Jan 2020		4.0963		4.1168		0.00		826,309.65		826,309.65		60,000,000.00		0.00		0.00		0.00		0.00		1.780		464258.7918
45	Apr 2020		4.0953		4.1137		0.00		818,627.81		818,627.81		60,000,000.00		0.00		0.00		0.00		0.00		1.808		452862.2503
46	Jul 2020		4.0903		4.1157		0.00		817,909.67		817,909.67		60,000,000.00		0.00		0.00		0.00		0.00		1.836		445505.1075
47	Oct 2020		4.0992		4.1333		0.00		826,698.20		826,698.20		60,000,000.00		0.00		0.00		0.00		0.00		1.865		443280.8057
48	Jan 2021		4.1251		4.1686		0.00		828,904.21		828,904.21		60,000,000.00		0.00		0.00		0.00		0.00		1.895		437514.6229
49	Apr 2021		4.1692		4.2146		0.00		815,662.35		815,662.35		60,000,000.00		0.00		0.00		0.00		0.00		1.924		423892.2008
50	Jul 2021		4.2162		4.2501		0.00		832,108.70		832,108.70		60,000,000.00		0.00		0.00		0.00		0.00		1.955		425654.0062
51	Oct 2021		4.2393		4.2593		0.00		847,452.48		847,452.48		60,000,000.00		0.00		0.00		0.00		0.00		1.987		426602.6644
52	Jan 2022		4.2344		4.2391		0.00		877,306.95		877,306.95		60,000,000.00		0.00		0.00		0.00		0.00		2.019		434606.9593
53	Apr 2022		4.1994		4.1954		0.00		801,284.79		801,284.79		60,000,000.00		0.00		0.00		0.00		0.00		2.050		390801.7547
54	Jul 2022		4.1479		4.1467		0.00		831,500.52		831,500.52		60,000,000.00		0.00		0.00		0.00		0.00		2.083		399243.2602
55	Oct 2022		4.1030		4.1062		0.00		850,996.73		850,996.73		60,000,000.00		0.00		0.00		0.00		0.00		2.116		402238.2788
56	Jan 2023		4.0678		4.0760		0.00		826,485.68		826,485.68		60,000,000.00		0.00		0.00		0.00		0.00		2.149		384600.4056
57	Apr 2023		4.0431		4.0538		0.00		803,752.65		803,752.65		60,000,000.00		0.00		0.00		0.00		0.00		2.182		368373.5401
58	Jul 2023		4.0239		4.0326		0.00		809,408.75		809,408.75		60,000,000.00		0.00		0.00		0.00		0.00		2.216		365319.9604
59	Oct 2023		4.0010		4.0072		0.00		806,375.57		806,375.57		60,000,000.00		0.00		0.00		0.00		0.00		2.250		358372.572
60	Jan 2024		3.9736		3.9770		0.00		811,497.65		811,497.65		60,000,000.00		0.00		0.00		0.00		0.00		2.285		355145.657
61	Apr 2024		3.9414		3.9430		0.00		789,502.50		789,502.50		60,000,000.00		0.00		0.00		0.00		0.00		2.320		340330.9512
62	Jul 2024		3.9062		3.9075		0.00		793,182.39		793,182.39		60,000,000.00		0.00		0.00		0.00		0.00		2.355		336812.1594
63	Oct 2024		3.8709		3.8720		0.00		796,477.89		796,477.89		60,000,000.00		0.00		0.00		0.00		0.00		2.391		333136.7317
64	Jan 2025		3.8360		3.8370		0.00		791,084.54		791,084.54		60,000,000.00		0.00		0.00		0.00		0.00		2.427		325944.7171
65	Apr 2025		3.8016		3.8026		0.00		768,668.10		768,668.10		60,000,000.00		0.00		0.00		0.00		0.00		2.463		312111.5461
66	Jul 2025		3.7678		3.7689		0.00		772,015.49		772,015.49		60,000,000.00		0.00		0.00		0.00		0.00		2.499		308896.8248
67	Oct 2025		3.7348		3.7362		0.00		775,359.59		775,359.59		60,000,000.00		0.00		0.00		0.00		0.00		2.536		305684.5593
68	Jan 2026		3.7029		3.7045		0.00		770,357.25		770,357.25		60,000,000.00		0.00		0.00		0.00		0.00		2.574		299281.8019
69	Apr 2026		3.6722		3.6742		0.00		748,876.80		748,876.80		60,000,000.00		0.00		0.00		0.00		0.00		2.611		286805.1312
70	Jul 2026		3.6428		3.6453		0.00		752,599.27		752,599.27		60,000,000.00		0.00		0.00		0.00		0.00		2.649		284113.6046
71	Oct 2026		3.6149		3.6180		0.00		756,436.73		756,436.73		60,000,000.00		0.00		0.00		0.00		0.00		2.688		281458.8417
72	Jan 2027		3.5887		3.5925		0.00		752,245.82		752,245.82		60,000,000.00		0.00		0.00		0.00		0.00		2.727		275895.6051
73	Apr 2027		3.5644		3.5690		0.00		732,056.55		732,056.55		60,000,000.00		0.00		0.00		0.00		0.00		2.765		264748.4526
74	Jul 2027		3.5421		3.5477		0.00		736,604.81		736,604.81		60,000,000.00		0.00		0.00		0.00		0.00		2.804		262654.0065
75	Oct 2027		3.5220		3.5286		0.00		741,392.43		741,392.43		60,000,000.00		0.00		0.00		0.00		0.00		2.845		260623.3445
76	Jan 2028		3.5043		3.5121		0.00		762,507.37		762,507.37		60,000,000.00		0.00		0.00		0.00		0.00		2.885		264267.8102
77	Apr 2028		3.4893		3.4983		0.00		719,853.60		719,853.60		60,000,000.00		0.00		0.00		0.00		0.00		2.926		246015.3667
78	Jul 2028		3.4770		3.4870		0.00		725,716.81		725,716.81		60,000,000.00		0.00		0.00		0.00		0.00		2.967		244577.4351
79	Oct 2028		3.4669		3.4787		0.00		723,956.42		723,956.42		60,000,000.00		0.00		0.00		0.00		0.00		3.009		240567.8611
80	Jan 2029		3.4604		3.4748		0.00		730,512.66		730,512.66		60,000,000.00		0.00		0.00		0.00		0.00		3.052		239351.428
81	Apr 2029		3.4593		3.4755		0.00		713,911.05		713,911.05		60,000,000.00		0.00		0.00		0.00		0.00		3.094		230711.2198
82	Jul 2029		3.4618		3.4782		0.00		721,928.63		721,928.63		60,000,000.00		0.00		0.00		0.00		0.00		3.138		230073.4374
83	Oct 2029		3.4647		3.4811		0.00		722,350.57		722,350.57		60,000,000.00		0.00		0.00		0.00		0.00		3.182		226985.7655
84	Jan 2030		3.4675		3.4840		0.00		730,726.71		730,726.71		60,000,000.00		0.00		0.00		0.00		0.00		3.228		226402.3387
85	Apr 2030		3.4705		3.4870		0.00		715,275.45		715,275.45		60,000,000.00		0.00		0.00		0.00		0.00		3.272		218576.5603
86	Jul 2030		3.4734		3.4900		0.00		723,666.73		723,666.73		60,000,000.00		0.00		0.00		0.00		0.00		3.318		218074.0158
87	Oct 2030		3.4764		3.4930		0.00		732,071.91		732,071.91		60,000,000.00		0.00		0.00		0.00		0.00		3.366		217512.711
88	Jan 2031		3.4794		3.4960		0.00		732,528.23		732,528.23		60,000,000.00		0.00		0.00		0.00		0.00		3.414		214593.9952
89	Apr 2031		3.4824		3.4990		0.00		717,052.65		717,052.65		60,000,000.00		0.00		0.00		0.00		0.00		3.461		207174.2823
90	Jul 2031		3.4854		3.5021		0.00		725,475.81		725,475.81		60,000,000.00		0.00		0.00		0.00		0.00		3.510		206694.9136
91	Oct 2031		3.4884		3.5051		0.00		733,910.37		733,910.37		60,000,000.00		0.00		0.00		0.00		0.00		3.560		206159.0149
92	Jan 2032		3.4914		3.5082		0.00		734,373.13		734,373.13		60,000,000.00		0.00		0.00		0.00		0.00		3.611		203387.9663
93	Apr 2032		3.4944		3.5112		0.00		726,848.55		726,848.55		60,000,000.00		0.00		0.00		0.00		0.00		3.662		198501.9224
94	Jul 2032		3.4974		3.5142		0.00		727,305.37		727,305.37		60,000,000.00		0.00		0.00		0.00		0.00		3.713		195860.405
95	Oct 2032		3.5004		3.5172		0.00		735,758.19		735,758.19		60,000,000.00		0.00		0.00		0.00		0.00		3.766		195345.8911
96	Jan 2033		3.5034		3.5202		0.00		760,223.25		760,223.25		60,000,000.00		0.00		0.00		0.00		0.00		3.820		198996.9234
97	Apr 2033		3.5063		3.5232		0.00		696,634.96		696,634.96		60,000,000.00		0.00		0.00		0.00		0.00		3.874		179835.9389
98	Jul 2033		3.5093		3.5261		0.00		729,110.81		729,110.81		60,000,000.00		0.00		0.00		0.00		0.00		3.929		185592.7223
99	Oct 2033		3.5122		3.5290		0.00		753,604.27		753,604.27		60,000,000.00		0.00		0.00		0.00		0.00		3.985		189119.872
100	Jan 2034		3.5150		3.5319		0.00		738,012.19		738,012.19		60,000,000.00		0.00		0.00		0.00		0.00		4.042		182591.5588
101	Apr 2034		3.5178		3.5347		0.00		722,395.35		722,395.35		60,000,000.00		0.00		0.00		0.00		0.00		4.099		176256.7654
102	Jul 2034		3.5206		3.5375		0.00		730,847.09		730,847.09		60,000,000.00		0.00		0.00		0.00		0.00		4.157		175825.2842
103	Oct 2034		3.5233		3.5402		0.00		731,265.23		731,265.23		60,000,000.00		0.00		0.00		0.00		0.00		4.216		173437.8953
104	Jan 2035		3.5260		3.5429		0.00		739,715.88		739,715.88		60,000,000.00		0.00		0.00		0.00		0.00		4.277		172959.859
105	Apr 2035		3.5286		3.5455		0.00		724,032.45		724,032.45		60,000,000.00		0.00		0.00		0.00		0.00		4.337		166947.7388
106	Jul 2035		3.5312		3.5480		0.00		732,469.77		732,469.77		60,000,000.00		0.00		0.00		0.00		0.00		4.399		166527.0136
107	Oct 2035		3.5336		3.5505		0.00		732,852.27		732,852.27		60,000,000.00		0.00		0.00		0.00		0.00		4.462		164253.4197
108	Jan 2036		3.5360		3.5528		0.00		741,281.72		741,281.72		60,000,000.00		0.00		0.00		0.00		0.00		4.526		163787.8349
109	Apr 2036		3.5384		3.5551		0.00		733,584.97		733,584.97		60,000,000.00		0.00		0.00		0.00		0.00		4.590		159813.4993
110	Jul 2036		3.5406		3.5574		23,416.00		733,933.50		757,349.50		59,976,584.00		0.00		0.00		0.00		0.00		4.656		162675.3248
111	Oct 2036		3.5428		3.5595		59,976,584.00		742,048.78		60,718,632.78		0.00		0.00		0.00		0.00		0.00		4.723		12857018
112	Jan 2037		3.5448		3.5615																		4.791		0
113	Apr 2037		3.5468		3.5635																		4.858		0
114	Jul 2037		3.5487		3.5653																		4.927		0

ALESCO Preferred Funding XIII

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	508,027,115.74
Latest update:	Mar 16, 2009

Assumptions

Prepay Rate	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 SPR
Prepay Style	Full stat
YMP	Incl pnlty
Prepay Monthly	No
Default Rate	2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 CDR
Default Recovery	15
Servicer Advance	All but newly liqdtd
Advance (% of P&I)	0
Recovery Lag	24
Recovery Time Series	100
Liquidation Time Series	0
Rate During Init Recov Lag	0
Severity During Init Recov Lag	0
Default Monthly	No
Already Defaulted Recovery (%)	0
Already Defaulted Lag	0
Already Defaulted Time Series	100
Already Defaulted Liq Time Series	0
Already Defaulted Advance (%)	0
Already Defaulted Serv Advance	All but newly liqdtd
Opt Redem	N/N
Use Asset-level	True
LIBOR_3MO	1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.313820 2.224013 2.002462
	1.741610 1.479415 1.229303 1.004670 0.818893 0.685337 0.617369 0.628381 0.731808 0.934209 1.212204 1.529320 1.849263
	2.159032 2.451997 2.721516 2.960934 3.163592 3.322826 3.431978 3.484404 3.477752 3.427719 3.356826 3.286080 3.221226
	3.163965 3.116000 3.079029 3.054754 3.044877 3.051101 3.075131 3.117274 3.172015 3.231808 3.289818 3.344351 3.395054
	3.441576 3.483563 3.520665 3.552527 3.578799 3.599128 3.613525 3.623502 3.631062 3.637989 3.644712 3.651308 3.657853
	3.664425 3.671101 3.677958 3.685073 3.692523 3.700318 3.708194 3.715800 3.722831 3.729231 3.735013 3.740187 3.744765
	3.748758 3.752177 3.755034 3.757339 3.759122 3.760489 3.761566 3.762469 3.763242 3.763912 3.764506 3.765050 3.765572
	3.766098 3.766655 3.767270 3.768007 3.769092 3.770794 3.773357 3.776873 3.781397 3.786987 3.793696 3.801580 3.810696
	3.821099 3.832844 3.845902 3.859900 3.874363 3.888882 3.903373 3.917837 3.932273 3.946680 3.961059 3.975408 3.989728
	4.004018 4.018210 4.031956 4.044828 4.056452 4.066720 4.075591 4.083023 4.088976 4.093408 4.096278 4.097546 4.097169
	4.095293 4.092811 4.090833 4.090319 4.091510 4.094463 4.099239 4.105897 4.114495 4.125093 4.137749 4.152524 4.169198
	4.186431 4.202560 4.216155 4.226864 4.234608 4.239308 4.240886 4.239264 4.234362 4.226102 4.214406 4.199448 4.182421
	4.164805 4.147868 4.131894 4.116921 4.102986 4.090124 4.078373 4.067770 4.058351 4.050153 4.043112 4.036761 4.030518
	4.023886 4.016762 4.009140 4.001013 3.992376 3.983224 3.973551 3.963350 3.952617 3.941375 3.929774 3.917997 3.906201
	3.894421 3.882664 3.870938 3.859247 3.847599 3.835999 3.824454 3.812970 3.801554 3.790212 3.778950 3.767775 3.756693
	3.745711 3.734834 3.724069 3.713423 3.702902 3.692512 3.682260 3.672152 3.662193 3.652392 3.642753 3.633283 3.623988
	3.614875 3.605951 3.597222 3.588695 3.580377 3.572274 3.564391 3.556735 3.549309 3.542118 3.535168 3.528465 3.522017
	3.515836 3.509936 3.504329 3.499024 3.494027 3.489340 3.484946 3.480824 3.476955 3.473339 3.469983 3.466909 3.464213
	3.462010 3.460398 3.459407 3.459046 3.459292 3.459969 3.460868 3.461807 3.462751 3.463699 3.464652 3.465609 3.466570
	3.467535 3.468503 3.469475 3.470451 3.471429 3.472411 3.473395 3.474382 3.475372 3.476364 3.477358 3.478354 3.479351
	3.480351 3.481352 3.482354 3.483357 3.484361 3.485366 3.486372 3.487378 3.488384 3.489390 3.490396 3.491402 3.492408
	3.493413 3.494417 3.495420 3.496422 3.497423 3.498423 3.499420 3.500416 3.501410 3.502402 3.503392 3.504379 3.505363
	3.506345 3.507324 3.508299 3.509271 3.510240 3.511205 3.512166 3.513123 3.514076 3.515025 3.515969 3.516908 3.517843
	3.518772 3.519697 3.520616 3.521529 3.522436 3.523338 3.524234 3.525123 3.526006 3.526883 3.527752 3.528615 3.529471
	3.530319 3.531160 3.531993 3.532819 3.533636 3.534446 3.535247 3.536040 3.536824 3.537599 3.538365 3.539122 3.539870
	3.540609 3.541338 3.542057 3.542766 3.543465 3.544154 3.544832 3.545498 3.546153 3.546797 3.547429 3.548052 3.548664
	3.549267 3.549859 3.550441 3.551010 3.551562 3.552096 3.552610 3.553104 3.553580 3.554047 3.554515 3.554992 3.555482
	3.555984 3.556492 3.556970 3.557380 3.557684 3.557876 3.557955

Deal Cashflows

Book Price =	100.00	%
Manual Discount			Resulting Price
Spread to discount at:	1.3			99.59	%

Collateral Mode:  Seasoned-all assets

				C1
	Total	Deal Indexes		Principal		Interest		Cash Flow				Interest Shortfall				Princ Writedown		Implied Writedown
Period	Date	LIBOR_3MO		30,270,228.69		34,164,745.19		64,434,973.88		Balance		2,771,437.21		Accum Interest Shortfall		0.00		0.00		Discount Factor		Discounted CF
0	23-Mar-09				0.00		0.00		0.00		27,498,791.48		0.00		0.00		0.00		0.00		1.00		0.00
1	23-Jun-09		1.6314		0.00		0.00		0.00		27,676,367.19		177,575.71		676,367.19		0.00		0.00		1.01		0.00
2	23-Sep-09		2.1454		0.00		0.00		0.00		27,906,456.31		230,089.13		906,456.31		0.00		0.00		1.02		0.00
3	23-Dec-09		2.1195		0.00		0.00		0.00		28,144,005.69		237,549.38		1,144,005.69		0.00		0.00		1.03		0.00
4	23-Mar-10		2.3138		0.00		0.00		0.00		28,390,003.86		245,998.17		1,390,003.86		0.00		0.00		1.03		0.00
5	23-Jun-10		1.7416		0.00		0.00		0.00		28,645,678.87		255,675.01		1,645,678.87		0.00		0.00		1.04		0.00
6	23-Sep-10		1.0047		0.00		0.00		0.00		28,849,147.68		203,468.81		1,849,147.68		0.00		0.00		1.05		0.00
7	23-Dec-10		0.6174		0.00		0.00		0.00		29,003,666.33		154,518.65		2,003,666.33		0.00		0.00		1.05		0.00
8	23-Mar-11		0.9342		0.00		0.00		0.00		29,143,491.63		139,825.30		2,143,491.63		0.00		0.00		1.06		0.00
9	23-Jun-11		1.8493		0.00		0.00		0.00		29,330,595.08		187,103.46		2,330,595.08		0.00		1,601,733.93		1.07		0.00
10	23-Sep-11		2.7215		95,458.89		259,275.08		354,733.97		29,235,136.19		0.00		2,235,136.19		0.00		733,871.91		1.08		328,743.11
11	23-Dec-11		3.3228		194,784.88		314,882.71		509,667.60		29,040,351.31		0.00		2,040,351.31		0.00		749,851.32		1.09		466,869.41
12	23-Mar-12		3.4778		249,820.77		347,362.93		597,183.71		28,790,530.54		0.00		1,790,530.54		0.00		745,383.57		1.10		540,508.71
13	23-Jun-12		3.2861		250,054.73		355,407.57		605,462.30		28,540,475.80		0.00		1,540,475.80		0.00		760,523.17		1.12		541,653.44
14	23-Sep-12		3.1160		291,745.66		326,179.24		617,924.90		28,248,730.15		0.00		1,248,730.15		0.00		758,873.21		1.13		546,633.68
15	23-Dec-12		3.0449		132,647.23		312,691.19		445,338.41		28,116,082.92		0.00		1,116,082.92		0.00		484,421.18		1.14		389,679.01
16	23-Mar-13		3.1173		0.00		73,562.04		73,562.04		28,351,758.89		235,675.97		1,351,758.89		0.00		102,739.43		1.16		63,665.02
17	23-Jun-13		3.2898		0.00		201,875.27		201,875.27		28,470,379.28		118,620.39		1,470,379.28		0.00		114,015.22		1.17		172,689.46
18	23-Sep-13		3.4416		0.00		102,928.90		102,928.90		28,701,689.43		231,310.15		1,701,689.43		0.00		101,706.84		1.18		86,993.97
19	23-Dec-13		3.5525		0.00		141,486.44		141,486.44		28,907,257.62		205,568.20		1,907,257.62		0.00		112,869.30		1.20		118,133.20
20	23-Mar-14		3.6135		0.00		208,040.42		208,040.42		29,055,716.53		148,458.91		2,055,716.53		0.00		208,480.80		1.21		171,594.20
21	23-Jun-14		3.6380		266,645.30		361,613.47		628,258.77		28,789,071.23		0.00		1,789,071.23		0.00		729,237.86		1.23		511,737.48
22	23-Sep-14		3.6579		251,349.06		363,792.70		615,141.77		28,537,722.16		0.00		1,537,722.16		0.00		729,129.44		1.24		494,784.25
23	23-Dec-14		3.6780		268,444.39		358,118.83		626,563.22		28,269,277.77		0.00		1,269,277.77		0.00		732,067.19		1.26		497,708.19
24	23-Mar-15		3.7003		284,105.18		352,311.03		636,416.21		27,985,172.60		0.00		985,172.60		0.00		735,578.13		1.27		499,293.34
25	23-Jun-15		3.7228		252,152.20		358,174.33		610,326.53		27,733,020.40		0.00		733,020.40		0.00		733,766.10		1.29		472,756.64
26	23-Sep-15		3.7402		265,824.95		356,438.07		622,263.01		27,467,195.45		0.00		467,195.45		0.00		737,370.04		1.31		475,873.11
27	23-Dec-15		3.7522		271,787.68		350,262.91		622,050.59		27,195,407.77		0.00		195,407.77		0.00		740,507.68		1.32		469,712.04
28	23-Mar-16		3.7591		195,407.77		347,502.99		542,910.76		27,000,000.00		0.00		0.00		0.00		623,811.43		1.34		404,776.95
29	23-Jun-16		3.7625		0.00		349,173.74		349,173.74		27,000,000.00		0.00		0.00		0.00		-370,065.71		1.36		257,007.77
30	23-Sep-16		3.7645		0.00		349,363.70		349,363.70		27,000,000.00		0.00		0.00		0.00		-365,734.46		1.38		253,861.95
31	23-Dec-16		3.7661		0.00		345,689.66		345,689.66		27,000,000.00		0.00		0.00		0.00		-372,556.36		1.39		248,016.15
32	23-Mar-17		3.7680		0.00		341,999.21		341,999.21		27,000,000.00		0.00		0.00		0.00		-514,400.29		1.41		242,298.51
33	23-Jun-17		3.7734		0.00		349,767.35		349,767.35		27,000,000.00		0.00		0.00		0.00		-498,892.97		1.43		244,630.33
34	23-Sep-17		3.7870		0.00		357,919.55		357,919.55		27,000,000.00		0.00		0.00		0.00		-464,527.47		1.45		247,119.47
35	23-Dec-17		3.8107		0.00		355,285.30		355,285.30		27,000,000.00		0.00		0.00		0.00		-474,760.60		1.47		242,172.15
36	23-Mar-18		3.8459		0.00		330,310.89		330,310.89		27,000,000.00		0.00		0.00		0.00		-586,493.42		1.49		222,289.21
37	23-Jun-18		3.8889		0.00		363,772.95		363,772.95		27,000,000.00		0.00		0.00		0.00		-461,242.48		1.51		241,604.36
38	23-Sep-18		3.9323		0.00		355,130.21		355,130.21		27,000,000.00		0.00		0.00		0.00		-547,718.93		1.53		232,751.95
39	23-Dec-18		3.9754		0.00		358,085.91		358,085.91		27,000,000.00		0.00		0.00		0.00		-502,302.36		1.55		231,600.71
40	23-Mar-19		4.0182		0.00		361,023.94		361,023.94		27,000,000.00		0.00		0.00		0.00		-452,361.19		1.57		230,437.18
41	23-Jun-19		4.0565		0.00		363,906.00		363,906.00		27,000,000.00		0.00		0.00		0.00		-542,293.19		1.59		229,140.10
42	23-Sep-19		4.0830		0.00		366,278.64		366,278.64		27,000,000.00		0.00		0.00		0.00		-499,631.21		1.61		227,504.40
43	23-Dec-19		4.0963		0.00		367,797.61		367,797.61		27,000,000.00		0.00		0.00		0.00		-497,388.77		1.63		225,373.62
44	23-Mar-20		4.0953		0.00		368,382.51		368,382.51		27,000,000.00		0.00		0.00		0.00		-500,686.09		1.65		222,694.89
45	23-Jun-20		4.0903		0.00		372,103.96		372,103.96		27,000,000.00		0.00		0.00		0.00		-482,352.80		1.68		221,888.03
46	23-Sep-20		4.0992		0.00		372,014.19		372,014.19		27,000,000.00		0.00		0.00		0.00		-499,700.08		1.70		218,815.30
47	23-Dec-20		4.1251		0.00		368,952.47		368,952.47		27,000,000.00		0.00		0.00		0.00		-506,003.85		1.72		214,078.66
48	23-Mar-21		4.1692		0.00		367,048.06		367,048.06		27,000,000.00		0.00		0.00		0.00		-510,028.43		1.75		210,100.95
49	23-Jun-21		4.2162		0.00		378,563.74		378,563.74		27,000,000.00		0.00		0.00		0.00		-497,531.69		1.77		213,680.37
50	23-Sep-21		4.2393		0.00		381,353.62		381,353.62		27,000,000.00		0.00		0.00		0.00		-499,405.94		1.80		212,250.50
51	23-Dec-21		4.2344		0.00		378,165.47		378,165.47		27,000,000.00		0.00		0.00		0.00		-506,261.52		1.82		207,572.19
52	23-Mar-22		4.1994		0.00		373,011.89		373,011.89		27,000,000.00		0.00		0.00		0.00		-513,746.60		1.85		201,966.69
53	23-Jun-22		4.1479		0.00		378,287.05		378,287.05		27,000,000.00		0.00		0.00		0.00		-509,967.52		1.87		202,010.44
54	23-Sep-22		4.1030		0.00		374,800.69		374,800.69		27,000,000.00		0.00		0.00		0.00		-59,883.79		1.90		197,422.73
55	23-Dec-22		4.0678		0.00		367,875.96		367,875.96		27,000,000.00		0.00		0.00		0.00		0.00		1.92		191,181.13
56	23-Mar-23		4.0431		0.00		361,688.69		361,688.69		27,000,000.00		0.00		0.00		0.00		0.00		1.95		185,487.97
57	23-Jun-23		4.0239		0.00		368,236.51		368,236.51		27,000,000.00		0.00		0.00		0.00		0.00		1.98		186,311.09
58	23-Sep-23		4.0010		0.00		374,831.72		374,831.72		27,000,000.00		0.00		0.00		0.00		0.00		2.00		187,113.15
59	23-Dec-23		3.9736		0.00		369,143.23		369,143.23		27,000,000.00		0.00		0.00		0.00		0.00		2.03		181,849.36
60	23-Mar-24		3.9414		0.00		351,328.61		351,328.61		27,000,000.00		0.00		0.00		0.00		0.00		2.06		170,810.34
61	23-Jun-24		3.9062		0.00		356,932.08		356,932.08		27,000,000.00		0.00		0.00		0.00		0.00		2.08		171,256.14
62	23-Sep-24		3.8709		0.00		354,519.23		354,519.23		27,000,000.00		0.00		0.00		0.00		0.00		2.11		167,880.00
63	23-Dec-24		3.8360		0.00		352,118.61		352,118.61		27,000,000.00		0.00		0.00		0.00		0.00		2.14		164,606.17
64	23-Mar-25		3.8016		0.00		349,743.99		349,743.99		27,000,000.00		0.00		0.00		0.00		0.00		2.17		161,437.13
65	23-Jun-25		3.7678		0.00		347,406.97		347,406.97		27,000,000.00		0.00		0.00		0.00		0.00		2.19		158,308.14
66	23-Sep-25		3.7348		0.00		348,911.82		348,911.82		27,000,000.00		0.00		0.00		0.00		0.00		2.22		156,974.14
67	23-Dec-25		3.7029		0.00		342,892.71		342,892.71		27,000,000.00		0.00		0.00		0.00		0.00		2.25		152,339.64
68	23-Mar-26		3.6722		0.00		336,994.56		336,994.56		27,000,000.00		0.00		0.00		0.00		0.00		2.28		147,880.99
69	23-Jun-26		3.6428		0.00		342,391.32		342,391.32		27,000,000.00		0.00		0.00		0.00		0.00		2.31		148,375.00
70	23-Sep-26		3.6149		0.00		340,396.53		340,396.53		27,000,000.00		0.00		0.00		0.00		0.00		2.34		145,680.76
71	23-Dec-26		3.5887		0.00		334,831.16		334,831.16		27,000,000.00		0.00		0.00		0.00		0.00		2.37		141,549.72
72	23-Mar-27		3.5644		0.00		329,425.45		329,425.45		27,000,000.00		0.00		0.00		0.00		0.00		2.39		137,591.22
73	23-Jun-27		3.5421		0.00		335,114.72		335,114.72		27,000,000.00		0.00		0.00		0.00		0.00		2.42		138,256.63
74	23-Sep-27		3.5220		0.00		333,626.59		333,626.59		27,000,000.00		0.00		0.00		0.00		0.00		2.45		135,967.17
75	23-Dec-27		3.5043		0.00		328,680.81		328,680.81		27,000,000.00		0.00		0.00		0.00		0.00		2.48		132,344.34
76	23-Mar-28		3.4893		0.00		327,533.39		327,533.39		27,000,000.00		0.00		0.00		0.00		0.00		2.51		130,304.82
77	23-Jun-28		3.4770		0.00		330,161.27		330,161.27		27,000,000.00		0.00		0.00		0.00		0.00		2.54		129,766.12
78	23-Sep-28		3.4669		0.00		336,520.40		336,520.40		27,000,000.00		0.00		0.00		0.00		0.00		2.58		130,673.62
79	23-Dec-28		3.4604		0.00		332,303.86		332,303.86		27,000,000.00		0.00		0.00		0.00		0.00		2.61		127,502.04
80	23-Mar-29		3.4593		0.00		306,981.75		306,981.75		27,000,000.00		0.00		0.00		0.00		0.00		2.64		116,401.20
81	23-Jun-29		3.4618		0.00		335,577.81		335,577.81		27,000,000.00		0.00		0.00		0.00		0.00		2.67		125,714.42
82	23-Sep-29		3.4647		0.00		325,057.76		325,057.76		27,000,000.00		0.00		0.00		0.00		0.00		2.70		120,308.46
83	23-Dec-29		3.4675		0.00		325,252.81		325,252.81		27,000,000.00		0.00		0.00		0.00		0.00		2.73		118,947.20
84	23-Mar-30		3.4705		0.00		325,450.33		325,450.33		27,000,000.00		0.00		0.00		0.00		0.00		2.77		117,616.71
85	23-Jun-30		3.4734		0.00		325,650.03		325,650.03		27,000,000.00		0.00		0.00		0.00		0.00		2.80		116,270.53
86	23-Sep-30		3.4764		0.00		325,851.57		325,851.57		27,000,000.00		0.00		0.00		0.00		0.00		2.83		114,939.49
87	23-Dec-30		3.4794		0.00		326,054.68		326,054.68		27,000,000.00		0.00		0.00		0.00		0.00		2.87		113,638.25
88	23-Mar-31		3.4824		0.00		326,258.96		326,258.96		27,000,000.00		0.00		0.00		0.00		0.00		2.90		112,365.99
89	23-Jun-31		3.4854		0.00		326,464.12		326,464.12		27,000,000.00		0.00		0.00		0.00		0.00		2.94		111,078.24
90	23-Sep-31		3.4884		0.00		330,259.67		330,259.67		27,000,000.00		0.00		0.00		0.00		0.00		2.98		111,011.21
91	23-Dec-31		3.4914		0.00		326,875.87		326,875.87		27,000,000.00		0.00		0.00		0.00		0.00		3.01		108,558.98
92	23-Mar-32		3.4944		0.00		327,081.85		327,081.85		27,000,000.00		0.00		0.00		0.00		0.00		3.05		107,326.68
93	23-Jun-32		3.4974		0.00		330,883.98		330,883.98		27,000,000.00		0.00		0.00		0.00		0.00		3.08		107,259.29
94	23-Sep-32		3.5004		0.00		331,091.19		331,091.19		27,000,000.00		0.00		0.00		0.00		0.00		3.12		106,025.77
95	23-Dec-32		3.5034		0.00		327,696.23		327,696.23		27,000,000.00		0.00		0.00		0.00		0.00		3.16		103,679.72
96	23-Mar-33		3.5063		0.00		324,295.58		324,295.58		27,000,000.00		0.00		0.00		0.00		0.00		3.20		101,385.57
97	23-Jun-33		3.5093		0.00		331,705.36		331,705.36		27,000,000.00		0.00		0.00		0.00		0.00		3.24		102,443.04
98	23-Sep-33		3.5122		0.00		331,906.56		331,906.56		27,000,000.00		0.00		0.00		0.00		0.00		3.28		101,259.90
99	23-Dec-33		3.5150		0.00		328,495.64		328,495.64		27,000,000.00		0.00		0.00		0.00		0.00		3.32		99,014.15
100	23-Mar-34		3.5178		0.00		325,077.91		325,077.91		27,000,000.00		0.00		0.00		0.00		0.00		3.36		96,817.87
101	23-Jun-34		3.5206		0.00		332,495.27		332,495.27		27,000,000.00		0.00		0.00		0.00		0.00		3.40		97,821.88
102	23-Sep-34		3.5233		0.00		339,917.79		339,917.79		27,000,000.00		0.00		0.00		0.00		0.00		3.44		98,787.94
103	23-Dec-34		3.5260		0.00		336,490.32		336,490.32		27,000,000.00		0.00		0.00		0.00		0.00		3.48		96,613.25
104	23-Mar-35		3.5286		0.00		325,814.60		325,814.60		27,000,000.00		0.00		0.00		0.00		0.00		3.52		92,432.24
105	23-Jun-35		3.5312		0.00		325,989.29		325,989.29		27,000,000.00		0.00		0.00		0.00		0.00		3.57		91,353.91
106	23-Sep-35		3.5336		0.00		329,783.52		329,783.52		27,000,000.00		0.00		0.00		0.00		0.00		3.61		91,289.53
107	23-Dec-35		3.5360		0.00		329,950.94		329,950.94		27,000,000.00		0.00		0.00		0.00		0.00		3.66		90,232.84
108	23-Mar-36		3.5384		0.00		330,113.24		330,113.24		27,000,000.00		0.00		0.00		0.00		0.00		3.70		89,186.44
109	23-Jun-36		3.5406		0.00		330,270.08		330,270.08		27,000,000.00		0.00		0.00		0.00		0.00		3.75		88,138.50
110	23-Sep-36		3.5428		0.00		334,052.32		334,052.32		27,000,000.00		0.00		0.00		0.00		0.00		3.79		88,058.05
111	23-Dec-36		3.5448		20,261,612.85		330,566.49		20,592,179.33		6,738,387.15		0.00		0.00		0.00		0.00		3.84		5,362,540.05
112	23-Mar-37		3.5468		6,738,387.15		81,627.10		6,820,014.26		0.00		0.00		0.00		0.00		0.00		3.89		1,754,780.50
113	23-Jun-37		3.5487																		3.93		0.00
114	23-Sep-37		3.5504																		3.98		0.00

ALESCO Preferred Funding XV

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	677,147,440.97
Latest update:	Mar 31, 2009

Assumptions
Prepay Rate	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR
Prepay Style	Full stat
YMP	Incl pnlty
Prepay Monthly	Yes
Default Rate	2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 CDR
Default Recovery	15
Servicer Advance	All but newly liqdtd
Advance (% of P&I)	0
Recovery Lag	24
Recovery Time Series	100
Liquidation Time Series	0
Rate During Init Recov Lag	0
Severity During Init Recov Lag	0
Default Monthly	Yes
Already Defaulted Recovery (%)	0
Already Defaulted Lag	24
Already Defaulted Serv Advance	All but newly liqdtd
LIBOR_3MO	1.573765 1.906956 2.120413 2.117568 2.037045 2.053673 2.134150 2.233714 2.315608 2.310471 2.180952 1.937332 1.660364
	1.383311 1.120386 0.885771 0.693626 0.558100 0.493346 0.513548 0.632936 0.858372 1.164577 1.512215 1.862128 2.200158
	2.518984 2.811274 3.069677 3.286838 3.455400 3.568012 3.617339 3.600849 3.536186 3.448615 3.361709 3.281981 3.211424
	3.152031 3.105794 3.074705 3.060758 3.065949 3.092276 3.140057 3.202616 3.270831 3.336439 3.397352 3.453096 3.503195
	3.547175 3.584562 3.614882 3.637662 3.652426 3.659214 3.660172 3.658145 3.655666 3.653359 3.651354 3.649781 3.648770
	3.648451 3.648954 3.650409 3.652946 3.656648 3.661400 3.667029 3.673392 3.680525 3.688511 3.697433 3.707376 3.718421
	3.730652 3.744152 3.759005 3.775101 3.791537 3.807171 3.820995 3.832740 3.842327 3.849673 3.854699 3.857324 3.857467
	3.855048 3.849987 3.842445 3.833573 3.824820 3.817449 3.811798 3.807966 3.806051 3.806153 3.808372 3.812806 3.819554
	3.828717 3.840235 3.853407 3.867343 3.881276 3.895045 3.908645 3.922072 3.935320 3.948385 3.961261 3.973944 3.986428
	3.998714 4.010820 4.022774 4.034596 4.046288 4.057850 4.069278 4.080571 4.091727 4.102743 4.113618 4.124349 4.134864
	4.144808 4.153741 4.161284 4.167327 4.171830 4.174754 4.176057 4.175701 4.173646 4.169851 4.164277 4.156998 4.148556
	4.139624 4.130778 4.122150 4.113756 4.105614 4.097740 4.090152 4.082866 4.075900 4.069270 4.063187 4.058644 4.056852
	4.058862 4.064969 4.075279 4.089898 4.108932 4.132488 4.160671 4.193589 4.231347 4.273454 4.316987 4.358345 4.394442
	4.424533 4.448466 4.466092 4.477258 4.481815 4.479613 4.470502 4.454332 4.431370 4.403563 4.373322 4.342700 4.312122
	4.281604 4.251160 4.220805 4.190553 4.160419 4.130418 4.100565 4.070875 4.041363 4.012044 3.982933 3.954045 3.925396
	3.897001 3.868875 3.841032 3.813489 3.786260 3.759361 3.732806 3.706610 3.680787 3.655349 3.630313 3.605694 3.581506
	3.557769 3.534502 3.511725 3.489452 3.467700 3.446480 3.425795 3.405641 3.386019 3.366942 3.348423 3.330488 3.313204
	3.296653 3.280905 3.265989 3.251922 3.238681 3.226077 3.213874 3.201873 3.190040 3.178379 3.167053 3.156861 3.148778
	3.143634 3.141638 3.142845 3.147124 3.153604 3.161215 3.169051 3.176929 3.184847 3.192804 3.200799 3.208829 3.216893
	3.224990 3.233118 3.241276 3.249462 3.257674 3.265912 3.274173 3.282457 3.290761 3.299084 3.307425 3.315782 3.324153
	3.332538 3.340934 3.349340 3.357754 3.366176 3.374603 3.383035 3.391468 3.399903 3.408337 3.416769 3.425198 3.433621
	3.442038 3.450447 3.458846 3.467234 3.475609 3.483971 3.492316 3.500645 3.508955 3.517245 3.525512 3.533757 3.541977
	3.550171 3.558337 3.566474 3.574580 3.582654 3.590694 3.598699 3.606667 3.614597 3.622486 3.630335 3.638140 3.645902
	3.653617 3.661285 3.668904 3.676473 3.683989 3.691453 3.698861 3.706213 3.713507 3.720741 3.727915 3.735026 3.742072
	3.749054 3.755968 3.762814 3.769590 3.776295 3.782926 3.789482 3.795962 3.802364 3.808687 3.814929 3.821090 3.827168
	3.833161 3.839069 3.844890 3.850620 3.856257 3.861798 3.867241 3.872585 3.877829 3.882976 3.888031 3.892996 3.897871
	3.902654 3.907341 3.911913 3.916348 3.920625 3.924739 3.928689 3.932484 3.936191 3.939888 3.943640 3.947463 3.951356
	3.955270 3.958953 3.962097 3.964444 3.965935 3.966559

Deal Cashflows

Book Price =	83.78	%
Manual discount			Resulting Price
Spread to discount at:	1.99			87.33	%

Collateral Mode: Seasoned-all assets

				C1
	Total	Deal Indexes		Principal		Interest		Cash Flow				Int Shortfall				Princ Writedown		Implied Writedown
Period	Date	LIBOR_3MO		80,680,516.59		95,399,031.35		176,079,547.94		Balance		5,680,516.59		Accum Int Shortfall		0.00		0.000		Discount Factor		Discounted CF
0	23 Mar 2009				0.00		0.00		0.00		75,000,000.00		0.00		0.00		0.00		0.000		1.000		0
1	Jun 2009		1.5738		0.00		455,568.67		455,568.67		75,000,000.00		0.00		0.00		0.00		0.000		1.007		452433.4819
2	Sep 2009		2.1176		0.00		585,916.57		585,916.57		75,000,000.00		0.00		0.00		0.00		0.000		1.017		575839.634
3	Dec 2009		2.1342		0.00		604,210.61		604,210.61		75,000,000.00		0.00		0.00		0.00		0.000		1.028		587692.3141
4	Mar 2010		2.3105		0.00		634,446.38		634,446.38		75,000,000.00		0.00		0.00		0.00		0.000		1.039		610537.4387
5	Jun 2010		1.6604		0.00		2,586.43		2,586.43		75,635,846.03		635,846.03		635,846.03		0.00		0.000		1.049		2465.956664
6	Sep 2010		0.8858		0.00		0.00		0.00		76,125,513.78		489,667.75		1,125,513.78		0.00		0.000		1.057		0
7	Dec 2010		0.4933		0.00		0.00		0.00		76,480,279.75		354,765.97		1,480,279.75		0.00		0.000		1.063		0
8	Mar 2011		0.8584		0.00		0.00		0.00		76,798,351.29		318,071.54		1,798,351.29		0.00		0.000		1.071		0
9	Jun 2011		1.8621		0.00		270,688.64		270,688.64		76,981,927.21		183,575.92		1,981,927.21		0.00		10,298,803.070		1.081		250334.6518
10	Sep 2011		2.8113		517,062.71		659,081.92		1,176,144.63		76,464,864.50		0.00		1,464,864.50		0.00		2,146,996.070		1.095		1074521.991
11	Dec 2011		3.4554		432,905.76		815,605.27		1,248,511.03		76,031,958.75		0.00		1,031,958.75		0.00		2,138,058.800		1.110		1125148.306
12	Mar 2012		3.6008		522,403.20		906,763.67		1,429,166.87		75,509,555.54		0.00		509,555.54		0.00		2,133,349.190		1.125		1270005.823
13	Jun 2012		3.3617		509,555.54		923,946.42		1,433,501.97		75,000,000.00		0.00		0.00		0.00		1,654,898.420		1.141		1256671.192
14	Sep 2012		3.1520		0.00		555,668.95		555,668.95		75,284,560.79		284,560.79		284,560.79		0.00		327,800.740		1.156		480805.8543
15	Dec 2012		3.0608		0.00		301,964.46		301,964.46		75,792,485.16		507,924.37		792,485.16		0.00		283,636.700		1.170		257988.1617
16	Mar 2013		3.1401		0.00		272,442.35		272,442.35		76,327,761.97		535,276.82		1,327,761.97		0.00		282,207.750		1.185		229818.002
17	Jun 2013		3.3364		0.00		387,135.79		387,135.79		76,780,418.26		452,656.29		1,780,418.26		0.00		280,786.000		1.202		322181.8303
18	Sep 2013		3.5032		0.00		325,263.66		325,263.66		77,337,722.12		557,303.86		2,337,722.12		0.00		279,371.420		1.218		266943.26
19	Dec 2013		3.6149		0.00		207,847.87		207,847.87		78,048,137.09		710,414.97		3,048,137.09		0.00		277,963.960		1.236		168197.337
20	Mar 2014		3.6592		0.00		294,097.64		294,097.64		78,698,589.38		650,452.28		3,698,589.38		0.00		276,563.600		1.253		234679.1163
21	Jun 2014		3.6557		1,001,382.74		956,899.76		1,958,282.50		77,697,206.63		0.00		2,697,206.63		0.00		2,027,551.360		1.271		1540412.6
22	Sep 2014		3.6498		1,055,042.64		953,752.70		2,008,795.33		76,642,164.00		0.00		1,642,164.00		0.00		2,017,336.670		1.290		1557695.91
23	Dec 2014		3.6490		1,028,833.49		929,686.63		1,958,520.12		75,613,330.51		0.00		613,330.51		0.00		2,007,173.440		1.308		1497366.933
24	Mar 2015		3.6566		613,330.51		907,437.28		1,520,767.79		75,000,000.00		0.00		0.00		0.00		1,468,955.750		1.326		1146503.164
25	Jun 2015		3.6734		0.00		922,185.00		922,185.00		75,000,000.00		0.00		0.00		0.00		1,012,359.350		1.346		685314.3975
26	Sep 2015		3.6974		0.00		925,850.63		925,850.63		75,000,000.00		0.00		0.00		0.00		908,103.320		1.365		678181.475
27	Dec 2015		3.7307		0.00		920,877.53		920,877.53		75,000,000.00		0.00		0.00		0.00		931,761.970		1.385		664923.4702
28	Mar 2016		3.7751		0.00		927,849.65		927,849.65		75,000,000.00		0.00		0.00		0.00		877,580.960		1.405		660334.7321
29	Jun 2016		3.8210		0.00		947,127.93		947,127.93		75,000,000.00		0.00		0.00		0.00		-997,370.620		1.426		664191.2923
30	Sep 2016		3.8497		0.00		955,025.17		955,025.17		75,000,000.00		0.00		0.00		0.00		-1,037,938.770		1.447		659881.5213
31	Dec 2016		3.8575		0.00		948,807.52		948,807.52		75,000,000.00		0.00		0.00		0.00		-1,010,206.470		1.469		646036.2133
32	Mar 2017		3.8424		0.00		938,446.50		938,446.50		75,000,000.00		0.00		0.00		0.00		-1,066,540.560		1.490		629798.3792
33	Jun 2017		3.8174		0.00		955,184.82		955,184.82		75,000,000.00		0.00		0.00		0.00		-999,558.790		1.512		631657.0824
34	Sep 2017		3.8061		0.00		971,685.44		971,685.44		75,000,000.00		0.00		0.00		0.00		-948,353.950		1.535		633189.8578
35	Dec 2017		3.8128		0.00		960,254.64		960,254.64		75,000,000.00		0.00		0.00		0.00		-921,794.870		1.557		616695.2795
36	Mar 2018		3.8402		0.00		890,378.43		890,378.43		75,000,000.00		0.00		0.00		0.00		-1,294,734.380		1.580		563604.5226
37	Jun 2018		3.8813		0.00		979,833.87		979,833.87		75,000,000.00		0.00		0.00		0.00		-896,660.280		1.603		611060.6919
38	Sep 2018		3.9221		0.00		956,456.45		956,456.45		75,000,000.00		0.00		0.00		0.00		-1,182,121.110		1.628		587603.7384
39	Dec 2018		3.9613		0.00		964,091.92		964,091.92		75,000,000.00		0.00		0.00		0.00		-999,209.000		1.652		583516.4599
40	Mar 2019		3.9987		0.00		971,414.38		971,414.38		75,000,000.00		0.00		0.00		0.00		-909,375.150		1.677		579275.6079
41	Jun 2019		4.0346		0.00		978,405.46		978,405.46		75,000,000.00		0.00		0.00		0.00		-1,111,652.650		1.703		574597.9171
42	Sep 2019		4.0693		0.00		985,129.60		985,129.60		75,000,000.00		0.00		0.00		0.00		-1,024,310.720		1.729		569724.7516
43	Dec 2019		4.1027		0.00		991,629.09		991,629.09		75,000,000.00		0.00		0.00		0.00		-976,241.420		1.756		564785.3132
44	Mar 2020		4.1349		0.00		997,894.25		997,894.25		75,000,000.00		0.00		0.00		0.00		-1,017,582.220		1.783		559688.3427
45	Jun 2020		4.1613		0.00		1,014,838.20		1,014,838.20		75,000,000.00		0.00		0.00		0.00		-909,867.780		1.811		560382.4793
46	Sep 2020		4.1748		0.00		1,019,154.34		1,019,154.34		75,000,000.00		0.00		0.00		0.00		-994,888.660		1.840		554037.2309
47	Dec 2020		4.1736		0.00		1,009,731.64		1,009,731.64		75,000,000.00		0.00		0.00		0.00		-970,820.300		1.868		540493.813
48	Mar 2021		4.1570		0.00		997,472.06		997,472.06		75,000,000.00		0.00		0.00		0.00		-1,033,676.260		1.897		525850.4418
49	Jun 2021		4.1308		0.00		1,015,556.57		1,015,556.57		75,000,000.00		0.00		0.00		0.00		-962,721.980		1.927		527138.7624
50	Sep 2021		4.1056		0.00		1,010,495.42		1,010,495.42		75,000,000.00		0.00		0.00		0.00		-1,023,716.560		1.957		516466.3726
51	Dec 2021		4.0829		0.00		994,884.04		994,884.04		75,000,000.00		0.00		0.00		0.00		-1,005,750.580		1.987		500799.6171
52	Mar 2022		4.0632		0.00		979,856.25		979,856.25		75,000,000.00		0.00		0.00		0.00		-1,067,956.860		2.017		485882.1508
53	Jun 2022		4.0589		0.00		998,323.43		998,323.43		75,000,000.00		0.00		0.00		0.00		-1,003,251.950		2.048		487503.5115
54	Sep 2022		4.0899		0.00		999,535.72		999,535.72		75,000,000.00		0.00		0.00		0.00		-1,050,694.000		2.080		480627.7355
55	Dec 2022		4.1607		0.00		997,005.86		997,005.86		75,000,000.00		0.00		0.00		0.00		-1,021,065.770		2.112		472071.6671
56	Mar 2023		4.2735		0.00		1,001,922.94		1,001,922.94		75,000,000.00		0.00		0.00		0.00		-1,051,394.720		2.145		467085.8713
57	Jun 2023		4.3944		0.00		1,047,839.18		1,047,839.18		75,000,000.00		0.00		0.00		0.00		-960,451.560		2.180		480649.4102
58	Sep 2023		4.4661		0.00		1,091,679.38		1,091,679.38		75,000,000.00		0.00		0.00		0.00		-882,476.690		2.216		492631.2585
59	Dec 2023		4.4796		0.00		1,090,281.24		1,090,281.24		75,000,000.00		0.00		0.00		0.00		-852,341.820		2.252		484083.7677
60	Mar 2024		4.4314		0.00		1,042,134.75		1,042,134.75		75,000,000.00		0.00		0.00		0.00		-446,532.100		2.289		455316.1414
61	Jun 2024		4.3427		0.00		1,052,862.99		1,052,862.99		75,000,000.00		0.00		0.00		0.00		0.000		2.326		452677.4507
62	Sep 2024		4.2512		0.00		1,035,527.30		1,035,527.30		75,000,000.00		0.00		0.00		0.00		0.000		2.363		438234.2674
63	Dec 2024		4.1604		0.00		1,018,215.11		1,018,215.11		75,000,000.00		0.00		0.00		0.00		0.000		2.400		424311.0653
64	Mar 2025		4.0709		0.00		1,001,079.25		1,001,079.25		75,000,000.00		0.00		0.00		0.00		0.000		2.436		410943.4835
65	Jun 2025		3.9829		0.00		984,195.90		984,195.90		75,000,000.00		0.00		0.00		0.00		0.000		2.473		397938.6935
66	Sep 2025		3.8970		0.00		978,275.29		978,275.29		75,000,000.00		0.00		0.00		0.00		0.000		2.510		389682.2248
67	Dec 2025		3.8135		0.00		951,495.05		951,495.05		75,000,000.00		0.00		0.00		0.00		0.000		2.547		373534.9501
68	Mar 2026		3.7328		0.00		925,548.75		925,548.75		75,000,000.00		0.00		0.00		0.00		0.000		2.584		358223.9231
69	Jun 2026		3.6553		0.00		930,850.25		930,850.25		75,000,000.00		0.00		0.00		0.00		0.000		2.621		355152.0774
70	Sep 2026		3.5815		0.00		916,226.66		916,226.66		75,000,000.00		0.00		0.00		0.00		0.000		2.658		344665.2248
71	Dec 2026		3.5117		0.00		892,514.54		892,514.54		75,000,000.00		0.00		0.00		0.00		0.000		2.695		331140.034
72	Mar 2027		3.4465		0.00		869,897.25		869,897.25		75,000,000.00		0.00		0.00		0.00		0.000		2.732		318420.8478
73	Jun 2027		3.3860		0.00		877,027.37		877,027.37		75,000,000.00		0.00		0.00		0.00		0.000		2.769		316680.0256
74	Sep 2027		3.3305		0.00		865,747.22		865,747.22		75,000,000.00		0.00		0.00		0.00		0.000		2.807		308413.5036
75	Dec 2027		3.2809		0.00		846,149.09		846,149.09		75,000,000.00		0.00		0.00		0.00		0.000		2.844		297468.5019
76	Mar 2028		3.2387		0.00		837,197.91		837,197.91		75,000,000.00		0.00		0.00		0.00		0.000		2.882		290482.361
77	Jun 2028		3.2019		0.00		838,748.09		838,748.09		75,000,000.00		0.00		0.00		0.00		0.000		2.920		287209.477
78	Sep 2028		3.1671		0.00		849,924.50		849,924.50		75,000,000.00		0.00		0.00		0.00		0.000		2.959		287250.8227
79	Dec 2028		3.1436		0.00		834,454.32		834,454.32		75,000,000.00		0.00		0.00		0.00		0.000		2.997		278409.5234
80	Mar 2029		3.1471		0.00		768,918.47		768,918.47		75,000,000.00		0.00		0.00		0.00		0.000		3.036		253291.0177
81	Jun 2029		3.1691		0.00		842,789.12		842,789.12		75,000,000.00		0.00		0.00		0.00		0.000		3.076		274012.2231
82	Sep 2029		3.1928		0.00		820,313.62		820,313.62		75,000,000.00		0.00		0.00		0.00		0.000		3.116		263218.553
83	Dec 2029		3.2169		0.00		824,838.98		824,838.98		75,000,000.00		0.00		0.00		0.00		0.000		3.157		261232.3202
84	Mar 2030		3.2413		0.00		829,425.19		829,425.19		75,000,000.00		0.00		0.00		0.00		0.000		3.199		259293.6974
85	Jun 2030		3.2659		0.00		834,064.67		834,064.67		75,000,000.00		0.00		0.00		0.00		0.000		3.242		257288.2548
86	Sep 2030		3.2908		0.00		838,749.46		838,749.46		75,000,000.00		0.00		0.00		0.00		0.000		3.286		255288.1858
87	Dec 2030		3.3158		0.00		843,472.18		843,472.18		75,000,000.00		0.00		0.00		0.00		0.000		3.330		253328.023
88	Mar 2031		3.3409		0.00		848,224.84		848,224.84		75,000,000.00		0.00		0.00		0.00		0.000		3.374		251404.8987
89	Jun 2031		3.3662		0.00		852,999.88		852,999.88		75,000,000.00		0.00		0.00		0.00		0.000		3.420		249406.2804
90	Sep 2031		3.3915		0.00		867,215.57		867,215.57		75,000,000.00		0.00		0.00		0.00		0.000		3.467		250122.896
91	Dec 2031		3.4168		0.00		862,585.78		862,585.78		75,000,000.00		0.00		0.00		0.00		0.000		3.515		245433.1872
92	Mar 2032		3.4420		0.00		867,381.29		867,381.29		75,000,000.00		0.00		0.00		0.00		0.000		3.563		243454.8119
93	Jun 2032		3.4672		0.00		881,752.34		881,752.34		75,000,000.00		0.00		0.00		0.00		0.000		3.612		244084.4044
94	Sep 2032		3.4923		0.00		886,575.06		886,575.06		75,000,000.00		0.00		0.00		0.00		0.000		3.663		242028.5197
95	Dec 2032		3.5172		0.00		881,684.78		881,684.78		75,000,000.00		0.00		0.00		0.00		0.000		3.714		237388.8244
96	Mar 2033		3.5420		0.00		876,658.50		876,658.50		75,000,000.00		0.00		0.00		0.00		0.000		3.765		232815.685
97	Jun 2033		3.5665		0.00		900,866.11		900,866.11		75,000,000.00		0.00		0.00		0.00		0.000		3.819		235894.8473
98	Sep 2033		3.5907		0.00		905,544.50		905,544.50		75,000,000.00		0.00		0.00		0.00		0.000		3.873		233785.6973
99	Dec 2033		3.6146		0.00		900,274.19		900,274.19		75,000,000.00		0.00		0.00		0.00		0.000		3.928		229178.2438
100	Mar 2034		3.6381		0.00		894,841.13		894,841.13		75,000,000.00		0.00		0.00		0.00		0.000		3.984		224634.5135
101	Jun 2034		3.6613		0.00		919,214.55		919,214.55		75,000,000.00		0.00		0.00		0.00		0.000		4.041		227467.9029
102	Sep 2034		3.6840		0.00		943,702.03		943,702.03		75,000,000.00		0.00		0.00		0.00		0.000		4.100		230189.7475
103	Dec 2034		3.7062		0.00		938,031.52		938,031.52		75,000,000.00		0.00		0.00		0.00		0.000		4.159		225558.8248
104	Mar 2035		3.7279		0.00		911,907.56		911,907.56		75,000,000.00		0.00		0.00		0.00		0.000		4.218		216186.7287
105	Jun 2035		3.7491		0.00		915,942.38		915,942.38		75,000,000.00		0.00		0.00		0.00		0.000		4.280		214004.5503
106	Sep 2035		3.7696		0.00		930,089.77		930,089.77		75,000,000.00		0.00		0.00		0.00		0.000		4.343		214157.8205
107	Dec 2035		3.7895		0.00		933,943.43		933,943.43		75,000,000.00		0.00		0.00		0.00		0.000		4.406		211948.7243
108	Mar 2036		3.8087		0.00		937,671.96		937,671.96		75,000,000.00		0.00		0.00		0.00		0.000		4.471		209720.8242
109	Jun 2036		3.8272		0.00		941,267.79		941,267.79		75,000,000.00		0.00		0.00		0.00		0.000		4.538		207441.2138
110	Sep 2036		3.8449		0.00		955,105.86		955,105.86		75,000,000.00		0.00		0.00		0.00		0.000		4.605		207398.314
111	Dec 2036		3.8618		0.00		948,034.21		948,034.21		75,000,000.00		0.00		0.00		0.00		0.000		4.673		202861.9823
112	Mar 2037		3.8778		0.00		940,732.69		940,732.69		75,000,000.00		0.00		0.00		0.00		0.000		4.742		198389.3185
113	Jun 2037		3.8930		49,157,558.38		964,653.73		50,122,212.12		25,842,441.62		0.00		0.00		0.00		0.000		4.813		10413615.72
114	Sep 2037		3.9073		25,842,441.62		333,370.46		26,175,812.08		0.00		0.00		0.00		0.00		0.000		4.886		5357659.552
115	Dec 2037		3.9119																		4.959		0

ALESCO Preferred Funding XV, Class D

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$677,147,440.97
Update:	Mar 31, 2009
Gross WAC:	4.4582
WA Amort Term:	336
Settle:	Apr 20,2009
Orig Deal Bal:	$681,000,000.00
Orig Collat Bal:	$667,000,000.00
Closed:	Mar 29,2007
WA Rem Term:	336
Cur Collat Bal:	$667,000,000.00
Next Pay:	Jun 23,2009
First Pay:	Jun 23,2007
Tranche Information

Tranche	D
CUSIP	01450BAF5
Coupon	3.7769
Type	MEZ_FLT
Orig Balance	50,000,000.00
Cur Balance	52,497,251.46
Capitalizes Defrd Int	Yes
Factor	1.0499
Orig Moody’s	NA
Curr Moody’s	NA
Orig S&P	NA
Orig Fitch	BBB
Curr Fitch	C
Accrual Date	03/23/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	2,967,697.70
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_3MO + 2.55
Floater Spread	2.5500
Stated Mat	12/23/2037
Freq	Quarterly
Business Day	Following
Daycount	Actual/360

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Yield		0 for 57 2 CPR, 0 CDR,85%Sev,Adv0%P&I,24		0 for 57 2 CPR, 1 for 60 0 CDR,85%Sev,Ad...		0 for 57 2 CPR, 2 for 60 0 CDR,85%Sev,Ad...		0 for 57 2 CPR, 3 for 60 0 CDR,85%Sev,Ad...		0 for 57 2 CPR, 4 for 60 0 CDR,85%Sev,Ad...
6.01	Price		100.000		66.475		30.483		0.296		-0.294
	Yield		6.010		6.010		6.010		6.010		6.010
	Disc Margin		255.000		251.000		248.000		249.000		400.000
	WAL		28.100		28.600		28.700		28.700		28.700
	Principal Window	Sep16 to Sep37		Mar21 to Sep37		Sep37 to Sep37		NA		NA
	Principal Writedown		0.00 (0.00%)		101,944,997.36 (194.19%)		209,656,618.73 (399.37%)		298,645,446.54 (568.88%)		300,394,914.30 (572.21%)
	Gross Principal Writedown		0.00 (0.00%)		101,944,997.36 (194.19%)		209,656,618.73 (399.37%)		298,645,446.54 (568.88%)		300,394,914.30 (572.21%)
	First Period of Writedown	NA			345.000		345.000		345.000		345.000
	Implied Writedown		(0.00) (-0.00%)		49,529,553.76 (94.35%)		49,529,553.76 (94.35%)		49,529,553.76 (94.35%)		49,529,553.76 (94.35%)
	Gross Implied Writedown		49,529,553.76 (94.35%)		70,085,514.30 (133.50%)		66,466,897.54 (126.61%)		49,529,553.76 (94.35%)		49,529,553.76 (94.35%)
	First Period of Implied Writedown		27.000		27.000		27.000		27.000		27.000
	Maturity #mos		342.000		345.000		345.000		345.000		345.000
	Total Collat Loss(Settled)		99,450,000.00 (14.91%)		122,349,950.19 (18.34%)		144,343,685.00 (21.64%)		165,458,366.33 (24.81%)		185,720,608.03 (27.84%)
	Total Collat Liquidation(Settled)		117,000,000.00 (17.54%)		143,941,117.87 (21.58%)		169,816,100.00 (25.46%)		194,656,901.57 (29.18%)		218,494,832.97 (32.76%)
	Accum Int Shortfall		0.000		52,415,443.600		160,127,064.970		249,115,892.780		250,865,360.540
	Min Credit Support Pct	NA		NA		NA		NA		NA
	Prepay Rate	0 for 57 2 CPR		0 for 57 2 CPR		0 for 57 2 CPR		0 for 57 2 CPR		0 for 57 2 CPR
	Prepay Style	Full stat		Full stat		Full stat		Full stat		Full stat
	YMP	Incl pnlty		Incl pnlty		Incl pnlty		Incl pnlty		Incl pnlty
	Prepay Monthly	No		No		No		No		No
	Default Rate	0 CDR		1 for 60 0 CDR		2 for 60 0 CDR		3 for 60 0 CDR		4 for 60 0 CDR
	Default Severity		85.000		85.000		85.000		85.000		85.000
	Servicer Advance	All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd
	Advance (% of P&I)		0.000		0.000		0.000		0.000		0.000
	Recovery Lag		24.000		24.000		24.000		24.000		24.000
	Recovery Time Series		100.000		100.000		100.000		100.000		100.000
	Liquidation Time Series		0.000		0.000		0.000		0.000		0.000
	Rate During Init Recov Lag		0.000		0.000		0.000		0.000		0.000
	Severity During Init Recov Lag		0.000		0.000		0.000		0.000		0.000
	Default Monthly	No		No		No		No		No
	Already Defaulted Severity (%)		85.000		85.000		85.000		85.000		85.000
	Already Defaulted Lag		24.000		24.000		24.000		24.000		24.000
	Already Defaulted Time Series		100.000		100.000		100.000		100.000		100.000
	Already Defaulted Liq Time Series		0.000		0.000		0.000		0.000		0.000
	Already Defaulted Advance (%)		0.000		0.000		0.000		0.000		0.000
	Already Defaulted Serv Advance	DOES NOT ADVANCE		DOES NOT ADVANCE		DOES NOT ADVANCE		DOES NOT ADVANCE		DOES NOT ADVANCE
	Opt Redem		N/N		N/N		N/N		N/N		N/N
	LIBOR_3MO		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.900471 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.413911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3.526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.900471 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.413911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3.526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.900471 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.413911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3.526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.900471 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.413911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3.526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.900471 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.413911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3.526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.448	0.885	1.113	1.347	1.533	1.647	1.698	1.741	1.785	1.827	1.870	1.913	1.420	1.757	2.074	2.321	2.523	2.677	2.796	2.895	2.984	3.064	3.134	3.192	3.239	3.280	3.342	3.361

ALESCO Preferred Funding XVI, Class D

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	506,126,995.57
Update:	Mar 16, 2009
Gross WAC:		4.3232
WA Amort Term:		332
Settle:	Apr 20,2009
Orig Deal Bal:	$	508,750,000.00
Orig Collat Bal:	$	500,000,000.00
Closed:	Jun 28,2007
WA Rem Term:		332
Cur Collat Bal:	$	500,000,000.00
Next Pay:	Jun 23,2009
First Pay:	Sep 23,2007

Tranche Information

Tranche	D
CUSIP	01450GAE7
Coupon	3.4769
Type	MEZ_FLT
Orig Balance	28,500,000.00
Cur Balance	29,540,513.38
Capitalizes Defrd Int	Yes
Factor	1.0365
Orig Moody’s	NA
Curr Moody’s	NR
Orig S&P	NA
Orig Fitch	BBB
Curr Fitch	C
Accrual Date	03/23/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	1,040,513.38
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_3MO + 2.25
Floater Spread	2.2500
Stated Mat	03/23/2038
Freq	Quarterly
Business Day	Following
Daycount	Actual/360
Has Credit Enh	Yes

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Disc Margin			0 for 60 2 CPR, 0 CDR,15%Rec,Adv0%P&I,24		0 for 60 2 CPR, 1 for 60 0 CDR,15%Rec,Ad		0 for 60 2 CPR, 2 for 60 0 CDR,15%Rec,Ad			0 for 60 2 CPR, 3 for 60 0 CDR,15%Rec,Ad		0 for 60 2 CPR, 4 for 60 0 CDR,15%Rec,Ad
225	Disc Margin		225.00		225.00		225.00			225.00		225.00
	Price		100.00		84.71		37.20			(0.27)		(0.27	)
	Yield @ Center		5.58		5.63		5.65			40.00		40.00
	WAL		25.66		28.70		28.91			28.93		28.93
	Mod Durn		17.46		20.45		22.88			—		—
	Mod Convexity		3.65		4.66		5.45			—		—
	Principal Window	Jun26 to Sep37		Sep37 to Dec37		Dec37 to Dec37			NA		NA
	Principal Writedown		0.00 (0.00%)		23,245,540.62 (78.69%)		95,491,156.29 (323.25%)			152,459,134.82 (516.10%)		152,459,134.82 (516.10%)
	Maturity #mos		342		348		348			348		348
	Total Collat Loss(Settled)		66,725,000.00 (13.35%)		84,080,951.94 (16.82%)		100,755,800.41 (20.15%)			116,769,850.26 (23.35%)		132,142,997.45 (26.43%)
	Total Collat Loss w/ History(Settled)		66,725,000.00 (13.35%)		84,080,951.94 (16.82%)		100,755,800.41 (20.15%)			116,769,850.26 (23.35%)		132,142,997.45 (26.43%)
	Total Collat Liquidation(Settled)		78,500,000.00 (15.70%)		98,918,766.99 (19.78%)		118,536,235.78 (23.71%)			137,376,294.42 (27.48%)		155,462,349.94 (31.09%)
	Accum Int Shortfall		0		329,516		66,991,156			123,959,135		123,959,135
	Accum Coup Cap Shortfall	NA		NA		NA			NA		NA
	Min Credit Support Pct	NA		NA		NA			NA		NA
	Yld Crv Shock		0		0		0			0		0
	Prepay Rate	0 for 60 2 CPR		0 for 60 2 CPR		0 for 60 2 CPR			0 for 60 2 CPR		0 for 60 2 CPR
	Prepay Style	Full stat		Full stat		Full stat			Full stat		Full stat
	YMP	Incl pnlty		Incl pnlty		Incl pnlty			Incl pnlty		Incl pnlty
	Prepay Monthly	No		No		No			No		No
	Default Rate	0 CDR		1 for 60 0 CDR		2 for 60 0 CDR			3 for 60 0 CDR		4 for 60 0 CDR
	Default Recovery		15		15		15			15		15
	Servicer Advance	All but newly liqdtd		All but newly liqdtd		All but newly liqdtd			All but newly liqdtd		All but newly liqdtd
	Advance (% of P&I)		0		0		0			0		0
	Recovery Lag		24		24		24			24		24
	Recovery Time Series		100		100		100			100		100
	Liquidation Time Series		0		0		0			0		0
	Rate During Init Recov Lag		0		0		0			0		0
	Severity During Init Recov Lag		0		0		0			0		0
	Default Monthly	No		No		No			No		No
	Already Defaulted Recovery (%)		0		0		0			0		0
	Already Defaulted Lag		0		0		0			0		0
	Already Defaulted Time Series		100		100		100			100		100
	Already Defaulted Liq Time Series		0		0		0			0		0
	Already Defaulted Advance (%)		0		0		0			0		0
	Already Defaulted Serv Advance	All but newly liqdtd		All but newly liqdtd		All but newly liqdtd			All but newly liqdtd		All but newly liqdtd
	Opt Redem		N/N		N/N		N/N			N/N		N/N
	Use Asset-level	TRUE		TRUE		TRUE			TRUE		TRUE
	LIBOR_3MO		1.113000 1.646052 1.962106		1.113000 1.646052 1.962106		1.113000 1.646052 1.962106			1.113000 1.646052 1.962106		1.113000 1.646052 1.962106
			2.174948 2.156318 2.074416		2.174948 2.156318 2.074416		2.174948 2.156318 2.074416			2.174948 2.156318 2.074416		2.174948 2.156318 2.074416
			2.044166 2.107129 2.188598		2.044166 2.107129 2.188598		2.044166 2.107129 2.188598			2.044166 2.107129 2.188598		2.044166 2.107129 2.188598
			2.266655 2.259887 2.126585		2.266655 2.259887 2.126585		2.266655 2.259887 2.126585			2.266655 2.259887 2.126585		2.266655 2.259887 2.126585
			1.864758 1.564595 1.263534		1.864758 1.564595 1.263534		1.864758 1.564595 1.263534			1.864758 1.564595 1.263534		1.864758 1.564595 1.263534
			0.976163 0.717036 0.500678		0.976163 0.717036 0.500678		0.976163 0.717036 0.500678			0.976163 0.717036 0.500678		0.976163 0.717036 0.500678
			0.341605 0.254330 0.253395		0.341605 0.254330 0.253395		0.341605 0.254330 0.253395			0.341605 0.254330 0.253395		0.341605 0.254330 0.253395
			0.353392 0.561480 0.852417		0.353392 0.561480 0.852417		0.353392 0.561480 0.852417			0.353392 0.561480 0.852417		0.353392 0.561480 0.852417
			1.186796 1.525395 1.854199		1.186796 1.525395 1.854199		1.186796 1.525395 1.854199			1.186796 1.525395 1.854199		1.186796 1.525395 1.854199
			2.166089 2.453929 2.710571		2.166089 2.453929 2.710571		2.166089 2.453929 2.710571			2.166089 2.453929 2.710571		2.166089 2.453929 2.710571
			2.928857 3.101627 3.221727		2.928857 3.101627 3.221727		2.928857 3.101627 3.221727			2.928857 3.101627 3.221727		2.928857 3.101627 3.221727
			3.282013 3.279898 3.231930		3.282013 3.279898 3.231930		3.282013 3.279898 3.231930			3.282013 3.279898 3.231930		3.282013 3.279898 3.231930
			3.161893 3.091967 3.028153		3.161893 3.091967 3.028153		3.161893 3.091967 3.028153			3.161893 3.091967 3.028153		3.161893 3.091967 3.028153
			2.972161 2.925704 2.890493		2.972161 2.925704 2.890493		2.972161 2.925704 2.890493			2.972161 2.925704 2.890493		2.972161 2.925704 2.890493
			2.868239 2.860656 2.869456		2.868239 2.860656 2.869456		2.868239 2.860656 2.869456			2.868239 2.860656 2.869456		2.868239 2.860656 2.869456
			2.896356 2.941647 2.999679		2.896356 2.941647 2.999679		2.896356 2.941647 2.999679			2.896356 2.941647 2.999679		2.896356 2.941647 2.999679
			3.062730 3.123806 3.181154		3.062730 3.123806 3.181154		3.062730 3.123806 3.181154			3.062730 3.123806 3.181154		3.062730 3.123806 3.181154
			3.234391 3.283133 3.326998		3.234391 3.283133 3.326998		3.234391 3.283133 3.326998			3.234391 3.283133 3.326998		3.234391 3.283133 3.326998
			3.365602 3.398563 3.425498		3.365602 3.398563 3.425498		3.365602 3.398563 3.425498			3.365602 3.398563 3.425498		3.365602 3.398563 3.425498
			3.446023 3.460181 3.469760		3.446023 3.460181 3.469760		3.446023 3.460181 3.469760			3.446023 3.460181 3.469760		3.446023 3.460181 3.469760
			3.477129 3.484397 3.492092		3.477129 3.484397 3.492092		3.477129 3.484397 3.492092			3.477129 3.484397 3.492092		3.477129 3.484397 3.492092
			3.500331 3.509232 3.518913		3.500331 3.509232 3.518913		3.500331 3.509232 3.518913			3.500331 3.509232 3.518913		3.500331 3.509232 3.518913
			3.529493 3.541088 3.553817		3.529493 3.541088 3.553817		3.529493 3.541088 3.553817			3.529493 3.541088 3.553817		3.529493 3.541088 3.553817
			3.567798 3.582985 3.598661		3.567798 3.582985 3.598661		3.567798 3.582985 3.598661			3.567798 3.582985 3.598661		3.567798 3.582985 3.598661
			3.613898 3.627874 3.640389		3.613898 3.627874 3.640389		3.613898 3.627874 3.640389			3.613898 3.627874 3.640389		3.613898 3.627874 3.640389
			3.651397 3.660857 3.668725		3.651397 3.660857 3.668725		3.651397 3.660857 3.668725			3.651397 3.660857 3.668725		3.651397 3.660857 3.668725
			3.674958 3.679511 3.682343		3.674958 3.679511 3.682343		3.674958 3.679511 3.682343			3.674958 3.679511 3.682343		3.674958 3.679511 3.682343
			3.683410 3.682798 3.681125		3.683410 3.682798 3.681125		3.683410 3.682798 3.681125	��		3.683410 3.682798 3.681125		3.683410 3.682798 3.681125
			3.679171 3.677623 3.676676		3.679171 3.677623 3.676676		3.679171 3.677623 3.676676			3.679171 3.677623 3.676676		3.679171 3.677623 3.676676
			3.676395 3.676848 3.678100		3.676395 3.676848 3.678100		3.676395 3.676848 3.678100			3.676395 3.676848 3.678100		3.676395 3.676848 3.678100
			3.680218 3.683269 3.687319		3.680218 3.683269 3.687319		3.680218 3.683269 3.687319			3.680218 3.683269 3.687319		3.680218 3.683269 3.687319
			3.692435 3.698590 3.705368		3.692435 3.698590 3.705368		3.692435 3.698590 3.705368			3.692435 3.698590 3.705368		3.692435 3.698590 3.705368
			3.712242 3.718751 3.724801		3.712242 3.718751 3.724801		3.712242 3.718751 3.724801			3.712242 3.718751 3.724801		3.712242 3.718751 3.724801
			3.730388 3.735508 3.740157		3.730388 3.735508 3.740157		3.730388 3.735508 3.740157			3.730388 3.735508 3.740157		3.730388 3.735508 3.740157
			3.744332 3.748030 3.751246		3.744332 3.748030 3.751246		3.744332 3.748030 3.751246			3.744332 3.748030 3.751246		3.744332 3.748030 3.751246
			3.753978 3.756327 3.758818		3.753978 3.756327 3.758818		3.753978 3.756327 3.758818			3.753978 3.756327 3.758818		3.753978 3.756327 3.758818
			3.762104 3.766756 3.772942		3.762104 3.766756 3.772942		3.762104 3.766756 3.772942			3.762104 3.766756 3.772942		3.762104 3.766756 3.772942
			3.780727 3.790177 3.801357		3.780727 3.790177 3.801357		3.780727 3.790177 3.801357			3.780727 3.790177 3.801357		3.780727 3.790177 3.801357
			3.814333 3.829171 3.845936		3.814333 3.829171 3.845936		3.814333 3.829171 3.845936			3.814333 3.829171 3.845936		3.814333 3.829171 3.845936
			3.864694 3.885288 3.906656		3.864694 3.885288 3.906656		3.864694 3.885288 3.906656			3.864694 3.885288 3.906656		3.864694 3.885288 3.906656
			3.927473 3.946592 3.963727		3.927473 3.946592 3.963727		3.927473 3.946592 3.963727			3.927473 3.946592 3.963727		3.927473 3.946592 3.963727
			3.978811 3.991777 4.002557		3.978811 3.991777 4.002557		3.978811 3.991777 4.002557			3.978811 3.991777 4.002557		3.978811 3.991777 4.002557
			4.011084 4.017292 4.021113		4.011084 4.017292 4.021113		4.011084 4.017292 4.021113			4.011084 4.017292 4.021113		4.011084 4.017292 4.021113
			4.022480 4.021508 4.019047		4.022480 4.021508 4.019047		4.022480 4.021508 4.019047			4.022480 4.021508 4.019047		4.022480 4.021508 4.019047
			4.016157 4.013750 4.012036		4.016157 4.013750 4.012036		4.016157 4.013750 4.012036			4.016157 4.013750 4.012036		4.016157 4.013750 4.012036
			4.011047 4.010813 4.011365		4.011047 4.010813 4.011365		4.011047 4.010813 4.011365			4.011047 4.010813 4.011365		4.011047 4.010813 4.011365
			4.012735 4.014953 4.018051		4.012735 4.014953 4.018051		4.012735 4.014953 4.018051			4.012735 4.014953 4.018051		4.012735 4.014953 4.018051
			4.022059 4.026888 4.031953		4.022059 4.026888 4.031953		4.022059 4.026888 4.031953			4.022059 4.026888 4.031953		4.022059 4.026888 4.031953
			4.036528 4.039992 4.042195		4.036528 4.039992 4.042195		4.036528 4.039992 4.042195			4.036528 4.039992 4.042195		4.036528 4.039992 4.042195
			4.043107 4.042699 4.040942		4.043107 4.042699 4.040942		4.043107 4.042699 4.040942			4.043107 4.042699 4.040942		4.043107 4.042699 4.040942
			4.037807 4.033264 4.027284		4.037807 4.033264 4.027284		4.037807 4.033264 4.027284			4.037807 4.033264 4.027284		4.037807 4.033264 4.027284
			4.019837 4.011055 4.001714		4.019837 4.011055 4.001714		4.019837 4.011055 4.001714			4.019837 4.011055 4.001714		4.019837 4.011055 4.001714
			3.992775 3.985062 3.978777		3.992775 3.985062 3.978777		3.992775 3.985062 3.978777			3.992775 3.985062 3.978777		3.992775 3.985062 3.978777
			3.973962 3.970663 3.968922		3.973962 3.970663 3.968922		3.973962 3.970663 3.968922			3.973962 3.970663 3.968922		3.973962 3.970663 3.968922
			3.968784 3.970293 3.973493		3.968784 3.970293 3.973493		3.968784 3.970293 3.973493			3.968784 3.970293 3.973493		3.968784 3.970293 3.973493
			3.978427 3.984931 3.992000		3.978427 3.984931 3.992000		3.978427 3.984931 3.992000			3.978427 3.984931 3.992000		3.978427 3.984931 3.992000
			3.998391 4.003041 4.005700		3.998391 4.003041 4.005700		3.998391 4.003041 4.005700			3.998391 4.003041 4.005700		3.998391 4.003041 4.005700
			4.006324 4.004868 4.001286		4.006324 4.004868 4.001286		4.006324 4.004868 4.001286			4.006324 4.004868 4.001286		4.006324 4.004868 4.001286
			3.995535 3.987569 3.977344		3.995535 3.987569 3.977344		3.995535 3.987569 3.977344			3.995535 3.987569 3.977344		3.995535 3.987569 3.977344
			3.964816 3.950075 3.933758		3.964816 3.950075 3.933758		3.964816 3.950075 3.933758			3.964816 3.950075 3.933758		3.964816 3.950075 3.933758
			3.916652 3.899427 3.882228		3.916652 3.899427 3.882228		3.916652 3.899427 3.882228			3.916652 3.899427 3.882228		3.916652 3.899427 3.882228
			3.865061 3.847937 3.830864		3.865061 3.847937 3.830864		3.865061 3.847937 3.830864			3.865061 3.847937 3.830864		3.865061 3.847937 3.830864
			3.813850 3.796905 3.780037		3.813850 3.796905 3.780037		3.813850 3.796905 3.780037			3.813850 3.796905 3.780037		3.813850 3.796905 3.780037
			3.763255 3.746568 3.729986		3.763255 3.746568 3.729986		3.763255 3.746568 3.729986			3.763255 3.746568 3.729986		3.763255 3.746568 3.729986
			3.713516 3.697168 3.680951		3.713516 3.697168 3.680951		3.713516 3.697168 3.680951			3.713516 3.697168 3.680951		3.713516 3.697168 3.680951
			3.664873 3.648944 3.633172		3.664873 3.648944 3.633172		3.664873 3.648944 3.633172			3.664873 3.648944 3.633172		3.664873 3.648944 3.633172
			3.617567 3.602137 3.586891		3.617567 3.602137 3.586891		3.617567 3.602137 3.586891			3.617567 3.602137 3.586891		3.617567 3.602137 3.586891
			3.571838 3.556988 3.542348		3.571838 3.556988 3.542348		3.571838 3.556988 3.542348			3.571838 3.556988 3.542348		3.571838 3.556988 3.542348
			3.527927 3.513734 3.499777		3.527927 3.513734 3.499777		3.527927 3.513734 3.499777			3.527927 3.513734 3.499777		3.527927 3.513734 3.499777
			3.486065 3.472608 3.459415		3.486065 3.472608 3.459415		3.486065 3.472608 3.459415			3.486065 3.472608 3.459415		3.486065 3.472608 3.459415
			3.446498 3.433865 3.421527		3.446498 3.433865 3.421527		3.446498 3.433865 3.421527			3.446498 3.433865 3.421527		3.446498 3.433865 3.421527
			3.409492 3.397768 3.386360		3.409492 3.397768 3.386360		3.409492 3.397768 3.386360			3.409492 3.397768 3.386360		3.409492 3.397768 3.386360
			3.375271 3.364503 3.354066		3.375271 3.364503 3.354066		3.375271 3.364503 3.354066			3.375271 3.364503 3.354066		3.375271 3.364503 3.354066
			3.343967 3.334220 3.324850		3.343967 3.334220 3.324850		3.343967 3.334220 3.324850			3.343967 3.334220 3.324850		3.343967 3.334220 3.324850
			3.315891 3.307369 3.299298		3.315891 3.307369 3.299298		3.315891 3.307369 3.299298			3.315891 3.307369 3.299298		3.315891 3.307369 3.299298
			3.291688 3.284535 3.277777		3.291688 3.284535 3.277777		3.291688 3.284535 3.277777			3.291688 3.284535 3.277777		3.291688 3.284535 3.277777
			3.271338 3.265151 3.259210		3.271338 3.265151 3.259210		3.271338 3.265151 3.259210			3.271338 3.265151 3.259210		3.271338 3.265151 3.259210
			3.253519 3.248138 3.243347		3.253519 3.248138 3.243347		3.253519 3.248138 3.243347			3.253519 3.248138 3.243347		3.253519 3.248138 3.243347
			3.239482 3.236834 3.235479		3.239482 3.236834 3.235479		3.239482 3.236834 3.235479			3.239482 3.236834 3.235479		3.239482 3.236834 3.235479
			3.235438 3.236658 3.238782		3.235438 3.236658 3.238782		3.235438 3.236658 3.238782			3.235438 3.236658 3.238782		3.235438 3.236658 3.238782
			3.241367 3.244043 3.246732		3.241367 3.244043 3.246732		3.241367 3.244043 3.246732			3.241367 3.244043 3.246732		3.241367 3.244043 3.246732
			3.249436 3.252153 3.254882		3.249436 3.252153 3.254882		3.249436 3.252153 3.254882			3.249436 3.252153 3.254882		3.249436 3.252153 3.254882
			3.257624 3.260377 3.263142		3.257624 3.260377 3.263142		3.257624 3.260377 3.263142			3.257624 3.260377 3.263142		3.257624 3.260377 3.263142
			3.265917 3.268702 3.271497		3.265917 3.268702 3.271497		3.265917 3.268702 3.271497			3.265917 3.268702 3.271497		3.265917 3.268702 3.271497
			3.274301 3.277114 3.279934		3.274301 3.277114 3.279934		3.274301 3.277114 3.279934			3.274301 3.277114 3.279934		3.274301 3.277114 3.279934
			3.282762 3.285598 3.288439		3.282762 3.285598 3.288439		3.282762 3.285598 3.288439			3.282762 3.285598 3.288439		3.282762 3.285598 3.288439
			3.291287 3.294140 3.296998		3.291287 3.294140 3.296998		3.291287 3.294140 3.296998			3.291287 3.294140 3.296998		3.291287 3.294140 3.296998
			3.299861 3.302727 3.305597		3.299861 3.302727 3.305597		3.299861 3.302727 3.305597			3.299861 3.302727 3.305597		3.299861 3.302727 3.305597
			3.308470 3.311345 3.314222		3.308470 3.311345 3.314222		3.308470 3.311345 3.314222			3.308470 3.311345 3.314222		3.308470 3.311345 3.314222
			3.317100 3.319979 3.322858		3.317100 3.319979 3.322858		3.317100 3.319979 3.322858			3.317100 3.319979 3.322858		3.317100 3.319979 3.322858
			3.325737 3.328616 3.331493		3.325737 3.328616 3.331493		3.325737 3.328616 3.331493			3.325737 3.328616 3.331493		3.325737 3.328616 3.331493
			3.334368 3.337241 3.340111		3.334368 3.337241 3.340111		3.334368 3.337241 3.340111			3.334368 3.337241 3.340111		3.334368 3.337241 3.340111
			3.342978 3.345841 3.348700		3.342978 3.345841 3.348700		3.342978 3.345841 3.348700			3.342978 3.345841 3.348700		3.342978 3.345841 3.348700
			3.351553 3.354402 3.357244		3.351553 3.354402 3.357244		3.351553 3.354402 3.357244			3.351553 3.354402 3.357244		3.351553 3.354402 3.357244
			3.360080 3.362909 3.365730		3.360080 3.362909 3.365730		3.360080 3.362909 3.365730			3.360080 3.362909 3.365730		3.360080 3.362909 3.365730
			3.368544 3.371348 3.374144		3.368544 3.371348 3.374144		3.368544 3.371348 3.374144			3.368544 3.371348 3.374144		3.368544 3.371348 3.374144
			3.376931 3.379707 3.382472		3.376931 3.379707 3.382472		3.376931 3.379707 3.382472			3.376931 3.379707 3.382472		3.376931 3.379707 3.382472
			3.385227 3.387970 3.390700		3.385227 3.387970 3.390700		3.385227 3.387970 3.390700			3.385227 3.387970 3.390700		3.385227 3.387970 3.390700
			3.393418 3.396123 3.398814		3.393418 3.396123 3.398814		3.393418 3.396123 3.398814			3.393418 3.396123 3.398814		3.393418 3.396123 3.398814
			3.401491 3.404153 3.406800		3.401491 3.404153 3.406800		3.401491 3.404153 3.406800			3.401491 3.404153 3.406800		3.401491 3.404153 3.406800
			3.409431 3.412046 3.414644		3.409431 3.412046 3.414644		3.409431 3.412046 3.414644			3.409431 3.412046 3.414644		3.409431 3.412046 3.414644
			3.417225 3.419787 3.422332		3.417225 3.419787 3.422332		3.417225 3.419787 3.422332			3.417225 3.419787 3.422332		3.417225 3.419787 3.422332
			3.424857 3.427363 3.429850		3.424857 3.427363 3.429850		3.424857 3.427363 3.429850			3.424857 3.427363 3.429850		3.424857 3.427363 3.429850
			3.432315 3.434760 3.437183		3.432315 3.434760 3.437183		3.432315 3.434760 3.437183			3.432315 3.434760 3.437183		3.432315 3.434760 3.437183
			3.439585 3.441963 3.444319		3.439585 3.441963 3.444319		3.439585 3.441963 3.444319			3.439585 3.441963 3.444319		3.439585 3.441963 3.444319
			3.446651 3.448959 3.451243		3.446651 3.448959 3.451243		3.446651 3.448959 3.451243			3.446651 3.448959 3.451243		3.446651 3.448959 3.451243
			3.453501 3.455734 3.457940		3.453501 3.455734 3.457940		3.453501 3.455734 3.457940			3.453501 3.455734 3.457940		3.453501 3.455734 3.457940
			3.460120 3.462272 3.464397		3.460120 3.462272 3.464397		3.460120 3.462272 3.464397			3.460120 3.462272 3.464397		3.460120 3.462272 3.464397
			3.466494 3.468562 3.470601		3.466494 3.468562 3.470601		3.466494 3.468562 3.470601			3.466494 3.468562 3.470601		3.466494 3.468562 3.470601
			3.472611 3.474591 3.476540		3.472611 3.474591 3.476540		3.472611 3.474591 3.476540			3.472611 3.474591 3.476540		3.472611 3.474591 3.476540
			3.478457 3.480340 3.482191		3.478457 3.480340 3.482191		3.478457 3.480340 3.482191			3.478457 3.480340 3.482191		3.478457 3.480340 3.482191
			3.484007 3.485789 3.487538		3.484007 3.485789 3.487538		3.484007 3.485789 3.487538			3.484007 3.485789 3.487538		3.484007 3.485789 3.487538
			3.489254 3.490940 3.492595		3.489254 3.490940 3.492595		3.489254 3.490940 3.492595			3.489254 3.490940 3.492595		3.489254 3.490940 3.492595
			3.494218 3.495809 3.497359		3.494218 3.495809 3.497359		3.494218 3.495809 3.497359			3.494218 3.495809 3.497359		3.494218 3.495809 3.497359
			3.498863 3.500313 3.501708		3.498863 3.500313 3.501708		3.498863 3.500313 3.501708			3.498863 3.500313 3.501708		3.498863 3.500313 3.501708
			3.503046 3.504332 3.505587		3.503046 3.504332 3.505587		3.503046 3.504332 3.505587			3.503046 3.504332 3.505587		3.503046 3.504332 3.505587
			3.506838 3.508106 3.509397		3.506838 3.508106 3.509397		3.506838 3.508106 3.509397			3.506838 3.508106 3.509397		3.506838 3.508106 3.509397
			3.510710 3.512030 3.513271		3.510710 3.512030 3.513271		3.510710 3.512030 3.513271			3.510710 3.512030 3.513271		3.510710 3.512030 3.513271
			3.514330 3.515122 3.515625		3.514330 3.515122 3.515625		3.514330 3.515122 3.515625			3.514330 3.515122 3.515625		3.514330 3.515122 3.515625
			3.515836		3.515836		3.515836			3.515836		3.515836
	10 (81484WAA2,57031)	Already Defaulted Recovery (%):15,Already Defaulted Lag:24,Already Defaulted Advance (%):0
	36 (200513AA7,59094)	Already Defaulted Recovery (%):15,Already Defaulted Lag:24,Already Defaulted Advance (%):0
	21 (20343XAA9,58107-x1)	Already Defaulted Recovery (%):15,Already Defaulted Lag:24,Already Defaulted Advance (%):0
	22 (20343XAA9,58107-x2)	Already Defaulted Recovery (%):15,Already Defaulted Lag:24,Already Defaulted Advance (%):0
	24 (001914,58434)	Already Defaulted Recovery (%):15,Already Defaulted Lag:24,Already Defaulted Advance (%):0
	27 (66285LAA8,58917)	Already Defaulted Recovery (%):15,Already Defaulted Lag:24,Already Defaulted Advance (%):0
	28 (05530TAA2,58998)	Already Defaulted Recovery (%):15,Already Defaulted Lag:24,Already Defaulted Advance (%):0
	3 (45668DAA7,56092)	Already Defaulted Recovery (%):15,Already Defaulted Lag:24,Already Defaulted Advance (%):0
	35 (23410JAA2,59091)	Already Defaulted Recovery (%):15,Already Defaulted Lag:24,Already Defaulted Advance (%):0
	38 (00829FAA3,59100)	Already Defaulted Recovery (%):15,Already Defaulted Lag:24,Already Defaulted Advance (%):0

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.448	0.885	1.113	1.347	1.533	1.647	1.698	1.741	1.785	1.827	1.870	1.913	1.398	1.724	2.029	2.268	2.464	2.621	2.741	2.839	2.923	3.005	3.075	3.135	3.183	3.225	3.282	3.309

ALESCO Preferred Funding XVI, Class C

Deal Information

Deal Type:		CDO
Cur Deal Bal:	$	506,126,995.57
Update:		Mar 16, 2009
Gross WAC:		4.3232
WA Amort Term:		332
Settle:		Apr 29,2009
Orig Deal Bal:	$	508,750,000.00
Orig Collat Bal:	$	500,000,000.00
Closed:		Jun 28,2007
WA Rem Term:		332
Cur Collat Bal:	$	500,000,000.00
Next Pay:		Jun 23,2009
First Pay:		Sep 23,2007

Tranche Information

Tranche	C
CUSIP	01450GAC1
Coupon	2.3269
Type	MEZ_FLT
Orig Balance	85,250,000.00
Cur Balance	85,250,000.00
Capitalizes Defrd Int	Yes
Factor	1.0000
Orig Moody’s	A3
Curr Moody’s	Ca
Orig S&P	NA
Orig Fitch	A-
Curr Fitch	CC
Accrual Date	03/23/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	0.00
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_3MO + 1.10
Floater Spread	1.1000
Stated Mat	03/23/2038
Freq	Quarterly
Daycount	Actual/360
Has Credit Enh	Yes

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Disc Margin		0 for 60 2 CPR, 0 CDR,15%Rec,Adv0%P&I,24...		0 for 60 2  CPR, 1 for 60 0 CDR,15%Rec,Ad...			0 for 60 2 CPR, 2 for 60 0 CDR,15%Rec,Ad...		0 for 60 2 CPR, 3 for 60 0 CDR,15%Rec,Ad...		0 for 60 2 CPR, 4 for 60  0 CDR,15%Rec,Ad...
199	Disc Margin		199.00		199.00			199.00		199.00		199.00
Book Price = 83.09	Price		86.91		86.91			86.90		83.03		65.56
	Yield @ Center		5.46		5.46			5.46		5.47		5.50
	WAL		28		28			28		26		28
	Mod Durn		15		15			15		16		16
	Mod Convexity		3		3			3		3		3
	Principal Window		Sep37 to Sep37		Sep37 to Sep37			Sep37 to Dec37		Jun11 to Dec37		Dec16 to Dec37
	Principal Writedown		0.00(0.00%)		0.00(0.00%)	��		0.00(0.00%)		13,997,419.47(16.42%)		79,117,190.22(92.81%)
	Maturity #mos		341		341			344		347		347
	Total Collat Loss(Settled)		66,725,000.00 (13.35%)		84,080,951.94 (16.82%)			100,755,800.41 (20.15%)		116,769,850.26 (23.35%)		132,142,997.45 (26.43%)
	Total Collat Loss w/ History(Settled)		66,725,000.00 (13.35%)		84,080,951.94 (16.82%)			100,755,800.41 (20.15%)		116,769,850.26 (23.35%)		132,142,997.45 (26.43%)
	Total Collat Liquidation(Settled)		78,500,000.00 (15.70%)		98,918,766.99 (19.78%)			118,536,235.78 (23.71%)		137,376,294.42 (27.48%)		155,462,349.94 (31.09%)
	Accum Int Shortfall		0		0			0		168,036		949,783
	Accum Coup Cap Shortfall		NA		NA			NA		NA		NA
	Min Credit Support Pct		NA		NA			NA		NA		NA
	Yld Crv Shock		0		0			0		0		0
	Prepay Rate		0 for 60 2 CPR		0 for 60 2 CPR			0 for 60 2 CPR		0 for 60 2 CPR		0 for 60 2 CPR
	Prepay Style		Full stat		Full stat			Full stat		Full stat		Full stat
	YMP		Incl pnlty		Incl pnlty			Incl pnlty		Incl pnlty		Incl pnlty
	Prepay Monthly		No		No			No		No		No
	Default Rate		0 CDR		1 for 60 0 CDR			2 for 60 0 CDR		3 for 60 0 CDR		4 for 60 0 CDR
	Default Recovery		15		15			15		15		15
	Servicer Advance		All but newly liqdtd		All but newly liqdtd			All but newly liqdtd		All but newly liqdtd		All but newly liqdtd
	Advance (% of P&I)		0		0			0		0		0
	Recovery Lag		24		24			24		24		24
	Recovery Time Series		100		100			100		100		100
	Liquidation Time Series		0		0			0		0		0
	Rate During Init Recov Lag		0		0			0		0		0
	Severity During Init Recov Lag		0		0			0		0		0
	Default Monthly		No		No			No		No		No
	Already Defaulted Recovery (%)		0		0			0		0		0
	Already Defaulted Lag		0		0			0		0		0
	Already Defaulted Time Series		100		100			100		100		100
	Already Defaulted Liq Time Series		0		0			0		0		0
	Already Defaulted Advance (%)		0		0			0		0		0
	Already Defaulted Serv Advance		All but newly liqdtd		All but newly liqdtd			All but newly liqdtd		All but newly liqdtd		All but newly liqdtd
	Opt Redem		N/N		N/N			N/N		N/N		N/N
	Use Asset-level		TRUE		TRUE			TRUE		TRUE		TRUE
	LIBOR_3MO		1.073000 1.599753 1.935885 2.163197 2.179158 2.102787 2.098988 2.154807 2.241722 2.334726 2.354250 2.256017 2.030383 1.766649 1.501837 1.249661 1.023811 0.837950 0.705736 0.640826 0.656905 0.767701 0.979889 1.269398 1.598710 1.930490 2.251314 2.554304 2.832569 3.079203 3.287295 3.449931 3.560204 3.611219 3.600587 3.544846 3.467686 3.391211 3.321519 3.260468 3.209915 3.171719 3.147736 3.139824 3.149845 3.179661 3.229522 3.292953 3.361137 3.426074 3.485701 3.539504 3.586969 3.627584 3.660834 3.686207 3.703189 3.711268 3.710568 3.703833 3.694676 3.686319 3.679615 3.674801 3.672113 3.671789 3.674067 3.679183 3.687376 3.698882 3.713632 3.730292 3.747130 3.762618 3.776391 3.788384 3.798530 3.806764 3.813020 3.817233 3.819335 3.819263 3.817106 3.813591 3.809644 3.806076 3.803105 3.800799 3.799223 3.798443 3.798525 3.799536 3.801542 3.804608 3.808744 3.813718 3.819228 3.825016 3.831047 3.837345 3.843931 3.850830 3.858064 3.865656 3.873628 3.882004 3.890813 3.900106 3.909945 3.92 0385 3.931457 3.943189 3.955608 3.968740 3.982613 3.997253 4.012687 4.028941 4.045913 4.062966 4.079311 4.094263 4.107641 4.119395 4.129474 4.137826 4.144400 4.149146 4.152012 4.152948 4.152034 4.149890 4.147290 4.144898 4.142867 4.141215 4.139965 4.139136 4.138750 4.138827 4.139388 4.140453 4.141994 4.143788 4.145552 4.147047 4.148220 4.149069 4.149591 4.149781 4.149637 4.149154 4.148330 4.147161 4.145738 4.144533 4.144127 4.145018 4.147341 4.151135 4.156439 4.163294 4.171740 4.181815 4.193561 4.207017 4.221969 4.237181 4.251130 4.262510 4.271001 4.276537 4.279048 4.278467 4.274727 4.267758 4.257493 4.243866 4.227004 4.207838 4.187516 4.167018 4.146549 4.126119 4.105740 4.085421 4.065172 4.045004 4.024928 4.004953 3.985090 3.965349 3.945742 3.926278 3.906968 3.887822 3.868851 3.850065 3.831476 3.813093 3.794927 3.776988 3.759287 3.741834 3.724638 3.707710 3.691060 3.674698 3.658635 3.642884 3.627456 3.612365 3.597621 3.583235 3.569215 3.555566 3.542290 3.529389 3.516873 3.504752 3.493041 3.481776 3.471001 3 .460753 3.451049 3.441902 3.433302 3.425160 3.417362 3.409814 3.402502 3.395431 3.388684 3.382658 3.377834 3.374625 3.373137 3.373399 3.375340 3.378483 3.382242 3.386122 3.390023 3.393944 3.397883 3.401841 3.405816 3.409808 3.413816 3.417839 3.421877 3.425929 3.429993 3.434070 3.438158 3.442258 3.446367 3.450486 3.454613 3.458748 3.462890 3.467038 3.471192 3.475351 3.479515 3.483681 3.487850 3.492021 3.496194 3.500366 3.504539 3.508710 3.512879 3.517046 3.521210 3.525370 3.529524 3.533674 3.537817 3.541953 3.546081 3.550201 3.554312 3.558413 3.562503 3.566581 3.570647 3.574701 3.578741 3.582766 3.586776 3.590770 3.594748 3.598708 3.602650 3.606574 3.610477 3.614361 3.618223 3.622063 3.625881 3.629675 3.633446 3.637191 3.640911 3.644605 3.648272 3.651911 3.655521 3.659102 3.662653 3.666174 3.669663 3.673120 3.676543 3.679933 3.683289 3.686610 3.689894 3.693142 3.696352 3.699524 3.702657 3.705750 3.708803 3.711816 3.714787 3.717715 3.720601 3.723443 3.726239 3.728987 3.731688 3.734339 3.736942 3.739496 3.74200 6 3.744471 3.746893 3.749269 3.751599 3.753871 3.756076 3.758203 3.760249 3.762214 3.764103 3.765948 3.767790 3.769661 3.771568 3.773512 3.775468 3.777309 3.778881 3.780054 3.780799 3.781110		1.073000 1.599753 1.935885 2.163197 2.179158 2.102787 2.098988 2.154807 2.241722 2.334726 2.354250 2.256017 2.030383 1.766649 1.501837 1.249661 1.023811 0.837950 0.705736 0.640826 0.656905 0.767701 0.979889 1.269398 1.598710 1.930490 2.251314 2.554304 2.832569 3.079203 3.287295 3.449931 3.560204 3.611219 3.600587 3.544846 3.467686 3.391211 3.321519 3.260468 3.209915 3.171719 3.147736 3.139824 3.149845 3.179661 3.229522 3.292953 3.361137 3.426074 3.485701 3.539504 3.586969 3.627584 3.660834 3.686207 3.703189 3.711268 3.710568 3.703833 3.694676 3.686319 3.679615 3.674801 3.672113 3.671789 3.674067 3.679183 3.687376 3.698882 3.713632 3.730292 3.747130 3.762618 3.776391 3.788384 3.798530 3.806764 3.813020 3.817233 3.819335 3.819263 3.817106 3.813591 3.809644 3.806076 3.803105 3.800799 3.799223 3.798443 3.798525 3.799536 3.801542 3.804608 3.808744 3.813718 3.819228 3.825016 3.831047 3.837345 3.843931 3.850830 3.858064 3.865656 3.873628 3.882004 3.890813 3.900106 3.909945 3.92 0385 3.931457 3.943189 3.955608 3.968740 3.982613 3.997253 4.012687 4.028941 4.045913 4.062966 4.079311 4.094263 4.107641 4.119395 4.129474 4.137826 4.144400 4.149146 4.152012 4.152948 4.152034 4.149890 4.147290 4.144898 4.142867 4.141215 4.139965 4.139136 4.138750 4.138827 4.139388 4.140453 4.141994 4.143788 4.145552 4.147047 4.148220 4.149069 4.149591 4.149781 4.149637 4.149154 4.148330 4.147161 4.145738 4.144533 4.144127 4.145018 4.147341 4.151135 4.156439 4.163294 4.171740 4.181815 4.193561 4.207017 4.221969 4.237181 4.251130 4.262510 4.271001 4.276537 4.279048 4.278467 4.274727 4.267758 4.257493 4.243866 4.227004 4.207838 4.187516 4.167018 4.146549 4.126119 4.105740 4.085421 4.065172 4.045004 4.024928 4.004953 3.985090 3.965349 3.945742 3.926278 3.906968 3.887822 3.868851 3.850065 3.831476 3.813093 3.794927 3.776988 3.759287 3.741834 3.724638 3.707710 3.691060 3.674698 3.658635 3.642884 3.627456 3.612365 3.597621 3.583235 3.569215 3.555566 3.542290 3.529389 3.516873 3.504752 3.493041 3.481776 3.471001 3 .460753 3.451049 3.441902 3.433302 3.425160 3.417362 3.409814 3.402502 3.395431 3.388684 3.382658 3.377834 3.374625 3.373137 3.373399 3.375340 3.378483 3.382242 3.386122 3.390023 3.393944 3.397883 3.401841 3.405816 3.409808 3.413816 3.417839 3.421877 3.425929 3.429993 3.434070 3.438158 3.442258 3.446367 3.450486 3.454613 3.458748 3.462890 3.467038 3.471192 3.475351 3.479515 3.483681 3.487850 3.492021 3.496194 3.500366 3.504539 3.508710 3.512879 3.517046 3.521210 3.525370 3.529524 3.533674 3.537817 3.541953 3.546081 3.550201 3.554312 3.558413 3.562503 3.566581 3.570647 3.574701 3.578741 3.582766 3.586776 3.590770 3.594748 3.598708 3.602650 3.606574 3.610477 3.614361 3.618223 3.622063 3.625881 3.629675 3.633446 3.637191 3.640911 3.644605 3.648272 3.651911 3.655521 3.659102 3.662653 3.666174 3.669663 3.673120 3.676543 3.679933 3.683289 3.686610 3.689894 3.693142 3.696352 3.699524 3.702657 3.705750 3.708803 3.711816 3.714787 3.717715 3.720601 3.723443 3.726239 3.728987 3.731688 3.734339 3.736942 3.739496 3.74200 6 3.744471 3.746893 3.749269 3.751599 3.753871 3.756076 3.758203 3.760249 3.762214 3.764103 3.765948 3.767790 3.769661 3.771568 3.773512 3.775468 3.777309 3.778881 3.780054 3.780799 3.781110			1.073000 1.599753 1.935885 2.163197 2.179158 2.102787 2.098988 2.154807 2.241722 2.334726 2.354250 2.256017 2.030383 1.766649 1.501837 1.249661 1.023811 0.837950 0.705736 0.640826 0.656905 0.767701 0.979889 1.269398 1.598710 1.930490 2.251314 2.554304 2.832569 3.079203 3.287295 3.449931 3.560204 3.611219 3.600587 3.544846 3.467686 3.391211 3.321519 3.260468 3.209915 3.171719 3.147736 3.139824 3.149845 3.179661 3.229522 3.292953 3.361137 3.426074 3.485701 3.539504 3.586969 3.627584 3.660834 3.686207 3.703189 3.711268 3.710568 3.703833 3.694676 3.686319 3.679615 3.674801 3.672113 3.671789 3.674067 3.679183 3.687376 3.698882 3.713632 3.730292 3.747130 3.762618 3.776391 3.788384 3.798530 3.806764 3.813020 3.817233 3.819335 3.819263 3.817106 3.813591 3.809644 3.806076 3.803105 3.800799 3.799223 3.798443 3.798525 3.799536 3.801542 3.804608 3.808744 3.813718 3.819228 3.825016 3.831047 3.837345 3.843931 3.850830 3.858064 3.865656 3.873628 3.882004 3.890813 3.900106 3.909945 3.92 0385 3.931457 3.943189 3.955608 3.968740 3.982613 3.997253 4.012687 4.028941 4.045913 4.062966 4.079311 4.094263 4.107641 4.119395 4.129474 4.137826 4.144400 4.149146 4.152012 4.152948 4.152034 4.149890 4.147290 4.144898 4.142867 4.141215 4.139965 4.139136 4.138750 4.138827 4.139388 4.140453 4.141994 4.143788 4.145552 4.147047 4.148220 4.149069 4.149591 4.149781 4.149637 4.149154 4.148330 4.147161 4.145738 4.144533 4.144127 4.145018 4.147341 4.151135 4.156439 4.163294 4.171740 4.181815 4.193561 4.207017 4.221969 4.237181 4.251130 4.262510 4.271001 4.276537 4.279048 4.278467 4.274727 4.267758 4.257493 4.243866 4.227004 4.207838 4.187516 4.167018 4.146549 4.126119 4.105740 4.085421 4.065172 4.045004 4.024928 4.004953 3.985090 3.965349 3.945742 3.926278 3.906968 3.887822 3.868851 3.850065 3.831476 3.813093 3.794927 3.776988 3.759287 3.741834 3.724638 3.707710 3.691060 3.674698 3.658635 3.642884 3.627456 3.612365 3.597621 3.583235 3.569215 3.555566 3.542290 3.529389 3.516873 3.504752 3.493041 3.481776 3.471001 3 .460753 3.451049 3.441902 3.433302 3.425160 3.417362 3.409814 3.402502 3.395431 3.388684 3.382658 3.377834 3.374625 3.373137 3.373399 3.375340 3.378483 3.382242 3.386122 3.390023 3.393944 3.397883 3.401841 3.405816 3.409808 3.413816 3.417839 3.421877 3.425929 3.429993 3.434070 3.438158 3.442258 3.446367 3.450486 3.454613 3.458748 3.462890 3.467038 3.471192 3.475351 3.479515 3.483681 3.487850 3.492021 3.496194 3.500366 3.504539 3.508710 3.512879 3.517046 3.521210 3.525370 3.529524 3.533674 3.537817 3.541953 3.546081 3.550201 3.554312 3.558413 3.562503 3.566581 3.570647 3.574701 3.578741 3.582766 3.586776 3.590770 3.594748 3.598708 3.602650 3.606574 3.610477 3.614361 3.618223 3.622063 3.625881 3.629675 3.633446 3.637191 3.640911 3.644605 3.648272 3.651911 3.655521 3.659102 3.662653 3.666174 3.669663 3.673120 3.676543 3.679933 3.683289 3.686610 3.689894 3.693142 3.696352 3.699524 3.702657 3.705750 3.708803 3.711816 3.714787 3.717715 3.720601 3.723443 3.726239 3.728987 3.731688 3.734339 3.736942 3.739496 3.74200 6 3.744471 3.746893 3.749269 3.751599 3.753871 3.756076 3.758203 3.760249 3.762214 3.764103 3.765948 3.767790 3.769661 3.771568 3.773512 3.775468 3.777309 3.778881 3.780054 3.780799 3.781110		1.073000 1.599753 1.935885 2.163197 2.179158 2.102787 2.098988 2.154807 2.241722 2.334726 2.354250 2.256017 2.030383 1.766649 1.501837 1.249661 1.023811 0.837950 0.705736 0.640826 0.656905 0.767701 0.979889 1.269398 1.598710 1.930490 2.251314 2.554304 2.832569 3.079203 3.287295 3.449931 3.560204 3.611219 3.600587 3.544846 3.467686 3.391211 3.321519 3.260468 3.209915 3.171719 3.147736 3.139824 3.149845 3.179661 3.229522 3.292953 3.361137 3.426074 3.485701 3.539504 3.586969 3.627584 3.660834 3.686207 3.703189 3.711268 3.710568 3.703833 3.694676 3.686319 3.679615 3.674801 3.672113 3.671789 3.674067 3.679183 3.687376 3.698882 3.713632 3.730292 3.747130 3.762618 3.776391 3.788384 3.798530 3.806764 3.813020 3.817233 3.819335 3.819263 3.817106 3.813591 3.809644 3.806076 3.803105 3.800799 3.799223 3.798443 3.798525 3.799536 3.801542 3.804608 3.808744 3.813718 3.819228 3.825016 3.831047 3.837345 3.843931 3.850830 3.858064 3.865656 3.873628 3.882004 3.890813 3.900106 3.909945 3.92 0385 3.931457 3.943189 3.955608 3.968740 3.982613 3.997253 4.012687 4.028941 4.045913 4.062966 4.079311 4.094263 4.107641 4.119395 4.129474 4.137826 4.144400 4.149146 4.152012 4.152948 4.152034 4.149890 4.147290 4.144898 4.142867 4.141215 4.139965 4.139136 4.138750 4.138827 4.139388 4.140453 4.141994 4.143788 4.145552 4.147047 4.148220 4.149069 4.149591 4.149781 4.149637 4.149154 4.148330 4.147161 4.145738 4.144533 4.144127 4.145018 4.147341 4.151135 4.156439 4.163294 4.171740 4.181815 4.193561 4.207017 4.221969 4.237181 4.251130 4.262510 4.271001 4.276537 4.279048 4.278467 4.274727 4.267758 4.257493 4.243866 4.227004 4.207838 4.187516 4.167018 4.146549 4.126119 4.105740 4.085421 4.065172 4.045004 4.024928 4.004953 3.985090 3.965349 3.945742 3.926278 3.906968 3.887822 3.868851 3.850065 3.831476 3.813093 3.794927 3.776988 3.759287 3.741834 3.724638 3.707710 3.691060 3.674698 3.658635 3.642884 3.627456 3.612365 3.597621 3.583235 3.569215 3.555566 3.542290 3.529389 3.516873 3.504752 3.493041 3.481776 3.471001 3 .460753 3.451049 3.441902 3.433302 3.425160 3.417362 3.409814 3.402502 3.395431 3.388684 3.382658 3.377834 3.374625 3.373137 3.373399 3.375340 3.378483 3.382242 3.386122 3.390023 3.393944 3.397883 3.401841 3.405816 3.409808 3.413816 3.417839 3.421877 3.425929 3.429993 3.434070 3.438158 3.442258 3.446367 3.450486 3.454613 3.458748 3.462890 3.467038 3.471192 3.475351 3.479515 3.483681 3.487850 3.492021 3.496194 3.500366 3.504539 3.508710 3.512879 3.517046 3.521210 3.525370 3.529524 3.533674 3.537817 3.541953 3.546081 3.550201 3.554312 3.558413 3.562503 3.566581 3.570647 3.574701 3.578741 3.582766 3.586776 3.590770 3.594748 3.598708 3.602650 3.606574 3.610477 3.614361 3.618223 3.622063 3.625881 3.629675 3.633446 3.637191 3.640911 3.644605 3.648272 3.651911 3.655521 3.659102 3.662653 3.666174 3.669663 3.673120 3.676543 3.679933 3.683289 3.686610 3.689894 3.693142 3.696352 3.699524 3.702657 3.705750 3.708803 3.711816 3.714787 3.717715 3.720601 3.723443 3.726239 3.728987 3.731688 3.734339 3.736942 3.739496 3.74200 6 3.744471 3.746893 3.749269 3.751599 3.753871 3.756076 3.758203 3.760249 3.762214 3.764103 3.765948 3.767790 3.769661 3.771568 3.773512 3.775468 3.777309 3.778881 3.780054 3.780799 3.781110		1.073000 1.599753 1.935885 2.163197 2.179158 2.102787 2.098988 2.154807 2.241722 2.334726 2.354250 2.256017 2.030383 1.766649 1.501837 1.249661 1.023811 0.837950 0.705736 0.640826 0.656905 0.767701 0.979889 1.269398 1.598710 1.930490 2.251314 2.554304 2.832569 3.079203 3.287295 3.449931 3.560204 3.611219 3.600587 3.544846 3.467686 3.391211 3.321519 3.260468 3.209915 3.171719 3.147736 3.139824 3.149845 3.179661 3.229522 3.292953 3.361137 3.426074 3.485701 3.539504 3.586969 3.627584 3.660834 3.686207 3.703189 3.711268 3.710568 3.703833 3.694676 3.686319 3.679615 3.674801 3.672113 3.671789 3.674067 3.679183 3.687376 3.698882 3.713632 3.730292 3.747130 3.762618 3.776391 3.788384 3.798530 3.806764 3.813020 3.817233 3.819335 3.819263 3.817106 3.813591 3.809644 3.806076 3.803105 3.800799 3.799223 3.798443 3.798525 3.799536 3.801542 3.804608 3.808744 3.813718 3.819228 3.825016 3.831047 3.837345 3.843931 3.850830 3.858064 3.865656 3.873628 3.882004 3.890813 3.900106 3.909945 3.92 0385 3.931457 3.943189 3.955608 3.968740 3.982613 3.997253 4.012687 4.028941 4.045913 4.062966 4.079311 4.094263 4.107641 4.119395 4.129474 4.137826 4.144400 4.149146 4.152012 4.152948 4.152034 4.149890 4.147290 4.144898 4.142867 4.141215 4.139965 4.139136 4.138750 4.138827 4.139388 4.140453 4.141994 4.143788 4.145552 4.147047 4.148220 4.149069 4.149591 4.149781 4.149637 4.149154 4.148330 4.147161 4.145738 4.144533 4.144127 4.145018 4.147341 4.151135 4.156439 4.163294 4.171740 4.181815 4.193561 4.207017 4.221969 4.237181 4.251130 4.262510 4.271001 4.276537 4.279048 4.278467 4.274727 4.267758 4.257493 4.243866 4.227004 4.207838 4.187516 4.167018 4.146549 4.126119 4.105740 4.085421 4.065172 4.045004 4.024928 4.004953 3.985090 3.965349 3.945742 3.926278 3.906968 3.887822 3.868851 3.850065 3.831476 3.813093 3.794927 3.776988 3.759287 3.741834 3.724638 3.707710 3.691060 3.674698 3.658635 3.642884 3.627456 3.612365 3.597621 3.583235 3.569215 3.555566 3.542290 3.529389 3.516873 3.504752 3.493041 3.481776 3.471001 3 .460753 3.451049 3.441902 3.433302 3.425160 3.417362 3.409814 3.402502 3.395431 3.388684 3.382658 3.377834 3.374625 3.373137 3.373399 3.375340 3.378483 3.382242 3.386122 3.390023 3.393944 3.397883 3.401841 3.405816 3.409808 3.413816 3.417839 3.421877 3.425929 3.429993 3.434070 3.438158 3.442258 3.446367 3.450486 3.454613 3.458748 3.462890 3.467038 3.471192 3.475351 3.479515 3.483681 3.487850 3.492021 3.496194 3.500366 3.504539 3.508710 3.512879 3.517046 3.521210 3.525370 3.529524 3.533674 3.537817 3.541953 3.546081 3.550201 3.554312 3.558413 3.562503 3.566581 3.570647 3.574701 3.578741 3.582766 3.586776 3.590770 3.594748 3.598708 3.602650 3.606574 3.610477 3.614361 3.618223 3.622063 3.625881 3.629675 3.633446 3.637191 3.640911 3.644605 3.648272 3.651911 3.655521 3.659102 3.662653 3.666174 3.669663 3.673120 3.676543 3.679933 3.683289 3.686610 3.689894 3.693142 3.696352 3.699524 3.702657 3.705750 3.708803 3.711816 3.714787 3.717715 3.720601 3.723443 3.726239 3.728987 3.731688 3.734339 3.736942 3.739496 3.74200 6 3.744471 3.746893 3.749269 3.751599 3.753871 3.756076 3.758203 3.760249 3.762214 3.764103 3.765948 3.767790 3.769661 3.771568 3.773512 3.775468 3.777309 3.778881 3.780054 3.780799 3.781110

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.435	0.862	1.073	1.309	1.508	1.621	1.686	1.736	1.786	1.833	1.881	1.931	1.559	1.954	2.272	2.519	2.701	2.844	2.952	3.040	3.120	3.197	3.262	3.317	3.365	3.411	3.469	3.500

ALESCO Preferred Funding XVII

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	408,190,984.09
Latest update:	Mar 16, 2009

Assumptions

Prepay Rate	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 SPR
Prepay Style	Full stat
YMP	Incl pnlty
Prepay Monthly	No
Default Rate	4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 0 CDR
Default Recovery	15
Servicer Advance	All but newly liqdtd
Advance (% of P&I)	0
Recovery Lag	24
Severity During Init Recov Lag	0
Default Monthly	No
Already Defaulted Recovery (%)	0
Already Defaulted Serv Advance	All but newly liqdtd
Opt Redem	N/N
LIBOR_3MO	1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.313820 2.224013 2.002462
	1.741610 1.479415 1.229303 1.004670 0.818893 0.685337 0.617369 0.628381 0.731808 0.934209 1.212204 1.529320 1.849263
	2.159032 2.451997 2.721516 2.960934 3.163592 3.322826 3.431978 3.484404 3.477752 3.427719 3.356826 3.286080 3.221226
	3.163965 3.116000 3.079029 3.054754 3.044877 3.051101 3.075131 3.117274 3.172015 3.231808 3.289818 3.344351 3.395054
	3.441576 3.483563 3.520665 3.552527 3.578799 3.599128 3.613525 3.623502 3.631062 3.637989 3.644712 3.651308 3.657853
	3.664425 3.671101 3.677958 3.685073 3.692523 3.700318 3.708194 3.715800 3.722831 3.729231 3.735013 3.740187 3.744765
	3.748758 3.752177 3.755034 3.757339 3.759122 3.760489 3.761566 3.762469 3.763242 3.763912 3.764506 3.765050 3.765572
	3.766098 3.766655 3.767270 3.768007 3.769092 3.770794 3.773357 3.776873 3.781397 3.786987 3.793696 3.801580 3.810696
	3.821099 3.832844 3.845902 3.859900 3.874363 3.888882 3.903373 3.917837 3.932273 3.946680 3.961059 3.975408 3.989728
	4.004018 4.018210 4.031956 4.044828 4.056452 4.066720 4.075591 4.083023 4.088976 4.093408 4.096278 4.097546 4.097169
	4.095293 4.092811 4.090833 4.090319 4.091510 4.094463 4.099239 4.105897 4.114495 4.125093 4.137749 4.152524 4.169198
	4.186431 4.202560 4.216155 4.226864 4.234608 4.239308 4.240886 4.239264 4.234362 4.226102 4.214406 4.199448 4.182421
	4.164805 4.147868 4.131894 4.116921 4.102986 4.090124 4.078373 4.067770 4.058351 4.050153 4.043112 4.036761 4.030518
	4.023886 4.016762 4.009140 4.001013 3.992376 3.983224 3.973551 3.963350 3.952617 3.941375 3.929774 3.917997 3.906201
	3.894421 3.882664 3.870938 3.859247 3.847599 3.835999 3.824454 3.812970 3.801554 3.790212 3.778950 3.767775 3.756693
	3.745711 3.734834 3.724069 3.713423 3.702902 3.692512 3.682260 3.672152 3.662193 3.652392 3.642753 3.633283 3.623988
	3.614875 3.605951 3.597222 3.588695 3.580377 3.572274 3.564391 3.556735 3.549309 3.542118 3.535168 3.528465 3.522017
	3.515836 3.509936 3.504329 3.499024 3.494027 3.489340 3.484946 3.480824 3.476955 3.473339 3.469983 3.466909 3.464213
	3.462010 3.460398 3.459407 3.459046 3.459292 3.459969 3.460868 3.461807 3.462751 3.463699 3.464652 3.465609 3.466570
	3.467535 3.468503 3.469475 3.470451 3.471429 3.472411 3.473395 3.474382 3.475372 3.476364 3.477358 3.478354 3.479351
	3.480351 3.481352 3.482354 3.483357 3.484361 3.485366 3.486372 3.487378 3.488384 3.489390 3.490396 3.491402 3.492408
	3.493413 3.494417 3.495420 3.496422 3.497423 3.498423 3.499420 3.500416 3.501410 3.502402 3.503392 3.504379 3.505363
	3.506345 3.507324 3.508299 3.509271 3.510240 3.511205 3.512166 3.513123 3.514076 3.515025 3.515969 3.516908 3.517843
	3.518772 3.519697 3.520616 3.521529 3.522436 3.523338 3.524234 3.525123 3.526006 3.526883 3.527752 3.528615 3.529471
	3.530319 3.531160 3.531993 3.532819 3.533636 3.534446 3.535247 3.536040 3.536824 3.537599 3.538365 3.539122 3.539870
	3.540609 3.541338 3.542057 3.542766 3.543465 3.544154 3.544832 3.545498 3.546153 3.546797 3.547429 3.548052 3.548664
	3.549267 3.549859 3.550441 3.551010 3.551562 3.552096 3.552610 3.553104 3.553580 3.554047 3.554515 3.554992 3.555482
	3.555984 3.556492 3.556970 3.557380 3.557684 3.557876 3.557955

Deal Cashflows

Book Price =	81.85	%
Manual discount			Resulting Price
Spread to discount at:	1.92		86.10	%

Collateral Mode:Seasoned-all assets

		Deal Indexes
		LIBOR_3MO			B
	Total				Principal		Interest		Cash Flow		Balance		Interest Shortfall		Accum Interest Shortfall		Princ Writedown		Implied Writedown		Discount Factor		Discounted CF
Period	Date				44,000,000.00		57,151,352.65		101,151,352.65				1,225,536.11				0.00		0.00
0	23 Mar 2009					0.00		0.00		0.00		44,000,000.00		0.00		0.00		0.00		0.00		1.00		0.00
1	Jun 2009		1.1020			0.00		260,027.78		260,027.78		44,000,000.00		0.00		0.00		0.00		0.00		1.006		258,508.75
2	Sep 2009		2.1640			0.00		295,885.30		295,885.30		44,000,000.00		0.00		0.00		0.00		0.00		1.016		291,118.43
3	Dec 2009		2.0542			0.00		349,843.49		349,843.49		44,000,000.00		0.00		0.00		0.00		0.00		1.027		340,783.85
4	Mar 2010		2.2865			0.00		343,142.36		343,142.36		44,000,000.00		0.00		0.00		0.00		0.00		1.037		330,777.71
5	Jun 2010		2.0025			0.00		372,620.65		372,620.65		44,000,000.00		0.00		0.00		0.00		0.00		1.048		355,628.91
6	Sep 2010		1.2293			0.00		308,278.81		308,278.81		44,000,000.00		0.00		0.00		0.00		0.00		1.056		291,872.05
7	Dec 2010		0.6853			0.00		222,963.85		222,963.85		44,000,000.00		0.00		0.00		0.00		0.00		1.063		209,716.48
8	Mar 2011		0.7318			0.00		177,910.59		177,910.59		44,000,000.00		0.00		0.00		0.00		0.00		1.070		166,237.98
9	Jun 2011		1.5293			0.00		217,491.06		217,491.06		44,000,000.00		0.00		0.00		0.00		0.00		1.080		201,445.88
10	Sep 2011		2.4520			0.00		320,383.80		320,383.80		44,000,000.00		0.00		0.00		0.00		0.00		1.092		293,468.92
11	Dec 2011		3.1636			0.00		413,915.28		413,915.28		44,000,000.00		0.00		0.00		0.00		0.00		1.106		374,332.73
12	Mar 2012		3.4844			0.00		480,794.31		480,794.31		44,000,000.00		0.00		0.00		0.00		0.00		1.121		428,956.12
13	Jun 2012		3.3568			0.00		514,443.95		514,443.95		44,000,000.00		0.00		0.00		0.00		0.00		1.136		452,870.70
14	Sep 2012		3.1640			0.00		476,707.34		476,707.34		44,000,000.00		0.00		0.00		0.00		0.00		1.151		414,268.39
15	Dec 2012		3.0548			0.00		457,790.67		457,790.67		44,000,000.00		0.00		0.00		0.00		0.00		1.165		392,888.76
16	Mar 2013		3.0751			0.00		449,880.21		449,880.21		44,000,000.00		0.00		0.00		0.00		0.00		1.180		381,337.74
17	Jun 2013		3.2318			0.00		457,932.36		457,932.36		44,000,000.00		0.00		0.00		0.00		0.00		1.195		383,119.05
18	Sep 2013		3.3951			0.00		251,931.10		251,931.10		44,000,000.00		225,191.99		225,191.99		0.00		0.00		1.212		207,948.05
19	Dec 2013		3.5207			0.00		0.00		0.00		44,000,000.00		494,001.95		721,722.25		0.00		0.00		1.228		0.00
20	Mar 2014		3.5991			0.00		0.00		0.00		44,000,000.00		506,342.17		1,236,369.83		0.00		0.00		1.245		0.00
21	Jun 2014		3.6311			0.00		1,626,876.40		1,626,876.40		44,000,000.00		0.00		137,038.44		0.00		0.00		1.263		1,288,328.28
22	Sep 2014		3.6513			0.00		660,178.80		660,178.80		44,000,000.00		0.00		0.00		0.00		0.00		1.281		515,458.59
23	Dec 2014		3.6711			0.00		518,056.76		518,056.76		44,000,000.00		0.00		0.00		0.00		0.00		1.299		398,854.60
24	Mar 2015		3.6925			0.00		514,575.38		514,575.38		44,000,000.00		0.00		0.00		0.00		0.00		1.317		390,692.37
25	Jun 2015		3.7158			0.00		528,524.65		528,524.65		44,000,000.00		0.00		0.00		0.00		0.00		1.336		395,585.91
26	Sep 2015		3.7350			0.00		531,056.11		531,056.11		44,000,000.00		0.00		0.00		0.00		0.00		1.355		391,818.21
27	Dec 2015		3.7488			0.00		527,214.13		527,214.13		44,000,000.00		0.00		0.00		0.00		0.00		1.375		383,488.38
28	Mar 2016		3.7573			0.00		528,547.69		528,547.69		44,000,000.00		0.00		0.00		0.00		0.00		1.395		379,019.11
29	Jun 2016		3.7616			0.00		535,136.83		535,136.83		44,000,000.00		0.00		0.00		0.00		0.00		1.415		378,252.07
30	Sep 2016		3.7639			0.00		535,513.18		535,513.18		44,000,000.00		0.00		0.00		0.00		0.00		1.435		373,098.63
31	Dec 2016		3.7656			0.00		529,918.95		529,918.95		44,000,000.00		0.00		0.00		0.00		0.00		1.456		363,970.11
32	Mar 2017		3.7673			0.00		524,270.78		524,270.78		44,000,000.00		0.00		0.00		0.00		0.00		1.477		355,042.63
33	Jun 2017		3.7708			0.00		536,135.90		536,135.90		44,000,000.00		0.00		0.00		0.00		0.00		1.498		357,873.23
34	Sep 2017		3.7814			0.00		548,405.68		548,405.68		44,000,000.00		0.00		0.00		0.00		0.00		1.520		360,806.32
35	Dec 2017		3.8016			0.00		544,120.86		544,120.86		44,000,000.00		0.00		0.00		0.00		0.00		1.542		352,883.53
36	Mar 2018		3.8328			0.00		505,657.60		505,657.60		44,000,000.00		0.00		0.00		0.00		0.00		1.564		323,289.07
37	Jun 2018		3.8744			0.00		556,740.30		556,740.30		44,000,000.00		0.00		0.00		0.00		0.00		1.587		350,754.54
38	Sep 2018		3.9178			0.00		543,752.32		543,752.32		44,000,000.00		0.00		0.00		0.00		0.00		1.611		337,536.27
39	Dec 2018		3.9611			0.00		548,578.36		548,578.36		44,000,000.00		0.00		0.00		0.00		0.00		1.635		335,543.82
40	Mar 2019		4.0040			0.00		553,375.93		553,375.93		44,000,000.00		0.00		0.00		0.00		0.00		1.659		333,538.60
41	Jun 2019		4.0448			0.00		558,136.47		558,136.47		44,000,000.00		0.00		0.00		0.00		0.00		1.684		331,356.94
42	Sep 2019		4.0756			0.00		562,389.83		562,389.83		44,000,000.00		0.00		0.00		0.00		0.00		1.710		328,843.53
43	Dec 2019		4.0934			0.00		565,345.11		565,345.11		44,000,000.00		0.00		0.00		0.00		0.00		1.736		325,621.93
44	Mar 2020		4.0972			0.00		566,819.36		566,819.36		44,000,000.00		0.00		0.00		0.00		0.00		1.763		321,579.77
45	Jun 2020		4.0908	��		0.00		572,937.39		572,937.39		44,000,000.00		0.00		0.00		0.00		0.00		1.790		320,133.24
46	Sep 2020		4.0945			0.00		572,378.09		572,378.09		44,000,000.00		0.00		0.00		0.00		0.00		1.817		314,979.37
47	Dec 2020		4.1145			0.00		567,148.69		567,148.69		44,000,000.00		0.00		0.00		0.00		0.00		1.845		307,412.40
48	Mar 2021		4.1525			0.00		563,760.23		563,760.23		44,000,000.00		0.00		0.00		0.00		0.00		1.873		301,006.10
49	Jun 2021		4.2026			0.00		581,247.60		581,247.60		44,000,000.00		0.00		0.00		0.00		0.00		1.902		305,562.04
50	Sep 2021		4.2346			0.00		586,527.65		586,527.65		44,000,000.00		0.00		0.00		0.00		0.00		1.932		303,563.19
51	Dec 2021		4.2393			0.00		582,727.48		582,727.48		44,000,000.00		0.00		0.00		0.00		0.00		1.962		296,972.71
52	Mar 2022		4.2144			0.00		575,779.82		575,779.82		44,000,000.00		0.00		0.00		0.00		0.00		1.992		288,999.90
53	Jun 2022		4.1648			0.00		584,649.04		584,649.04		44,000,000.00		0.00		0.00		0.00		0.00		2.023		288,958.29
54	Sep 2022		4.1169			0.00		578,849.16		578,849.16		44,000,000.00		0.00		0.00		0.00		0.00		2.055		281,745.09
55	Dec 2022		4.0784			0.00		567,565.44		567,565.44		44,000,000.00		0.00		0.00		0.00		0.00		2.086		272,126.77
56	Mar 2023		4.0502			0.00		557,454.70		557,454.70		44,000,000.00		0.00		0.00		0.00		0.00		2.117		263,348.44
57	Jun 2023		4.0305			0.00		567,069.93		567,069.93		44,000,000.00		0.00		0.00		0.00		0.00		2.149		263,878.04
58	Sep 2023		4.0091			0.00		577,188.68		577,188.68		44,000,000.00		0.00		0.00		0.00		0.00		2.182		264,577.74
59	Dec 2023		3.9832			0.00		568,448.48		568,448.48		44,000,000.00		0.00		0.00		0.00		0.00		2.214		256,740.24
60	Mar 2024		3.9526			0.00		541,011.83		541,011.83		44,000,000.00		0.00		0.00		0.00		0.00		2.247		240,774.25
61	Jun 2024		3.9180			0.00		549,590.71		549,590.71		44,000,000.00		0.00		0.00		0.00		0.00		2.280		240,996.72
62	Sep 2024		3.8827			0.00		545,678.58		545,678.58		44,000,000.00		0.00		0.00		0.00		0.00		2.314		235,784.76
63	Dec 2024		3.8476			0.00		541,756.55		541,756.55		44,000,000.00		0.00		0.00		0.00		0.00		2.348		230,726.27
64	Mar 2025		3.8130			0.00		537,870.56		537,870.56		44,000,000.00		0.00		0.00		0.00		0.00		2.382		225,834.51
65	Jun 2025		3.7790			0.00		534,039.51		534,039.51		44,000,000.00		0.00		0.00		0.00		0.00		2.416		221,007.20
66	Sep 2025		3.7457			0.00		536,109.81		536,109.81		44,000,000.00		0.00		0.00		0.00		0.00		2.451		218,697.45
67	Dec 2025		3.7134			0.00		526,618.76		526,618.76		44,000,000.00		0.00		0.00		0.00		0.00		2.486		211,809.57
68	Mar 2026		3.6823			0.00		517,319.22		517,319.22		44,000,000.00		0.00		0.00		0.00		0.00		2.521		205,195.31
69	Jun 2026		3.6524			0.00		525,357.54		525,357.54		44,000,000.00		0.00		0.00		0.00		0.00		2.557		205,457.89
70	Sep 2026		3.6240			0.00		522,051.78		522,051.78		44,000,000.00		0.00		0.00		0.00		0.00		2.593		201,312.86
71	Dec 2026		3.5972			0.00		513,276.65		513,276.65		44,000,000.00		0.00		0.00		0.00		0.00		2.629		195,206.61
72	Mar 2027		3.5723			0.00		504,756.45		504,756.45		44,000,000.00		0.00		0.00		0.00		0.00		2.666		189,366.11
73	Jun 2027		3.5493			0.00		513,240.41		513,240.41		44,000,000.00		0.00		0.00		0.00		0.00		2.703		189,894.80
74	Sep 2027		3.5285			0.00		510,735.94		510,735.94		44,000,000.00		0.00		0.00		0.00		0.00		2.740		186,373.12
75	Dec 2027		3.5099			0.00		502,948.78		502,948.78		44,000,000.00		0.00		0.00		0.00		0.00		2.778		181,046.53
76	Mar 2028		3.4940			0.00		500,981.48		500,981.48		44,000,000.00		0.00		0.00		0.00		0.00		2.816		177,903.68
77	Jun 2028		3.4808			0.00		504,801.34		504,801.34		44,000,000.00		0.00		0.00		0.00		0.00		2.855		176,819.68
78	Sep 2028		3.4700			0.00		514,352.39		514,352.39		44,000,000.00		0.00		0.00		0.00		0.00		2.894		177,717.23
79	Dec 2028		3.4620			0.00		507,738.66		507,738.66		44,000,000.00		0.00		0.00		0.00		0.00		2.934		173,077.44
80	Mar 2029		3.4590			0.00		468,837.39		468,837.39		44,000,000.00		0.00		0.00		0.00		0.00		2.973		157,696.20
81	Jun 2029		3.4609			0.00		512,323.10		512,323.10		44,000,000.00		0.00		0.00		0.00		0.00		3.014		169,985.37
82	Sep 2029		3.4637			0.00		496,252.09		496,252.09		44,000,000.00		0.00		0.00		0.00		0.00		3.055		162,418.51
83	Dec 2029		3.4666			0.00		496,568.52		496,568.52		44,000,000.00		0.00		0.00		0.00		0.00		3.097		160,338.88
84	Mar 2030		3.4695			0.00		496,889.17		496,889.17		44,000,000.00		0.00		0.00		0.00		0.00		3.139		158,309.39
85	Jun 2030		3.4724			0.00		497,213.49		497,213.49		44,000,000.00		0.00		0.00		0.00		0.00		3.182		156,259.37
86	Sep 2030		3.4754			0.00		497,540.93		497,540.93		44,000,000.00		0.00		0.00		0.00		0.00		3.226		154,235.64
87	Dec 2030		3.4784			0.00		497,871.15		497,871.15		44,000,000.00		0.00		0.00		0.00		0.00		3.270		152,260.27
88	Mar 2031		3.4814			0.00		498,203.37		498,203.37		44,000,000.00		0.00		0.00		0.00		0.00		3.314		150,331.86
89	Jun 2031		3.4844			0.00		498,537.37		498,537.37		44,000,000.00		0.00		0.00		0.00		0.00		3.360		148,383.29
90	Sep 2031		3.4874			0.00		504,354.49		504,354.49		44,000,000.00		0.00		0.00		0.00		0.00		3.406		148,068.54
91	Dec 2031		3.4904			0.00		499,208.04		499,208.04		44,000,000.00		0.00		0.00		0.00		0.00		3.453		144,580.32
92	Mar 2032		3.4934			0.00		499,543.71		499,543.71		44,000,000.00		0.00		0.00		0.00		0.00		3.500		142,724.51
93	Jun 2032		3.4964			0.00		505,372.22		505,372.22		44,000,000.00		0.00		0.00		0.00		0.00		3.549		142,418.43
94	Sep 2032		3.4994			0.00		505,710.23		505,710.23		44,000,000.00		0.00		0.00		0.00		0.00		3.598		140,566.89
95	Dec 2032		3.5024			0.00		500,546.27		500,546.27		44,000,000.00		0.00		0.00		0.00		0.00		3.647		137,250.28
96	Mar 2033		3.5054			0.00		495,373.12		495,373.12		44,000,000.00		0.00		0.00		0.00		0.00		3.696		134,014.10
97	Jun 2033		3.5083			0.00		506,713.46		506,713.46		44,000,000.00		0.00		0.00		0.00		0.00		3.748		135,206.39
98	Sep 2033		3.5112			0.00		507,042.47		507,042.47		44,000,000.00		0.00		0.00		0.00		0.00		3.800		133,442.04
99	Dec 2033		3.5141			0.00		501,853.13		501,853.13		44,000,000.00		0.00		0.00		0.00		0.00		3.852		130,286.68
100	Mar 2034		3.5169			0.00		496,652.75		496,652.75		44,000,000.00		0.00		0.00		0.00		0.00		3.904		127,207.57
101	Jun 2034		3.5197			0.00		508,006.35		508,006.35		44,000,000.00		0.00		0.00		0.00		0.00		3.959		128,331.57
102	Sep 2034		3.5224			0.00		519,368.55		519,368.55		44,000,000.00		0.00		0.00		0.00		0.00		4.014		129,402.10
103	Dec 2034		3.5251			0.00		514,152.75		514,152.75		44,000,000.00		0.00		0.00		0.00		0.00		4.069		126,363.30
104	Mar 2035		3.5278			0.00		497,860.66		497,860.66		44,000,000.00		0.00		0.00		0.00		0.00		4.124		120,715.11
105	Jun 2035		3.5303			0.00		498,147.65		498,147.65		44,000,000.00		0.00		0.00		0.00		0.00		4.182		119,125.46
106	Sep 2035		3.5328			0.00		503,965.68		503,965.68		44,000,000.00		0.00		0.00		0.00		0.00		4.240		118,860.45
107	Dec 2035		3.5352			0.00		504,241.07		504,241.07		44,000,000.00		0.00		0.00		0.00		0.00		4.298		117,307.78
108	Mar 2036		3.5376			0.00		504,508.45		504,508.45		44,000,000.00		0.00		0.00		0.00		0.00		4.358		115,772.83
109	Jun 2036		3.5399			0.00		504,767.04		504,767.04		44,000,000.00		0.00		0.00		0.00		0.00		4.419		114,238.19
110	Sep 2036		3.5421			0.00		510,566.26		510,566.26		44,000,000.00		0.00		0.00		0.00		0.00		4.480		113,959.93
111	Dec 2036		3.5442			0.00		505,256.53		505,256.53		44,000,000.00		0.00		0.00		0.00		0.00		4.542		111,238.33
112	Mar 2037		3.5462			0.00		499,931.52		499,931.52		44,000,000.00		0.00		0.00		0.00		0.00		4.604		108,582.14
113	Jun 2037		3.5481			0.00		511,262.06		511,262.06		44,000,000.00		0.00		0.00		0.00		0.00		4.669		109,512.73
114	Sep 2037		3.5499			44,000,000.00		511,472.00		44,511,472.00		0.00		0.00		0.00		0.00		0.00		4.734		9,402,951.12
115	Dec 2037		3.5516																			4.799		0.00
116	Mar 2038		3.5531																			4.865		0.00
117	Jun 2038																					4.889		0.00
118	Sep 2038																					4.913		0.00

TABERNA Preferred Funding III, Class C1

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	763,744,888.99
Latest update:	Feb 27, 2009
Gross WAC:		6.1655
WA Amort Term:		293
Settle:	Apr 20,2009
Orig Deal Bal:	$	779,600,000.00
Orig Collat Bal:	$	750,000,000.00
Closed:	Sep 29,2005
WA Rem Term:		293
Cur Collat Bal:	$	736,554,000.00
Next Pay:	May 05,2009
First Pay:	Feb 05,2006

Tranche Information

Tranche	C1
CUSIP	87330WAG2
Coupon	2.8338
Type	MEZ_FLT
Orig Balance	36,500,000.00
Cur Balance	38,192,139.71
Capitalizes Defrd Int	Yes
Factor	1.0464
Orig Moody’s	NA
Curr Moody’s	NR
Orig S&P	A
Orig Fitch	A
Curr Fitch	C
Delay	0
Accrual Date	02/05/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	1,692,139.71
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_3MO + 1.60
Floater Spread	1.6000
Stated Mat	02/05/2036
Freq	Quarterly
Business Day	Following
Daycount	Actual/360

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Yield		Customer Request - 0 CDR	Customer Request - 1 CDR for 5 Years	Customer Request - 2 CDR for 5 Years	Customer Request - 3 CDR for 5 Years	Customer Request - 4 CDR for 5 Years
2.8338	Price	147.6594	151.3988	130.7447	97.9373	67.3418
	WAL	26.6600	26.6500	26.7700	26.7900	26.7900
	WAL for Int Pmts	15.7700	16.6200	17.7900	19.0600	21.4000
	WAL for Princ Pmts	26.6600	26.6500	26.7600	26.7900	26.7900
	Mod Durn	19.3350	20.2400	20.3830	20.9140	23.2150
	Mod Convexity	4.4020	4.6750	4.6380	4.7530	5.6440
	First Princ Pmt Date	November-35	November-35	November-35	February-36	February-36
	First Princ Pmt Period	319.0000	319.0000	319.0000	322.0000	322.0000
	Last Princ Pmt Date	February-36	February-36	February-36	February-36	February-36
	Last Princ Pmt Period	322.0000	322.0000	322.0000	322.0000	322.0000
	Payment Window	Aug14 to Feb36	May16 to Feb36	May18 to Feb36	Feb21 to Feb36	May25 to Feb36
	Principal Window	Nov35 to Feb36	Nov35 to Feb36	Nov35 to Feb36	Feb36 to Feb36	Feb36 to Feb36
	Principal Writedown	0.00 (0.00%)	0.00 (0.00%)	21,035,837.46 (55.08%)	54,173,738.08 (141.85%)	86,462,537.83 (226.39%)
	First Period of Writedown	NA	NA	322.0000	322.0000	322.0000
	Maturity #mos	322.0000	322.0000	322.0000	322.0000	322.0000
	Implied Writedown	0.00 (0.00%)	0.00 (0.00%)	21,035,837.46 (57.63%)	36,500,000.00 (100.00%)	36,500,000.00 (100.00%)
	First Period of Implied Writedown	25.0000	25.0000	25.0000	25.0000	25.0000
	Total Collat Loss(Forecasted)	151,300,000.00 (20.54%)	174,550,170.59 (23.70%)	196,880,577.28 (26.73%)	218,318,774.88 (29.64%)	238,891,762.59 (32.43%)
	Total Collat Loss w/ History(Forecasted)	151,300,000.00 (20.17%)	174,550,170.59 (23.27%)	196,880,577.28 (26.25%)	218,318,774.88 (29.11%)	238,891,762.59 (31.85%)
	Total Collat Liquidation by Group(Forecasted)	178,000,000.00 (24.17%)	205,353,141.87 (27.88%)	231,624,208.57 (31.45%)	256,845,617.50 (34.87%)	281,049,132.46 (38.16%)
	Accum Int Shortfall	0.0000	0.0000	0.0000	17,673,738.0800	49,962,537.8300
	Accum Coup Cap Shortfall	NA	NA	NA	NA	NA
	Min Credit Support Pct	NA	NA	NA	NA	NA
	Scenario Name	Customer Request — 0 CDR	Customer Request — 1 CDR for 5 Years	Customer Request — 2 CDR for 5 Years	Customer Request — 3 CDR for 5 Years	Customer Request — 4 CDR for 5 Years
	Prepay Rate	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR
	Prepay Style	Full stat	Full stat	Full stat	Full stat	Full stat
	YMP	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty
	Prepay Monthly	No	No	No	No	No
	Default Rate	0 CDR	1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 CDR	2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 CDR	3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 0 CDR	4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 0 CDR
	Default Severity	85.0000	85.0000	85.0000	85.0000	85.0000
	Servicer Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Advance (% of P&I)	0.0000	0.0000	0.0000	0.0000	0.0000
	Recovery Lag	24.0000	24.0000	24.0000	24.0000	24.0000
	Recovery Time Series	100.0000	100.0000	100.0000	100.0000	100.0000
	Liquidation Time Series	0.0000	0.0000	0.0000	0.0000	0.0000
	Rate During Init Recov Lag	0.0000	0.0000	0.0000	0.0000	0.0000
	Severity During Init Recov Lag	0.0000	0.0000	0.0000	0.0000	0.0000
	Default Monthly	No	No	No	No	No
	Already Defaulted Severity (%)	85.0000	85.0000	85.0000	85.0000	85.0000
	Already Defaulted Lag	24.0000	24.0000	24.0000	24.0000	24.0000
	Already Defaulted Time Series	100.0000	100.0000	100.0000	100.0000	100.0000
	Already Defaulted Liq Time Series	0.0000	0.0000	0.0000	0.0000	0.0000
	Already Defaulted Advance (%)	0.0000	0.0000	0.0000	0.0000	0.0000
	Already Defaulted Serv Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Opt Redem	N/N	N/N	N/N	N/N	N/N
	Use Asset-level	FALSE	FALSE	FALSE	FALSE	FALSE
	LIBOR_3MO	1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.259343 2.124779 1.860984 1.558744 1.255758 0.966733 0.706336 0.489212 0.329989 0.243299 0.243800 0.346201 0.557705 0.852787 1.191608 1.534522 1.867336 2.182828 2.473758 2.732872 2.952908 3.126602 3.246693 3.305934 3.301716 3.250907 3.177738 3.104806 3.038243 2.979813 2.931281 2.894412 2.870971 2.862723 2.871437 2.898883 2.945349 3.004959 3.069685 3.132252 3.190829 3.245006 3.294374 3.338522 3.377041 3.409522 3.435556 3.454732 3.467107 3.474654 3.479979 3.485406 3.491525 3.498474 3.506394 3.515423 3.525703 3.537371 3.550569 3.565435 3.581909 3.599099 3.615854 3.631155 3.644747 3.656572 3.666569 3.674680 3.680846 3.685007 3.687104 3.687079 3.685032 3.681727 3.678130 3.675088 3.672838 3.671456 3.671020 3.671608 3.673296 3.676163 3.680285 3.685739 3.692480 3.699950 3.707439 3.714331 3.720489 3.725898 3.730542 3.734407 3.737477 3.739737 3.741172 3.741766 3.741656 3.741589 3.742493 3.74518 2 3.749885 3.756689 3.765676 3.776932 3.790540 3.806586 3.825152 3.846325 3.869912 3.894593 3.918723 3.940877 3.960703 3.978118 3.993043 4.005396 4.015097 4.022065 4.026219 4.027479 4.025976 4.022698 4.018883 4.015594 4.013071 4.011349 4.010462 4.010444 4.011328 4.013149 4.015941 4.019736 4.024448 4.029493 4.034147 4.037789 4.040272 4.041569 4.041653 4.040498 4.038077 4.034363 4.029330 4.022951 4.015324 4.007053 3.998885 3.991459 3.984929 3.979326 3.974681 3.971023 3.968383 3.966792 3.966280 3.966878 3.968474 3.970376 3.971734 3.971817 3.970455 3.967616 3.963272 3.957390 3.949942 3.940897 3.930225 3.917895 3.903975 3.888923 3.873306 3.857607 3.841930 3.826284 3.810676 3.795114 3.779607 3.764163 3.748790 3.733496 3.718288 3.703177 3.688168 3.673271 3.658494 3.643845 3.629332 3.614964 3.600748 3.586692 3.572806 3.559097 3.545573 3.532242 3.519112 3.506191 3.493486 3.481007 3.468761 3.456758 3.445007 3.433517 3.422296 3.411353 3.400695 3.390327 3.380252 3.370474 3.361001 3.351840 3.343002 3.334511 3.326391 3.31 8667 3.311350 3.304449 3.297961 3.291840 3.286025 3.280466 3.275159 3.270107 3.265360 3.261139 3.257713 3.255311 3.253996 3.253785 3.254633 3.256240 3.258235 3.260304 3.262385 3.264477 3.266579 3.268691 3.270813 3.272944 3.275084 3.277233 3.279389 3.281553 3.283724 3.285902 3.288086 3.290276 3.292472 3.294673 3.296879 3.299089 3.301302 3.303520 3.305740 3.307963 3.310189 3.312416 3.314645 3.316875 3.319105 3.321336 3.323566 3.325796 3.328025 3.330252 3.332478 3.334701 3.336922 3.339139 3.341353 3.343564 3.345770 3.347971 3.350167 3.352358 3.354543 3.356721 3.358893 3.361057 3.363214 3.365363 3.367504 3.369636 3.371758 3.373871 3.375974 3.378067 3.380149 3.382219 3.384278 3.386325 3.388359 3.390380 3.392388 3.394383 3.396363 3.398329 3.400279 3.402215 3.404134 3.406038 3.407925 3.409795 3.411647 3.413482 3.415298 3.417096 3.418875 3.420635 3.422374 3.424093 3.425792 3.427469 3.429125 3.430759 3.432371 3.433960 3.435526 3.437069 3.438588 3.440083 3.441553 3.442996 3.444413 3.445803 3.447167 3.448503 3.449815 3 .451101 3.452363 3.453600 3.454811 3.455990 3.457133 3.458234 3.459292 3.460307 3.461281 3.462230 3.463174 3.464128 3.465096 3.466079 3.467063 3.467987 3.468776 3.469365 3.469742 3.469902	1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.259343 2.124779 1.860984 1.558744 1.255758 0.966733 0.706336 0.489212 0.329989 0.243299 0.243800 0.346201 0.557705 0.852787 1.191608 1.534522 1.867336 2.182828 2.473758 2.732872 2.952908 3.126602 3.246693 3.305934 3.301716 3.250907 3.177738 3.104806 3.038243 2.979813 2.931281 2.894412 2.870971 2.862723 2.871437 2.898883 2.945349 3.004959 3.069685 3.132252 3.190829 3.245006 3.294374 3.338522 3.377041 3.409522 3.435556 3.454732 3.467107 3.474654 3.479979 3.485406 3.491525 3.498474 3.506394 3.515423 3.525703 3.537371 3.550569 3.565435 3.581909 3.599099 3.615854 3.631155 3.644747 3.656572 3.666569 3.674680 3.680846 3.685007 3.687104 3.687079 3.685032 3.681727 3.678130 3.675088 3.672838 3.671456 3.671020 3.671608 3.673296 3.676163 3.680285 3.685739 3.692480 3.699950 3.707439 3.714331 3.720489 3.725898 3.730542 3.734407 3.737477 3.739737 3.741172 3.741766 3.741656 3.741589 3.742493 3.74518 2 3.749885 3.756689 3.765676 3.776932 3.790540 3.806586 3.825152 3.846325 3.869912 3.894593 3.918723 3.940877 3.960703 3.978118 3.993043 4.005396 4.015097 4.022065 4.026219 4.027479 4.025976 4.022698 4.018883 4.015594 4.013071 4.011349 4.010462 4.010444 4.011328 4.013149 4.015941 4.019736 4.024448 4.029493 4.034147 4.037789 4.040272 4.041569 4.041653 4.040498 4.038077 4.034363 4.029330 4.022951 4.015324 4.007053 3.998885 3.991459 3.984929 3.979326 3.974681 3.971023 3.968383 3.966792 3.966280 3.966878 3.968474 3.970376 3.971734 3.971817 3.970455 3.967616 3.963272 3.957390 3.949942 3.940897 3.930225 3.917895 3.903975 3.888923 3.873306 3.857607 3.841930 3.826284 3.810676 3.795114 3.779607 3.764163 3.748790 3.733496 3.718288 3.703177 3.688168 3.673271 3.658494 3.643845 3.629332 3.614964 3.600748 3.586692 3.572806 3.559097 3.545573 3.532242 3.519112 3.506191 3.493486 3.481007 3.468761 3.456758 3.445007 3.433517 3.422296 3.411353 3.400695 3.390327 3.380252 3.370474 3.361001 3.351840 3.343002 3.334511 3.326391 3.31 8667 3.311350 3.304449 3.297961 3.291840 3.286025 3.280466 3.275159 3.270107 3.265360 3.261139 3.257713 3.255311 3.253996 3.253785 3.254633 3.256240 3.258235 3.260304 3.262385 3.264477 3.266579 3.268691 3.270813 3.272944 3.275084 3.277233 3.279389 3.281553 3.283724 3.285902 3.288086 3.290276 3.292472 3.294673 3.296879 3.299089 3.301302 3.303520 3.305740 3.307963 3.310189 3.312416 3.314645 3.316875 3.319105 3.321336 3.323566 3.325796 3.328025 3.330252 3.332478 3.334701 3.336922 3.339139 3.341353 3.343564 3.345770 3.347971 3.350167 3.352358 3.354543 3.356721 3.358893 3.361057 3.363214 3.365363 3.367504 3.369636 3.371758 3.373871 3.375974 3.378067 3.380149 3.382219 3.384278 3.386325 3.388359 3.390380 3.392388 3.394383 3.396363 3.398329 3.400279 3.402215 3.404134 3.406038 3.407925 3.409795 3.411647 3.413482 3.415298 3.417096 3.418875 3.420635 3.422374 3.424093 3.425792 3.427469 3.429125 3.430759 3.432371 3.433960 3.435526 3.437069 3.438588 3.440083 3.441553 3.442996 3.444413 3.445803 3.447167 3.448503 3.449815 3 .451101 3.452363 3.453600 3.454811 3.455990 3.457133 3.458234 3.459292 3.460307 3.461281 3.462230 3.463174 3.464128 3.465096 3.466079 3.467063 3.467987 3.468776 3.469365 3.469742 3.469902	1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.259343 2.124779 1.860984 1.558744 1.255758 0.966733 0.706336 0.489212 0.329989 0.243299 0.243800 0.346201 0.557705 0.852787 1.191608 1.534522 1.867336 2.182828 2.473758 2.732872 2.952908 3.126602 3.246693 3.305934 3.301716 3.250907 3.177738 3.104806 3.038243 2.979813 2.931281 2.894412 2.870971 2.862723 2.871437 2.898883 2.945349 3.004959 3.069685 3.132252 3.190829 3.245006 3.294374 3.338522 3.377041 3.409522 3.435556 3.454732 3.467107 3.474654 3.479979 3.485406 3.491525 3.498474 3.506394 3.515423 3.525703 3.537371 3.550569 3.565435 3.581909 3.599099 3.615854 3.631155 3.644747 3.656572 3.666569 3.674680 3.680846 3.685007 3.687104 3.687079 3.685032 3.681727 3.678130 3.675088 3.672838 3.671456 3.671020 3.671608 3.673296 3.676163 3.680285 3.685739 3.692480 3.699950 3.707439 3.714331 3.720489 3.725898 3.730542 3.734407 3.737477 3.739737 3.741172 3.741766 3.741656 3.741589 3.742493 3.74518 2 3.749885 3.756689 3.765676 3.776932 3.790540 3.806586 3.825152 3.846325 3.869912 3.894593 3.918723 3.940877 3.960703 3.978118 3.993043 4.005396 4.015097 4.022065 4.026219 4.027479 4.025976 4.022698 4.018883 4.015594 4.013071 4.011349 4.010462 4.010444 4.011328 4.013149 4.015941 4.019736 4.024448 4.029493 4.034147 4.037789 4.040272 4.041569 4.041653 4.040498 4.038077 4.034363 4.029330 4.022951 4.015324 4.007053 3.998885 3.991459 3.984929 3.979326 3.974681 3.971023 3.968383 3.966792 3.966280 3.966878 3.968474 3.970376 3.971734 3.971817 3.970455 3.967616 3.963272 3.957390 3.949942 3.940897 3.930225 3.917895 3.903975 3.888923 3.873306 3.857607 3.841930 3.826284 3.810676 3.795114 3.779607 3.764163 3.748790 3.733496 3.718288 3.703177 3.688168 3.673271 3.658494 3.643845 3.629332 3.614964 3.600748 3.586692 3.572806 3.559097 3.545573 3.532242 3.519112 3.506191 3.493486 3.481007 3.468761 3.456758 3.445007 3.433517 3.422296 3.411353 3.400695 3.390327 3.380252 3.370474 3.361001 3.351840 3.343002 3.334511 3.326391 3.31 8667 3.311350 3.304449 3.297961 3.291840 3.286025 3.280466 3.275159 3.270107 3.265360 3.261139 3.257713 3.255311 3.253996 3.253785 3.254633 3.256240 3.258235 3.260304 3.262385 3.264477 3.266579 3.268691 3.270813 3.272944 3.275084 3.277233 3.279389 3.281553 3.283724 3.285902 3.288086 3.290276 3.292472 3.294673 3.296879 3.299089 3.301302 3.303520 3.305740 3.307963 3.310189 3.312416 3.314645 3.316875 3.319105 3.321336 3.323566 3.325796 3.328025 3.330252 3.332478 3.334701 3.336922 3.339139 3.341353 3.343564 3.345770 3.347971 3.350167 3.352358 3.354543 3.356721 3.358893 3.361057 3.363214 3.365363 3.367504 3.369636 3.371758 3.373871 3.375974 3.378067 3.380149 3.382219 3.384278 3.386325 3.388359 3.390380 3.392388 3.394383 3.396363 3.398329 3.400279 3.402215 3.404134 3.406038 3.407925 3.409795 3.411647 3.413482 3.415298 3.417096 3.418875 3.420635 3.422374 3.424093 3.425792 3.427469 3.429125 3.430759 3.432371 3.433960 3.435526 3.437069 3.438588 3.440083 3.441553 3.442996 3.444413 3.445803 3.447167 3.448503 3.449815 3 .451101 3.452363 3.453600 3.454811 3.455990 3.457133 3.458234 3.459292 3.460307 3.461281 3.462230 3.463174 3.464128 3.465096 3.466079 3.467063 3.467987 3.468776 3.469365 3.469742 3.469902	1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.259343 2.124779 1.860984 1.558744 1.255758 0.966733 0.706336 0.489212 0.329989 0.243299 0.243800 0.346201 0.557705 0.852787 1.191608 1.534522 1.867336 2.182828 2.473758 2.732872 2.952908 3.126602 3.246693 3.305934 3.301716 3.250907 3.177738 3.104806 3.038243 2.979813 2.931281 2.894412 2.870971 2.862723 2.871437 2.898883 2.945349 3.004959 3.069685 3.132252 3.190829 3.245006 3.294374 3.338522 3.377041 3.409522 3.435556 3.454732 3.467107 3.474654 3.479979 3.485406 3.491525 3.498474 3.506394 3.515423 3.525703 3.537371 3.550569 3.565435 3.581909 3.599099 3.615854 3.631155 3.644747 3.656572 3.666569 3.674680 3.680846 3.685007 3.687104 3.687079 3.685032 3.681727 3.678130 3.675088 3.672838 3.671456 3.671020 3.671608 3.673296 3.676163 3.680285 3.685739 3.692480 3.699950 3.707439 3.714331 3.720489 3.725898 3.730542 3.734407 3.737477 3.739737 3.741172 3.741766 3.741656 3.741589 3.742493 3.74518 2 3.749885 3.756689 3.765676 3.776932 3.790540 3.806586 3.825152 3.846325 3.869912 3.894593 3.918723 3.940877 3.960703 3.978118 3.993043 4.005396 4.015097 4.022065 4.026219 4.027479 4.025976 4.022698 4.018883 4.015594 4.013071 4.011349 4.010462 4.010444 4.011328 4.013149 4.015941 4.019736 4.024448 4.029493 4.034147 4.037789 4.040272 4.041569 4.041653 4.040498 4.038077 4.034363 4.029330 4.022951 4.015324 4.007053 3.998885 3.991459 3.984929 3.979326 3.974681 3.971023 3.968383 3.966792 3.966280 3.966878 3.968474 3.970376 3.971734 3.971817 3.970455 3.967616 3.963272 3.957390 3.949942 3.940897 3.930225 3.917895 3.903975 3.888923 3.873306 3.857607 3.841930 3.826284 3.810676 3.795114 3.779607 3.764163 3.748790 3.733496 3.718288 3.703177 3.688168 3.673271 3.658494 3.643845 3.629332 3.614964 3.600748 3.586692 3.572806 3.559097 3.545573 3.532242 3.519112 3.506191 3.493486 3.481007 3.468761 3.456758 3.445007 3.433517 3.422296 3.411353 3.400695 3.390327 3.380252 3.370474 3.361001 3.351840 3.343002 3.334511 3.326391 3.31 8667 3.311350 3.304449 3.297961 3.291840 3.286025 3.280466 3.275159 3.270107 3.265360 3.261139 3.257713 3.255311 3.253996 3.253785 3.254633 3.256240 3.258235 3.260304 3.262385 3.264477 3.266579 3.268691 3.270813 3.272944 3.275084 3.277233 3.279389 3.281553 3.283724 3.285902 3.288086 3.290276 3.292472 3.294673 3.296879 3.299089 3.301302 3.303520 3.305740 3.307963 3.310189 3.312416 3.314645 3.316875 3.319105 3.321336 3.323566 3.325796 3.328025 3.330252 3.332478 3.334701 3.336922 3.339139 3.341353 3.343564 3.345770 3.347971 3.350167 3.352358 3.354543 3.356721 3.358893 3.361057 3.363214 3.365363 3.367504 3.369636 3.371758 3.373871 3.375974 3.378067 3.380149 3.382219 3.384278 3.386325 3.388359 3.390380 3.392388 3.394383 3.396363 3.398329 3.400279 3.402215 3.404134 3.406038 3.407925 3.409795 3.411647 3.413482 3.415298 3.417096 3.418875 3.420635 3.422374 3.424093 3.425792 3.427469 3.429125 3.430759 3.432371 3.433960 3.435526 3.437069 3.438588 3.440083 3.441553 3.442996 3.444413 3.445803 3.447167 3.448503 3.449815 3 .451101 3.452363 3.453600 3.454811 3.455990 3.457133 3.458234 3.459292 3.460307 3.461281 3.462230 3.463174 3.464128 3.465096 3.466079 3.467063 3.467987 3.468776 3.469365 3.469742 3.469902	1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.259343 2.124779 1.860984 1.558744 1.255758 0.966733 0.706336 0.489212 0.329989 0.243299 0.243800 0.346201 0.557705 0.852787 1.191608 1.534522 1.867336 2.182828 2.473758 2.732872 2.952908 3.126602 3.246693 3.305934 3.301716 3.250907 3.177738 3.104806 3.038243 2.979813 2.931281 2.894412 2.870971 2.862723 2.871437 2.898883 2.945349 3.004959 3.069685 3.132252 3.190829 3.245006 3.294374 3.338522 3.377041 3.409522 3.435556 3.454732 3.467107 3.474654 3.479979 3.485406 3.491525 3.498474 3.506394 3.515423 3.525703 3.537371 3.550569 3.565435 3.581909 3.599099 3.615854 3.631155 3.644747 3.656572 3.666569 3.674680 3.680846 3.685007 3.687104 3.687079 3.685032 3.681727 3.678130 3.675088 3.672838 3.671456 3.671020 3.671608 3.673296 3.676163 3.680285 3.685739 3.692480 3.699950 3.707439 3.714331 3.720489 3.725898 3.730542 3.734407 3.737477 3.739737 3.741172 3.741766 3.741656 3.741589 3.742493 3.74518 2 3.749885 3.756689 3.765676 3.776932 3.790540 3.806586 3.825152 3.846325 3.869912 3.894593 3.918723 3.940877 3.960703 3.978118 3.993043 4.005396 4.015097 4.022065 4.026219 4.027479 4.025976 4.022698 4.018883 4.015594 4.013071 4.011349 4.010462 4.010444 4.011328 4.013149 4.015941 4.019736 4.024448 4.029493 4.034147 4.037789 4.040272 4.041569 4.041653 4.040498 4.038077 4.034363 4.029330 4.022951 4.015324 4.007053 3.998885 3.991459 3.984929 3.979326 3.974681 3.971023 3.968383 3.966792 3.966280 3.966878 3.968474 3.970376 3.971734 3.971817 3.970455 3.967616 3.963272 3.957390 3.949942 3.940897 3.930225 3.917895 3.903975 3.888923 3.873306 3.857607 3.841930 3.826284 3.810676 3.795114 3.779607 3.764163 3.748790 3.733496 3.718288 3.703177 3.688168 3.673271 3.658494 3.643845 3.629332 3.614964 3.600748 3.586692 3.572806 3.559097 3.545573 3.532242 3.519112 3.506191 3.493486 3.481007 3.468761 3.456758 3.445007 3.433517 3.422296 3.411353 3.400695 3.390327 3.380252 3.370474 3.361001 3.351840 3.343002 3.334511 3.326391 3.31 8667 3.311350 3.304449 3.297961 3.291840 3.286025 3.280466 3.275159 3.270107 3.265360 3.261139 3.257713 3.255311 3.253996 3.253785 3.254633 3.256240 3.258235 3.260304 3.262385 3.264477 3.266579 3.268691 3.270813 3.272944 3.275084 3.277233 3.279389 3.281553 3.283724 3.285902 3.288086 3.290276 3.292472 3.294673 3.296879 3.299089 3.301302 3.303520 3.305740 3.307963 3.310189 3.312416 3.314645 3.316875 3.319105 3.321336 3.323566 3.325796 3.328025 3.330252 3.332478 3.334701 3.336922 3.339139 3.341353 3.343564 3.345770 3.347971 3.350167 3.352358 3.354543 3.356721 3.358893 3.361057 3.363214 3.365363 3.367504 3.369636 3.371758 3.373871 3.375974 3.378067 3.380149 3.382219 3.384278 3.386325 3.388359 3.390380 3.392388 3.394383 3.396363 3.398329 3.400279 3.402215 3.404134 3.406038 3.407925 3.409795 3.411647 3.413482 3.415298 3.417096 3.418875 3.420635 3.422374 3.424093 3.425792 3.427469 3.429125 3.430759 3.432371 3.433960 3.435526 3.437069 3.438588 3.440083 3.441553 3.442996 3.444413 3.445803 3.447167 3.448503 3.449815 3 .451101 3.452363 3.453600 3.454811 3.455990 3.457133 3.458234 3.459292 3.460307 3.461281 3.462230 3.463174 3.464128 3.465096 3.466079 3.467063 3.467987 3.468776 3.469365 3.469742 3.469902

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.448	0.885	1.113	1.347	1.533	1.647	1.698	1.741	1.785	1.827	1.870	1.913	1.394	1.727	2.033	2.273	2.468	2.625	2.744	2.841	2.923	3.005	3.075	3.135	3.183	3.223	3.279	3.303

TPref Funding II, Class B

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	370,966,576.53
Update:	Feb 09, 2009
Gross WAC:		5.5637
WA Amort Term:		270
Settle:	Apr 22,2009
Orig Deal Bal:	$	578,650,000.00
Orig Collat Bal:	$	547,900,000.00
Closed:	Oct 29,2002
WA Rem Term:		270
Cur Collat Bal:	$	345,900,000.00
Next Pay:	May 15,2009
First Pay:	Feb 15,2003

Tranche Information

Tranche	B
CUSIP	89234NAB6
Coupon	3.0875
Type	MEZ_FLT
Orig Balance	196,000,000.00
Cur Balance	196,000,000.00
Factor	1.0000
Orig Moody’s	A1
Orig S&P	NA
Orig Fitch	A-
Curr Fitch	CC
Delay	0
Accrual Date	02/17/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	0.00
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_3MO + 1.85
Floater Spread	1.8500
Stated Mat	11/15/2032
Freq	Quarterly
Business Day	Following
Daycount	Actual/360
Has Credit Enh	Yes

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Disc Margin		0 for 60 2 CPR, 0 CDR,15%Rec,Adv0%P&I,24...	0 for 60 2 CPR, 1 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 2 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 3 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 4 for 60 0 CDR,15%Rec,Ad...
185	Disc Margin	185.00	185.00	185.00	185.00	185.00
	Price	100.00	100.00	100.00	100.00	100.00
	Yield @ Center	5.27	5.27	5.26	5.26	5.27
	WAL	23.03	22.59	22.03	21.68	22.45
	Mod Durn	13.60	13.44	13.22	13.10	13.39
	Mod Convexity	2.54	2.48	2.40	2.35	2.46
	Principal Window	Nov25 to Nov32	Aug23 to Nov32	Nov20 to Nov32	Feb22 to Nov32	Feb24 to Nov32
	Principal Writedown	0.00(0.00%)	0.00(0.00%)	0.00(0.00%)	0.00(0.00%)	0.00(0.00%)
	Maturity #mos	283	283	283	283	283
	Total Collat Loss(Settled)	29,750,000.00 (8.60%)	42,476,792.35 (12.28%)	54,708,069.06 (15.82%)	66,458,459.38 (19.21%)	77,742,301.21 (22.48%)
	Total Collat Loss w/ History(Settled)	29,750,000.00 (5.43%)	42,476,792.35 (7.75%)	54,708,069.06 (9.99%)	66,458,459.38 (12.13%)	77,742,301.21 (14.19%)
	Total Collat Liquidation(Settled)	35,000,000.00 (10.12%)	49,972,696.88 (14.45%)	64,362,434.19 (18.61%)	78,186,422.80 (22.60%)	91,461,530.84 (26.44%)
	Accum Int Shortfall	0	0	0	0	0
	Accum Coup Cap Shortfall	NA	NA	NA	NA	NA
	Min Credit Support Pct	NA	NA	NA	NA	NA
	Yld Crv Shock	0	0	0	0	0
	Prepay Rate	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR
	Prepay Style	Full stat	Full stat	Full stat	Full stat	Full stat
	YMP	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty
	Prepay Monthly	No	No	No	No	No
	Default Rate	0 CDR	1 for 60 0 CDR	2 for 60 0 CDR	3 for 60 0 CDR	4 for 60 0 CDR
	Default Recovery	15	15	15	15	15
	Servicer Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Advance (% of P&I)	0	0	0	0	0
	Recovery Lag	24	24	24	24	24
	Recovery Time Series	100	100	100	100	100
	Liquidation Time Series	0	0	0	0	0
	Rate During Init Recov Lag	0	0	0	0	0
	Severity During Init Recov Lag	0	0	0	0	0
	Default Monthly	No	No	No	No	No
	Already Defaulted Recovery (%)	0	0	0	0	0
	Already Defaulted Lag	0	0	0	0	0
	Already Defaulted Time Series	100	100	100	100	100
	Already Defaulted Liq Time Series	0	0	0	0	0
	Already Defaulted Advance (%)	0	0	0	0	0
	Already Defaulted Serv Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Opt Redem	N	N	N	N	N
	Use Asset-level	TRUE	TRUE	TRUE	TRUE	TRUE
	LIBOR_3MO	1.102000 1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.316670 2.233584 2.022730 1.773648 1.523059 1.283895 1.069063 0.891449 0.763929 0.699385 0.710717 0.810864 1.006156 1.274135 1.579756 1.888149 2.186841 2.469486 2.729724 2.961185 3.157495 3.312276 3.419155 3.471768 3.467874 3.422548 3.357412 3.292638 3.233752 3.182401 3.140232 3.108891 3.090023 3.085277 3.096301 3.124745 3.170856 3.229025 3.291604 3.351658 3.407419 3.458470 3.504391 3.544765 3.579173 3.607197 3.628420 3.642424 3.649298 3.651222 3.651064 3.651386 3.652859 3.655662 3.659976 3.665980 3.673857 3.683785 3.695945 3.710519 3.727406 3.745358 3.762760 3.778187 3.791272 3.801917 3.810029 3.815510 3.818266 3.818201 3.815219 3.809226 3.800396 3.790016 3.779712 3.770917 3.764030 3.759183 3.756511 3.756148 3.758229 3.762886 3.770254 3.780467 3.793417 3.808007 3.822840 3.836705 3.849318 3.860632 3.870602 3.879183 3.886327 3.891990 3.896126 3.898687 3.899809 3.900352 3.901394 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2.067521 2.054197 2.119476 2.196278 2.286459 2.316670 2.233584 2.022730 1.773648 1.523059 1.283895 1.069063 0.891449 0.763929 0.699385 0.710717 0.810864 1.006156 1.274135 1.579756 1.888149 2.186841 2.469486 2.729724 2.961185 3.157495 3.312276 3.419155 3.471768 3.467874 3.422548 3.357412 3.292638 3.233752 3.182401 3.140232 3.108891 3.090023 3.085277 3.096301 3.124745 3.170856 3.229025 3.291604 3.351658 3.407419 3.458470 3.504391 3.544765 3.579173 3.607197 3.628420 3.642424 3.649298 3.651222 3.651064 3.651386 3.652859 3.655662 3.659976 3.665980 3.673857 3.683785 3.695945 3.710519 3.727406 3.745358 3.762760 3.778187 3.791272 3.801917 3.810029 3.815510 3.818266 3.818201 3.815219 3.809226 3.800396 3.790016 3.779712 3.770917 3.764030 3.759183 3.756511 3.756148 3.758229 3.762886 3.770254 3.780467 3.793417 3.808007 3.822840 3.836705 3.849318 3.860632 3.870602 3.879183 3.886327 3.891990 3.896126 3.898687 3.899809 3.900352 3.901394 3.903873 3.908037 3.913957 3.921707 3.931359 3.942985 3.956658 3.972451 3.990435 4.010450 4.031385 4.051852 4.070650 4.087482 4.102283 4.114984 4.125519 4.133821 4.139824 4.143461 4.144665 4.143563 4.141076 4.138349 4.136367 4.135363 4.135373 4.136438 4.138596 4.141885 4.146344 4.152012 4.158928 4.167003 4.175630 4.184057 4.191634 4.198213 4.203767 4.208274 4.211707 4.214043 4.215256 4.215322 4.214217 4.211893 4.208214 4.203016 4.196156 4.187578 4.177246 4.165126 4.151183 4.135383 4.117691 4.098072 4.076491 4.053104 4.028828 4.004793 3.981968 3.960585 3.940689 3.922325 3.905539 3.890376 3.876882 3.865101 3.855079 3.846756 3.839651 3.833165 3.826787 3.820420 3.814066 3.807730 3.801415 3.795127 3.788867 3.782642 3.776453 3.770306 3.764205 3.758152 3.752152 3.746209 3.740327 3.734510 3.728761 3.723084 3.717484 3.711963 3.706527 3.701178 3.695921 3.690761 3.685700 3.680744 3.675896 3.671159 3.666537 3.662034 3.657651 3.653393 3.649265 3.645269 3.641413 3.637704 3.634148 3.630750 3.627515 3.624443 3.621529 3.618764 3.616143 3.613665 3.611336 3.609165 3.607195 3.605477 3.604056 3.602944 3.602148 3.601644 3.601287 3.600902 3.600338 3.599565 3.598577 3.597383 3.596041 3.594620 3.593179 3.591731 3.590274 3.588811 3.587341 3.585864 3.584381 3.582891 3.581396 3.579895 3.578390 3.576879 3.575363 3.573843 3.572319 3.570792 3.569260 3.567726 3.566188 3.564648 3.563106 3.561561 3.560014 3.558466 3.556917 3.555367 3.553816 3.552264 3.550713 3.549161 3.547610 3.546060 3.544511 3.542963 3.541416 3.539872 3.538329 3.536789 3.535252 3.533717 3.532186 3.530659 3.529135 3.527615 3.526100 3.524590 3.523084 3.521584 3.520089 3.518600 3.517117 3.515640 3.514170 3.512707 3.511252 3.509803 3.508363 3.506931 3.505507 3.504091 3.502685 3.501288 3.499900 3.498522 3.497154 3.495796 3.494449 3.493113 3.491788 3.490475 3.489173 3.487884 3.486606 3.485342 3.484090 3.482851 3.481626 3.480414 3.479217 3.478034 3.476865 3.475712 3.474573 3.473450 3.472342 3.471251 3.470175 3.469116 3.468074 3.467049 3.466042 3.465054 3.464084 3.463132 3.462199 3.461284 3.460385 3.459504 3.458640 3.457794 3.456970 3.456171 3.455401 3.454661 3.453951 3.453269 3.452604 3.451943 3.451274 3.450595 3.449905 3.449213 3.448563 3.448008 3.447594 3.447329 3.447217

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.448	0.881	1.102	1.336	1.526	1.636	1.687	1.734	1.781	1.823	1.867	1.915	1.555	1.918	2.229	2.473	2.662	2.811	2.919	3.014	3.094	3.172	3.239	3.299	3.347	3.377	3.437	3.457

US Capital Funding VI, Class C1

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	609,791,042.75
Latest update:	Jan 05, 2009
Gross WAC:		4.9131
WA Amort Term:		276
Settle:	Apr 20,2009
Orig Deal Bal:	$	611,000,000.00
Orig Collat Bal:	$	600,000,000.00
Closed:	Jun 28,2007
WA Rem Term:		276
Cur Collat Bal:	$	597,840,201.88
Next Pay:	Jul 10,2009
First Pay:	Oct 10,2007
Reinv End:	Jul 10,2013

Tranche Information

Tranche	C1
CUSIP	903428AF7
Coupon	3.3538
Type	MEZ_FLT
Orig Balance	22,000,000.00
Cur Balance	22,374,753.19
Capitalizes Defrd Int	Yes
Factor	1.0170
Orig Moody’s	NA
Curr Moody’s	NR
Orig S&P	NA
Orig Fitch	BBB
Curr Fitch	BBB
Delay	0
Accrual Date	04/10/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Int Shortfall	374,753.19
Floater Spread	2.0000
Stated Mat	07/10/2043
Freq	Quarterly
Business Day	Following
Daycount	Actual/360
Has Credit Enh	Yes

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Yield		Customer Request - 0 CDR	Customer Request - 1 CDR for 5 Years	Customer Request - 2 CDR for 5 Years	Customer Request - 3 CDR for 5 Years	Customer Request - 4 CDR for 5 Years	Customer Request - Deferrals at 133MM
3.3538	Price	135-12	140-05+	84-25+	12-10	-0-03	-0-03
	WAL	26.25	27.15	33.71	34.09	34.22	34.22
	WAL for Int Pmts	15.04	15.57	18.18	27.25	0.00	0.00
	WAL for Princ Pmts	26.25	27.15	28.72	28.72	0.00	0.00
	Mod Durn	16.87	18.17	18.65	28.08	0.00	0.00
	Mod Convexity	3.80	4.10	3.95	8.03	0.00	0.00
	First Princ Pmt Date	July-09	July-09	January-38	January-38	NA	NA
	First Princ Pmt Period	63.00	231.00	345.00	345.00	NA	NA
	Last Princ Pmt Date	October-37	October-37	January-38	January-38	NA	NA
	Last Princ Pmt Period	342.00	342.00	345.00	345.00	NA	NA
	Payment Window	Apr11 to Oct37	Jan13 to Oct37	Jan19 to Jan38	Apr35 to Jan38	NA	NA
	Principal Window	Jul14 to Oct37	Jul28 to Oct37	Jan38 to Jan38	Jan38 to Jan38	NA	NA
	Principal Writedown	0.00 (0.00%)	0.00 (0.00%)	59,476,716.10 (263.66%)	135,012,944.04 (598.51%)	145,145,103.26 (643.43%)	145,145,103.26 (643.43%)
	First Period of Writedown	NA	NA	411.00	411.00	411.00	411.00
	Maturity #mos	342.00	342.00	411.00	411.00	411.00	411.00
	Implied Writedown	0.00 (0.00%)	0.00 (0.00%)	15,565,906.71 (70.75%)	17,496,332.00 (79.53%)	22,000,000.00 (100.00%)	22,000,000.00 (100.00%)
	First Period of Implied Writedown	24.00	24.00	24.00	24.00	24.00	24.00
	Total Collat Loss(Forecasted)	46,835,000.00 (7.83%)	67,926,249.47 (11.36%)	88,226,607.65 (14.76%)	107,758,827.53 (18.02%)	126,545,216.79 (21.17%)	105,457,799.78 (17.64%)
	Total Collat Loss w/ History(Forecasted)	46,835,000.00 (7.81%)	67,926,249.47 (11.32%)	88,226,607.65 (14.70%)	107,758,827.53 (17.96%)	126,545,216.79 (21.09%)	105,457,799.78 (17.58%)
	Total Collat Liquidation by Group(Forecasted)	55,100,000.00 (9.22%)	79,913,234.67 (13.37%)	103,796,009.00 (17.36%)	126,775,091.22 (21.21%)	148,876,725.64 (24.90%)	124,067,999.75 (20.75%)
	Accum Int Shortfall	0.00	0.00	43,910,809.39	117,516,612.04	123,145,103.26	123,145,103.26
	Accum Coup Cap Shortfall	NA	NA	NA	NA	NA	NA
	Min Credit Support Pct	NA	NA	NA	NA	NA	NA
	Scenario Name	Customer Request — 0 CDR	Customer Request — 1 CDR for 5 Years	Customer Request — 2 CDR for 5 Years	Customer Request — 3 CDR for 5 Years	Customer Request — 4 CDR for 5 Years	Customer Request — Deferrals at 133MM
	Prepay Rate	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR
	Prepay Style	Full stat	Full stat	Full stat	Full stat	Full stat	Full stat
	YMP	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty
	Prepay Monthly	No	No	No	No	No	No
	Default Rate	0 CDR	1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 CDR	2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 CDR	3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 0 CDR	4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 0 CDR	68968000 0 Dollar
	Default Severity	85.00	85.00	85.00	85.00	85.00	85.00
	Servicer Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Advance (% of P&I)	0.00	0.00	0.00	0.00	0.00	0.00
	Recovery Lag	24.00	24.00	24.00	24.00	24.00	24.00
	Recovery Time Series	100.00	100.00	100.00	100.00	100.00	100.00
	Liquidation Time Series	0.00	0.00	0.00	0.00	0.00	0.00
	Rate During Init Recov Lag	0.00	0.00	0.00	0.00	0.00	0.00
	Severity During Init Recov Lag	0.00	0.00	0.00	0.00	0.00	0.00
	Default Monthly	No	No	No	No	No	No
	Already Defaulted Severity (%)	85.00	85.00	85.00	85.00	85.00	85.00
	Already Defaulted Lag	24.00	24.00	24.00	24.00	24.00	24.00
	Already Defaulted Time Series	100.00	100.00	100.00	100.00	100.00	100.00
	Already Defaulted Liq Time Series	0.00	0.00	0.00	0.00	0.00	0.00
	Already Defaulted Advance (%)	0.00	0.00	0.00	0.00	0.00	0.00
	Already Defaulted Serv Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Opt Redem	N/N	N/N	N/N	N/N	N/N	N/N
	Use Asset-level	FALSE	FALSE	FALSE	FALSE	FALSE	FALSE
	LIBOR_1MO	0.448000 0.448000 1.321507 1.566689 2.043314 2.266822 2.202929 1.987632 2.021972 2.112481 2.175871 2.265508 2.345789 2.155645 1.867098 1.562934 1.257725 0.966034 0.702416 0.481422 0.317602 0.225512 0.219716 0.314799 0.525370 0.843541 1.186617 1.526810 1.857048 2.170253 2.459347 2.717246 2.936868 3.111130 3.232955 3.295269 3.291009 3.226644 3.152144 3.082012 3.017952 2.961670 2.914871 2.879261 2.856544 2.848428 2.856617 2.882820 2.928743 2.991835 3.056059 3.116949 3.174124 3.227204 3.275810 3.319561 3.358079 3.390981 3.417890 3.438426 3.452208 3.460120 3.467000 3.474187 3.481798 3.489950 3.498761 3.508347 3.518826 3.530314 3.542929 3.556789 3.572009 3.588221 3.603539 3.617446 3.629899 3.640856 3.650273 3.658108 3.664316 3.668857 3.671686 3.672760 3.672037 3.669861 3.667771 3.666211 3.665247 3.664946 3.665374 3.666596 3.668680 3.671690 3.675693 3.680756 3.686945 3.694043 3.700968 3.707439 3.713452 3.719006 3.724095 3.728717 3.732867 3.736543 3.739741 3.742457 3.744689 3.746742 3.749885 3.754486 3.760611 3.768326 3.777695 3.788784 3.801656 3.816379 3.833016 3.851632 3.872294 3.894402 3.915324 3.934341 3.951386 3.966393 3.979295 3.990026 3.998519 4.004708 4.008526 4.009906 4.008783 4.005629 4.002571 4.000170 3.998457 3.997464 3.997221 3.997759 3.999110 4.001303 4.004370 4.008342 4.013249 4.018760 4.023434 4.026884 4.029082 4.029998 4.029602 4.027867 4.024762 4.020259 4.014329 4.006941 3.998068 3.988156 3.979105 3.971429 3.965170 3.960372 3.957080 3.955336 3.955185 3.956670 3.959833 3.964720 3.971374 3.979218 3.985786 3.990420 3.993077 3.993712 3.992279 3.988736 3.983038 3.975139 3.964997 3.952566 3.937802 3.921063 3.903932 3.886816 3.869724 3.852665 3.835647 3.818679 3.801770 3.784929 3.768163 3.751483 3.734897 3.718414 3.702043 3.685792 3.669671 3.653688 3.637852 3.622172 3.606658 3.591317 3.576159 3.561192 3.546427 3.531870 3.517530 3.503417 3.489538 3.475903 3.462520 3.449399 3.436552 3.423988 3.411717 3.399747 3.388088 3.376744 3.365715 3.355005 3.344622 3.334577 3.324876 3.315541 3.306624 3.298145 3.290115 3.282544 3.275441 3.268773 3.262380 3.256226 3.250315 3.244653 3.239245 3.234259 3.230355 3.227713 3.226358 3.226310 3.227592 3.230000 3.232646 3.235307 3.237983 3.240672 3.243374 3.246089 3.248816 3.251555 3.254305 3.257065 3.259835 3.262615 3.265404 3.268202 3.271007 3.273820 3.276640 3.279467 3.282299 3.285137 3.287979 3.290827 3.293677 3.296532 3.299389 3.302248 3.305110 3.307972 3.310836 3.313699 3.316563 3.319426 3.322287 3.325147 3.328004 3.330858 3.333709 3.336557 3.339400 3.342238 3.345070 3.347897 3.350717 3.353531 3.356337 3.359134 3.361924 3.364704 3.367475 3.370236 3.372986 3.375726 3.378453 3.381169 3.383872 3.386561 3.389238 3.391900 3.394547 3.397179 3.399795 3.402396 3.404979 3.407545 3.410094 3.412624 3.415135 3.417627 3.420100 3.422551 3.424982 3.427392 3.429780 3.432145 3.434488 3.436807 3.439102 3.441373 3.443618 3.445838 3.448032 3.450200 3.452340 3.454453 3.456537 3.458594 3.460622 3.462620 3.464589 3.466527 3.468433 3.470306 3.472146 3.473952 3.475723 3.477461 3.479168 3.480844 3.482489 3.484104 3.485686 3.487232 3.488729 3.490171 3.491557 3.492888 3.494162 3.495393 3.496632 3.497893 3.499176 3.500482 3.501810 3.503111 3.504183 3.504970 3.505471 3.505683 3.505601	0.448000 0.448000 1.321507 1.566689 2.043314 2.266822 2.202929 1.987632 2.021972 2.112481 2.175871 2.265508 2.345789 2.155645 1.867098 1.562934 1.257725 0.966034 0.702416 0.481422 0.317602 0.225512 0.219716 0.314799 0.525370 0.843541 1.186617 1.526810 1.857048 2.170253 2.459347 2.717246 2.936868 3.111130 3.232955 3.295269 3.291009 3.226644 3.152144 3.082012 3.017952 2.961670 2.914871 2.879261 2.856544 2.848428 2.856617 2.882820 2.928743 2.991835 3.056059 3.116949 3.174124 3.227204 3.275810 3.319561 3.358079 3.390981 3.417890 3.438426 3.452208 3.460120 3.467000 3.474187 3.481798 3.489950 3.498761 3.508347 3.518826 3.530314 3.542929 3.556789 3.572009 3.588221 3.603539 3.617446 3.629899 3.640856 3.650273 3.658108 3.664316 3.668857 3.671686 3.672760 3.672037 3.669861 3.667771 3.666211 3.665247 3.664946 3.665374 3.666596 3.668680 3.671690 3.675693 3.680756 3.686945 3.694043 3.700968 3.707439 3.713452 3.719006 3.724095 3.728717 3.732867 3.736543 3.739741 3.742457 3.744689 3.746742 3.749885 3.754486 3.760611 3.768326 3.777695 3.788784 3.801656 3.816379 3.833016 3.851632 3.872294 3.894402 3.915324 3.934341 3.951386 3.966393 3.979295 3.990026 3.998519 4.004708 4.008526 4.009906 4.008783 4.005629 4.002571 4.000170 3.998457 3.997464 3.997221 3.997759 3.999110 4.001303 4.004370 4.008342 4.013249 4.018760 4.023434 4.026884 4.029082 4.029998 4.029602 4.027867 4.024762 4.020259 4.014329 4.006941 3.998068 3.988156 3.979105 3.971429 3.965170 3.960372 3.957080 3.955336 3.955185 3.956670 3.959833 3.964720 3.971374 3.979218 3.985786 3.990420 3.993077 3.993712 3.992279 3.988736 3.983038 3.975139 3.964997 3.952566 3.937802 3.921063 3.903932 3.886816 3.869724 3.852665 3.835647 3.818679 3.801770 3.784929 3.768163 3.751483 3.734897 3.718414 3.702043 3.685792 3.669671 3.653688 3.637852 3.622172 3.606658 3.591317 3.576159 3.561192 3.546427 3.531870 3.517530 3.503417 3.489538 3.475903 3.462520 3.449399 3.436552 3.423988 3.411717 3.399747 3.388088 3.376744 3.365715 3.355005 3.344622 3.334577 3.324876 3.315541 3.306624 3.298145 3.290115 3.282544 3.275441 3.268773 3.262380 3.256226 3.250315 3.244653 3.239245 3.234259 3.230355 3.227713 3.226358 3.226310 3.227592 3.230000 3.232646 3.235307 3.237983 3.240672 3.243374 3.246089 3.248816 3.251555 3.254305 3.257065 3.259835 3.262615 3.265404 3.268202 3.271007 3.273820 3.276640 3.279467 3.282299 3.285137 3.287979 3.290827 3.293677 3.296532 3.299389 3.302248 3.305110 3.307972 3.310836 3.313699 3.316563 3.319426 3.322287 3.325147 3.328004 3.330858 3.333709 3.336557 3.339400 3.342238 3.345070 3.347897 3.350717 3.353531 3.356337 3.359134 3.361924 3.364704 3.367475 3.370236 3.372986 3.375726 3.378453 3.381169 3.383872 3.386561 3.389238 3.391900 3.394547 3.397179 3.399795 3.402396 3.404979 3.407545 3.410094 3.412624 3.415135 3.417627 3.420100 3.422551 3.424982 3.427392 3.429780 3.432145 3.434488 3.436807 3.439102 3.441373 3.443618 3.445838 3.448032 3.450200 3.452340 3.454453 3.456537 3.458594 3.460622 3.462620 3.464589 3.466527 3.468433 3.470306 3.472146 3.473952 3.475723 3.477461 3.479168 3.480844 3.482489 3.484104 3.485686 3.487232 3.488729 3.490171 3.491557 3.492888 3.494162 3.495393 3.496632 3.497893 3.499176 3.500482 3.501810 3.503111 3.504183 3.504970 3.505471 3.505683 3.505601	0.448000 0.448000 1.321507 1.566689 2.043314 2.266822 2.202929 1.987632 2.021972 2.112481 2.175871 2.265508 2.345789 2.155645 1.867098 1.562934 1.257725 0.966034 0.702416 0.481422 0.317602 0.225512 0.219716 0.314799 0.525370 0.843541 1.186617 1.526810 1.857048 2.170253 2.459347 2.717246 2.936868 3.111130 3.232955 3.295269 3.291009 3.226644 3.152144 3.082012 3.017952 2.961670 2.914871 2.879261 2.856544 2.848428 2.856617 2.882820 2.928743 2.991835 3.056059 3.116949 3.174124 3.227204 3.275810 3.319561 3.358079 3.390981 3.417890 3.438426 3.452208 3.460120 3.467000 3.474187 3.481798 3.489950 3.498761 3.508347 3.518826 3.530314 3.542929 3.556789 3.572009 3.588221 3.603539 3.617446 3.629899 3.640856 3.650273 3.658108 3.664316 3.668857 3.671686 3.672760 3.672037 3.669861 3.667771 3.666211 3.665247 3.664946 3.665374 3.666596 3.668680 3.671690 3.675693 3.680756 3.686945 3.694043 3.700968 3.707439 3.713452 3.719006 3.724095 3.728717 3.732867 3.736543 3.739741 3.742457 3.744689 3.746742 3.749885 3.754486 3.760611 3.768326 3.777695 3.788784 3.801656 3.816379 3.833016 3.851632 3.872294 3.894402 3.915324 3.934341 3.951386 3.966393 3.979295 3.990026 3.998519 4.004708 4.008526 4.009906 4.008783 4.005629 4.002571 4.000170 3.998457 3.997464 3.997221 3.997759 3.999110 4.001303 4.004370 4.008342 4.013249 4.018760 4.023434 4.026884 4.029082 4.029998 4.029602 4.027867 4.024762 4.020259 4.014329 4.006941 3.998068 3.988156 3.979105 3.971429 3.965170 3.960372 3.957080 3.955336 3.955185 3.956670 3.959833 3.964720 3.971374 3.979218 3.985786 3.990420 3.993077 3.993712 3.992279 3.988736 3.983038 3.975139 3.964997 3.952566 3.937802 3.921063 3.903932 3.886816 3.869724 3.852665 3.835647 3.818679 3.801770 3.784929 3.768163 3.751483 3.734897 3.718414 3.702043 3.685792 3.669671 3.653688 3.637852 3.622172 3.606658 3.591317 3.576159 3.561192 3.546427 3.531870 3.517530 3.503417 3.489538 3.475903 3.462520 3.449399 3.436552 3.423988 3.411717 3.399747 3.388088 3.376744 3.365715 3.355005 3.344622 3.334577 3.324876 3.315541 3.306624 3.298145 3.290115 3.282544 3.275441 3.268773 3.262380 3.256226 3.250315 3.244653 3.239245 3.234259 3.230355 3.227713 3.226358 3.226310 3.227592 3.230000 3.232646 3.235307 3.237983 3.240672 3.243374 3.246089 3.248816 3.251555 3.254305 3.257065 3.259835 3.262615 3.265404 3.268202 3.271007 3.273820 3.276640 3.279467 3.282299 3.285137 3.287979 3.290827 3.293677 3.296532 3.299389 3.302248 3.305110 3.307972 3.310836 3.313699 3.316563 3.319426 3.322287 3.325147 3.328004 3.330858 3.333709 3.336557 3.339400 3.342238 3.345070 3.347897 3.350717 3.353531 3.356337 3.359134 3.361924 3.364704 3.367475 3.370236 3.372986 3.375726 3.378453 3.381169 3.383872 3.386561 3.389238 3.391900 3.394547 3.397179 3.399795 3.402396 3.404979 3.407545 3.410094 3.412624 3.415135 3.417627 3.420100 3.422551 3.424982 3.427392 3.429780 3.432145 3.434488 3.436807 3.439102 3.441373 3.443618 3.445838 3.448032 3.450200 3.452340 3.454453 3.456537 3.458594 3.460622 3.462620 3.464589 3.466527 3.468433 3.470306 3.472146 3.473952 3.475723 3.477461 3.479168 3.480844 3.482489 3.484104 3.485686 3.487232 3.488729 3.490171 3.491557 3.492888 3.494162 3.495393 3.496632 3.497893 3.499176 3.500482 3.501810 3.503111 3.504183 3.504970 3.505471 3.505683 3.505601	0.448000 0.448000 1.321507 1.566689 2.043314 2.266822 2.202929 1.987632 2.021972 2.112481 2.175871 2.265508 2.345789 2.155645 1.867098 1.562934 1.257725 0.966034 0.702416 0.481422 0.317602 0.225512 0.219716 0.314799 0.525370 0.843541 1.186617 1.526810 1.857048 2.170253 2.459347 2.717246 2.936868 3.111130 3.232955 3.295269 3.291009 3.226644 3.152144 3.082012 3.017952 2.961670 2.914871 2.879261 2.856544 2.848428 2.856617 2.882820 2.928743 2.991835 3.056059 3.116949 3.174124 3.227204 3.275810 3.319561 3.358079 3.390981 3.417890 3.438426 3.452208 3.460120 3.467000 3.474187 3.481798 3.489950 3.498761 3.508347 3.518826 3.530314 3.542929 3.556789 3.572009 3.588221 3.603539 3.617446 3.629899 3.640856 3.650273 3.658108 3.664316 3.668857 3.671686 3.672760 3.672037 3.669861 3.667771 3.666211 3.665247 3.664946 3.665374 3.666596 3.668680 3.671690 3.675693 3.680756 3.686945 3.694043 3.700968 3.707439 3.713452 3.719006 3.724095 3.728717 3.732867 3.736543 3.739741 3.742457 3.744689 3.746742 3.749885 3.754486 3.760611 3.7683 26 3.777695 3.788784 3.801656 3.816379 3.833016 3.851632 3.872294 3.894402 3.915324 3.934341 3.951386 3.966393 3.979295 3.990026 3.998519 4.004708 4.008526 4.009906 4.008783 4.005629 4.002571 4.000170 3.998457 3.997464 3.997221 3.997759 3.999110 4.001303 4.004370 4.008342 4.013249 4.018760 4.023434 4.026884 4.029082 4.029998 4.029602 4.027867 4.024762 4.020259 4.014329 4.006941 3.998068 3.988156 3.979105 3.971429 3.965170 3.960372 3.957080 3.955336 3.955185 3.956670 3.959833 3.964720 3.971374 3.979218 3.985786 3.990420 3.993077 3.993712 3.992279 3.988736 3.983038 3.975139 3.964997 3.952566 3.937802 3.921063 3.903932 3.886816 3.869724 3.852665 3.835647 3.818679 3.801770 3.784929 3.768163 3.751483 3.734897 3.718414 3.702043 3.685792 3.669671 3.653688 3.637852 3.622172 3.606658 3.591317 3.576159 3.561192 3.546427 3.531870 3.517530 3.503417 3.489538 3.475903 3.462520 3.449399 3.436552 3.423988 3.411717 3.399747 3.388088 3.376744 3.365715 3.355005 3.344622 3.334577 3.324876 3.315541 3.306624 3.298145 3.290115 3.2 82544 3.275441 3.268773 3.262380 3.256226 3.250315 3.244653 3.239245 3.234259 3.230355 3.227713 3.226358 3.226310 3.227592 3.230000 3.232646 3.235307 3.237983 3.240672 3.243374 3.246089 3.248816 3.251555 3.254305 3.257065 3.259835 3.262615 3.265404 3.268202 3.271007 3.273820 3.276640 3.279467 3.282299 3.285137 3.287979 3.290827 3.293677 3.296532 3.299389 3.302248 3.305110 3.307972 3.310836 3.313699 3.316563 3.319426 3.322287 3.325147 3.328004 3.330858 3.333709 3.336557 3.339400 3.342238 3.345070 3.347897 3.350717 3.353531 3.356337 3.359134 3.361924 3.364704 3.367475 3.370236 3.372986 3.375726 3.378453 3.381169 3.383872 3.386561 3.389238 3.391900 3.394547 3.397179 3.399795 3.402396 3.404979 3.407545 3.410094 3.412624 3.415135 3.417627 3.420100 3.422551 3.424982 3.427392 3.429780 3.432145 3.434488 3.436807 3.439102 3.441373 3.443618 3.445838 3.448032 3.450200 3.452340 3.454453 3.456537 3.458594 3.460622 3.462620 3.464589 3.466527 3.468433 3.470306 3.472146 3.473952 3.475723 3.477461 3.479168 3.480844 3.482489 3.484104 3.485686 3.487232 3.488729 3.490171 3.491557 3.492888 3.494162 3.495393 3.496632 3.497893 3.499176 3.500482 3.501810 3.503111 3.504183 3.504970 3.505471 3.505683 3.505601	0.448000 0.448000 1.321507 1.566689 2.043314 2.266822 2.202929 1.987632 2.021972 2.112481 2.175871 2.265508 2.345789 2.155645 1.867098 1.562934 1.257725 0.966034 0.702416 0.481422 0.317602 0.225512 0.219716 0.314799 0.525370 0.843541 1.186617 1.526810 1.857048 2.170253 2.459347 2.717246 2.936868 3.111130 3.232955 3.295269 3.291009 3.226644 3.152144 3.082012 3.017952 2.961670 2.914871 2.879261 2.856544 2.848428 2.856617 2.882820 2.928743 2.991835 3.056059 3.116949 3.174124 3.227204 3.275810 3.319561 3.358079 3.390981 3.417890 3.438426 3.452208 3.460120 3.467000 3.474187 3.481798 3.489950 3.498761 3.508347 3.518826 3.530314 3.542929 3.556789 3.572009 3.588221 3.603539 3.617446 3.629899 3.640856 3.650273 3.658108 3.664316 3.668857 3.671686 3.672760 3.672037 3.669861 3.667771 3.666211 3.665247 3.664946 3.665374 3.666596 3.668680 3.671690 3.675693 3.680756 3.686945 3.694043 3.700968 3.707439 3.713452 3.719006 3.724095 3.728717 3.732867 3.736543 3.739741 3.742457 3.744689 3.746742 3.749885 3.754486 3.760611 3.7683 26 3.777695 3.788784 3.801656 3.816379 3.833016 3.851632 3.872294 3.894402 3.915324 3.934341 3.951386 3.966393 3.979295 3.990026 3.998519 4.004708 4.008526 4.009906 4.008783 4.005629 4.002571 4.000170 3.998457 3.997464 3.997221 3.997759 3.999110 4.001303 4.004370 4.008342 4.013249 4.018760 4.023434 4.026884 4.029082 4.029998 4.029602 4.027867 4.024762 4.020259 4.014329 4.006941 3.998068 3.988156 3.979105 3.971429 3.965170 3.960372 3.957080 3.955336 3.955185 3.956670 3.959833 3.964720 3.971374 3.979218 3.985786 3.990420 3.993077 3.993712 3.992279 3.988736 3.983038 3.975139 3.964997 3.952566 3.937802 3.921063 3.903932 3.886816 3.869724 3.852665 3.835647 3.818679 3.801770 3.784929 3.768163 3.751483 3.734897 3.718414 3.702043 3.685792 3.669671 3.653688 3.637852 3.622172 3.606658 3.591317 3.576159 3.561192 3.546427 3.531870 3.517530 3.503417 3.489538 3.475903 3.462520 3.449399 3.436552 3.423988 3.411717 3.399747 3.388088 3.376744 3.365715 3.355005 3.344622 3.334577 3.324876 3.315541 3.306624 3.298145 3.290115 3.2 82544 3.275441 3.268773 3.262380 3.256226 3.250315 3.244653 3.239245 3.234259 3.230355 3.227713 3.226358 3.226310 3.227592 3.230000 3.232646 3.235307 3.237983 3.240672 3.243374 3.246089 3.248816 3.251555 3.254305 3.257065 3.259835 3.262615 3.265404 3.268202 3.271007 3.273820 3.276640 3.279467 3.282299 3.285137 3.287979 3.290827 3.293677 3.296532 3.299389 3.302248 3.305110 3.307972 3.310836 3.313699 3.316563 3.319426 3.322287 3.325147 3.328004 3.330858 3.333709 3.336557 3.339400 3.342238 3.345070 3.347897 3.350717 3.353531 3.356337 3.359134 3.361924 3.364704 3.367475 3.370236 3.372986 3.375726 3.378453 3.381169 3.383872 3.386561 3.389238 3.391900 3.394547 3.397179 3.399795 3.402396 3.404979 3.407545 3.410094 3.412624 3.415135 3.417627 3.420100 3.422551 3.424982 3.427392 3.429780 3.432145 3.434488 3.436807 3.439102 3.441373 3.443618 3.445838 3.448032 3.450200 3.452340 3.454453 3.456537 3.458594 3.460622 3.462620 3.464589 3.466527 3.468433 3.470306 3.472146 3.473952 3.475723 3.477461 3.479168 3.480844 3.482489 3.484104 3.485686 3.487232 3.488729 3.490171 3.491557 3.492888 3.494162 3.495393 3.496632 3.497893 3.499176 3.500482 3.501810 3.503111 3.504183 3.504970 3.505471 3.505683 3.505601	0.448000 0.448000 1.321507 1.566689 2.043314 2.266822 2.202929 1.987632 2.021972 2.112481 2.175871 2.265508 2.345789 2.155645 1.867098 1.562934 1.257725 0.966034 0.702416 0.481422 0.317602 0.225512 0.219716 0.314799 0.525370 0.843541 1.186617 1.526810 1.857048 2.170253 2.459347 2.717246 2.936868 3.111130 3.232955 3.295269 3.291009 3.226644 3.152144 3.082012 3.017952 2.961670 2.914871 2.879261 2.856544 2.848428 2.856617 2.882820 2.928743 2.991835 3.056059 3.116949 3.174124 3.227204 3.275810 3.319561 3.358079 3.390981 3.417890 3.438426 3.452208 3.460120 3.467000 3.474187 3.481798 3.489950 3.498761 3.508347 3.518826 3.530314 3.542929 3.556789 3.572009 3.588221 3.603539 3.617446 3.629899 3.640856 3.650273 3.658108 3.664316 3.668857 3.671686 3.672760 3.672037 3.669861 3.667771 3.666211 3.665247 3.664946 3.665374 3.666596 3.668680 3.671690 3.675693 3.680756 3.686945 3.694043 3.700968 3.707439 3.713452 3.719006 3.724095 3.728717 3.732867 3.736543 3.739741 3.742457 3.744689 3.746742 3.749885 3.754486 3.760611 3.7683 26 3.777695 3.788784 3.801656 3.816379 3.833016 3.851632 3.872294 3.894402 3.915324 3.934341 3.951386 3.966393 3.979295 3.990026 3.998519 4.004708 4.008526 4.009906 4.008783 4.005629 4.002571 4.000170 3.998457 3.997464 3.997221 3.997759 3.999110 4.001303 4.004370 4.008342 4.013249 4.018760 4.023434 4.026884 4.029082 4.029998 4.029602 4.027867 4.024762 4.020259 4.014329 4.006941 3.998068 3.988156 3.979105 3.971429 3.965170 3.960372 3.957080 3.955336 3.955185 3.956670 3.959833 3.964720 3.971374 3.979218 3.985786 3.990420 3.993077 3.993712 3.992279 3.988736 3.983038 3.975139 3.964997 3.952566 3.937802 3.921063 3.903932 3.886816 3.869724 3.852665 3.835647 3.818679 3.801770 3.784929 3.768163 3.751483 3.734897 3.718414 3.702043 3.685792 3.669671 3.653688 3.637852 3.622172 3.606658 3.591317 3.576159 3.561192 3.546427 3.531870 3.517530 3.503417 3.489538 3.475903 3.462520 3.449399 3.436552 3.423988 3.411717 3.399747 3.388088 3.376744 3.365715 3.355005 3.344622 3.334577 3.324876 3.315541 3.306624 3.298145 3.290115 3.2 82544 3.275441 3.268773 3.262380 3.256226 3.250315 3.244653 3.239245 3.234259 3.230355 3.227713 3.226358 3.226310 3.227592 3.230000 3.232646 3.235307 3.237983 3.240672 3.243374 3.246089 3.248816 3.251555 3.254305 3.257065 3.259835 3.262615 3.265404 3.268202 3.271007 3.273820 3.276640 3.279467 3.282299 3.285137 3.287979 3.290827 3.293677 3.296532 3.299389 3.302248 3.305110 3.307972 3.310836 3.313699 3.316563 3.319426 3.322287 3.325147 3.328004 3.330858 3.333709 3.336557 3.339400 3.342238 3.345070 3.347897 3.350717 3.353531 3.356337 3.359134 3.361924 3.364704 3.367475 3.370236 3.372986 3.375726 3.378453 3.381169 3.383872 3.386561 3.389238 3.391900 3.394547 3.397179 3.399795 3.402396 3.404979 3.407545 3.410094 3.412624 3.415135 3.417627 3.420100 3.422551 3.424982 3.427392 3.429780 3.432145 3.434488 3.436807 3.439102 3.441373 3.443618 3.445838 3.448032 3.450200 3.452340 3.454453 3.456537 3.458594 3.460622 3.462620 3.464589 3.466527 3.468433 3.470306 3.472146 3.473952 3.475723 3.477461 3.479168 3.480844 3.482489 3.484104 3.485686 3.487232 3.488729 3.490171 3.491557 3.492888 3.494162 3.495393 3.496632 3.497893 3.499176 3.500482 3.501810 3.503111 3.504183 3.504970 3.505471 3.505683 3.505601
	LIBOR_3MO	1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.259887 2.126585 1.864758 1.564595 1.263534 0.976163 0.717036 0.500678 0.341605 0.254330 0.253395 0.353392 0.561480 0.852417 1.186796 1.525395 1.854199 2.166089 2.453929 2.710571 2.928857 3.101627 3.221727 3.282013 3.279898 3.231930 3.161893 3.091967 3.028153 2.972161 2.925704 2.890493 2.868239 2.860656 2.869456 2.896356 2.941647 2.999679 3.062730 3.123806 3.181154 3.234391 3.283133 3.326998 3.365602 3.398563 3.425498 3.446023 3.460181 3.469760 3.477129 3.484397 3.492092 3.500331 3.509232 3.518913 3.529493 3.541088 3.553817 3.567798 3.582985 3.598661 3.613898 3.627874 3.640389 3.651397 3.660857 3.668725 3.674958 3.679511 3.682343 3.683410 3.682798 3.681125 3.679171 3.677623 3.676676 3.676395 3.676848 3.678100 3.680218 3.683269 3.687319 3.692435 3.698590 3.705368 3.712242 3.718751 3.724801 3.730388 3.735508 3.740157 3.744332 3.748030 3.751246 3.753978 3.756327 3.758818 3.762104 3.766756 3.772942 3.780727 3.7901 77 3.801357 3.814333 3.829171 3.845936 3.864694 3.885288 3.906656 3.927473 3.946592 3.963727 3.978811 3.991777 4.002557 4.011084 4.017292 4.021113 4.022480 4.021508 4.019047 4.016157 4.013750 4.012036 4.011047 4.010813 4.011365 4.012735 4.014953 4.018051 4.022059 4.026888 4.031953 4.036528 4.039992 4.042195 4.043107 4.042699 4.040942 4.037807 4.033264 4.027284 4.019837 4.011055 4.001714 3.992775 3.985062 3.978777 3.973962 3.970663 3.968922 3.968784 3.970293 3.973493 3.978427 3.984931 3.992000 3.998391 4.003041 4.005700 4.006324 4.004868 4.001286 3.995535 3.987569 3.977344 3.964816 3.950075 3.933758 3.916652 3.899427 3.882228 3.865061 3.847937 3.830864 3.813850 3.796905 3.780037 3.763255 3.746568 3.729986 3.713516 3.697168 3.680951 3.664873 3.648944 3.633172 3.617567 3.602137 3.586891 3.571838 3.556988 3.542348 3.527927 3.513734 3.499777 3.486065 3.472608 3.459415 3.446498 3.433865 3.421527 3.409492 3.397768 3.386360 3.375271 3.364503 3.354066 3.343967 3.334220 3.324850 3.315891 3.307369 3.299298 3.291688 3.2 84535 3.277777 3.271338 3.265151 3.259210 3.253519 3.248138 3.243347 3.239482 3.236834 3.235479 3.235438 3.236658 3.238782 3.241367 3.244043 3.246732 3.249436 3.252153 3.254882 3.257624 3.260377 3.263142 3.265917 3.268702 3.271497 3.274301 3.277114 3.279934 3.282762 3.285598 3.288439 3.291287 3.294140 3.296998 3.299861 3.302727 3.305597 3.308470 3.311345 3.314222 3.317100 3.319979 3.322858 3.325737 3.328616 3.331493 3.334368 3.337241 3.340111 3.342978 3.345841 3.348700 3.351553 3.354402 3.357244 3.360080 3.362909 3.365730 3.368544 3.371348 3.374144 3.376931 3.379707 3.382472 3.385227 3.387970 3.390700 3.393418 3.396123 3.398814 3.401491 3.404153 3.406800 3.409431 3.412046 3.414644 3.417225 3.419787 3.422332 3.424857 3.427363 3.429850 3.432315 3.434760 3.437183 3.439585 3.441963 3.444319 3.446651 3.448959 3.451243 3.453501 3.455734 3.457940 3.460120 3.462272 3.464397 3.466494 3.468562 3.470601 3.472611 3.474591 3.476540 3.478457 3.480340 3.482191 3.484007 3.485789 3.487538 3.489254 3.490940 3.492595 3.494218 3.495809 3.497359 3.498863 3.500313 3.501708 3.503046 3.504332 3.505587 3.506838 3.508106 3.509397 3.510710 3.512030 3.513271 3.514330 3.515122 3.515625 3.515836	1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.259887 2.126585 1.864758 1.564595 1.263534 0.976163 0.717036 0.500678 0.341605 0.254330 0.253395 0.353392 0.561480 0.852417 1.186796 1.525395 1.854199 2.166089 2.453929 2.710571 2.928857 3.101627 3.221727 3.282013 3.279898 3.231930 3.161893 3.091967 3.028153 2.972161 2.925704 2.890493 2.868239 2.860656 2.869456 2.896356 2.941647 2.999679 3.062730 3.123806 3.181154 3.234391 3.283133 3.326998 3.365602 3.398563 3.425498 3.446023 3.460181 3.469760 3.477129 3.484397 3.492092 3.500331 3.509232 3.518913 3.529493 3.541088 3.553817 3.567798 3.582985 3.598661 3.613898 3.627874 3.640389 3.651397 3.660857 3.668725 3.674958 3.679511 3.682343 3.683410 3.682798 3.681125 3.679171 3.677623 3.676676 3.676395 3.676848 3.678100 3.680218 3.683269 3.687319 3.692435 3.698590 3.705368 3.712242 3.718751 3.724801 3.730388 3.735508 3.740157 3.744332 3.748030 3.751246 3.753978 3.756327 3.758818 3.762104 3.766756 3.772942 3.780727 3.7901 77 3.801357 3.814333 3.829171 3.845936 3.864694 3.885288 3.906656 3.927473 3.946592 3.963727 3.978811 3.991777 4.002557 4.011084 4.017292 4.021113 4.022480 4.021508 4.019047 4.016157 4.013750 4.012036 4.011047 4.010813 4.011365 4.012735 4.014953 4.018051 4.022059 4.026888 4.031953 4.036528 4.039992 4.042195 4.043107 4.042699 4.040942 4.037807 4.033264 4.027284 4.019837 4.011055 4.001714 3.992775 3.985062 3.978777 3.973962 3.970663 3.968922 3.968784 3.970293 3.973493 3.978427 3.984931 3.992000 3.998391 4.003041 4.005700 4.006324 4.004868 4.001286 3.995535 3.987569 3.977344 3.964816 3.950075 3.933758 3.916652 3.899427 3.882228 3.865061 3.847937 3.830864 3.813850 3.796905 3.780037 3.763255 3.746568 3.729986 3.713516 3.697168 3.680951 3.664873 3.648944 3.633172 3.617567 3.602137 3.586891 3.571838 3.556988 3.542348 3.527927 3.513734 3.499777 3.486065 3.472608 3.459415 3.446498 3.433865 3.421527 3.409492 3.397768 3.386360 3.375271 3.364503 3.354066 3.343967 3.334220 3.324850 3.315891 3.307369 3.299298 3.291688 3.2 84535 3.277777 3.271338 3.265151 3.259210 3.253519 3.248138 3.243347 3.239482 3.236834 3.235479 3.235438 3.236658 3.238782 3.241367 3.244043 3.246732 3.249436 3.252153 3.254882 3.257624 3.260377 3.263142 3.265917 3.268702 3.271497 3.274301 3.277114 3.279934 3.282762 3.285598 3.288439 3.291287 3.294140 3.296998 3.299861 3.302727 3.305597 3.308470 3.311345 3.314222 3.317100 3.319979 3.322858 3.325737 3.328616 3.331493 3.334368 3.337241 3.340111 3.342978 3.345841 3.348700 3.351553 3.354402 3.357244 3.360080 3.362909 3.365730 3.368544 3.371348 3.374144 3.376931 3.379707 3.382472 3.385227 3.387970 3.390700 3.393418 3.396123 3.398814 3.401491 3.404153 3.406800 3.409431 3.412046 3.414644 3.417225 3.419787 3.422332 3.424857 3.427363 3.429850 3.432315 3.434760 3.437183 3.439585 3.441963 3.444319 3.446651 3.448959 3.451243 3.453501 3.455734 3.457940 3.460120 3.462272 3.464397 3.466494 3.468562 3.470601 3.472611 3.474591 3.476540 3.478457 3.480340 3.482191 3.484007 3.485789 3.487538 3.489254 3.490940 3.492595 3.494218 3.495809 3.497359 3.498863 3.500313 3.501708 3.503046 3.504332 3.505587 3.506838 3.508106 3.509397 3.510710 3.512030 3.513271 3.514330 3.515122 3.515625 3.515836	1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.259887 2.126585 1.864758 1.564595 1.263534 0.976163 0.717036 0.500678 0.341605 0.254330 0.253395 0.353392 0.561480 0.852417 1.186796 1.525395 1.854199 2.166089 2.453929 2.710571 2.928857 3.101627 3.221727 3.282013 3.279898 3.231930 3.161893 3.091967 3.028153 2.972161 2.925704 2.890493 2.868239 2.860656 2.869456 2.896356 2.941647 2.999679 3.062730 3.123806 3.181154 3.234391 3.283133 3.326998 3.365602 3.398563 3.425498 3.446023 3.460181 3.469760 3.477129 3.484397 3.492092 3.500331 3.509232 3.518913 3.529493 3.541088 3.553817 3.567798 3.582985 3.598661 3.613898 3.627874 3.640389 3.651397 3.660857 3.668725 3.674958 3.679511 3.682343 3.683410 3.682798 3.681125 3.679171 3.677623 3.676676 3.676395 3.676848 3.678100 3.680218 3.683269 3.687319 3.692435 3.698590 3.705368 3.712242 3.718751 3.724801 3.730388 3.735508 3.740157 3.744332 3.748030 3.751246 3.753978 3.756327 3.758818 3.762104 3.766756 3.772942 3.780727 3.7901 77 3.801357 3.814333 3.829171 3.845936 3.864694 3.885288 3.906656 3.927473 3.946592 3.963727 3.978811 3.991777 4.002557 4.011084 4.017292 4.021113 4.022480 4.021508 4.019047 4.016157 4.013750 4.012036 4.011047 4.010813 4.011365 4.012735 4.014953 4.018051 4.022059 4.026888 4.031953 4.036528 4.039992 4.042195 4.043107 4.042699 4.040942 4.037807 4.033264 4.027284 4.019837 4.011055 4.001714 3.992775 3.985062 3.978777 3.973962 3.970663 3.968922 3.968784 3.970293 3.973493 3.978427 3.984931 3.992000 3.998391 4.003041 4.005700 4.006324 4.004868 4.001286 3.995535 3.987569 3.977344 3.964816 3.950075 3.933758 3.916652 3.899427 3.882228 3.865061 3.847937 3.830864 3.813850 3.796905 3.780037 3.763255 3.746568 3.729986 3.713516 3.697168 3.680951 3.664873 3.648944 3.633172 3.617567 3.602137 3.586891 3.571838 3.556988 3.542348 3.527927 3.513734 3.499777 3.486065 3.472608 3.459415 3.446498 3.433865 3.421527 3.409492 3.397768 3.386360 3.375271 3.364503 3.354066 3.343967 3.334220 3.324850 3.315891 3.307369 3.299298 3.291688 3.2 84535 3.277777 3.271338 3.265151 3.259210 3.253519 3.248138 3.243347 3.239482 3.236834 3.235479 3.235438 3.236658 3.238782 3.241367 3.244043 3.246732 3.249436 3.252153 3.254882 3.257624 3.260377 3.263142 3.265917 3.268702 3.271497 3.274301 3.277114 3.279934 3.282762 3.285598 3.288439 3.291287 3.294140 3.296998 3.299861 3.302727 3.305597 3.308470 3.311345 3.314222 3.317100 3.319979 3.322858 3.325737 3.328616 3.331493 3.334368 3.337241 3.340111 3.342978 3.345841 3.348700 3.351553 3.354402 3.357244 3.360080 3.362909 3.365730 3.368544 3.371348 3.374144 3.376931 3.379707 3.382472 3.385227 3.387970 3.390700 3.393418 3.396123 3.398814 3.401491 3.404153 3.406800 3.409431 3.412046 3.414644 3.417225 3.419787 3.422332 3.424857 3.427363 3.429850 3.432315 3.434760 3.437183 3.439585 3.441963 3.444319 3.446651 3.448959 3.451243 3.453501 3.455734 3.457940 3.460120 3.462272 3.464397 3.466494 3.468562 3.470601 3.472611 3.474591 3.476540 3.478457 3.480340 3.482191 3.484007 3.485789 3.487538 3.489254 3.490940 3.492595 3.494218 3.495809 3.497359 3.498863 3.500313 3.501708 3.503046 3.504332 3.505587 3.506838 3.508106 3.509397 3.510710 3.512030 3.513271 3.514330 3.515122 3.515625 3.515836	1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.259887 2.126585 1.864758 1.564595 1.263534 0.976163 0.717036 0.500678 0.341605 0.254330 0.253395 0.353392 0.561480 0.852417 1.186796 1.525395 1.854199 2.166089 2.453929 2.710571 2.928857 3.101627 3.221727 3.282013 3.279898 3.231930 3.161893 3.091967 3.028153 2.972161 2.925704 2.890493 2.868239 2.860656 2.869456 2.896356 2.941647 2.999679 3.062730 3.123806 3.181154 3.234391 3.283133 3.326998 3.365602 3.398563 3.425498 3.446023 3.460181 3.469760 3.477129 3.484397 3.492092 3.500331 3.509232 3.518913 3.529493 3.541088 3.553817 3.567798 3.582985 3.598661 3.613898 3.627874 3.640389 3.651397 3.660857 3.668725 3.674958 3.679511 3.682343 3.683410 3.682798 3.681125 3.679171 3.677623 3.676676 3.676395 3.676848 3.678100 3.680218 3.683269 3.687319 3.692435 3.698590 3.705368 3.712242 3.718751 3.724801 3.730388 3.735508 3.740157 3.744332 3.748030 3.751246 3.753978 3.756327 3.758818 3.762104 3.766756 3.772942 3.780727 3.7901 77 3.801357 3.814333 3.829171 3.845936 3.864694 3.885288 3.906656 3.927473 3.946592 3.963727 3.978811 3.991777 4.002557 4.011084 4.017292 4.021113 4.022480 4.021508 4.019047 4.016157 4.013750 4.012036 4.011047 4.010813 4.011365 4.012735 4.014953 4.018051 4.022059 4.026888 4.031953 4.036528 4.039992 4.042195 4.043107 4.042699 4.040942 4.037807 4.033264 4.027284 4.019837 4.011055 4.001714 3.992775 3.985062 3.978777 3.973962 3.970663 3.968922 3.968784 3.970293 3.973493 3.978427 3.984931 3.992000 3.998391 4.003041 4.005700 4.006324 4.004868 4.001286 3.995535 3.987569 3.977344 3.964816 3.950075 3.933758 3.916652 3.899427 3.882228 3.865061 3.847937 3.830864 3.813850 3.796905 3.780037 3.763255 3.746568 3.729986 3.713516 3.697168 3.680951 3.664873 3.648944 3.633172 3.617567 3.602137 3.586891 3.571838 3.556988 3.542348 3.527927 3.513734 3.499777 3.486065 3.472608 3.459415 3.446498 3.433865 3.421527 3.409492 3.397768 3.386360 3.375271 3.364503 3.354066 3.343967 3.334220 3.324850 3.315891 3.307369 3.299298 3.291688 3.2 84535 3.277777 3.271338 3.265151 3.259210 3.253519 3.248138 3.243347 3.239482 3.236834 3.235479 3.235438 3.236658 3.238782 3.241367 3.244043 3.246732 3.249436 3.252153 3.254882 3.257624 3.260377 3.263142 3.265917 3.268702 3.271497 3.274301 3.277114 3.279934 3.282762 3.285598 3.288439 3.291287 3.294140 3.296998 3.299861 3.302727 3.305597 3.308470 3.311345 3.314222 3.317100 3.319979 3.322858 3.325737 3.328616 3.331493 3.334368 3.337241 3.340111 3.342978 3.345841 3.348700 3.351553 3.354402 3.357244 3.360080 3.362909 3.365730 3.368544 3.371348 3.374144 3.376931 3.379707 3.382472 3.385227 3.387970 3.390700 3.393418 3.396123 3.398814 3.401491 3.404153 3.406800 3.409431 3.412046 3.414644 3.417225 3.419787 3.422332 3.424857 3.427363 3.429850 3.432315 3.434760 3.437183 3.439585 3.441963 3.444319 3.446651 3.448959 3.451243 3.453501 3.455734 3.457940 3.460120 3.462272 3.464397 3.466494 3.468562 3.470601 3.472611 3.474591 3.476540 3.478457 3.480340 3.482191 3.484007 3.485789 3.487538 3.489254 3.490940 3.492595 3.494218 3.495809 3.497359 3.498863 3.500313 3.501708 3.503046 3.504332 3.505587 3.506838 3.508106 3.509397 3.510710 3.512030 3.513271 3.514330 3.515122 3.515625 3.515836	1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.259887 2.126585 1.864758 1.564595 1.263534 0.976163 0.717036 0.500678 0.341605 0.254330 0.253395 0.353392 0.561480 0.852417 1.186796 1.525395 1.854199 2.166089 2.453929 2.710571 2.928857 3.101627 3.221727 3.282013 3.279898 3.231930 3.161893 3.091967 3.028153 2.972161 2.925704 2.890493 2.868239 2.860656 2.869456 2.896356 2.941647 2.999679 3.062730 3.123806 3.181154 3.234391 3.283133 3.326998 3.365602 3.398563 3.425498 3.446023 3.460181 3.469760 3.477129 3.484397 3.492092 3.500331 3.509232 3.518913 3.529493 3.541088 3.553817 3.567798 3.582985 3.598661 3.613898 3.627874 3.640389 3.651397 3.660857 3.668725 3.674958 3.679511 3.682343 3.683410 3.682798 3.681125 3.679171 3.677623 3.676676 3.676395 3.676848 3.678100 3.680218 3.683269 3.687319 3.692435 3.698590 3.705368 3.712242 3.718751 3.724801 3.730388 3.735508 3.740157 3.744332 3.748030 3.751246 3.753978 3.756327 3.758818 3.762104 3.766756 3.772942 3.780727 3.790177 3.801357 3.814333 3.829171 3.845936 3.864694 3.885288 3.906656 3.927473 3.946592 3.963727 3.978811 3.991777 4.002557 4.011084 4.017292 4.021113 4.022480 4.021508 4.019047 4.016157 4.013750 4.012036 4.011047 4.010813 4.011365 4.012735 4.014953 4.018051 4.022059 4.026888 4.031953 4.036528 4.039992 4.042195 4.043107 4.042699 4.040942 4.037807 4.033264 4.027284 4.019837 4.011055 4.001714 3.992775 3.985062 3.978777 3.973962 3.970663 3.968922 3.968784 3.970293 3.973493 3.978427 3.984931 3.9920 00 3.998391 4.003041 4.005700 4.006324 4.004868 4.001286 3.995535 3.987569 3.977344 3.964816 3.950075 3.933758 3.916652 3.899427 3.882228 3.865061 3.847937 3.830864 3.813850 3.796905 3.780037 3.763255 3.746568 3.729986 3.713516 3.697168 3.680951 3.664873 3.648944 3.633172 3.617567 3.602137 3.586891 3.571838 3.556988 3.542348 3.527927 3.513734 3.499777 3.486065 3.472608 3.459415 3.446498 3.433865 3.421527 3.409492 3.397768 3.386360 3.375271 3.364503 3.354066 3.343967 3.334220 3.324850 3.315891 3.307369 3.299298 3.291688 3.284535 3.277777 3.271338 3.265151 3.259210 3.253519 3.248138 3.243347 3.239482 3.236834 3.235479 3.235438 3.236658 3.238782 3.241367 3.244043 3.246732 3.249436 3.252153 3.254882 3.257624 3.260377 3.263142 3.265917 3.268702 3.271497 3.274301 3.277114 3.279934 3.282762 3.285598 3.288439 3.291287 3.294140 3.296998 3.299861 3.302727 3.305597 3.308470 3.311345 3.314222 3.317100 3.319979 3.322858 3.325737 3.328616 3.331493 3.334368 3.337241 3.340111 3.342978 3.345841 3.348700 3.351553 3.354402 3.3 57244 3.360080 3.362909 3.365730 3.368544 3.371348 3.374144 3.376931 3.379707 3.382472 3.385227 3.387970 3.390700 3.393418 3.396123 3.398814 3.401491 3.404153 3.406800 3.409431 3.412046 3.414644 3.417225 3.419787 3.422332 3.424857 3.427363 3.429850 3.432315 3.434760 3.437183 3.439585 3.441963 3.444319 3.446651 3.448959 3.451243 3.453501 3.455734 3.457940 3.460120 3.462272 3.464397 3.466494 3.468562 3.470601 3.472611 3.474591 3.476540 3.478457 3.480340 3.482191 3.484007 3.485789 3.487538 3.489254 3.490940 3.492595 3.494218 3.495809 3.497359 3.498863 3.500313 3.501708 3.503046 3.504332 3.505587 3.506838 3.508106 3.509397 3.510710 3.512030 3.513271 3.514330 3.515122 3.515625 3.515836	1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.259887 2.126585 1.864758 1.564595 1.263534 0.976163 0.717036 0.500678 0.341605 0.254330 0.253395 0.353392 0.561480 0.852417 1.186796 1.525395 1.854199 2.166089 2.453929 2.710571 2.928857 3.101627 3.221727 3.282013 3.279898 3.231930 3.161893 3.091967 3.028153 2.972161 2.925704 2.890493 2.868239 2.860656 2.869456 2.896356 2.941647 2.999679 3.062730 3.123806 3.181154 3.234391 3.283133 3.326998 3.365602 3.398563 3.425498 3.446023 3.460181 3.469760 3.477129 3.484397 3.492092 3.500331 3.509232 3.518913 3.529493 3.541088 3.553817 3.567798 3.582985 3.598661 3.613898 3.627874 3.640389 3.651397 3.660857 3.668725 3.674958 3.679511 3.682343 3.683410 3.682798 3.681125 3.679171 3.677623 3.676676 3.676395 3.676848 3.678100 3.680218 3.683269 3.687319 3.692435 3.698590 3.705368 3.712242 3.718751 3.724801 3.730388 3.735508 3.740157 3.744332 3.748030 3.751246 3.753978 3.756327 3.758818 3.762104 3.766756 3.772942 3.780727 3.7901 77 3.801357 3.814333 3.829171 3.845936 3.864694 3.885288 3.906656 3.927473 3.946592 3.963727 3.978811 3.991777 4.002557 4.011084 4.017292 4.021113 4.022480 4.021508 4.019047 4.016157 4.013750 4.012036 4.011047 4.010813 4.011365 4.012735 4.014953 4.018051 4.022059 4.026888 4.031953 4.036528 4.039992 4.042195 4.043107 4.042699 4.040942 4.037807 4.033264 4.027284 4.019837 4.011055 4.001714 3.992775 3.985062 3.978777 3.973962 3.970663 3.968922 3.968784 3.970293 3.973493 3.978427 3.984931 3.992000 3.998391 4.003041 4.005700 4.006324 4.004868 4.001286 3.995535 3.987569 3.977344 3.964816 3.950075 3.933758 3.916652 3.899427 3.882228 3.865061 3.847937 3.830864 3.813850 3.796905 3.780037 3.763255 3.746568 3.729986 3.713516 3.697168 3.680951 3.664873 3.648944 3.633172 3.617567 3.602137 3.586891 3.571838 3.556988 3.542348 3.527927 3.513734 3.499777 3.486065 3.472608 3.459415 3.446498 3.433865 3.421527 3.409492 3.397768 3.386360 3.375271 3.364503 3.354066 3.343967 3.334220 3.324850 3.315891 3.307369 3.299298 3.291688 3.2 84535 3.277777 3.271338 3.265151 3.259210 3.253519 3.248138 3.243347 3.239482 3.236834 3.235479 3.235438 3.236658 3.238782 3.241367 3.244043 3.246732 3.249436 3.252153 3.254882 3.257624 3.260377 3.263142 3.265917 3.268702 3.271497 3.274301 3.277114 3.279934 3.282762 3.285598 3.288439 3.291287 3.294140 3.296998 3.299861 3.302727 3.305597 3.308470 3.311345 3.314222 3.317100 3.319979 3.322858 3.325737 3.328616 3.331493 3.334368 3.337241 3.340111 3.342978 3.345841 3.348700 3.351553 3.354402 3.357244 3.360080 3.362909 3.365730 3.368544 3.371348 3.374144 3.376931 3.379707 3.382472 3.385227 3.387970 3.390700 3.393418 3.396123 3.398814 3.401491 3.404153 3.406800 3.409431 3.412046 3.414644 3.417225 3.419787 3.422332 3.424857 3.427363 3.429850 3.432315 3.434760 3.437183 3.439585 3.441963 3.444319 3.446651 3.448959 3.451243 3.453501 3.455734 3.457940 3.460120 3.462272 3.464397 3.466494 3.468562 3.470601 3.472611 3.474591 3.476540 3.478457 3.480340 3.482191 3.484007 3.485789 3.487538 3.489254 3.490940 3.492595 3.494218 3.495809 3.497359 3.498863 3.500313 3.501708 3.503046 3.504332 3.505587 3.506838 3.508106 3.509397 3.510710 3.512030 3.513271 3.514330 3.515122 3.515625 3.515836
	PRIME	3.25	3.25	3.25	3.25	3.25	3.25

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.448	0.885	1.113	1.347	1.533	1.647	1.698	1.741	1.785	1.827	1.870	1.913	1.398	1.722	2.027	2.266	2.460	2.615	2.735	2.834	2.917	3.000	3.070	3.130	3.177	3.220	3.278	3.306

Trapeza CDO IV, Class C1

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$	392,511,146.08
Update:	Mar 13, 2009
Gross WAC:		4.9324
WA Amort Term:		291
Settle:	Apr 20,2009
Orig Deal Bal:	$	411,800,000.00
Orig Collat Bal:	$	400,000,000.00
Closed:	Oct 21,2003
WA Rem Term:		290
Cur Collat Bal:	$	392,823,299.00
Next Pay:	May 24,2009
First Pay:	May 24,2004

Tranche Information

Tranche	C1
CUSIP	894126AD3
Coupon	4.1938
Type	MEZ_FLT
Orig Balance	44,500,000.00
Cur Balance	45,497,583.39
Capitalizes Defrd Int	Yes
Factor	1.0224
Orig Moody’s	A2
Curr Moody’s	Ca
Orig S&P	NA
Orig Fitch	A
Curr Fitch	C
Accrual Date	11/24/2008
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	997,583.39
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_6MO + 1.65
Floater Spread	1.6500
Stated Mat	05/24/2034
Freq	Semi-Annual
Business Day	Following
Daycount	Actual/360

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Disc Margin		0 for 60 2 CPR, 0 CDR,15%Rec,Adv0%P&I,24...	0 for 60 2 CPR, 1 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 2 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 3 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 4 for 60 0 CDR,15%Rec,Ad...
165	Disc Margin	165	165	165	165	165
	Price	99.99	99.99	99.99	99.99	88.20
	Yield @ Center	4.90	4.93	4.97	4.99	4.99
	WAL	19.61	21.83	23.56	24.60	24.75
	Mod Durn	13.40	14.66	16.06	17.25	16.97
	Mod Convexity	2.36	2.73	3.15	3.52	3.37
	Principal Window	Nov15 to Nov33	May19 to Nov33	May25 to Nov33	Nov33 to Nov33	Nov33 to Nov33
	Principal Writedown	0.00 (0.00%)	0.00 (0.00%)	0.00 (0.00%)	0.00 (0.00%)	19,194,845.78 (42.19%)
	Maturity #mos	296	296	296	296	302
	Total Collat Loss(Settled)	59,500,000.00 (15.15%)	72,917,101.70 (18.56%)	85,804,343.56 (21.84%)	98,177,567.87 (24.99%)	110,052,298.28 (28.02%)
	Total Collat Loss w/ History(Settled)	59,500,000.00 (14.88%)	72,917,101.70 (18.23%)	85,804,343.56 (21.45%)	98,177,567.87 (24.54%)	110,052,298.28 (27.51%)
	Total Collat Liquidation(Settled)	70,000,000.00 (17.82%)	85,784,825.53 (21.84%)	100,946,286.54 (25.70%)	115,503,021.02 (29.40%)	129,473,292.09 (32.96%)
	Accum Int Shortfall	0	0	0	0	15,957,680
	Accum Coup Cap Shortfall	NA	NA	NA	NA	NA
	Min Credit Support Pct	NA	NA	NA	NA	NA
	Yld Crv Shock	0	0	0	0	0
	Prepay Rate	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR
	Prepay Style	Full stat	Full stat	Full stat	Full stat	Full stat
	YMP	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty
	Prepay Monthly	No	No	No	No	No
	Default Rate	0 CDR	1 for 60 0 CDR	2 for 60 0 CDR	3 for 60 0 CDR	4 for 60 0 CDR
	Default Recovery	15	15	15	15	15
	Servicer Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Advance (% of P&I)	0	0	0	0	0
	Recovery Lag	24	24	24	24	24
	Recovery Time Series	100	100	100	100	100
	Liquidation Time Series	0	0	0	0	0
	Rate During Init Recov Lag	0	0	0	0	0
	Severity During Init Recov Lag	0	0	0	0	0
	Default Monthly	No	No	No	No	No
	Already Defaulted Recovery (%)	0	0	0	0	0
	Already Defaulted Lag	0	0	0	0	0
	Already Defaulted Time Series	100	100	100	100	100
	Already Defaulted Liq Time Series	0	0	0	0	0
	Already Defaulted Advance (%)	0	0	0	0	0
	Already Defaulted Serv Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Opt Redem	N/N	N/N	N/N	N/N	N/N
	Use Asset-level	TRUE	TRUE	TRUE	TRUE	TRUE
	LIBOR_3MO	1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.261552 2.132188 1.876658 1.583480 1.289388 1.008699 0.755694 0.544632 0.389754 0.305309 0.305566 0.404846 0.610186 0.896880 1.226343 1.560177 1.884676 2.192891 2.477859 2.732601 2.950132 3.123464 3.245611 3.309600 3.312874 3.271431 3.208287 3.144900 3.087043 3.036332 2.994379 2.962798 2.943203 2.937210 2.946432 2.972489 3.015680 3.070810 3.130768 3.189116 3.244264 3.295887 3.343663 3.387269 3.426380 3.460673 3.489824 3.513511 3.531734 3.545831 3.557581 3.568565 3.579156 3.589414 3.599398 3.609167 3.618782 3.628301 3.637785 3.647292 3.656815 3.666069 3.674683 3.682329 3.688936 3.694496 3.699002 3.702449 3.704828 3.706133 3.706357 3.705494 3.703644 3.701349 3.699289 3.698063 3.697861 3.698768 3.700868 3.704246 3.708986 3.715172 3.722889 3.732222 3.743097 3.754798 3.766417 3.777163 3.786848 3.795441 3.802908 3.809218 3.814338 3.818235 3.820877 3.822232 3.822418 3.822173 3.82241 4 3.823942 3.826974 3.831576 3.837817 3.845765 3.855487 3.867050 3.880524 3.895974 3.913277 3.931521 3.949565 3.966424 3.981862 3.995831 4.008282 4.019169 4.028444 4.036060 4.041969 4.046124 4.048597 4.049939 4.050840 4.051895 4.053237 4.054882 4.056848 4.059151 4.061808 4.064835 4.068251 4.072070 4.076226 4.080303 4.083788 4.086241 4.087550 4.087691 4.086639 4.084367 4.080850 4.076062 4.069979 4.062574 4.053972 4.044902 4.036265 4.028834 4.022799 4.018204 4.015090 4.013503 4.013483 4.015074 4.018320 4.023263 4.029741 4.036757 4.043083 4.047667 4.050261 4.050821 4.049301 4.045658 4.039846 4.031821 4.021538 4.008953 3.994156 3.977784 3.960624 3.943346 3.926092 3.908872 3.891694 3.874567 3.857500 3.840501 3.823580 3.806745 3.790006 3.773371 3.756849 3.740450 3.724181 3.708052 3.692072 3.676250 3.660595 3.645115 3.629820 3.614719 3.599820 3.585132 3.570664 3.556425 3.542422 3.528665 3.515164 3.501928 3.488967 3.476291 3.463910 3.451833 3.440068 3.428619 3.417490 3.406685 3.396213 3.386083 3.376305 3.366906 3.35 7914 3.349355 3.341242 3.333585 3.326381 3.319577 3.313104 3.306908 3.300981 3.295330 3.290008 3.285263 3.281397 3.278666 3.277140 3.276838 3.277711 3.279426 3.281570 3.283797 3.286038 3.288290 3.290554 3.292829 3.295115 3.297412 3.299718 3.302034 3.304359 3.306692 3.309033 3.311382 3.313738 3.316101 3.318470 3.320845 3.323225 3.325610 3.327999 3.330392 3.332789 3.335188 3.337591 3.339995 3.342401 3.344808 3.347216 3.349624 3.352032 3.354439 3.356845 3.359249 3.361652 3.364052 3.366449 3.368842 3.371232 3.373617 3.375998 3.378373 3.380743 3.383106 3.385463 3.387812 3.390154 3.392488 3.394814 3.397131 3.399438 3.401735 3.404022 3.406299 3.408564 3.410817 3.413058 3.415287 3.417503 3.419705 3.421893 3.424066 3.426225 3.428368 3.430496 3.432607 3.434701 3.436779 3.438838 3.440880 3.442903 3.444907 3.446891 3.448855 3.450799 3.452723 3.454624 3.456504 3.458362 3.460197 3.462009 3.463797 3.465561 3.467300 3.469015 3.470704 3.472367 3.474005 3.475615 3.477199 3.478754 3.480280 3.481776 3.483243 3.484679 3.486086 3 .487464 3.488814 3.490135 3.491428 3.492691 3.493919 3.495107 3.496251 3.497349 3.498400 3.499406 3.500384 3.501351 3.502323 3.503304 3.504292 3.505277 3.506199 3.506985 3.507574 3.507953 3.508118	1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.261552 2.132188 1.876658 1.583480 1.289388 1.008699 0.755694 0.544632 0.389754 0.305309 0.305566 0.404846 0.610186 0.896880 1.226343 1.560177 1.884676 2.192891 2.477859 2.732601 2.950132 3.123464 3.245611 3.309600 3.312874 3.271431 3.208287 3.144900 3.087043 3.036332 2.994379 2.962798 2.943203 2.937210 2.946432 2.972489 3.015680 3.070810 3.130768 3.189116 3.244264 3.295887 3.343663 3.387269 3.426380 3.460673 3.489824 3.513511 3.531734 3.545831 3.557581 3.568565 3.579156 3.589414 3.599398 3.609167 3.618782 3.628301 3.637785 3.647292 3.656815 3.666069 3.674683 3.682329 3.688936 3.694496 3.699002 3.702449 3.704828 3.706133 3.706357 3.705494 3.703644 3.701349 3.699289 3.698063 3.697861 3.698768 3.700868 3.704246 3.708986 3.715172 3.722889 3.732222 3.743097 3.754798 3.766417 3.777163 3.786848 3.795441 3.802908 3.809218 3.814338 3.818235 3.820877 3.822232 3.822418 3.822173 3.82241 4 3.823942 3.826974 3.831576 3.837817 3.845765 3.855487 3.867050 3.880524 3.895974 3.913277 3.931521 3.949565 3.966424 3.981862 3.995831 4.008282 4.019169 4.028444 4.036060 4.041969 4.046124 4.048597 4.049939 4.050840 4.051895 4.053237 4.054882 4.056848 4.059151 4.061808 4.064835 4.068251 4.072070 4.076226 4.080303 4.083788 4.086241 4.087550 4.087691 4.086639 4.084367 4.080850 4.076062 4.069979 4.062574 4.053972 4.044902 4.036265 4.028834 4.022799 4.018204 4.015090 4.013503 4.013483 4.015074 4.018320 4.023263 4.029741 4.036757 4.043083 4.047667 4.050261 4.050821 4.049301 4.045658 4.039846 4.031821 4.021538 4.008953 3.994156 3.977784 3.960624 3.943346 3.926092 3.908872 3.891694 3.874567 3.857500 3.840501 3.823580 3.806745 3.790006 3.773371 3.756849 3.740450 3.724181 3.708052 3.692072 3.676250 3.660595 3.645115 3.629820 3.614719 3.599820 3.585132 3.570664 3.556425 3.542422 3.528665 3.515164 3.501928 3.488967 3.476291 3.463910 3.451833 3.440068 3.428619 3.417490 3.406685 3.396213 3.386083 3.376305 3.366906 3.35 7914 3.349355 3.341242 3.333585 3.326381 3.319577 3.313104 3.306908 3.300981 3.295330 3.290008 3.285263 3.281397 3.278666 3.277140 3.276838 3.277711 3.279426 3.281570 3.283797 3.286038 3.288290 3.290554 3.292829 3.295115 3.297412 3.299718 3.302034 3.304359 3.306692 3.309033 3.311382 3.313738 3.316101 3.318470 3.320845 3.323225 3.325610 3.327999 3.330392 3.332789 3.335188 3.337591 3.339995 3.342401 3.344808 3.347216 3.349624 3.352032 3.354439 3.356845 3.359249 3.361652 3.364052 3.366449 3.368842 3.371232 3.373617 3.375998 3.378373 3.380743 3.383106 3.385463 3.387812 3.390154 3.392488 3.394814 3.397131 3.399438 3.401735 3.404022 3.406299 3.408564 3.410817 3.413058 3.415287 3.417503 3.419705 3.421893 3.424066 3.426225 3.428368 3.430496 3.432607 3.434701 3.436779 3.438838 3.440880 3.442903 3.444907 3.446891 3.448855 3.450799 3.452723 3.454624 3.456504 3.458362 3.460197 3.462009 3.463797 3.465561 3.467300 3.469015 3.470704 3.472367 3.474005 3.475615 3.477199 3.478754 3.480280 3.481776 3.483243 3.484679 3.486086 3 .487464 3.488814 3.490135 3.491428 3.492691 3.493919 3.495107 3.496251 3.497349 3.498400 3.499406 3.500384 3.501351 3.502323 3.503304 3.504292 3.505277 3.506199 3.506985 3.507574 3.507953 3.508118	1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.261552 2.132188 1.876658 1.583480 1.289388 1.008699 0.755694 0.544632 0.389754 0.305309 0.305566 0.404846 0.610186 0.896880 1.226343 1.560177 1.884676 2.192891 2.477859 2.732601 2.950132 3.123464 3.245611 3.309600 3.312874 3.271431 3.208287 3.144900 3.087043 3.036332 2.994379 2.962798 2.943203 2.937210 2.946432 2.972489 3.015680 3.070810 3.130768 3.189116 3.244264 3.295887 3.343663 3.387269 3.426380 3.460673 3.489824 3.513511 3.531734 3.545831 3.557581 3.568565 3.579156 3.589414 3.599398 3.609167 3.618782 3.628301 3.637785 3.647292 3.656815 3.666069 3.674683 3.682329 3.688936 3.694496 3.699002 3.702449 3.704828 3.706133 3.706357 3.705494 3.703644 3.701349 3.699289 3.698063 3.697861 3.698768 3.700868 3.704246 3.708986 3.715172 3.722889 3.732222 3.743097 3.754798 3.766417 3.777163 3.786848 3.795441 3.802908 3.809218 3.814338 3.818235 3.820877 3.822232 3.822418 3.822173 3.82241 4 3.823942 3.826974 3.831576 3.837817 3.845765 3.855487 3.867050 3.880524 3.895974 3.913277 3.931521 3.949565 3.966424 3.981862 3.995831 4.008282 4.019169 4.028444 4.036060 4.041969 4.046124 4.048597 4.049939 4.050840 4.051895 4.053237 4.054882 4.056848 4.059151 4.061808 4.064835 4.068251 4.072070 4.076226 4.080303 4.083788 4.086241 4.087550 4.087691 4.086639 4.084367 4.080850 4.076062 4.069979 4.062574 4.053972 4.044902 4.036265 4.028834 4.022799 4.018204 4.015090 4.013503 4.013483 4.015074 4.018320 4.023263 4.029741 4.036757 4.043083 4.047667 4.050261 4.050821 4.049301 4.045658 4.039846 4.031821 4.021538 4.008953 3.994156 3.977784 3.960624 3.943346 3.926092 3.908872 3.891694 3.874567 3.857500 3.840501 3.823580 3.806745 3.790006 3.773371 3.756849 3.740450 3.724181 3.708052 3.692072 3.676250 3.660595 3.645115 3.629820 3.614719 3.599820 3.585132 3.570664 3.556425 3.542422 3.528665 3.515164 3.501928 3.488967 3.476291 3.463910 3.451833 3.440068 3.428619 3.417490 3.406685 3.396213 3.386083 3.376305 3.366906 3.35 7914 3.349355 3.341242 3.333585 3.326381 3.319577 3.313104 3.306908 3.300981 3.295330 3.290008 3.285263 3.281397 3.278666 3.277140 3.276838 3.277711 3.279426 3.281570 3.283797 3.286038 3.288290 3.290554 3.292829 3.295115 3.297412 3.299718 3.302034 3.304359 3.306692 3.309033 3.311382 3.313738 3.316101 3.318470 3.320845 3.323225 3.325610 3.327999 3.330392 3.332789 3.335188 3.337591 3.339995 3.342401 3.344808 3.347216 3.349624 3.352032 3.354439 3.356845 3.359249 3.361652 3.364052 3.366449 3.368842 3.371232 3.373617 3.375998 3.378373 3.380743 3.383106 3.385463 3.387812 3.390154 3.392488 3.394814 3.397131 3.399438 3.401735 3.404022 3.406299 3.408564 3.410817 3.413058 3.415287 3.417503 3.419705 3.421893 3.424066 3.426225 3.428368 3.430496 3.432607 3.434701 3.436779 3.438838 3.440880 3.442903 3.444907 3.446891 3.448855 3.450799 3.452723 3.454624 3.456504 3.458362 3.460197 3.462009 3.463797 3.465561 3.467300 3.469015 3.470704 3.472367 3.474005 3.475615 3.477199 3.478754 3.480280 3.481776 3.483243 3.484679 3.486086 3 .487464 3.488814 3.490135 3.491428 3.492691 3.493919 3.495107 3.496251 3.497349 3.498400 3.499406 3.500384 3.501351 3.502323 3.503304 3.504292 3.505277 3.506199 3.506985 3.507574 3.507953 3.508118	1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.261552 2.132188 1.876658 1.583480 1.289388 1.008699 0.755694 0.544632 0.389754 0.305309 0.305566 0.404846 0.610186 0.896880 1.226343 1.560177 1.884676 2.192891 2.477859 2.732601 2.950132 3.123464 3.245611 3.309600 3.312874 3.271431 3.208287 3.144900 3.087043 3.036332 2.994379 2.962798 2.943203 2.937210 2.946432 2.972489 3.015680 3.070810 3.130768 3.189116 3.244264 3.295887 3.343663 3.387269 3.426380 3.460673 3.489824 3.513511 3.531734 3.545831 3.557581 3.568565 3.579156 3.589414 3.599398 3.609167 3.618782 3.628301 3.637785 3.647292 3.656815 3.666069 3.674683 3.682329 3.688936 3.694496 3.699002 3.702449 3.704828 3.706133 3.706357 3.705494 3.703644 3.701349 3.699289 3.698063 3.697861 3.698768 3.700868 3.704246 3.708986 3.715172 3.722889 3.732222 3.743097 3.754798 3.766417 3.777163 3.786848 3.795441 3.802908 3.809218 3.814338 3.818235 3.820877 3.822232 3.822418 3.822173 3.82241 4 3.823942 3.826974 3.831576 3.837817 3.845765 3.855487 3.867050 3.880524 3.895974 3.913277 3.931521 3.949565 3.966424 3.981862 3.995831 4.008282 4.019169 4.028444 4.036060 4.041969 4.046124 4.048597 4.049939 4.050840 4.051895 4.053237 4.054882 4.056848 4.059151 4.061808 4.064835 4.068251 4.072070 4.076226 4.080303 4.083788 4.086241 4.087550 4.087691 4.086639 4.084367 4.080850 4.076062 4.069979 4.062574 4.053972 4.044902 4.036265 4.028834 4.022799 4.018204 4.015090 4.013503 4.013483 4.015074 4.018320 4.023263 4.029741 4.036757 4.043083 4.047667 4.050261 4.050821 4.049301 4.045658 4.039846 4.031821 4.021538 4.008953 3.994156 3.977784 3.960624 3.943346 3.926092 3.908872 3.891694 3.874567 3.857500 3.840501 3.823580 3.806745 3.790006 3.773371 3.756849 3.740450 3.724181 3.708052 3.692072 3.676250 3.660595 3.645115 3.629820 3.614719 3.599820 3.585132 3.570664 3.556425 3.542422 3.528665 3.515164 3.501928 3.488967 3.476291 3.463910 3.451833 3.440068 3.428619 3.417490 3.406685 3.396213 3.386083 3.376305 3.366906 3.35 7914 3.349355 3.341242 3.333585 3.326381 3.319577 3.313104 3.306908 3.300981 3.295330 3.290008 3.285263 3.281397 3.278666 3.277140 3.276838 3.277711 3.279426 3.281570 3.283797 3.286038 3.288290 3.290554 3.292829 3.295115 3.297412 3.299718 3.302034 3.304359 3.306692 3.309033 3.311382 3.313738 3.316101 3.318470 3.320845 3.323225 3.325610 3.327999 3.330392 3.332789 3.335188 3.337591 3.339995 3.342401 3.344808 3.347216 3.349624 3.352032 3.354439 3.356845 3.359249 3.361652 3.364052 3.366449 3.368842 3.371232 3.373617 3.375998 3.378373 3.380743 3.383106 3.385463 3.387812 3.390154 3.392488 3.394814 3.397131 3.399438 3.401735 3.404022 3.406299 3.408564 3.410817 3.413058 3.415287 3.417503 3.419705 3.421893 3.424066 3.426225 3.428368 3.430496 3.432607 3.434701 3.436779 3.438838 3.440880 3.442903 3.444907 3.446891 3.448855 3.450799 3.452723 3.454624 3.456504 3.458362 3.460197 3.462009 3.463797 3.465561 3.467300 3.469015 3.470704 3.472367 3.474005 3.475615 3.477199 3.478754 3.480280 3.481776 3.483243 3.484679 3.486086 3 .487464 3.488814 3.490135 3.491428 3.492691 3.493919 3.495107 3.496251 3.497349 3.498400 3.499406 3.500384 3.501351 3.502323 3.503304 3.504292 3.505277 3.506199 3.506985 3.507574 3.507953 3.508118	1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.261552 2.132188 1.876658 1.583480 1.289388 1.008699 0.755694 0.544632 0.389754 0.305309 0.305566 0.404846 0.610186 0.896880 1.226343 1.560177 1.884676 2.192891 2.477859 2.732601 2.950132 3.123464 3.245611 3.309600 3.312874 3.271431 3.208287 3.144900 3.087043 3.036332 2.994379 2.962798 2.943203 2.937210 2.946432 2.972489 3.015680 3.070810 3.130768 3.189116 3.244264 3.295887 3.343663 3.387269 3.426380 3.460673 3.489824 3.513511 3.531734 3.545831 3.557581 3.568565 3.579156 3.589414 3.599398 3.609167 3.618782 3.628301 3.637785 3.647292 3.656815 3.666069 3.674683 3.682329 3.688936 3.694496 3.699002 3.702449 3.704828 3.706133 3.706357 3.705494 3.703644 3.701349 3.699289 3.698063 3.697861 3.698768 3.700868 3.704246 3.708986 3.715172 3.722889 3.732222 3.743097 3.754798 3.766417 3.777163 3.786848 3.795441 3.802908 3.809218 3.814338 3.818235 3.820877 3.822232 3.822418 3.822173 3.82241 4 3.823942 3.826974 3.831576 3.837817 3.845765 3.855487 3.867050 3.880524 3.895974 3.913277 3.931521 3.949565 3.966424 3.981862 3.995831 4.008282 4.019169 4.028444 4.036060 4.041969 4.046124 4.048597 4.049939 4.050840 4.051895 4.053237 4.054882 4.056848 4.059151 4.061808 4.064835 4.068251 4.072070 4.076226 4.080303 4.083788 4.086241 4.087550 4.087691 4.086639 4.084367 4.080850 4.076062 4.069979 4.062574 4.053972 4.044902 4.036265 4.028834 4.022799 4.018204 4.015090 4.013503 4.013483 4.015074 4.018320 4.023263 4.029741 4.036757 4.043083 4.047667 4.050261 4.050821 4.049301 4.045658 4.039846 4.031821 4.021538 4.008953 3.994156 3.977784 3.960624 3.943346 3.926092 3.908872 3.891694 3.874567 3.857500 3.840501 3.823580 3.806745 3.790006 3.773371 3.756849 3.740450 3.724181 3.708052 3.692072 3.676250 3.660595 3.645115 3.629820 3.614719 3.599820 3.585132 3.570664 3.556425 3.542422 3.528665 3.515164 3.501928 3.488967 3.476291 3.463910 3.451833 3.440068 3.428619 3.417490 3.406685 3.396213 3.386083 3.376305 3.366906 3.35 7914 3.349355 3.341242 3.333585 3.326381 3.319577 3.313104 3.306908 3.300981 3.295330 3.290008 3.285263 3.281397 3.278666 3.277140 3.276838 3.277711 3.279426 3.281570 3.283797 3.286038 3.288290 3.290554 3.292829 3.295115 3.297412 3.299718 3.302034 3.304359 3.306692 3.309033 3.311382 3.313738 3.316101 3.318470 3.320845 3.323225 3.325610 3.327999 3.330392 3.332789 3.335188 3.337591 3.339995 3.342401 3.344808 3.347216 3.349624 3.352032 3.354439 3.356845 3.359249 3.361652 3.364052 3.366449 3.368842 3.371232 3.373617 3.375998 3.378373 3.380743 3.383106 3.385463 3.387812 3.390154 3.392488 3.394814 3.397131 3.399438 3.401735 3.404022 3.406299 3.408564 3.410817 3.413058 3.415287 3.417503 3.419705 3.421893 3.424066 3.426225 3.428368 3.430496 3.432607 3.434701 3.436779 3.438838 3.440880 3.442903 3.444907 3.446891 3.448855 3.450799 3.452723 3.454624 3.456504 3.458362 3.460197 3.462009 3.463797 3.465561 3.467300 3.469015 3.470704 3.472367 3.474005 3.475615 3.477199 3.478754 3.480280 3.481776 3.483243 3.484679 3.486086 3 .487464 3.488814 3.490135 3.491428 3.492691 3.493919 3.495107 3.496251 3.497349 3.498400 3.499406 3.500384 3.501351 3.502323 3.503304 3.504292 3.505277 3.506199 3.506985 3.507574 3.507953 3.508118
	LIBOR_6MO	1.647000 1.647000 1.905622 2.023349 2.115115 2.137403 2.137182 2.161202 2.190297 2.166226 2.076973 1.926992 1.714225 1.445045 1.171083 0.917888 0.699718 0.530790 0.425307 0.397497 0.457980 0.601566 0.816215 1.086372 1.392891 1.712979 2.023850 2.315076 2.579598 2.810336 3.000192 3.142071 3.231104 3.271793 3.272216 3.241910 3.191861 3.134486 3.081410 3.036353 3.000938 2.976788 2.965527 2.968782 2.987517 3.019931 3.063262 3.114420 3.169990 3.226226 3.279719 3.329503 3.375250 3.416632 3.453323 3.484994 3.511481 3.533296 3.551171 3.565904 3.578358 3.589459 3.600037 3.610309 3.620334 3.630174 3.639888 3.649535 3.659143 3.668597 3.677740 3.686404 3.694407 3.701559 3.707692 3.712765 3.716771 3.719704 3.721556 3.722321 3.722046 3.721001 3.719526 3.717973 3.716714 3.716132 3.716573 3.718176 3.721025 3.725207 3.730806 3.737907 3.746517 3.756317 3.766891 3.777803 3.788597 3.798798 3.807991 3.816064 3.822986 3.828722 3.833241 3.836509 3.838570 3.839780 3.840586 3.841451 3.842857 3.84530 2 3.849224 3.854766 3.861997 3.870985 3.881799 3.894507 3.909080 3.925093 3.942004 3.959253 3.976260 3.992425 4.007226 4.020520 4.032258 4.042393 4.050876 4.057659 4.062754 4.066416 4.068970 4.070752 4.072107 4.073393 4.074919 4.076760 4.078933 4.081455 4.084343 4.087614 4.091242 4.095026 4.098716 4.102054 4.104775 4.106606 4.107313 4.106827 4.105122 4.102172 4.097952 4.092435 4.085673 4.078019 4.069917 4.061819 4.054190 4.047508 4.042182 4.038333 4.036002 4.035234 4.036071 4.038557 4.042632 4.047815 4.053506 4.059093 4.063946 4.067424 4.068972 4.068442 4.065789 4.060969 4.053935 4.044644 4.033118 4.019657 4.004636 3.988439 3.971459 3.954100 3.936702 3.919344 3.902034 3.884780 3.867592 3.850478 3.833448 3.816510 3.799674 3.782948 3.766342 3.749864 3.733523 3.717329 3.701290 3.685416 3.669715 3.654197 3.638870 3.623743 3.608825 3.594126 3.579652 3.565415 3.551421 3.537681 3.524205 3.511002 3.498082 3.485454 3.473128 3.461110 3.449407 3.438025 3.426971 3.416251 3.405873 3.395853 3.386211 3.376966 3.368136 3.35 9742 3.351795 3.344274 3.337151 3.330395 3.323976 3.317864 3.312058 3.306678 3.301880 3.297821 3.294659 3.292558 3.291622 3.291717 3.292646 3.294209 3.296202 3.298418 3.300683 3.302959 3.305247 3.307546 3.309855 3.312175 3.314505 3.316844 3.319192 3.321548 3.323912 3.326283 3.328662 3.331047 3.333438 3.335835 3.338237 3.340643 3.343054 3.345468 3.347886 3.350306 3.352729 3.355154 3.357580 3.360007 3.362435 3.364862 3.367290 3.369716 3.372141 3.374564 3.376985 3.379403 3.381818 3.384229 3.386637 3.389039 3.391437 3.393829 3.396215 3.398594 3.400967 3.403332 3.405689 3.408039 3.410379 3.412710 3.415031 3.417343 3.419643 3.421933 3.424211 3.426477 3.428730 3.430971 3.433198 3.435412 3.437611 3.439795 3.441964 3.444117 3.446254 3.448375 3.450478 3.452564 3.454631 3.456681 3.458711 3.460722 3.462713 3.464683 3.466633 3.468562 3.470468 3.472353 3.474215 3.476053 3.477868 3.479659 3.481426 3.483167 3.484884 3.486574 3.488238 3.489876 3.491486 3.493068 3.494621 3.496145 3.497639 3.499103 3.500538 3.501943 3.503319 3 .504666 3.505984 3.507270 3.508521 3.509735 3.510908 3.512038 3.513122 3.514169 3.515187 3.516185 3.517173 3.518159 3.519146 3.520105 3.521000 3.521794 3.522450 3.522930	1.647000 1.647000 1.905622 2.023349 2.115115 2.137403 2.137182 2.161202 2.190297 2.166226 2.076973 1.926992 1.714225 1.445045 1.171083 0.917888 0.699718 0.530790 0.425307 0.397497 0.457980 0.601566 0.816215 1.086372 1.392891 1.712979 2.023850 2.315076 2.579598 2.810336 3.000192 3.142071 3.231104 3.271793 3.272216 3.241910 3.191861 3.134486 3.081410 3.036353 3.000938 2.976788 2.965527 2.968782 2.987517 3.019931 3.063262 3.114420 3.169990 3.226226 3.279719 3.329503 3.375250 3.416632 3.453323 3.484994 3.511481 3.533296 3.551171 3.565904 3.578358 3.589459 3.600037 3.610309 3.620334 3.630174 3.639888 3.649535 3.659143 3.668597 3.677740 3.686404 3.694407 3.701559 3.707692 3.712765 3.716771 3.719704 3.721556 3.722321 3.722046 3.721001 3.719526 3.717973 3.716714 3.716132 3.716573 3.718176 3.721025 3.725207 3.730806 3.737907 3.746517 3.756317 3.766891 3.777803 3.788597 3.798798 3.807991 3.816064 3.822986 3.828722 3.833241 3.836509 3.838570 3.839780 3.840586 3.841451 3.842857 3.84530 2 3.849224 3.854766 3.861997 3.870985 3.881799 3.894507 3.909080 3.925093 3.942004 3.959253 3.976260 3.992425 4.007226 4.020520 4.032258 4.042393 4.050876 4.057659 4.062754 4.066416 4.068970 4.070752 4.072107 4.073393 4.074919 4.076760 4.078933 4.081455 4.084343 4.087614 4.091242 4.095026 4.098716 4.102054 4.104775 4.106606 4.107313 4.106827 4.105122 4.102172 4.097952 4.092435 4.085673 4.078019 4.069917 4.061819 4.054190 4.047508 4.042182 4.038333 4.036002 4.035234 4.036071 4.038557 4.042632 4.047815 4.053506 4.059093 4.063946 4.067424 4.068972 4.068442 4.065789 4.060969 4.053935 4.044644 4.033118 4.019657 4.004636 3.988439 3.971459 3.954100 3.936702 3.919344 3.902034 3.884780 3.867592 3.850478 3.833448 3.816510 3.799674 3.782948 3.766342 3.749864 3.733523 3.717329 3.701290 3.685416 3.669715 3.654197 3.638870 3.623743 3.608825 3.594126 3.579652 3.565415 3.551421 3.537681 3.524205 3.511002 3.498082 3.485454 3.473128 3.461110 3.449407 3.438025 3.426971 3.416251 3.405873 3.395853 3.386211 3.376966 3.368136 3.35 9742 3.351795 3.344274 3.337151 3.330395 3.323976 3.317864 3.312058 3.306678 3.301880 3.297821 3.294659 3.292558 3.291622 3.291717 3.292646 3.294209 3.296202 3.298418 3.300683 3.302959 3.305247 3.307546 3.309855 3.312175 3.314505 3.316844 3.319192 3.321548 3.323912 3.326283 3.328662 3.331047 3.333438 3.335835 3.338237 3.340643 3.343054 3.345468 3.347886 3.350306 3.352729 3.355154 3.357580 3.360007 3.362435 3.364862 3.367290 3.369716 3.372141 3.374564 3.376985 3.379403 3.381818 3.384229 3.386637 3.389039 3.391437 3.393829 3.396215 3.398594 3.400967 3.403332 3.405689 3.408039 3.410379 3.412710 3.415031 3.417343 3.419643 3.421933 3.424211 3.426477 3.428730 3.430971 3.433198 3.435412 3.437611 3.439795 3.441964 3.444117 3.446254 3.448375 3.450478 3.452564 3.454631 3.456681 3.458711 3.460722 3.462713 3.464683 3.466633 3.468562 3.470468 3.472353 3.474215 3.476053 3.477868 3.479659 3.481426 3.483167 3.484884 3.486574 3.488238 3.489876 3.491486 3.493068 3.494621 3.496145 3.497639 3.499103 3.500538 3.501943 3.503319 3 .504666 3.505984 3.507270 3.508521 3.509735 3.510908 3.512038 3.513122 3.514169 3.515187 3.516185 3.517173 3.518159 3.519146 3.520105 3.521000 3.521794 3.522450 3.522930	1.647000 1.647000 1.905622 2.023349 2.115115 2.137403 2.137182 2.161202 2.190297 2.166226 2.076973 1.926992 1.714225 1.445045 1.171083 0.917888 0.699718 0.530790 0.425307 0.397497 0.457980 0.601566 0.816215 1.086372 1.392891 1.712979 2.023850 2.315076 2.579598 2.810336 3.000192 3.142071 3.231104 3.271793 3.272216 3.241910 3.191861 3.134486 3.081410 3.036353 3.000938 2.976788 2.965527 2.968782 2.987517 3.019931 3.063262 3.114420 3.169990 3.226226 3.279719 3.329503 3.375250 3.416632 3.453323 3.484994 3.511481 3.533296 3.551171 3.565904 3.578358 3.589459 3.600037 3.610309 3.620334 3.630174 3.639888 3.649535 3.659143 3.668597 3.677740 3.686404 3.694407 3.701559 3.707692 3.712765 3.716771 3.719704 3.721556 3.722321 3.722046 3.721001 3.719526 3.717973 3.716714 3.716132 3.716573 3.718176 3.721025 3.725207 3.730806 3.737907 3.746517 3.756317 3.766891 3.777803 3.788597 3.798798 3.807991 3.816064 3.822986 3.828722 3.833241 3.836509 3.838570 3.839780 3.840586 3.841451 3.842857 3.84530 2 3.849224 3.854766 3.861997 3.870985 3.881799 3.894507 3.909080 3.925093 3.942004 3.959253 3.976260 3.992425 4.007226 4.020520 4.032258 4.042393 4.050876 4.057659 4.062754 4.066416 4.068970 4.070752 4.072107 4.073393 4.074919 4.076760 4.078933 4.081455 4.084343 4.087614 4.091242 4.095026 4.098716 4.102054 4.104775 4.106606 4.107313 4.106827 4.105122 4.102172 4.097952 4.092435 4.085673 4.078019 4.069917 4.061819 4.054190 4.047508 4.042182 4.038333 4.036002 4.035234 4.036071 4.038557 4.042632 4.047815 4.053506 4.059093 4.063946 4.067424 4.068972 4.068442 4.065789 4.060969 4.053935 4.044644 4.033118 4.019657 4.004636 3.988439 3.971459 3.954100 3.936702 3.919344 3.902034 3.884780 3.867592 3.850478 3.833448 3.816510 3.799674 3.782948 3.766342 3.749864 3.733523 3.717329 3.701290 3.685416 3.669715 3.654197 3.638870 3.623743 3.608825 3.594126 3.579652 3.565415 3.551421 3.537681 3.524205 3.511002 3.498082 3.485454 3.473128 3.461110 3.449407 3.438025 3.426971 3.416251 3.405873 3.395853 3.386211 3.376966 3.368136 3.35 9742 3.351795 3.344274 3.337151 3.330395 3.323976 3.317864 3.312058 3.306678 3.301880 3.297821 3.294659 3.292558 3.291622 3.291717 3.292646 3.294209 3.296202 3.298418 3.300683 3.302959 3.305247 3.307546 3.309855 3.312175 3.314505 3.316844 3.319192 3.321548 3.323912 3.326283 3.328662 3.331047 3.333438 3.335835 3.338237 3.340643 3.343054 3.345468 3.347886 3.350306 3.352729 3.355154 3.357580 3.360007 3.362435 3.364862 3.367290 3.369716 3.372141 3.374564 3.376985 3.379403 3.381818 3.384229 3.386637 3.389039 3.391437 3.393829 3.396215 3.398594 3.400967 3.403332 3.405689 3.408039 3.410379 3.412710 3.415031 3.417343 3.419643 3.421933 3.424211 3.426477 3.428730 3.430971 3.433198 3.435412 3.437611 3.439795 3.441964 3.444117 3.446254 3.448375 3.450478 3.452564 3.454631 3.456681 3.458711 3.460722 3.462713 3.464683 3.466633 3.468562 3.470468 3.472353 3.474215 3.476053 3.477868 3.479659 3.481426 3.483167 3.484884 3.486574 3.488238 3.489876 3.491486 3.493068 3.494621 3.496145 3.497639 3.499103 3.500538 3.501943 3.503319 3 .504666 3.505984 3.507270 3.508521 3.509735 3.510908 3.512038 3.513122 3.514169 3.515187 3.516185 3.517173 3.518159 3.519146 3.520105 3.521000 3.521794 3.522450 3.522930	1.647000 1.647000 1.905622 2.023349 2.115115 2.137403 2.137182 2.161202 2.190297 2.166226 2.076973 1.926992 1.714225 1.445045 1.171083 0.917888 0.699718 0.530790 0.425307 0.397497 0.457980 0.601566 0.816215 1.086372 1.392891 1.712979 2.023850 2.315076 2.579598 2.810336 3.000192 3.142071 3.231104 3.271793 3.272216 3.241910 3.191861 3.134486 3.081410 3.036353 3.000938 2.976788 2.965527 2.968782 2.987517 3.019931 3.063262 3.114420 3.169990 3.226226 3.279719 3.329503 3.375250 3.416632 3.453323 3.484994 3.511481 3.533296 3.551171 3.565904 3.578358 3.589459 3.600037 3.610309 3.620334 3.630174 3.639888 3.649535 3.659143 3.668597 3.677740 3.686404 3.694407 3.701559 3.707692 3.712765 3.716771 3.719704 3.721556 3.722321 3.722046 3.721001 3.719526 3.717973 3.716714 3.716132 3.716573 3.718176 3.721025 3.725207 3.730806 3.737907 3.746517 3.756317 3.766891 3.777803 3.788597 3.798798 3.807991 3.816064 3.822986 3.828722 3.833241 3.836509 3.838570 3.839780 3.840586 3.841451 3.842857 3.84530 2 3.849224 3.854766 3.861997 3.870985 3.881799 3.894507 3.909080 3.925093 3.942004 3.959253 3.976260 3.992425 4.007226 4.020520 4.032258 4.042393 4.050876 4.057659 4.062754 4.066416 4.068970 4.070752 4.072107 4.073393 4.074919 4.076760 4.078933 4.081455 4.084343 4.087614 4.091242 4.095026 4.098716 4.102054 4.104775 4.106606 4.107313 4.106827 4.105122 4.102172 4.097952 4.092435 4.085673 4.078019 4.069917 4.061819 4.054190 4.047508 4.042182 4.038333 4.036002 4.035234 4.036071 4.038557 4.042632 4.047815 4.053506 4.059093 4.063946 4.067424 4.068972 4.068442 4.065789 4.060969 4.053935 4.044644 4.033118 4.019657 4.004636 3.988439 3.971459 3.954100 3.936702 3.919344 3.902034 3.884780 3.867592 3.850478 3.833448 3.816510 3.799674 3.782948 3.766342 3.749864 3.733523 3.717329 3.701290 3.685416 3.669715 3.654197 3.638870 3.623743 3.608825 3.594126 3.579652 3.565415 3.551421 3.537681 3.524205 3.511002 3.498082 3.485454 3.473128 3.461110 3.449407 3.438025 3.426971 3.416251 3.405873 3.395853 3.386211 3.376966 3.368136 3.35 9742 3.351795 3.344274 3.337151 3.330395 3.323976 3.317864 3.312058 3.306678 3.301880 3.297821 3.294659 3.292558 3.291622 3.291717 3.292646 3.294209 3.296202 3.298418 3.300683 3.302959 3.305247 3.307546 3.309855 3.312175 3.314505 3.316844 3.319192 3.321548 3.323912 3.326283 3.328662 3.331047 3.333438 3.335835 3.338237 3.340643 3.343054 3.345468 3.347886 3.350306 3.352729 3.355154 3.357580 3.360007 3.362435 3.364862 3.367290 3.369716 3.372141 3.374564 3.376985 3.379403 3.381818 3.384229 3.386637 3.389039 3.391437 3.393829 3.396215 3.398594 3.400967 3.403332 3.405689 3.408039 3.410379 3.412710 3.415031 3.417343 3.419643 3.421933 3.424211 3.426477 3.428730 3.430971 3.433198 3.435412 3.437611 3.439795 3.441964 3.444117 3.446254 3.448375 3.450478 3.452564 3.454631 3.456681 3.458711 3.460722 3.462713 3.464683 3.466633 3.468562 3.470468 3.472353 3.474215 3.476053 3.477868 3.479659 3.481426 3.483167 3.484884 3.486574 3.488238 3.489876 3.491486 3.493068 3.494621 3.496145 3.497639 3.499103 3.500538 3.501943 3.503319 3 .504666 3.505984 3.507270 3.508521 3.509735 3.510908 3.512038 3.513122 3.514169 3.515187 3.516185 3.517173 3.518159 3.519146 3.520105 3.521000 3.521794 3.522450 3.522930	1.647000 1.647000 1.905622 2.023349 2.115115 2.137403 2.137182 2.161202 2.190297 2.166226 2.076973 1.926992 1.714225 1.445045 1.171083 0.917888 0.699718 0.530790 0.425307 0.397497 0.457980 0.601566 0.816215 1.086372 1.392891 1.712979 2.023850 2.315076 2.579598 2.810336 3.000192 3.142071 3.231104 3.271793 3.272216 3.241910 3.191861 3.134486 3.081410 3.036353 3.000938 2.976788 2.965527 2.968782 2.987517 3.019931 3.063262 3.114420 3.169990 3.226226 3.279719 3.329503 3.375250 3.416632 3.453323 3.484994 3.511481 3.533296 3.551171 3.565904 3.578358 3.589459 3.600037 3.610309 3.620334 3.630174 3.639888 3.649535 3.659143 3.668597 3.677740 3.686404 3.694407 3.701559 3.707692 3.712765 3.716771 3.719704 3.721556 3.722321 3.722046 3.721001 3.719526 3.717973 3.716714 3.716132 3.716573 3.718176 3.721025 3.725207 3.730806 3.737907 3.746517 3.756317 3.766891 3.777803 3.788597 3.798798 3.807991 3.816064 3.822986 3.828722 3.833241 3.836509 3.838570 3.839780 3.840586 3.841451 3.842857 3.84530 2 3.849224 3.854766 3.861997 3.870985 3.881799 3.894507 3.909080 3.925093 3.942004 3.959253 3.976260 3.992425 4.007226 4.020520 4.032258 4.042393 4.050876 4.057659 4.062754 4.066416 4.068970 4.070752 4.072107 4.073393 4.074919 4.076760 4.078933 4.081455 4.084343 4.087614 4.091242 4.095026 4.098716 4.102054 4.104775 4.106606 4.107313 4.106827 4.105122 4.102172 4.097952 4.092435 4.085673 4.078019 4.069917 4.061819 4.054190 4.047508 4.042182 4.038333 4.036002 4.035234 4.036071 4.038557 4.042632 4.047815 4.053506 4.059093 4.063946 4.067424 4.068972 4.068442 4.065789 4.060969 4.053935 4.044644 4.033118 4.019657 4.004636 3.988439 3.971459 3.954100 3.936702 3.919344 3.902034 3.884780 3.867592 3.850478 3.833448 3.816510 3.799674 3.782948 3.766342 3.749864 3.733523 3.717329 3.701290 3.685416 3.669715 3.654197 3.638870 3.623743 3.608825 3.594126 3.579652 3.565415 3.551421 3.537681 3.524205 3.511002 3.498082 3.485454 3.473128 3.461110 3.449407 3.438025 3.426971 3.416251 3.405873 3.395853 3.386211 3.376966 3.368136 3.35 9742 3.351795 3.344274 3.337151 3.330395 3.323976 3.317864 3.312058 3.306678 3.301880 3.297821 3.294659 3.292558 3.291622 3.291717 3.292646 3.294209 3.296202 3.298418 3.300683 3.302959 3.305247 3.307546 3.309855 3.312175 3.314505 3.316844 3.319192 3.321548 3.323912 3.326283 3.328662 3.331047 3.333438 3.335835 3.338237 3.340643 3.343054 3.345468 3.347886 3.350306 3.352729 3.355154 3.357580 3.360007 3.362435 3.364862 3.367290 3.369716 3.372141 3.374564 3.376985 3.379403 3.381818 3.384229 3.386637 3.389039 3.391437 3.393829 3.396215 3.398594 3.400967 3.403332 3.405689 3.408039 3.410379 3.412710 3.415031 3.417343 3.419643 3.421933 3.424211 3.426477 3.428730 3.430971 3.433198 3.435412 3.437611 3.439795 3.441964 3.444117 3.446254 3.448375 3.450478 3.452564 3.454631 3.456681 3.458711 3.460722 3.462713 3.464683 3.466633 3.468562 3.470468 3.472353 3.474215 3.476053 3.477868 3.479659 3.481426 3.483167 3.484884 3.486574 3.488238 3.489876 3.491486 3.493068 3.494621 3.496145 3.497639 3.499103 3.500538 3.501943 3.503319 3 .504666 3.505984 3.507270 3.508521 3.509735 3.510908 3.512038 3.513122 3.514169 3.515187 3.516185 3.517173 3.518159 3.519146 3.520105 3.521000 3.521794 3.522450 3.522930

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.448	0.885	1.113	1.347	1.533	1.647	1.698	1.741	1.785	1.827	1.870	1.913	1.416	1.746	2.061	2.306	2.509	2.665	2.783	2.883	2.967	3.047	3.117	3.177	3.225	3.267	3.324	3.345

Trapeza CDO V, Class C1

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$297,616,882.93
Latest update:	Feb 13, 2009
Gross WAC:	4.9270
WA Amort Term:	298
Settle:	Apr 23,2009
Orig Deal Bal:	$308,700,000.00
Orig Collat Bal:	$320,000,000.00
Closed:	Dec 18,2003
WA Rem Term:	298
Cur Collat Bal:	$295,000,000.00
Next Pay:	Jul 15,2009
First Pay:	Jul 15,2004

Tranche Information

Tranche	C1
CUSIP	89412RAD7
Coupon	3.1150
Type	MEZ_FLT
Orig Balance	25,000,000.00
Cur Balance	26,351,690.72
Capitalizes Defrd Int	Yes
Factor	1.0541
Orig Moody’s	A2
Curr Moody’s	Ca
Orig S&P	NA
Orig Fitch	A
Curr Fitch	A
Delay	0
Accrual Date	01/15/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	1,351,690.72
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_6MO + 1.65
Floater Spread	1.6500
Stated Mat	07/15/2034
Freq	Semi-Annual
Business Day	Following
Daycount	Actual/360

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Yield		Customer Request - 0 CDR		Customer Request - 1 CDR for 5 Years		Customer Request - 2 CDR for 5 Years		Customer Request - 3 CDR for 5 Years		Customer Request - 4 CDR for 5 Years
3.1150	Price		126.4447		129.9328		132.7418		136.1195		137.6865
	WAL		18.5600		20.6800		22.6500		24.0900		24.8100
	WAL for Int Pmts		12.0000		12.5600		12.9700		13.7200		14.8600
	WAL for Princ Pmts		18.5600		20.6800		22.6500		24.0900		24.7900
	Mod Durn		13.6150		14.8450		15.8110		16.9330		18.0700
	Mod Convexity		2.4960		2.8410		3.1480		3.4930		3.8340
	First Princ Pmt Date		39,826.0000		39,829.0000		40,014.0000		39,841.0000		12,420.0000
	First Princ Pmt Period		45.0000		81.0000		135.0000		225.0000		297.0000
	Last Princ Pmt Date		12,420.0000		12,420.0000		12,420.0000		12,420.0000		12,601.0000
	Last Princ Pmt Period		297.0000		297.0000		297.0000		297.0000		303.0000
	Payment Window	Jan11 to Jan34		Jul11 to Jan34		Jul11 to Jan34		Jul12 to Jan34		Jul14 to Jul34
	Principal Window	Jan13 to Jan34		Jan16 to Jan34		Jul20 to Jan34		Jan28 to Jan34		Jan34 to Jul34
	Principal Writedown		0.00 (0.00%)		0.00 (0.00%)		0.00 (0.00%)		0.00 (0.00%)		1,418,765.76 (5.38%)
	First Period of Writedown	NA		NA		NA		NA			303.0000
	Maturity #mos		297.0000		297.0000		297.0000		297.0000		303.0000
	Implied Writedown		0.00 (0.00%)		0.00 (0.00%)		0.00 (0.00%)		0.00 (0.00%)		0.00 (0.00%)
	First Period of Implied Writedown	NA		NA		NA		NA			75.0000
	Total Collat Loss(Forecasted)		37,400,000.00 (12.68%)		47,856,272.85 (16.22%)		57,898,498.00 (19.63%)		67,539,095.62 (22.89%)		76,790,234.97 (26.03%)
	Total Collat Loss w/ History(Forecasted)		37,400,000.00 (11.69%)		47,856,272.85 (14.96%)		57,898,498.00 (18.09%)		67,539,095.62 (21.11%)		76,790,234.97 (24.00%)
	Total Collat Liquidation by Group(Forecasted)		44,000,000.00 (14.92%)		56,301,497.48 (19.09%)		68,115,880.00 (23.09%)		79,457,759.55 (26.93%)		90,341,452.90 (30.62%)
	Accum Int Shortfall		0.0000		0.0000		0.0000		0.0000		1,418,765.7600
	Accum Coup Cap Shortfall	NA		NA		NA		NA		NA
	Min Credit Support Pct	NA		NA		NA		NA		NA
	Scenario Name	Customer Request — 0 CDR		Customer Request — 1 CDR for 5 Years		Customer Request — 2 CDR for 5 Years		Customer Request — 3 CDR for 5 Years		Customer Request — 4 CDR for 5 Years
	Prepay Rate	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR		0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR		0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR		0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR		0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR
	Prepay Style	Full stat		Full stat		Full stat		Full stat		Full stat
	YMP	Incl pnlty		Incl pnlty		Incl pnlty		Incl pnlty		Incl pnlty
	Prepay Monthly	No		No		No		No		No
	Default Rate	0 CDR		1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 CDR		2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 CDR		3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 0 CDR		4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 0 CDR
	Default Severity		85.0000		85.0000		85.0000		85.0000		85.0000
	Servicer Advance	All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd
	Advance (% of P&I)		0.0000		0.0000		0.0000		0.0000		0.0000
	Recovery Lag		24.0000		24.0000		24.0000		24.0000		24.0000
	Recovery Time Series		100.0000		100.0000		100.0000		100.0000		100.0000
	Liquidation Time Series		0.0000		0.0000		0.0000		0.0000		0.0000
	Rate During Init Recov Lag		0.0000		0.0000		0.0000		0.0000		0.0000
	Severity During Init Recov Lag		0.0000		0.0000		0.0000		0.0000		0.0000
	Default Monthly	No		No		No		No		No
	Already Defaulted Severity (%)		85.0000		85.0000		85.0000		85.0000		85.0000
	Already Defaulted Lag		24.0000		24.0000		24.0000		24.0000		24.0000
	Already Defaulted Time Series		100.0000		100.0000		100.0000		100.0000		100.0000
	Already Defaulted Liq Time Series		0.0000		0.0000		0.0000		0.0000		0.0000
	Already Defaulted Advance (%)		0.0000		0.0000		0.0000		0.0000		0.0000
	Already Defaulted Serv Advance	All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd
	Opt Redem		N/N		N/N		N/N		N/N		N/N
	LIBOR_3MO		1.101000 1.635729 1.966446 2.192964 2.182267 2.107198 2.097694 2.162505 2.244751 2.333411 2.361331 2.258983 2.021384 1.744069 1.465088 1.198537 0.958479 0.758952 0.613985 0.537605 0.543867 0.646870 0.853505 1.139242 1.465809 1.795124 2.113541 2.414107 2.689850 2.933790 3.138938 3.298302 3.404900 3.451760 3.436495 3.375967 3.294316 3.214065 3.141457 3.078423 3.026892 2.988793 2.966057 2.960615 2.974401 3.009351 3.065691 3.136521 3.212453 3.284968 3.351841 3.412485 3.466319 3.512757 3.551215 3.581111 3.601860 3.612881 3.614287 3.609063 3.601143 3.594036 3.588653 3.585234 3.584016 3.585239 3.589141 3.595961 3.605937 3.619308 3.635951 3.654244 3.672095 3.687654 3.700447 3.710354 3.717255 3.721029 3.721558 3.718721 3.712398 3.702470 3.689125 3.673814 3.658376 3.644428 3.632411 3.622468 3.614738 3.609362 3.606482 3.606238 3.608772 3.614225 3.622583 3.633208 3.645269 3.658054 3.671439 3.685451 3.700117 3.715464 3.731520 3.748311 3.765865 3.784208 3.803281 3.822675 3.841873 3.860430 3.878231 3.895245 3.911442 3.9267 93 3.941267 3.954835 3.967465 3.979129 3.989807 3.999522 4.008311 4.016203 4.023184 4.029230 4.034318 4.038423 4.041524 4.043595 4.044613 4.044554 4.043474 4.041744 4.039830 4.038129 4.036740 4.035679 4.034966 4.034620 4.034659 4.035102 4.035968 4.037276 4.038992 4.040875 4.042624 4.043981 4.044887 4.045336 4.045321 4.044836 4.043873 4.042426 4.040487 4.038050 4.035128 4.031810 4.028208 4.024419 4.020462 4.016339 4.012054 4.007607 4.003001 3.998237 3.993318 3.988245 3.982998 3.977467 3.971516 3.965029 3.957975 3.950347 3.942138 3.933340 3.923945 3.913947 3.903338 3.892110 3.880291 3.868054 3.855611 3.843144 3.830695 3.818269 3.805874 3.793517 3.781204 3.768941 3.756735 3.744593 3.732521 3.720526 3.708615 3.696794 3.685069 3.673448 3.661936 3.650542 3.639270 3.628128 3.617123 3.606260 3.595548 3.584991 3.574597 3.564372 3.554322 3.544454 3.534776 3.525293 3.516013 3.506944 3.498091 3.489462 3.481063 3.472899 3.464973 3.457291 3.449858 3.442682 3.435770 3.429136 3.422795 3.416761 3.411043 3.405648 3.400577 3.3 95809 3.391318 3.387081 3.383097 3.379373 3.375935 3.372894 3.370387 3.368528 3.367353 3.366871 3.367055 3.367715 3.368618 3.369566 3.370520 3.371479 3.372443 3.373412 3.374386 3.375365 3.376348 3.377335 3.378326 3.379321 3.380320 3.381321 3.382326 3.383334 3.384344 3.385358 3.386373 3.387391 3.388410 3.389431 3.390454 3.391478 3.392503 3.393529 3.394556 3.395583 3.396611 3.397639 3.398666 3.399694 3.400720 3.401747 3.402772 3.403796 3.404819 3.405840 3.406859 3.407877 3.408893 3.409906 3.410916 3.411924 3.412929 3.413931 3.414930 3.415925 3.416916 3.417903 3.418887 3.419865 3.420840 3.421809 3.422774 3.423733 3.424687 3.425636 3.426578 3.427515 3.428446 3.429370 3.430287 3.431198 3.432102 3.432999 3.433888 3.434770 3.435644 3.436510 3.437367 3.438217 3.439057 3.439889 3.440712 3.441526 3.442330 3.443125 3.443910 3.444685 3.445449 3.446203 3.446947 3.447679 3.448401 3.449112 3.449811 3.450499 3.451174 3.451838 3.452489 3.453128 3.453754 3.454366 3.454965 3.455552 3.456125 3.456686 3.457234 3.457769 3.458291 3.458797 3.459287 3.459757 3.460208 3.460639 3.461051 3.461450 3.461843 3.462235 3.462629 3.463022 3.463412 3.463776 3.464086 3.464319 3.464470 3.464538		1.101000 1.635729 1.966446 2.192964 2.182267 2.107198 2.097694 2.162505 2.244751 2.333411 2.361331 2.258983 2.021384 1.744069 1.465088 1.198537 0.958479 0.758952 0.613985 0.537605 0.543867 0.646870 0.853505 1.139242 1.465809 1.795124 2.113541 2.414107 2.689850 2.933790 3.138938 3.298302 3.404900 3.451760 3.436495 3.375967 3.294316 3.214065 3.141457 3.078423 3.026892 2.988793 2.966057 2.960615 2.974401 3.009351 3.065691 3.136521 3.212453 3.284968 3.351841 3.412485 3.466319 3.512757 3.551215 3.581111 3.601860 3.612881 3.614287 3.609063 3.601143 3.594036 3.588653 3.585234 3.584016 3.585239 3.589141 3.595961 3.605937 3.619308 3.635951 3.654244 3.672095 3.687654 3.700447 3.710354 3.717255 3.721029 3.721558 3.718721 3.712398 3.702470 3.689125 3.673814 3.658376 3.644428 3.632411 3.622468 3.614738 3.609362 3.606482 3.606238 3.608772 3.614225 3.622583 3.633208 3.645269 3.658054 3.671439 3.685451 3.700117 3.715464 3.731520 3.748311 3.765865 3.784208 3.803281 3.822675 3.841873 3.860430 3.878231 3.895245 3.911442 3.9267 93 3.941267 3.954835 3.967465 3.979129 3.989807 3.999522 4.008311 4.016203 4.023184 4.029230 4.034318 4.038423 4.041524 4.043595 4.044613 4.044554 4.043474 4.041744 4.039830 4.038129 4.036740 4.035679 4.034966 4.034620 4.034659 4.035102 4.035968 4.037276 4.038992 4.040875 4.042624 4.043981 4.044887 4.045336 4.045321 4.044836 4.043873 4.042426 4.040487 4.038050 4.035128 4.031810 4.028208 4.024419 4.020462 4.016339 4.012054 4.007607 4.003001 3.998237 3.993318 3.988245 3.982998 3.977467 3.971516 3.965029 3.957975 3.950347 3.942138 3.933340 3.923945 3.913947 3.903338 3.892110 3.880291 3.868054 3.855611 3.843144 3.830695 3.818269 3.805874 3.793517 3.781204 3.768941 3.756735 3.744593 3.732521 3.720526 3.708615 3.696794 3.685069 3.673448 3.661936 3.650542 3.639270 3.628128 3.617123 3.606260 3.595548 3.584991 3.574597 3.564372 3.554322 3.544454 3.534776 3.525293 3.516013 3.506944 3.498091 3.489462 3.481063 3.472899 3.464973 3.457291 3.449858 3.442682 3.435770 3.429136 3.422795 3.416761 3.411043 3.405648 3.400577 3.3 95809 3.391318 3.387081 3.383097 3.379373 3.375935 3.372894 3.370387 3.368528 3.367353 3.366871 3.367055 3.367715 3.368618 3.369566 3.370520 3.371479 3.372443 3.373412 3.374386 3.375365 3.376348 3.377335 3.378326 3.379321 3.380320 3.381321 3.382326 3.383334 3.384344 3.385358 3.386373 3.387391 3.388410 3.389431 3.390454 3.391478 3.392503 3.393529 3.394556 3.395583 3.396611 3.397639 3.398666 3.399694 3.400720 3.401747 3.402772 3.403796 3.404819 3.405840 3.406859 3.407877 3.408893 3.409906 3.410916 3.411924 3.412929 3.413931 3.414930 3.415925 3.416916 3.417903 3.418887 3.419865 3.420840 3.421809 3.422774 3.423733 3.424687 3.425636 3.426578 3.427515 3.428446 3.429370 3.430287 3.431198 3.432102 3.432999 3.433888 3.434770 3.435644 3.436510 3.437367 3.438217 3.439057 3.439889 3.440712 3.441526 3.442330 3.443125 3.443910 3.444685 3.445449 3.446203 3.446947 3.447679 3.448401 3.449112 3.449811 3.450499 3.451174 3.451838 3.452489 3.453128 3.453754 3.454366 3.454965 3.455552 3.456125 3.456686 3.457234 3.457769 3.458291 3.458797 3.459287 3.459757 3.460208 3.460639 3.461051 3.461450 3.461843 3.462235 3.462629 3.463022 3.463412 3.463776 3.464086 3.464319 3.464470 3.464538		1.101000 1.635729 1.966446 2.192964 2.182267 2.107198 2.097694 2.162505 2.244751 2.333411 2.361331 2.258983 2.021384 1.744069 1.465088 1.198537 0.958479 0.758952 0.613985 0.537605 0.543867 0.646870 0.853505 1.139242 1.465809 1.795124 2.113541 2.414107 2.689850 2.933790 3.138938 3.298302 3.404900 3.451760 3.436495 3.375967 3.294316 3.214065 3.141457 3.078423 3.026892 2.988793 2.966057 2.960615 2.974401 3.009351 3.065691 3.136521 3.212453 3.284968 3.351841 3.412485 3.466319 3.512757 3.551215 3.581111 3.601860 3.612881 3.614287 3.609063 3.601143 3.594036 3.588653 3.585234 3.584016 3.585239 3.589141 3.595961 3.605937 3.619308 3.635951 3.654244 3.672095 3.687654 3.700447 3.710354 3.717255 3.721029 3.721558 3.718721 3.712398 3.702470 3.689125 3.673814 3.658376 3.644428 3.632411 3.622468 3.614738 3.609362 3.606482 3.606238 3.608772 3.614225 3.622583 3.633208 3.645269 3.658054 3.671439 3.685451 3.700117 3.715464 3.731520 3.748311 3.765865 3.784208 3.803281 3.822675 3.841873 3.860430 3.878231 3.895245 3.911442 3.9267 93 3.941267 3.954835 3.967465 3.979129 3.989807 3.999522 4.008311 4.016203 4.023184 4.029230 4.034318 4.038423 4.041524 4.043595 4.044613 4.044554 4.043474 4.041744 4.039830 4.038129 4.036740 4.035679 4.034966 4.034620 4.034659 4.035102 4.035968 4.037276 4.038992 4.040875 4.042624 4.043981 4.044887 4.045336 4.045321 4.044836 4.043873 4.042426 4.040487 4.038050 4.035128 4.031810 4.028208 4.024419 4.020462 4.016339 4.012054 4.007607 4.003001 3.998237 3.993318 3.988245 3.982998 3.977467 3.971516 3.965029 3.957975 3.950347 3.942138 3.933340 3.923945 3.913947 3.903338 3.892110 3.880291 3.868054 3.855611 3.843144 3.830695 3.818269 3.805874 3.793517 3.781204 3.768941 3.756735 3.744593 3.732521 3.720526 3.708615 3.696794 3.685069 3.673448 3.661936 3.650542 3.639270 3.628128 3.617123 3.606260 3.595548 3.584991 3.574597 3.564372 3.554322 3.544454 3.534776 3.525293 3.516013 3.506944 3.498091 3.489462 3.481063 3.472899 3.464973 3.457291 3.449858 3.442682 3.435770 3.429136 3.422795 3.416761 3.411043 3.405648 3.400577 3.3 95809 3.391318 3.387081 3.383097 3.379373 3.375935 3.372894 3.370387 3.368528 3.367353 3.366871 3.367055 3.367715 3.368618 3.369566 3.370520 3.371479 3.372443 3.373412 3.374386 3.375365 3.376348 3.377335 3.378326 3.379321 3.380320 3.381321 3.382326 3.383334 3.384344 3.385358 3.386373 3.387391 3.388410 3.389431 3.390454 3.391478 3.392503 3.393529 3.394556 3.395583 3.396611 3.397639 3.398666 3.399694 3.400720 3.401747 3.402772 3.403796 3.404819 3.405840 3.406859 3.407877 3.408893 3.409906 3.410916 3.411924 3.412929 3.413931 3.414930 3.415925 3.416916 3.417903 3.418887 3.419865 3.420840 3.421809 3.422774 3.423733 3.424687 3.425636 3.426578 3.427515 3.428446 3.429370 3.430287 3.431198 3.432102 3.432999 3.433888 3.434770 3.435644 3.436510 3.437367 3.438217 3.439057 3.439889 3.440712 3.441526 3.442330 3.443125 3.443910 3.444685 3.445449 3.446203 3.446947 3.447679 3.448401 3.449112 3.449811 3.450499 3.451174 3.451838 3.452489 3.453128 3.453754 3.454366 3.454965 3.455552 3.456125 3.456686 3.457234 3.457769 3.458291 3.458797 3.459287 3.459757 3.460208 3.460639 3.461051 3.461450 3.461843 3.462235 3.462629 3.463022 3.463412 3.463776 3.464086 3.464319 3.464470 3.464538		1.101000 1.635729 1.966446 2.192964 2.182267 2.107198 2.097694 2.162505 2.244751 2.333411 2.361331 2.258983 2.021384 1.744069 1.465088 1.198537 0.958479 0.758952 0.613985 0.537605 0.543867 0.646870 0.853505 1.139242 1.465809 1.795124 2.113541 2.414107 2.689850 2.933790 3.138938 3.298302 3.404900 3.451760 3.436495 3.375967 3.294316 3.214065 3.141457 3.078423 3.026892 2.988793 2.966057 2.960615 2.974401 3.009351 3.065691 3.136521 3.212453 3.284968 3.351841 3.412485 3.466319 3.512757 3.551215 3.581111 3.601860 3.612881 3.614287 3.609063 3.601143 3.594036 3.588653 3.585234 3.584016 3.585239 3.589141 3.595961 3.605937 3.619308 3.635951 3.654244 3.672095 3.687654 3.700447 3.710354 3.717255 3.721029 3.721558 3.718721 3.712398 3.702470 3.689125 3.673814 3.658376 3.644428 3.632411 3.622468 3.614738 3.609362 3.606482 3.606238 3.608772 3.614225 3.622583 3.633208 3.645269 3.658054 3.671439 3.685451 3.700117 3.715464 3.731520 3.748311 3.765865 3.784208 3.803281 3.822675 3.841873 3.860430 3.878231 3.895245 3.911442 3.9267 93 3.941267 3.954835 3.967465 3.979129 3.989807 3.999522 4.008311 4.016203 4.023184 4.029230 4.034318 4.038423 4.041524 4.043595 4.044613 4.044554 4.043474 4.041744 4.039830 4.038129 4.036740 4.035679 4.034966 4.034620 4.034659 4.035102 4.035968 4.037276 4.038992 4.040875 4.042624 4.043981 4.044887 4.045336 4.045321 4.044836 4.043873 4.042426 4.040487 4.038050 4.035128 4.031810 4.028208 4.024419 4.020462 4.016339 4.012054 4.007607 4.003001 3.998237 3.993318 3.988245 3.982998 3.977467 3.971516 3.965029 3.957975 3.950347 3.942138 3.933340 3.923945 3.913947 3.903338 3.892110 3.880291 3.868054 3.855611 3.843144 3.830695 3.818269 3.805874 3.793517 3.781204 3.768941 3.756735 3.744593 3.732521 3.720526 3.708615 3.696794 3.685069 3.673448 3.661936 3.650542 3.639270 3.628128 3.617123 3.606260 3.595548 3.584991 3.574597 3.564372 3.554322 3.544454 3.534776 3.525293 3.516013 3.506944 3.498091 3.489462 3.481063 3.472899 3.464973 3.457291 3.449858 3.442682 3.435770 3.429136 3.422795 3.416761 3.411043 3.405648 3.400577 3.3 95809 3.391318 3.387081 3.383097 3.379373 3.375935 3.372894 3.370387 3.368528 3.367353 3.366871 3.367055 3.367715 3.368618 3.369566 3.370520 3.371479 3.372443 3.373412 3.374386 3.375365 3.376348 3.377335 3.378326 3.379321 3.380320 3.381321 3.382326 3.383334 3.384344 3.385358 3.386373 3.387391 3.388410 3.389431 3.390454 3.391478 3.392503 3.393529 3.394556 3.395583 3.396611 3.397639 3.398666 3.399694 3.400720 3.401747 3.402772 3.403796 3.404819 3.405840 3.406859 3.407877 3.408893 3.409906 3.410916 3.411924 3.412929 3.413931 3.414930 3.415925 3.416916 3.417903 3.418887 3.419865 3.420840 3.421809 3.422774 3.423733 3.424687 3.425636 3.426578 3.427515 3.428446 3.429370 3.430287 3.431198 3.432102 3.432999 3.433888 3.434770 3.435644 3.436510 3.437367 3.438217 3.439057 3.439889 3.440712 3.441526 3.442330 3.443125 3.443910 3.444685 3.445449 3.446203 3.446947 3.447679 3.448401 3.449112 3.449811 3.450499 3.451174 3.451838 3.452489 3.453128 3.453754 3.454366 3.454965 3.455552 3.456125 3.456686 3.457234 3.457769 3.458291 3.458797 3.459287 3.459757 3.460208 3.460639 3.461051 3.461450 3.461843 3.462235 3.462629 3.463022 3.463412 3.463776 3.464086 3.464319 3.464470 3.464538		1.101000 1.635729 1.966446 2.192964 2.182267 2.107198 2.097694 2.162505 2.244751 2.333411 2.361331 2.258983 2.021384 1.744069 1.465088 1.198537 0.958479 0.758952 0.613985 0.537605 0.543867 0.646870 0.853505 1.139242 1.465809 1.795124 2.113541 2.414107 2.689850 2.933790 3.138938 3.298302 3.404900 3.451760 3.436495 3.375967 3.294316 3.214065 3.141457 3.078423 3.026892 2.988793 2.966057 2.960615 2.974401 3.009351 3.065691 3.136521 3.212453 3.284968 3.351841 3.412485 3.466319 3.512757 3.551215 3.581111 3.601860 3.612881 3.614287 3.609063 3.601143 3.594036 3.588653 3.585234 3.584016 3.585239 3.589141 3.595961 3.605937 3.619308 3.635951 3.654244 3.672095 3.687654 3.700447 3.710354 3.717255 3.721029 3.721558 3.718721 3.712398 3.702470 3.689125 3.673814 3.658376 3.644428 3.632411 3.622468 3.614738 3.609362 3.606482 3.606238 3.608772 3.614225 3.622583 3.633208 3.645269 3.658054 3.671439 3.685451 3.700117 3.715464 3.731520 3.748311 3.765865 3.784208 3.803281 3.822675 3.841873 3.86043 0 3.878231 3.895245 3.911442 3.926793 3.941267 3.954835 3.967465 3.979129 3.989807 3.999522 4.008311 4.016203 4.023184 4.029230 4.034318 4.038423 4.041524 4.043595 4.044613 4.044554 4.043474 4.041744 4.039830 4.038129 4.036740 4.035679 4.034966 4.034620 4.034659 4.035102 4.035968 4.037276 4.038992 4.040875 4.042624 4.043981 4.044887 4.045336 4.045321 4.044836 4.043873 4.042426 4.040487 4.038050 4.035128 4.031810 4.028208 4.024419 4.020462 4.016339 4.012054 4.007607 4.003001 3.998237 3.993318 3.988245 3.982998 3.977467 3.971516 3.965029 3.957975 3.950347 3.942138 3.933340 3.923945 3.913947 3.903338 3.892110 3.880291 3.868054 3.855611 3.843144 3.830695 3.818269 3.805874 3.793517 3.781204 3.768941 3.756735 3.744593 3.732521 3.720526 3.708615 3.696794 3.685069 3.673448 3.661936 3.650542 3.639270 3.628128 3.617123 3.606260 3.595548 3.584991 3.574597 3.564372 3.554322 3.544454 3.534776 3.525293 3.516013 3.506944 3.498091 3.489462 3.481063 3.472899 3.464973 3.457291 3.449858 3.442682 3.435770 3.429136 3.422795 3.41 6761 3.411043 3.405648 3.400577 3.395809 3.391318 3.387081 3.383097 3.379373 3.375935 3.372894 3.370387 3.368528 3.367353 3.366871 3.367055 3.367715 3.368618 3.369566 3.370520 3.371479 3.372443 3.373412 3.374386 3.375365 3.376348 3.377335 3.378326 3.379321 3.380320 3.381321 3.382326 3.383334 3.384344 3.385358 3.386373 3.387391 3.388410 3.389431 3.390454 3.391478 3.392503 3.393529 3.394556 3.395583 3.396611 3.397639 3.398666 3.399694 3.400720 3.401747 3.402772 3.403796 3.404819 3.405840 3.406859 3.407877 3.408893 3.409906 3.410916 3.411924 3.412929 3.413931 3.414930 3.415925 3.416916 3.417903 3.418887 3.419865 3.420840 3.421809 3.422774 3.423733 3.424687 3.425636 3.426578 3.427515 3.428446 3.429370 3.430287 3.431198 3.432102 3.432999 3.433888 3.434770 3.435644 3.436510 3.437367 3.438217 3.439057 3.439889 3.440712 3.441526 3.442330 3.443125 3.443910 3.444685 3.445449 3.446203 3.446947 3.447679 3.448401 3.449112 3.449811 3.450499 3.451174 3.451838 3.452489 3.453128 3.453754 3.454366 3.454965 3.455552 3.456125 3 .456686 3.457234 3.457769 3.458291 3.458797 3.459287 3.459757 3.460208 3.460639 3.461051 3.461450 3.461843 3.462235 3.462629 3.463022 3.463412 3.463776 3.464086 3.464319 3.464470 3.464538
	LIBOR_6MO		1.650000 1.913460 2.042002 2.151079 2.178285 2.181887 2.221671 2.268301 2.258206 2.183294 2.057848 1.866173 1.612989 1.353363 1.113410 0.907181 0.748686 0.651926 0.630924 0.696129 0.842329 1.057525 1.326230 1.629401 1.944381 2.248523 2.531417 2.785994 3.005166 3.181832 3.308893 3.381567 3.404802 3.387252 3.339086 3.271969 3.199046 3.132639 3.076861 3.033653 3.004955 2.992709 2.998861 3.024499 3.067123 3.122986 3.187918 3.257322 3.326172 3.389877 3.447016 3.496998 3.539231 3.573124 3.598086 3.613878 3.621711 3.623275 3.620398 3.615048 3.609327 3.605127 3.603029 3.603272 3.606098 3.611748 3.620462 3.632299 3.646562 3.662315 3.678562 3.694248 3.708255 3.719589 3.727950 3.733216 3.735267 3.733981 3.729238 3.721072 3.710154 3.697354 3.683582 3.669794 3.656987 3.646050 3.637275 3.630805 3.626782 3.625349 3.626647 3.630741 3.637379 3.646215 3.656883 3.668997 3.682153 3.696004 3.710503 3.725676 3.741550 3.758154 3.775515 3.793616 3.812264 3.831214 3.850209 3.868984 3.887265 3.904811 3.921548 3.937446 3.952475 3.9666 04 3.979802 3.992044 4.003329 4.013657 4.023035 4.031466 4.038959 4.045514 4.051113 4.055732 4.059348 4.061935 4.063472 4.063972 4.063613 4.062616 4.061212 4.059636 4.058134 4.056915 4.056038 4.055522 4.055386 4.055648 4.056329 4.057419 4.058808 4.060351 4.061903 4.063312 4.064422 4.065100 4.065312 4.065053 4.064315 4.063090 4.061373 4.059167 4.056512 4.053462 4.050072 4.046398 4.042497 4.038419 4.034175 4.029767 4.025197 4.020467 4.015579 4.010524 4.005247 3.999680 3.993754 3.987399 3.980543 3.973121 3.965117 3.956522 3.947329 3.937530 3.927118 3.916103 3.904569 3.892619 3.880358 3.867896 3.855342 3.842792 3.830271 3.817783 3.805338 3.792940 3.780597 3.768315 3.756102 3.743963 3.731905 3.719936 3.708060 3.696287 3.684621 3.673070 3.661640 3.650338 3.639170 3.628144 3.617266 3.606542 3.595979 3.585584 3.575363 3.565323 3.555470 3.545812 3.536355 3.527107 3.518074 3.509263 3.500681 3.492331 3.484221 3.476355 3.468739 3.461378 3.454284 3.447468 3.440939 3.434710 3.428792 3.423193 3.417905 3.412920 3.408226 3.4 03814 3.399671 3.395801 3.392259 3.389117 3.386447 3.384321 3.382813 3.381969 3.381709 3.381921 3.382492 3.383306 3.384245 3.385209 3.386179 3.387153 3.388133 3.389117 3.390106 3.391100 3.392097 3.393098 3.394103 3.395111 3.396123 3.397137 3.398155 3.399175 3.400198 3.401223 3.402249 3.403278 3.404309 3.405341 3.406374 3.407408 3.408443 3.409478 3.410514 3.411550 3.412587 3.413623 3.414658 3.415693 3.416727 3.417761 3.418792 3.419823 3.420852 3.421879 3.422904 3.423927 3.424947 3.425965 3.426980 3.427991 3.429000 3.430005 3.431006 3.432004 3.432997 3.433987 3.434971 3.435951 3.436926 3.437896 3.438861 3.439820 3.440774 3.441721 3.442663 3.443598 3.444526 3.445448 3.446363 3.447271 3.448171 3.449064 3.449950 3.450827 3.451696 3.452556 3.453408 3.454252 3.455086 3.455911 3.456727 3.457533 3.458330 3.459116 3.459892 3.460658 3.461413 3.462157 3.462890 3.463612 3.464323 3.465022 3.465710 3.466385 3.467048 3.467698 3.468336 3.468960 3.469571 3.470169 3.470754 3.471326 3.471885 3.472431 3.472963 3.473480 3.473980 3.474463 3.474927 3.475372 3.475801 3.476216 3.476622 3.477022 3.477418 3.477813 3.478195 3.478550 3.478864 3.479124 3.479314		1.650000 1.913460 2.042002 2.151079 2.178285 2.181887 2.221671 2.268301 2.258206 2.183294 2.057848 1.866173 1.612989 1.353363 1.113410 0.907181 0.748686 0.651926 0.630924 0.696129 0.842329 1.057525 1.326230 1.629401 1.944381 2.248523 2.531417 2.785994 3.005166 3.181832 3.308893 3.381567 3.404802 3.387252 3.339086 3.271969 3.199046 3.132639 3.076861 3.033653 3.004955 2.992709 2.998861 3.024499 3.067123 3.122986 3.187918 3.257322 3.326172 3.389877 3.447016 3.496998 3.539231 3.573124 3.598086 3.613878 3.621711 3.623275 3.620398 3.615048 3.609327 3.605127 3.603029 3.603272 3.606098 3.611748 3.620462 3.632299 3.646562 3.662315 3.678562 3.694248 3.708255 3.719589 3.727950 3.733216 3.735267 3.733981 3.729238 3.721072 3.710154 3.697354 3.683582 3.669794 3.656987 3.646050 3.637275 3.630805 3.626782 3.625349 3.626647 3.630741 3.637379 3.646215 3.656883 3.668997 3.682153 3.696004 3.710503 3.725676 3.741550 3.758154 3.775515 3.793616 3.812264 3.831214 3.850209 3.868984 3.887265 3.904811 3.921548 3.937446 3.952475 3.9666 04 3.979802 3.992044 4.003329 4.013657 4.023035 4.031466 4.038959 4.045514 4.051113 4.055732 4.059348 4.061935 4.063472 4.063972 4.063613 4.062616 4.061212 4.059636 4.058134 4.056915 4.056038 4.055522 4.055386 4.055648 4.056329 4.057419 4.058808 4.060351 4.061903 4.063312 4.064422 4.065100 4.065312 4.065053 4.064315 4.063090 4.061373 4.059167 4.056512 4.053462 4.050072 4.046398 4.042497 4.038419 4.034175 4.029767 4.025197 4.020467 4.015579 4.010524 4.005247 3.999680 3.993754 3.987399 3.980543 3.973121 3.965117 3.956522 3.947329 3.937530 3.927118 3.916103 3.904569 3.892619 3.880358 3.867896 3.855342 3.842792 3.830271 3.817783 3.805338 3.792940 3.780597 3.768315 3.756102 3.743963 3.731905 3.719936 3.708060 3.696287 3.684621 3.673070 3.661640 3.650338 3.639170 3.628144 3.617266 3.606542 3.595979 3.585584 3.575363 3.565323 3.555470 3.545812 3.536355 3.527107 3.518074 3.509263 3.500681 3.492331 3.484221 3.476355 3.468739 3.461378 3.454284 3.447468 3.440939 3.434710 3.428792 3.423193 3.417905 3.412920 3.408226 3.4 03814 3.399671 3.395801 3.392259 3.389117 3.386447 3.384321 3.382813 3.381969 3.381709 3.381921 3.382492 3.383306 3.384245 3.385209 3.386179 3.387153 3.388133 3.389117 3.390106 3.391100 3.392097 3.393098 3.394103 3.395111 3.396123 3.397137 3.398155 3.399175 3.400198 3.401223 3.402249 3.403278 3.404309 3.405341 3.406374 3.407408 3.408443 3.409478 3.410514 3.411550 3.412587 3.413623 3.414658 3.415693 3.416727 3.417761 3.418792 3.419823 3.420852 3.421879 3.422904 3.423927 3.424947 3.425965 3.426980 3.427991 3.429000 3.430005 3.431006 3.432004 3.432997 3.433987 3.434971 3.435951 3.436926 3.437896 3.438861 3.439820 3.440774 3.441721 3.442663 3.443598 3.444526 3.445448 3.446363 3.447271 3.448171 3.449064 3.449950 3.450827 3.451696 3.452556 3.453408 3.454252 3.455086 3.455911 3.456727 3.457533 3.458330 3.459116 3.459892 3.460658 3.461413 3.462157 3.462890 3.463612 3.464323 3.465022 3.465710 3.466385 3.467048 3.467698 3.468336 3.468960 3.469571 3.470169 3.470754 3.471326 3.471885 3.472431 3.472963 3.473480 3.473980 3.474463 3.474927 3.475372 3.475801 3.476216 3.476622 3.477022 3.477418 3.477813 3.478195 3.478550 3.478864 3.479124 3.479314		1.650000 1.913460 2.042002 2.151079 2.178285 2.181887 2.221671 2.268301 2.258206 2.183294 2.057848 1.866173 1.612989 1.353363 1.113410 0.907181 0.748686 0.651926 0.630924 0.696129 0.842329 1.057525 1.326230 1.629401 1.944381 2.248523 2.531417 2.785994 3.005166 3.181832 3.308893 3.381567 3.404802 3.387252 3.339086 3.271969 3.199046 3.132639 3.076861 3.033653 3.004955 2.992709 2.998861 3.024499 3.067123 3.122986 3.187918 3.257322 3.326172 3.389877 3.447016 3.496998 3.539231 3.573124 3.598086 3.613878 3.621711 3.623275 3.620398 3.615048 3.609327 3.605127 3.603029 3.603272 3.606098 3.611748 3.620462 3.632299 3.646562 3.662315 3.678562 3.694248 3.708255 3.719589 3.727950 3.733216 3.735267 3.733981 3.729238 3.721072 3.710154 3.697354 3.683582 3.669794 3.656987 3.646050 3.637275 3.630805 3.626782 3.625349 3.626647 3.630741 3.637379 3.646215 3.656883 3.668997 3.682153 3.696004 3.710503 3.725676 3.741550 3.758154 3.775515 3.793616 3.812264 3.831214 3.850209 3.868984 3.887265 3.904811 3.921548 3.937446 3.952475 3.966604 3.979802 3.992044 4.003329 4.013657 4.023035 4.031466 4.038959 4.045514 4.051113 4.055732 4.059348 4.061935 4.063472 4.063972 4.063613 4.062616 4.061212 4.059636 4.058134 4.056915 4.056038 4.055522 4.055386 4.055648 4.056329 4.057419 4.058808 4.060351 4.061903 4.063312 4.064422 4.065100 4.065312 4.065053 4.064315 4.063090 4.061373 4.059167 4.056512 4.053462 4.050072 4.046398 4.042497 4.038419 4.034175 4.029767 4.025197 4.020467 4.015579 4.010524 4.005247 3.999680 3.993754 3.987399 3.980543 3.973121 3.965117 3.956522 3.947329 3.937530 3.927118 3.916103 3.904569 3.892619 3.880358 3.867896 3.855342 3.842792 3.830271 3.817783 3.805338 3.792940 3.780597 3.768315 3.756102 3.743963 3.731905 3.719936 3.708060 3.696287 3.684621 3.673070 3.661640 3.650338 3.639170 3.628144 3.617266 3.606542 3.595979 3.585584 3.575363 3.565323 3.555470 3.545812 3.536355 3.527107 3.518074 3.509263 3.500681 3.492331 3.484221 3.476355 3.468739 3.461378 3.454284 3.447468 3.440939 3.434710 3.428792 3.423193 3.417905 3.412920 3.408226 3.403814 3.399671 3.395801 3.392259 3.389117 3.386447 3.384321 3.382813 3.381969 3.381709 3.381921 3.382492 3.383306 3.384245 3.385209 3.386179 3.387153 3.388133 3.389117 3.390106 3.391100 3.392097 3.393098 3.394103 3.395111 3.396123 3.397137 3.398155 3.399175 3.400198 3.401223 3.402249 3.403278 3.404309 3.405341 3.406374 3.407408 3.408443 3.409478 3.410514 3.411550 3.412587 3.413623 3.414658 3.415693 3.416727 3.417761 3.418792 3.419823 3.420852 3.421879 3.422904 3.423927 3.424947 3.425965 3.426980 3.427991 3.429000 3.430005 3.431006 3.432004 3.432997 3.433987 3.434971 3.435951 3.436926 3.437896 3.438861 3.439820 3.440774 3.441721 3.442663 3.443598 3.444526 3.445448 3.446363 3.447271 3.448171 3.449064 3.449950 3.450827 3.451696 3.452556 3.453408 3.454252 3.455086 3.455911 3.456727 3.457533 3.458330 3.459116 3.459892 3.460658 3.461413 3.462157 3.462890 3.463612 3.464323 3.465022 3.465710 3.466385 3.467048 3.467698 3.468336 3.468960 3.469571 3.470169 3.470754 3.471326 3.471885 3.472431 3.472963 3.473480 3.473980 3.474463 3.474927 3.475372 3.475801 3.476216 3.476622 3.477022 3.477418 3.477813 3.478195 3.478550 3.478864 3.479124 3.479314		1.650000 1.913460 2.042002 2.151079 2.178285 2.181887 2.221671 2.268301 2.258206 2.183294 2.057848 1.866173 1.612989 1.353363 1.113410 0.907181 0.748686 0.651926 0.630924 0.696129 0.842329 1.057525 1.326230 1.629401 1.944381 2.248523 2.531417 2.785994 3.005166 3.181832 3.308893 3.381567 3.404802 3.387252 3.339086 3.271969 3.199046 3.132639 3.076861 3.033653 3.004955 2.992709 2.998861 3.024499 3.067123 3.122986 3.187918 3.257322 3.326172 3.389877 3.447016 3.496998 3.539231 3.573124 3.598086 3.613878 3.621711 3.623275 3.620398 3.615048 3.609327 3.605127 3.603029 3.603272 3.606098 3.611748 3.620462 3.632299 3.646562 3.662315 3.678562 3.694248 3.708255 3.719589 3.727950 3.733216 3.735267 3.733981 3.729238 3.721072 3.710154 3.697354 3.683582 3.669794 3.656987 3.646050 3.637275 3.630805 3.626782 3.625349 3.626647 3.630741 3.637379 3.646215 3.656883 3.668997 3.682153 3.696004 3.710503 3.725676 3.741550 3.758154 3.775515 3.793616 3.812264 3.831214 3.850209 3.868984 3.887265 3.904811 3.921548 3.937446 3.952475 3.9666 04 3.979802 3.992044 4.003329 4.013657 4.023035 4.031466 4.038959 4.045514 4.051113 4.055732 4.059348 4.061935 4.063472 4.063972 4.063613 4.062616 4.061212 4.059636 4.058134 4.056915 4.056038 4.055522 4.055386 4.055648 4.056329 4.057419 4.058808 4.060351 4.061903 4.063312 4.064422 4.065100 4.065312 4.065053 4.064315 4.063090 4.061373 4.059167 4.056512 4.053462 4.050072 4.046398 4.042497 4.038419 4.034175 4.029767 4.025197 4.020467 4.015579 4.010524 4.005247 3.999680 3.993754 3.987399 3.980543 3.973121 3.965117 3.956522 3.947329 3.937530 3.927118 3.916103 3.904569 3.892619 3.880358 3.867896 3.855342 3.842792 3.830271 3.817783 3.805338 3.792940 3.780597 3.768315 3.756102 3.743963 3.731905 3.719936 3.708060 3.696287 3.684621 3.673070 3.661640 3.650338 3.639170 3.628144 3.617266 3.606542 3.595979 3.585584 3.575363 3.565323 3.555470 3.545812 3.536355 3.527107 3.518074 3.509263 3.500681 3.492331 3.484221 3.476355 3.468739 3.461378 3.454284 3.447468 3.440939 3.434710 3.428792 3.423193 3.417905 3.412920 3.408226 3.4 03814 3.399671 3.395801 3.392259 3.389117 3.386447 3.384321 3.382813 3.381969 3.381709 3.381921 3.382492 3.383306 3.384245 3.385209 3.386179 3.387153 3.388133 3.389117 3.390106 3.391100 3.392097 3.393098 3.394103 3.395111 3.396123 3.397137 3.398155 3.399175 3.400198 3.401223 3.402249 3.403278 3.404309 3.405341 3.406374 3.407408 3.408443 3.409478 3.410514 3.411550 3.412587 3.413623 3.414658 3.415693 3.416727 3.417761 3.418792 3.419823 3.420852 3.421879 3.422904 3.423927 3.424947 3.425965 3.426980 3.427991 3.429000 3.430005 3.431006 3.432004 3.432997 3.433987 3.434971 3.435951 3.436926 3.437896 3.438861 3.439820 3.440774 3.441721 3.442663 3.443598 3.444526 3.445448 3.446363 3.447271 3.448171 3.449064 3.449950 3.450827 3.451696 3.452556 3.453408 3.454252 3.455086 3.455911 3.456727 3.457533 3.458330 3.459116 3.459892 3.460658 3.461413 3.462157 3.462890 3.463612 3.464323 3.465022 3.465710 3.466385 3.467048 3.467698 3.468336 3.468960 3.469571 3.470169 3.470754 3.471326 3.471885 3.472431 3.472963 3.473480 3.473980 3.474463 3.474927 3.475372 3.475801 3.476216 3.476622 3.477022 3.477418 3.477813 3.478195 3.478550 3.478864 3.479124 3.479314		1.650000 1.913460 2.042002 2.151079 2.178285 2.181887 2.221671 2.268301 2.258206 2.183294 2.057848 1.866173 1.612989 1.353363 1.113410 0.907181 0.748686 0.651926 0.630924 0.696129 0.842329 1.057525 1.326230 1.629401 1.944381 2.248523 2.531417 2.785994 3.005166 3.181832 3.308893 3.381567 3.404802 3.387252 3.339086 3.271969 3.199046 3.132639 3.076861 3.033653 3.004955 2.992709 2.998861 3.024499 3.067123 3.122986 3.187918 3.257322 3.326172 3.389877 3.447016 3.496998 3.539231 3.573124 3.598086 3.613878 3.621711 3.623275 3.620398 3.615048 3.609327 3.605127 3.603029 3.603272 3.606098 3.611748 3.620462 3.632299 3.646562 3.662315 3.678562 3.694248 3.708255 3.719589 3.727950 3.733216 3.735267 3.733981 3.729238 3.721072 3.710154 3.697354 3.683582 3.669794 3.656987 3.646050 3.637275 3.630805 3.626782 3.625349 3.626647 3.630741 3.637379 3.646215 3.656883 3.668997 3.682153 3.696004 3.710503 3.725676 3.741550 3.758154 3.775515 3.793616 3.812264 3.831214 3.850209 3.868984 3.887265 3.904811 3.921548 3.937446 3.952475 3.9666 04 3.979802 3.992044 4.003329 4.013657 4.023035 4.031466 4.038959 4.045514 4.051113 4.055732 4.059348 4.061935 4.063472 4.063972 4.063613 4.062616 4.061212 4.059636 4.058134 4.056915 4.056038 4.055522 4.055386 4.055648 4.056329 4.057419 4.058808 4.060351 4.061903 4.063312 4.064422 4.065100 4.065312 4.065053 4.064315 4.063090 4.061373 4.059167 4.056512 4.053462 4.050072 4.046398 4.042497 4.038419 4.034175 4.029767 4.025197 4.020467 4.015579 4.010524 4.005247 3.999680 3.993754 3.987399 3.980543 3.973121 3.965117 3.956522 3.947329 3.937530 3.927118 3.916103 3.904569 3.892619 3.880358 3.867896 3.855342 3.842792 3.830271 3.817783 3.805338 3.792940 3.780597 3.768315 3.756102 3.743963 3.731905 3.719936 3.708060 3.696287 3.684621 3.673070 3.661640 3.650338 3.639170 3.628144 3.617266 3.606542 3.595979 3.585584 3.575363 3.565323 3.555470 3.545812 3.536355 3.527107 3.518074 3.509263 3.500681 3.492331 3.484221 3.476355 3.468739 3.461378 3.454284 3.447468 3.440939 3.434710 3.428792 3.423193 3.417905 3.412920 3.408226 3.4 03814 3.399671 3.395801 3.392259 3.389117 3.386447 3.384321 3.382813 3.381969 3.381709 3.381921 3.382492 3.383306 3.384245 3.385209 3.386179 3.387153 3.388133 3.389117 3.390106 3.391100 3.392097 3.393098 3.394103 3.395111 3.396123 3.397137 3.398155 3.399175 3.400198 3.401223 3.402249 3.403278 3.404309 3.405341 3.406374 3.407408 3.408443 3.409478 3.410514 3.411550 3.412587 3.413623 3.414658 3.415693 3.416727 3.417761 3.418792 3.419823 3.420852 3.421879 3.422904 3.423927 3.424947 3.425965 3.426980 3.427991 3.429000 3.430005 3.431006 3.432004 3.432997 3.433987 3.434971 3.435951 3.436926 3.437896 3.438861 3.439820 3.440774 3.441721 3.442663 3.443598 3.444526 3.445448 3.446363 3.447271 3.448171 3.449064 3.449950 3.450827 3.451696 3.452556 3.453408 3.454252 3.455086 3.455911 3.456727 3.457533 3.458330 3.459116 3.459892 3.460658 3.461413 3.462157 3.462890 3.463612 3.464323 3.465022 3.465710 3.466385 3.467048 3.467698 3.468336 3.468960 3.469571 3.470169 3.470754 3.471326 3.471885 3.472431 3.472963 3.473480 3.473980 3.474463 3.474927 3.475372 3.475801 3.476216 3.476622 3.477022 3.477418 3.477813 3.478195 3.478550 3.478864 3.479124 3.479314

Swap Curve	Mat 1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld 0.443	0.881	1.101	1.338	1.534	1.650	1.704	1.754	1.805	1.848	1.895	1.945	1.532	1.888	2.180	2.422	2.606	2.750	2.849	2.934	3.019	3.097	3.162	3.217	3.262	3.297	3.350	3.369

Trapeza CDO XIII, Class E

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$767,379,113.91
Update:	Feb 27, 2009
Gross WAC:	4.7503
WA Amort Term:	333
Settle:	Apr 20,2009
Orig Deal Bal:	$772,000,000.00
Orig Collat Bal:	$750,000,000.00
Closed:	Aug 15,2007
WA Rem Term:	333
Cur Collat Bal:	$750,000,000.00
Next Pay:	May 09,2009
First Pay:	Feb 09,2008
Tranche Information

Tranche	E
CUSIP	894135AS1
Coupon	3.3413
Type	MEZ_FLT
Orig Balance	37,000,000.00
Cur Balance	37,883,427.01
Capitalizes Defrd Int	Yes
Factor	1.0239
Orig S&P	NA
Orig Fitch	BBB
Curr Fitch	C
Accrual Date	02/09/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	883,427.01
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_3MO + 2.10
Stated Mat	11/09/2042
Freq	Quarterly
Business Day	Following
Daycount	Actual/360

Price/Yield

Collateral Mode:		Seasoned-all assets
Given: Disc Margin		0 for 60 2 CPR, 0 CDR,15%Rec,Adv0%P&I,24...		0 for 60 2 CPR, 1 for 60 0 CDR,15%Rec,Ad...		0 for 60 2 CPR, 2 for 60 0 CDR,15%Rec,Ad...		0 for 60 2 CPR, 3 for 60 0 CDR,15%Rec,Ad...		0 for 60 2 CPR, 4 for 60 0 CDR,15%Rec,Ad...
210	Disc Margin		210		210.00		210.00		210.00		210.00
	Price		100		100.00		100.00		69.17		10.05
	Yield @ Center		5		5.36		5.48		5.51		5.51
	WAL		27		25.16		25.19		31.61		33.19
	Mod Durn		15		15.56		19.58		24.48		28.20
	Mod Convexity		3		3.24		4.28		6.25		8.09
	Principal Window	May12 to Nov37		May17 to Nov37		Nov26 to Nov37		Nov37 to Nov37		Nov37 to Nov37
	Principal Writedown		0.00 (0.00%)		0.00 (0.00%)		0.00 (0.00%)		74,731,698.38 (197.27%)		218,075,801.30 (575.65%)
	Maturity #mos		343		343		343		403		403
	Total Collat Loss(Settled)		39,525,000.00 (5.27%)		68,819,874.59 (9.18%)		96,955,261.99 (12.93%)		123,965,924.52 (16.53%)		149,885,922.77 (19.98%)
	Total Collat Loss w/ History(Settled)		39,525,000.00 (5.27%)		68,819,874.59 (9.18%)		96,955,261.99 (12.93%)		123,965,924.52 (16.53%)		149,885,922.77 (19.98%)
	Total Collat Liquidation(Settled)		46,500,000.00 (6.20%)		80,964,558.34 (10.80%)		114,065,014.10 (15.21%)		145,842,264.14 (19.45%)		176,336,379.73 (23.51%)
	Accum Int Shortfall		0		0		0		37,731,698		181,075,801
	Accum Coup Cap Shortfall	NA		NA		NA		NA		NA
	Min Credit Support Pct	NA		NA		NA		NA		NA
	Yld Crv Shock		0		0		0		0		0
	Prepay Rate	0 for 60 2 CPR		0 for 60 2 CPR		0 for 60 2 CPR		0 for 60 2 CPR		0 for 60 2 CPR
	Prepay Style	Full stat		Full stat		Full stat		Full stat		Full stat
	YMP	Incl pnlty		Incl pnlty		Incl pnlty		Incl pnlty		Incl pnlty
	Prepay Monthly	No		No		No		No		No
	Default Rate	0 CDR		1 for 60 0 CDR		2 for 60 0 CDR		3 for 60 0 CDR		4 for 60 0 CDR
	Default Recovery		15		15		15		15		15
	Servicer Advance	All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd
	Advance (% of P&I)		0		0		0		0		0
	Recovery Lag		24		24		24		24		24
	Recovery Time Series		100		100		100		100		100
	Liquidation Time Series		0		0		0		0		0
	Rate During Init Recov Lag		0		0		0		0		0
	Severity During Init Recov Lag		0		0		0		0		0
	Default Monthly	No		No		No		No		No
	Already Defaulted Recovery (%)		0		0		0		0		0
	Already Defaulted Lag		0		0		0		0		0
	Already Defaulted Time Series		100		100		100		100		100
	Already Defaulted Liq Time Series		0		0		0		0		0
	Already Defaulted Advance (%)		0		0		0		0		0
	Already Defaulted Serv Advance	All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd
	Opt Redem		N/N		N/N		N/N		N/N		N/N
	Use Asset-level	TRUE		TRUE		TRUE		TRUE		TRUE
	LIBOR_3MO		1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.260151 2.127490 1.866717 1.567788 1.268048 0.982058 0.724347 0.509414 0.351747 0.265837 0.266198 0.367396 0.576567 0.868449 1.203614 1.542824 1.872039 2.184116 2.471896 2.728208 2.945868 3.117696 3.236512 3.295149 3.291028 3.240823 3.168493 3.096379 3.030541 2.972724 2.924671 2.888127 2.864835 2.856540 2.864989 2.891931 2.937661 2.996419 3.060336 3.122279 3.180462 3.234493 3.283981 3.328536 3.367767 3.401281 3.428689 3.449600 3.464053 3.473862 3.481425 3.488882 3.496763 3.505188 3.514272 3.524133 3.534888 3.546654 3.559549 3.573689 3.589026 3.604825 3.620135 3.634116 3.646559 3.657417 3.666641 3.674187 3.680005 3.684049 3.686271 3.686625 3.685198 3.682633 3.679740 3.677235 3.675317 3.674053 3.673510 3.673756 3.674859 3.676884 3.679900 3.683974 3.689079 3.694803 3.700616 3.706064 3.711049 3.715570 3.719624 3.723207 3.726318 3.728953 3.731111 3.732787 3.734100 3.735655 3.738202 3.742397 3.748436 3.756394 3.7663 48 3.778375 3.792551 3.808953 3.827658 3.848743 3.872023 3.896256 3.919890 3.941583 3.960999 3.978059 3.992685 4.004798 4.014320 4.021170 4.025272 4.026547 4.025123 4.021970 4.018300 4.015155 4.012773 4.011188 4.010432 4.010540 4.011545 4.013481 4.016382 4.020281 4.025087 4.030204 4.034892 4.038515 4.040923 4.042086 4.041978 4.040568 4.037830 4.033736 4.028256 4.021363 4.013171 4.004373 3.995824 3.988256 3.981848 3.976637 3.972661 3.969955 3.968558 3.968507 3.969838 3.972589 3.976623 3.981093 3.984956 3.987320 3.987973 3.986879 3.984001 3.979301 3.972741 3.964286 3.953897 3.941537 3.927284 3.911685 3.895411 3.879038 3.862689 3.846371 3.830093 3.813864 3.797692 3.781585 3.765552 3.749601 3.733741 3.717981 3.702328 3.686791 3.671379 3.656101 3.640964 3.625978 3.611150 3.596490 3.582006 3.567707 3.553600 3.539695 3.525998 3.512520 3.499267 3.486248 3.473472 3.460950 3.448689 3.436701 3.424994 3.413576 3.402455 3.391636 3.381121 3.370915 3.361026 3.351461 3.342233 3.333365 3.324886 3.316822 3.309184 3.301983 3.2 95214 3.288826 3.282750 3.276931 3.271361 3.266047 3.261042 3.256590 3.252990 3.250497 3.249178 3.249054 3.250075 3.251917 3.254178 3.256520 3.258874 3.261241 3.263619 3.266009 3.268409 3.270820 3.273240 3.275670 3.278108 3.280555 3.283010 3.285473 3.287942 3.290419 3.292901 3.295389 3.297882 3.300381 3.302883 3.305389 3.307899 3.310412 3.312927 3.315445 3.317964 3.320484 3.323005 3.325526 3.328047 3.330567 3.333086 3.335604 3.338119 3.340632 3.343142 3.345649 3.348152 3.350651 3.353144 3.355633 3.358116 3.360593 3.363063 3.365526 3.367982 3.370429 3.372869 3.375299 3.377720 3.380132 3.382533 3.384924 3.387303 3.389671 3.392026 3.394370 3.396700 3.399017 3.401320 3.403608 3.405882 3.408141 3.410384 3.412611 3.414821 3.417014 3.419190 3.421348 3.423487 3.425607 3.427709 3.429790 3.431851 3.433892 3.435911 3.437909 3.439884 3.441837 3.443767 3.445674 3.447556 3.449414 3.451248 3.453057 3.454840 3.456597 3.458328 3.460032 3.461707 3.463354 3.464971 3.466558 3.468116 3.469643 3.471143 3.472616 3.474061 3.475479 3.476868 3.478222 3.479534 3.480800 3.482017 3.483185 3.484307 3.485402 3.486493 3.487598 3.488723 3.489867 3.491015 3.492095 3.493017 3.493706 3.494144 3.494329		1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.260151 2.127490 1.866717 1.567788 1.268048 0.982058 0.724347 0.509414 0.351747 0.265837 0.266198 0.367396 0.576567 0.868449 1.203614 1.542824 1.872039 2.184116 2.471896 2.728208 2.945868 3.117696 3.236512 3.295149 3.291028 3.240823 3.168493 3.096379 3.030541 2.972724 2.924671 2.888127 2.864835 2.856540 2.864989 2.891931 2.937661 2.996419 3.060336 3.122279 3.180462 3.234493 3.283981 3.328536 3.367767 3.401281 3.428689 3.449600 3.464053 3.473862 3.481425 3.488882 3.496763 3.505188 3.514272 3.524133 3.534888 3.546654 3.559549 3.573689 3.589026 3.604825 3.620135 3.634116 3.646559 3.657417 3.666641 3.674187 3.680005 3.684049 3.686271 3.686625 3.685198 3.682633 3.679740 3.677235 3.675317 3.674053 3.673510 3.673756 3.674859 3.676884 3.679900 3.683974 3.689079 3.694803 3.700616 3.706064 3.711049 3.715570 3.719624 3.723207 3.726318 3.728953 3.731111 3.732787 3.734100 3.735655 3.738202 3.742397 3.748436 3.756394 3.7663 48 3.778375 3.792551 3.808953 3.827658 3.848743 3.872023 3.896256 3.919890 3.941583 3.960999 3.978059 3.992685 4.004798 4.014320 4.021170 4.025272 4.026547 4.025123 4.021970 4.018300 4.015155 4.012773 4.011188 4.010432 4.010540 4.011545 4.013481 4.016382 4.020281 4.025087 4.030204 4.034892 4.038515 4.040923 4.042086 4.041978 4.040568 4.037830 4.033736 4.028256 4.021363 4.013171 4.004373 3.995824 3.988256 3.981848 3.976637 3.972661 3.969955 3.968558 3.968507 3.969838 3.972589 3.976623 3.981093 3.984956 3.987320 3.987973 3.986879 3.984001 3.979301 3.972741 3.964286 3.953897 3.941537 3.927284 3.911685 3.895411 3.879038 3.862689 3.846371 3.830093 3.813864 3.797692 3.781585 3.765552 3.749601 3.733741 3.717981 3.702328 3.686791 3.671379 3.656101 3.640964 3.625978 3.611150 3.596490 3.582006 3.567707 3.553600 3.539695 3.525998 3.512520 3.499267 3.486248 3.473472 3.460950 3.448689 3.436701 3.424994 3.413576 3.402455 3.391636 3.381121 3.370915 3.361026 3.351461 3.342233 3.333365 3.324886 3.316822 3.309184 3.301983 3.2 95214 3.288826 3.282750 3.276931 3.271361 3.266047 3.261042 3.256590 3.252990 3.250497 3.249178 3.249054 3.250075 3.251917 3.254178 3.256520 3.258874 3.261241 3.263619 3.266009 3.268409 3.270820 3.273240 3.275670 3.278108 3.280555 3.283010 3.285473 3.287942 3.290419 3.292901 3.295389 3.297882 3.300381 3.302883 3.305389 3.307899 3.310412 3.312927 3.315445 3.317964 3.320484 3.323005 3.325526 3.328047 3.330567 3.333086 3.335604 3.338119 3.340632 3.343142 3.345649 3.348152 3.350651 3.353144 3.355633 3.358116 3.360593 3.363063 3.365526 3.367982 3.370429 3.372869 3.375299 3.377720 3.380132 3.382533 3.384924 3.387303 3.389671 3.392026 3.394370 3.396700 3.399017 3.401320 3.403608 3.405882 3.408141 3.410384 3.412611 3.414821 3.417014 3.419190 3.421348 3.423487 3.425607 3.427709 3.429790 3.431851 3.433892 3.435911 3.437909 3.439884 3.441837 3.443767 3.445674 3.447556 3.449414 3.451248 3.453057 3.454840 3.456597 3.458328 3.460032 3.461707 3.463354 3.464971 3.466558 3.468116 3.469643 3.471143 3.472616 3.474061 3.475479 3.476868 3.478222 3.479534 3.480800 3.482017 3.483185 3.484307 3.485402 3.486493 3.487598 3.488723 3.489867 3.491015 3.492095 3.493017 3.493706 3.494144 3.494329		1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.260151 2.127490 1.866717 1.567788 1.268048 0.982058 0.724347 0.509414 0.351747 0.265837 0.266198 0.367396 0.576567 0.868449 1.203614 1.542824 1.872039 2.184116 2.471896 2.728208 2.945868 3.117696 3.236512 3.295149 3.291028 3.240823 3.168493 3.096379 3.030541 2.972724 2.924671 2.888127 2.864835 2.856540 2.864989 2.891931 2.937661 2.996419 3.060336 3.122279 3.180462 3.234493 3.283981 3.328536 3.367767 3.401281 3.428689 3.449600 3.464053 3.473862 3.481425 3.488882 3.496763 3.505188 3.514272 3.524133 3.534888 3.546654 3.559549 3.573689 3.589026 3.604825 3.620135 3.634116 3.646559 3.657417 3.666641 3.674187 3.680005 3.684049 3.686271 3.686625 3.685198 3.682633 3.679740 3.677235 3.675317 3.674053 3.673510 3.673756 3.674859 3.676884 3.679900 3.683974 3.689079 3.694803 3.700616 3.706064 3.711049 3.715570 3.719624 3.723207 3.726318 3.728953 3.731111 3.732787 3.734100 3.735655 3.738202 3.742397 3.748436 3.756394 3.7663 48 3.778375 3.792551 3.808953 3.827658 3.848743 3.872023 3.896256 3.919890 3.941583 3.960999 3.978059 3.992685 4.004798 4.014320 4.021170 4.025272 4.026547 4.025123 4.021970 4.018300 4.015155 4.012773 4.011188 4.010432 4.010540 4.011545 4.013481 4.016382 4.020281 4.025087 4.030204 4.034892 4.038515 4.040923 4.042086 4.041978 4.040568 4.037830 4.033736 4.028256 4.021363 4.013171 4.004373 3.995824 3.988256 3.981848 3.976637 3.972661 3.969955 3.968558 3.968507 3.969838 3.972589 3.976623 3.981093 3.984956 3.987320 3.987973 3.986879 3.984001 3.979301 3.972741 3.964286 3.953897 3.941537 3.927284 3.911685 3.895411 3.879038 3.862689 3.846371 3.830093 3.813864 3.797692 3.781585 3.765552 3.749601 3.733741 3.717981 3.702328 3.686791 3.671379 3.656101 3.640964 3.625978 3.611150 3.596490 3.582006 3.567707 3.553600 3.539695 3.525998 3.512520 3.499267 3.486248 3.473472 3.460950 3.448689 3.436701 3.424994 3.413576 3.402455 3.391636 3.381121 3.370915 3.361026 3.351461 3.342233 3.333365 3.324886 3.316822 3.309184 3.301983 3.2 95214 3.288826 3.282750 3.276931 3.271361 3.266047 3.261042 3.256590 3.252990 3.250497 3.249178 3.249054 3.250075 3.251917 3.254178 3.256520 3.258874 3.261241 3.263619 3.266009 3.268409 3.270820 3.273240 3.275670 3.278108 3.280555 3.283010 3.285473 3.287942 3.290419 3.292901 3.295389 3.297882 3.300381 3.302883 3.305389 3.307899 3.310412 3.312927 3.315445 3.317964 3.320484 3.323005 3.325526 3.328047 3.330567 3.333086 3.335604 3.338119 3.340632 3.343142 3.345649 3.348152 3.350651 3.353144 3.355633 3.358116 3.360593 3.363063 3.365526 3.367982 3.370429 3.372869 3.375299 3.377720 3.380132 3.382533 3.384924 3.387303 3.389671 3.392026 3.394370 3.396700 3.399017 3.401320 3.403608 3.405882 3.408141 3.410384 3.412611 3.414821 3.417014 3.419190 3.421348 3.423487 3.425607 3.427709 3.429790 3.431851 3.433892 3.435911 3.437909 3.439884 3.441837 3.443767 3.445674 3.447556 3.449414 3.451248 3.453057 3.454840 3.456597 3.458328 3.460032 3.461707 3.463354 3.464971 3.466558 3.468116 3.469643 3.471143 3.472616 3.474061 3.475479 3.476868 3.478222 3.479534 3.480800 3.482017 3.483185 3.484307 3.485402 3.486493 3.487598 3.488723 3.489867 3.491015 3.492095 3.493017 3.493706 3.494144 3.494329		1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.260151 2.127490 1.866717 1.567788 1.268048 0.982058 0.724347 0.509414 0.351747 0.265837 0.266198 0.367396 0.576567 0.868449 1.203614 1.542824 1.872039 2.184116 2.471896 2.728208 2.945868 3.117696 3.236512 3.295149 3.291028 3.240823 3.168493 3.096379 3.030541 2.972724 2.924671 2.888127 2.864835 2.856540 2.864989 2.891931 2.937661 2.996419 3.060336 3.122279 3.180462 3.234493 3.283981 3.328536 3.367767 3.401281 3.428689 3.449600 3.464053 3.473862 3.481425 3.488882 3.496763 3.505188 3.514272 3.524133 3.534888 3.546654 3.559549 3.573689 3.589026 3.604825 3.620135 3.634116 3.646559 3.657417 3.666641 3.674187 3.680005 3.684049 3.686271 3.686625 3.685198 3.682633 3.679740 3.677235 3.675317 3.674053 3.673510 3.673756 3.674859 3.676884 3.679900 3.683974 3.689079 3.694803 3.700616 3.706064 3.711049 3.715570 3.719624 3.723207 3.726318 3.728953 3.731111 3.732787 3.734100 3.735655 3.73820 2 3.742397 3.748436 3.756394 3.766348 3.778375 3.792551 3.808953 3.827658 3.848743 3.872023 3.896256 3.919890 3.941583 3.960999 3.978059 3.992685 4.004798 4.014320 4.021170 4.025272 4.026547 4.025123 4.021970 4.018300 4.015155 4.012773 4.011188 4.010432 4.010540 4.011545 4.013481 4.016382 4.020281 4.025087 4.030204 4.034892 4.038515 4.040923 4.042086 4.041978 4.040568 4.037830 4.033736 4.028256 4.021363 4.013171 4.004373 3.995824 3.988256 3.981848 3.976637 3.972661 3.969955 3.968558 3.968507 3.969838 3.972589 3.976623 3.981093 3.984956 3.987320 3.987973 3.986879 3.984001 3.979301 3.972741 3.964286 3.953897 3.941537 3.927284 3.911685 3.895411 3.879038 3.862689 3.846371 3.830093 3.813864 3.797692 3.781585 3.765552 3.749601 3.733741 3.717981 3.702328 3.686791 3.671379 3.656101 3.640964 3.625978 3.611150 3.596490 3.582006 3.567707 3.553600 3.539695 3.525998 3.512520 3.499267 3.486248 3.473472 3.460950 3.448689 3.436701 3.424994 3.413576 3.402455 3.391636 3.381121 3.370915 3.361026 3.351461 3.342233 3.333365 3.32 4886 3.316822 3.309184 3.301983 3.295214 3.288826 3.282750 3.276931 3.271361 3.266047 3.261042 3.256590 3.252990 3.250497 3.249178 3.249054 3.250075 3.251917 3.254178 3.256520 3.258874 3.261241 3.263619 3.266009 3.268409 3.270820 3.273240 3.275670 3.278108 3.280555 3.283010 3.285473 3.287942 3.290419 3.292901 3.295389 3.297882 3.300381 3.302883 3.305389 3.307899 3.310412 3.312927 3.315445 3.317964 3.320484 3.323005 3.325526 3.328047 3.330567 3.333086 3.335604 3.338119 3.340632 3.343142 3.345649 3.348152 3.350651 3.353144 3.355633 3.358116 3.360593 3.363063 3.365526 3.367982 3.370429 3.372869 3.375299 3.377720 3.380132 3.382533 3.384924 3.387303 3.389671 3.392026 3.394370 3.396700 3.399017 3.401320 3.403608 3.405882 3.408141 3.410384 3.412611 3.414821 3.417014 3.419190 3.421348 3.423487 3.425607 3.427709 3.429790 3.431851 3.433892 3.435911 3.437909 3.439884 3.441837 3.443767 3.445674 3.447556 3.449414 3.451248 3.453057 3.454840 3.456597 3.458328 3.460032 3.461707 3.463354 3.464971 3.466558 3.468116 3.469643 3 .471143 3.472616 3.474061 3.475479 3.476868 3.478222 3.479534 3.480800 3.482017 3.483185 3.484307 3.485402 3.486493 3.487598 3.488723 3.489867 3.491015 3.492095 3.493017 3.493706 3.494144 3.494329		1.113000 1.113000 1.646052 1.962106 2.174948 2.156318 2.074416 2.044166 2.107129 2.188598 2.266655 2.260151 2.127490 1.866717 1.567788 1.268048 0.982058 0.724347 0.509414 0.351747 0.265837 0.266198 0.367396 0.576567 0.868449 1.203614 1.542824 1.872039 2.184116 2.471896 2.728208 2.945868 3.117696 3.236512 3.295149 3.291028 3.240823 3.168493 3.096379 3.030541 2.972724 2.924671 2.888127 2.864835 2.856540 2.864989 2.891931 2.937661 2.996419 3.060336 3.122279 3.180462 3.234493 3.283981 3.328536 3.367767 3.401281 3.428689 3.449600 3.464053 3.473862 3.481425 3.488882 3.496763 3.505188 3.514272 3.524133 3.534888 3.546654 3.559549 3.573689 3.589026 3.604825 3.620135 3.634116 3.646559 3.657417 3.666641 3.674187 3.680005 3.684049 3.686271 3.686625 3.685198 3.682633 3.679740 3.677235 3.675317 3.674053 3.673510 3.673756 3.674859 3.676884 3.679900 3.683974 3.689079 3.694803 3.700616 3.706064 3.711049 3.715570 3.719624 3.723207 3.726318 3.728953 3.731111 3.732787 3.734100 3.735655 3.73820 2 3.742397 3.748436 3.756394 3.766348 3.778375 3.792551 3.808953 3.827658 3.848743 3.872023 3.896256 3.919890 3.941583 3.960999 3.978059 3.992685 4.004798 4.014320 4.021170 4.025272 4.026547 4.025123 4.021970 4.018300 4.015155 4.012773 4.011188 4.010432 4.010540 4.011545 4.013481 4.016382 4.020281 4.025087 4.030204 4.034892 4.038515 4.040923 4.042086 4.041978 4.040568 4.037830 4.033736 4.028256 4.021363 4.013171 4.004373 3.995824 3.988256 3.981848 3.976637 3.972661 3.969955 3.968558 3.968507 3.969838 3.972589 3.976623 3.981093 3.984956 3.987320 3.987973 3.986879 3.984001 3.979301 3.972741 3.964286 3.953897 3.941537 3.927284 3.911685 3.895411 3.879038 3.862689 3.846371 3.830093 3.813864 3.797692 3.781585 3.765552 3.749601 3.733741 3.717981 3.702328 3.686791 3.671379 3.656101 3.640964 3.625978 3.611150 3.596490 3.582006 3.567707 3.553600 3.539695 3.525998 3.512520 3.499267 3.486248 3.473472 3.460950 3.448689 3.436701 3.424994 3.413576 3.402455 3.391636 3.381121 3.370915 3.361026 3.351461 3.342233 3.333365 3.32 4886 3.316822 3.309184 3.301983 3.295214 3.288826 3.282750 3.276931 3.271361 3.266047 3.261042 3.256590 3.252990 3.250497 3.249178 3.249054 3.250075 3.251917 3.254178 3.256520 3.258874 3.261241 3.263619 3.266009 3.268409 3.270820 3.273240 3.275670 3.278108 3.280555 3.283010 3.285473 3.287942 3.290419 3.292901 3.295389 3.297882 3.300381 3.302883 3.305389 3.307899 3.310412 3.312927 3.315445 3.317964 3.320484 3.323005 3.325526 3.328047 3.330567 3.333086 3.335604 3.338119 3.340632 3.343142 3.345649 3.348152 3.350651 3.353144 3.355633 3.358116 3.360593 3.363063 3.365526 3.367982 3.370429 3.372869 3.375299 3.377720 3.380132 3.382533 3.384924 3.387303 3.389671 3.392026 3.394370 3.396700 3.399017 3.401320 3.403608 3.405882 3.408141 3.410384 3.412611 3.414821 3.417014 3.419190 3.421348 3.423487 3.425607 3.427709 3.429790 3.431851 3.433892 3.435911 3.437909 3.439884 3.441837 3.443767 3.445674 3.447556 3.449414 3.451248 3.453057 3.454840 3.456597 3.458328 3.460032 3.461707 3.463354 3.464971 3.466558 3.468116 3.469643 3 .471143 3.472616 3.474061 3.475479 3.476868 3.478222 3.479534 3.480800 3.482017 3.483185 3.484307 3.485402 3.486493 3.487598 3.488723 3.489867 3.491015 3.492095 3.493017 3.493706 3.494144 3.494329

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.448	0.885	1.113	1.347	1.533	1.647	1.698	1.741	1.785	1.827	1.870	1.913	1.402	1.732	2.035	2.273	2.469	2.626	2.745	2.841	2.923	3.005	3.075	3.135	3.183	3.224	3.281	3.307

Trapeza CDO XIII, Class D

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$767,379,113.91
Latest update:	Mar 31, 2009
Gross WAC:	4.6599
WA Amort Term:	332
Settle:	Feb 27,2009
Orig Deal Bal:	$772,000,000.00
Orig Collat Bal:	$750,000,000.00
Closed:	Aug 15,2007
WA Rem Term:
Cur Collat Bal:
Next Pay:

Tranche Information

Tranche	D
CUSIP	894135AN2
Coupon	2.4413
Type	MEZ_FLT
Orig Balance	61,000,000.00
Cur Balance	61,000,000.00
Capitalizes Defrd Int	Yes
Factor	1.0000
Orig Fitch	A-
Curr Fitch	A-
Delay	0
Accrual Date	02/09/2009
Implied Writedown	Yes
Float Formula	LIBOR_3MO + 1.20
Floater Spread	1.2000
Stated Mat	11/09/2042

Assumptions

Scenario Name	Customer Request — 2 CDR for 5 Years
Prepay Rate	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR
Prepay Monthly	No
Default Rate	2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 CDR
Default Severity	85
Recovery Lag	24
Already Defaulted Severity (%)	85
Already Defaulted Lag	24
LIBOR_3MO	0.920000 1.425579 1.714566 1.953507 1.948479 1.918748 1.908270 1.992565 2.090385 2.205534 2.221859 2.119335 1.875220 1.587909 1.300435 1.028021 0.785858 0.589111 0.452933 0.392486 0.422962 0.559615 0.809797 1.146396 1.527213 1.910232 2.280244 2.629373 2.949726 3.233393 3.472455 3.658992 3.785092 3.842860 3.829637 3.764760 3.675875 3.588778 3.510674 3.443838 3.390547 3.353075 3.333700 3.334699 3.358356 3.406954 3.480694 3.571074 3.666556 3.756661 3.838591 3.911550 3.974747 4.027387 4.068679 4.097830 4.114049 4.116546 4.105561 4.085586 4.062510 4.041599 4.024271 4.010950 4.002061 3.998026 3.999271 4.006219 4.019295 4.038925 4.064965 4.094944 4.125653 4.154259 4.180078 4.202974 4.222811 4.239455 4.252772 4.262626 4.268882 4.271406 4.270306 4.266678 4.261925 4.257275 4.253034 4.249272 4.246060 4.243468 4.241565 4.240423 4.240110 4.240698 4.242238 4.244703 4.248046 4.252232 4.257299 4.263302 4.270298 4.278344 4.287495 4.297808 4.309339 4.322145 4.336149 4.350735 4.365130 4.378662 4.391169 4.402620 4.412984 4.422230 4.430325 4.437240 4.442943 4.447402 4.450654 4.453010 4.454860 4.456542 4.458130 4.459634 4.461062 4.462424 4.463728 4.464983 4.466199 4.467385 4.468569 4.469868 4.471421 4.473350 4.475696 4.478480 4.481722 4.485442 4.489661 4.494399 4.499675 4.505511 4.511830 4.518161 4.523921 4.528609 4.532100 4.534367 4.535382 4.535117 4.533545 4.530636 4.526364 4.520700 4.513781 4.506408 4.499569 4.494114 4.490250 4.488027 4.487490 4.488688 4.491667 4.496475 4.503159 4.511767 4.522103 4.532988 4.542968 4.550796 4.556177 4.559054 4.559371 4.557072 4.552100 4.544399 4.533915 4.520589 4.504534 4.486534 4.467560 4.448439 4.429346 4.410290 4.391282 4.372332 4.353449 4.334643 4.315924 4.297302 4.278786 4.260388 4.242117 4.223982 4.205995 4.188164 4.170500 4.153013 4.135713 4.118610 4.101714 4.085035 4.068584 4.052368 4.036399 4.020685 4.005236 3.990062 3.975173 3.960582 3.946300 3.932340 3.918712 3.905426 3.892491 3.879909 3.867681 3.855810 3.844304 3.833172 3.822430 3.812116 3.802274 3.792943 3.784141 3.775879 3.768147 3.760847 3.753856 3.747073 3.740480 3.734083 3.727968 3.722560 3.718374 3.715850 3.715100 3.716156 3.718942 3.722969 3.727633 3.732421 3.737232 3.742063 3.746916 3.751787 3.756677 3.761586 3.766511 3.771453 3.776410 3.781382 3.786368 3.791367 3.796379 3.801402 3.806436 3.811480 3.816533 3.821595 3.826664 3.831740 3.836822 3.841909 3.847001 3.852096 3.857194 3.862294 3.867396 3.872498 3.877599 3.882699 3.887798 3.892894 3.897986 3.903074 3.908156 3.913233 3.918303 3.923366 3.928420 3.933465 3.938501 3.943525 3.948539 3.953540 3.958527 3.963501 3.968461 3.973405 3.978332 3.983243 3.988136 3.993010 3.997864 4.002699 4.007512 4.012304 4.017073 4.021818 4.026540 4.031236 4.035907 4.040551 4.045168 4.049756 4.054316 4.058845 4.063344 4.067812 4.072248 4.076650 4.081019 4.085354 4.089653 4.093916 4.098142 4.102330 4.106480 4.110591 4.114661 4.118689 4.122676 4.126621 4.130523 4.134381 4.138196 4.141965 4.145688 4.149364 4.152990 4.156565 4.160087 4.163556 4.166971 4.170336 4.173655 4.176929 4.180160 4.183346 4.186485 4.189561 4.192556 4.195456 4.198255 4.200953 4.203560 4.206128 4.208720 4.211392 4.214154 4.217008 4.219913 4.222667 4.225022 4.226770 4.227862 4.228291
WAL	25.32
Princ Window	Feb18~Nov37

Cashflows

Book Price	$	92.22
Spread to discount at:		1.65
Resulting Price	$	92.35

Collateral Mode:	Seasoned-all assets
Period	Date	Principal		Interest		Cash Flow		Discount Rate		PV of Cash Flow		Balance		Sched Princ
Total			74,338,492.45		81,249,108.40		155,587,600.86								0.00
0	02/27/2009		0.00		0.00		0.00		1.000		0.00		61,000,000.00		0.00
1	05/11/2009		0.00		0.00		0.00		1.006		0.00		61,376,427.19		0.00
2	08/10/2009		0.00		0.00		0.00		1.014		0.00		61,710,960.68		0.00
3	11/09/2009		0.00		0.00		0.00		1.023		0.00		62,202,881.27		0.00
4	02/09/2010		0.00		0.00		0.00		1.033		0.00		62,696,980.94		0.00
5	05/10/2010		0.00		0.00		0.00		1.043		0.00		63,230,772.69		0.00
6	08/09/2010		0.00		0.00		0.00		1.051		0.00		63,722,295.38		0.00
7	11/09/2010		0.00		0.00		0.00		1.057		0.00		64,085,119.39		0.00
8	02/09/2011		0.00		0.00		0.00		1.062		0.00		64,355,825.32		0.00
9	05/09/2011		0.00		0.00		0.00		1.070		0.00		64,635,783.42		0.00
10	08/09/2011		0.00		0.00		0.00		1.080		0.00		65,086,265.37		0.00
11	11/09/2011		0.00		0.00		0.00		1.094		0.00		65,723,210.99		0.00
12	02/09/2012		0.00		0.00		0.00		1.109		0.00		66,507,993.34		0.00
13	05/09/2012		0.00		0.00		0.00		1.124		0.00		67,346,469.59		0.00
14	08/09/2012		0.00		0.00		0.00		1.139		0.00		68,185,644.95		0.00
15	11/09/2012		0.00		0.00		0.00		1.153		0.00		68,994,843.95		0.00
16	02/11/2013		0.00		0.00		0.00		1.169		0.00		69,811,604.53		0.00
17	05/09/2013		0.00		0.00		0.00		1.183		0.00		70,588,850.09		0.00
18	08/09/2013		0.00		0.00		0.00		1.200		0.00		71,466,746.27		0.00
19	11/12/2013		0.00		0.00		0.00		1.218		0.00		72,430,747.81		0.00
20	02/10/2014		0.00		0.00		0.00		1.235		0.00		73,384,783.71		0.00
21	05/09/2014		0.00		0.00		0.00		1.253		0.00		74,338,492.45		0.00
22	08/11/2014		0.00		1,021,485.10		1,021,485.10		1.271		803,509.10		74,338,492.45		0.00
23	11/10/2014		0.00		979,195.81		979,195.81		1.289		759,402.07		74,338,492.45		0.00
24	02/09/2015		0.00		977,001.20		977,001.20		1.308		746,995.09		74,338,492.45		0.00
25	05/11/2015		0.00		984,452.63		984,452.63		1.327		741,918.29		74,338,492.45		0.00
26	08/10/2015		0.00		1,000,749.79		1,000,749.79		1.346		743,247.03		74,338,492.45		0.00
27	11/09/2015		0.00		1,015,279.27		1,015,279.27		1.367		742,976.97		74,338,492.45		0.00
28	02/09/2016		0.00		1,035,896.62		1,035,896.62		1.387		746,768.97		74,338,492.45		0.00
29	05/09/2016		0.00		1,016,840.18		1,016,840.18		1.408		722,346.58		74,338,492.45		0.00
30	08/09/2016		0.00		1,037,635.47		1,037,635.47		1.429		726,164.69		74,338,492.45		0.00
31	11/09/2016		0.00		1,035,231.70		1,035,231.70		1.450		713,732.82		74,338,492.45		0.00
32	02/09/2017		0.00		1,033,767.55		1,033,767.55		1.472		702,154.22		74,338,492.45		0.00
33	05/09/2017		0.00		999,898.40		999,898.40		1.494		669,394.56		74,338,492.45		0.00
34	08/09/2017		0.00		1,034,998.79		1,034,998.79		1.516		682,588.31		74,338,492.45		0.00
35	11/09/2017		0.00		1,037,897.07		1,037,897.07		1.539		674,284.27		74,338,492.45		0.00
36	02/09/2018		519,648.48		1,042,493.16		1,562,141.64		1.563		999,643.16		73,818,843.97		0.00
37	05/09/2018		2,013,438.57		1,007,772.61		3,021,211.18		1.586		1,905,066.81		71,805,405.40		0.00
38	08/09/2018		1,710,359.83		1,021,216.40		2,731,576.22		1.610		1,696,245.75		70,095,045.58		0.00
39	11/09/2018		2,030,794.76		1,003,607.31		3,034,402.07		1.635		1,855,500.25		68,064,250.81		0.00
40	02/11/2019		1,629,837.28		1,000,640.06		2,630,477.34		1.661		1,583,315.80		66,434,413.53		0.00
41	05/09/2019		2,213,440.96		906,689.45		3,120,130.41		1.686		1,850,747.33		64,220,972.57		0.00
42	08/09/2019		1,845,758.62		928,077.11		2,773,835.73		1.712		1,620,049.67		62,375,213.95		0.00
43	11/12/2019		1,375,213.95		931,582.88		2,306,796.84		1.740		1,325,890.59		61,000,000.00		0.00
44	02/10/2020		0.00		863,718.52		863,718.52		1.766		488,967.79		61,000,000.00		0.00
45	05/11/2020		0.00		873,879.28		873,879.28		1.794		487,183.39		61,000,000.00		0.00
46	08/10/2020		0.00		874,501.61		874,501.61		1.822		480,096.33		61,000,000.00		0.00
47	11/09/2020		0.00		875,590.07		875,590.07		1.850		473,352.69		61,000,000.00		0.00
48	02/09/2021		0.00		886,954.93		886,954.93		1.879		472,077.53		61,000,000.00		0.00
49	05/10/2021		0.00		870,090.43		870,090.43		1.908		456,068.67		61,000,000.00		0.00
50	08/09/2021		0.00		882,596.82		882,596.82		1.938		455,505.87		61,000,000.00		0.00
51	11/09/2021		0.00		893,924.10		893,924.10		1.968		454,173.02		61,000,000.00		0.00
52	02/09/2022		0.00		893,795.96		893,795.96		1.999		447,051.60		61,000,000.00		0.00
53	05/09/2022		0.00		862,713.34		862,713.34		2.030		425,035.90		61,000,000.00		0.00
54	08/09/2022		0.00		888,499.48		888,499.48		2.062		430,977.32		61,000,000.00		0.00
55	11/09/2022		0.00		886,700.21		886,700.21		2.094		423,461.39		61,000,000.00		0.00
56	02/09/2023		0.00		887,267.64		887,267.64		2.127		417,172.40		61,000,000.00		0.00
57	05/09/2023		0.00		861,366.20		861,366.20		2.159		398,896.72		61,000,000.00		0.00
58	08/09/2023		0.00		895,264.90		895,264.90		2.194		408,122.19		61,000,000.00		0.00
59	11/09/2023		0.00		897,772.53		897,772.53		2.228		402,874.70		61,000,000.00		0.00
60	02/09/2024		0.00		896,688.48		896,688.48		2.264		396,128.11		61,000,000.00		0.00
61	05/09/2024		0.00		872,389.82		872,389.82		2.298		379,570.65		61,000,000.00		0.00
62	08/09/2024		0.00		883,509.63		883,509.63		2.334		378,528.00		61,000,000.00		0.00
63	11/12/2024		0.00		903,100.85		903,100.85		2.371		380,868.76		61,000,000.00		0.00
64	02/10/2025		0.00		846,900.97		846,900.97		2.407		351,918.56		61,000,000.00		0.00
65	05/09/2025		0.00		819,708.81		819,708.81		2.441		335,768.15		61,000,000.00		0.00
66	08/11/2025		0.00		866,808.30		866,808.30		2.479		349,713.63		61,000,000.00		0.00
67	11/10/2025		0.00		830,824.95		830,824.95		2.515		330,350.35		61,000,000.00		0.00
68	02/09/2026		0.00		822,737.30		822,737.30		2.552		322,446.51		61,000,000.00		0.00
69	05/11/2026		0.00		814,923.04		814,923.04		2.588		314,845.64		61,000,000.00		0.00
70	08/10/2026		0.00		807,423.63		807,423.63		2.625		307,551.76		61,000,000.00		0.00
71	11/09/2026		0.00		800,278.73		800,278.73		2.663		300,567.48		61,000,000.00		0.00
72	02/09/2027		0.00		802,250.99		802,250.99		2.700		297,080.43		61,000,000.00		0.00
73	05/10/2027		0.00		778,577.46		778,577.46		2.738		284,382.40		61,000,000.00		0.00
74	08/09/2027		0.00		781,408.26		781,408.26		2.776		281,506.71		61,000,000.00		0.00
75	11/09/2027		0.00		784,615.59		784,615.59		2.815		278,770.89		61,000,000.00		0.00
76	02/09/2028		0.00		779,798.94		779,798.94		2.854		273,264.68		61,000,000.00		0.00
77	05/09/2028		0.00		758,821.55		758,821.55		2.892		262,364.58		61,000,000.00		0.00
78	08/09/2028		0.00		772,251.11		772,251.11		2.932		263,379.64		61,000,000.00		0.00
79	11/09/2028		0.00		769,168.72		769,168.72		2.972		258,775.40		61,000,000.00		0.00
80	02/09/2029		0.00		766,719.86		766,719.86		3.013		254,462.62		61,000,000.00		0.00
81	05/09/2029		0.00		741,383.64		741,383.64		3.053		242,828.37		61,000,000.00		0.00
82	08/09/2029		0.00		768,163.23		768,163.23		3.095		248,182.79		61,000,000.00		0.00
83	11/09/2029		0.00		770,412.71		770,412.71		3.138		245,520.26		61,000,000.00		0.00
84	02/11/2030		0.00		789,488.50		789,488.50		3.182		248,090.69		61,000,000.00		0.00
85	05/09/2030		0.00		732,875.03		732,875.03		3.224		227,316.61		61,000,000.00		0.00
86	08/09/2030		0.00		777,319.37		777,319.37		3.269		237,792.23		61,000,000.00		0.00
87	11/12/2030		0.00		805,086.79		805,086.79		3.316		242,787.52		61,000,000.00		0.00
88	02/10/2031		0.00		765,021.28		765,021.28		3.361		227,589.00		61,000,000.00		0.00
89	05/09/2031		0.00		750,288.34		750,288.34		3.407		220,249.28		61,000,000.00		0.00
90	08/11/2031		0.00		803,875.10		803,875.10		3.456		232,634.56		61,000,000.00		0.00
91	11/10/2031		0.00		780,577.61		780,577.61		3.504		222,782.50		61,000,000.00		0.00
92	02/09/2032		0.00		782,937.56		782,937.56		3.553		220,371.22		61,000,000.00		0.00
93	05/10/2032		0.00		785,295.96		785,295.96		3.603		217,975.31		61,000,000.00		0.00
94	08/09/2032		0.00		787,649.28		787,649.28		3.653		215,593.95		61,000,000.00		0.00
95	11/09/2032		0.00		798,675.83		798,675.83		3.706		215,536.63		61,000,000.00		0.00
96	02/09/2033		0.00		801,035.21		801,035.21		3.759		213,124.13		61,000,000.00		0.00
97	05/09/2033		0.00		777,182.46		777,182.46		3.811		203,947.50		61,000,000.00		0.00
98	08/09/2033		0.00		805,705.64		805,705.64		3.866		208,434.52		61,000,000.00		0.00
99	11/09/2033		0.00		808,009.99		808,009.99		3.921		206,059.07		61,000,000.00		0.00
100	02/09/2034		0.00		810,289.24		810,289.24		3.978		203,695.29		61,000,000.00		0.00
101	05/09/2034		0.00		786,044.40		786,044.40		4.034		194,868.05		61,000,000.00		0.00
102	08/09/2034		0.00		814,759.51		814,759.51		4.092		199,093.84		61,000,000.00		0.00
103	11/09/2034		0.00		816,943.67		816,943.67		4.152		196,761.50		61,000,000.00		0.00
104	02/09/2035		0.00		819,089.48		819,089.48		4.213		194,439.38		61,000,000.00		0.00
105	05/09/2035		0.00		794,415.32		794,415.32		4.272		185,949.54		61,000,000.00		0.00
106	08/09/2035		0.00		823,252.18		823,252.18		4.335		189,913.74		61,000,000.00		0.00
107	11/09/2035		0.00		825,262.68		825,262.68		4.399		187,619.47		61,000,000.00		0.00
108	02/11/2036		0.00		845,204.34		845,204.34		4.465		189,303.66		61,000,000.00		0.00
109	05/09/2036		0.00		793,075.63		793,075.63		4.528		175,154.90		61,000,000.00		0.00
110	08/11/2036		0.00		849,033.86		849,033.86		4.596		184,721.75		61,000,000.00		0.00
111	11/10/2036		0.00		823,701.33		823,701.33		4.664		176,621.04		61,000,000.00		0.00
112	02/09/2037		0.00		825,401.32		825,401.32		4.732		174,423.85		61,000,000.00		0.00
113	05/11/2037		0.00		827,030.54		827,030.54		4.802		172,234.16		61,000,000.00		0.00
114	08/10/2037		0.00		828,587.75		828,587.75		4.873		170,052.32		61,000,000.00		0.00
115	11/09/2037		61,000,000.00		830,082.05		61,830,082.05		4.944		12,504,894.08		0.00		0.00

Preferred Term Securities II, Class MEZ

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$298,097,600.53
Update:	Feb 23, 2009
Gross WAC:	10.1413
WA Amort Term:	262
Settle:	Apr 20,2009
Orig Deal Bal:	$347,450,000.00
Orig Collat Bal:	$334,170,000.00
Closed:	Feb 22,2001
WA Rem Term:	262
Cur Collat Bal:	$310,300,000.00
Next Pay:	Jun 01,2009
First Pay:	Jun 01,2001

Tranche Information

Tranche	MEZ
CUSIP	74040KAC6
Coupon	9.5500
Type	MEZ_FIX
Orig Balance	93,000,000.00
Cur Balance	92,999,264.41
Capitalizes Defrd Int	Yes
Factor	1.0000
Orig Moody’s	Baa2
Curr Moody’s	Ca
Orig Fitch	BBB
Curr Fitch	CC
Delay	0
Accrual Date	03/01/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	4,238,334.41
Accum CoupCap Shortfall	0.00
Stated Mat	03/01/2031
Freq	Semi-Annual
Business Day	None
Daycount	30/360
1mo Coupon	9.5500

     Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Yield		0 for 57 2 CPR, 0 CDR, 85%Sev,Adv0%P&I,24...		0 for 57 2 CPR, 1 for 60 0 CDR,85%Sev,Ad...		0 for 57 2 CPR, 2 for 60 0 CDR,85%Sev,Ad...		0 for 57 2 CPR, 3 for 60 0 CDR,85%Sev,Ad...		0 for 57 2 CPR, 4 for 60 0 CDR,85%Sev,Ad...
9.55	Price		100.000		96.267		86.558		77.151		67.854
	Yield		9.550		9.550		9.550		9.550		9.550
	Spread		621.000		620.000		620.000		620.000		620.000
	WAL		20.200		20.900		21.900		21.900		21.900
	Principal Window	Sep10 to Mar31		Mar12 to Mar31		Mar31 to Mar31		Mar31 to Mar31		Mar31 to Mar31
	Principal Writedown		0.00 (0.00%)		26,688,754.62 (28.70%)		96,093,050.95 (103.33%)		163,343,401.72 (175.64%)		229,804,603.14 (247.10%)
	Gross Principal Writedown		0.00 (0.00%)		26,688,754.62 (28.70%)		96,093,050.95 (103.33%)		163,343,401.72 (175.64%)		229,804,603.14 (247.10%)
	First Period of Writedown	NA			263.000		263.000		263.000		263.000
	Implied Writedown		(0.00) (-0.00%)		21,456,752.25 (24.17%)		27,567,955.94 (31.06%)		32,850,663.32 (37.01%)		35,096,823.62 (39.54%)
	Gross Implied Writedown		29,677,955.36 (33.44%)		50,129,628.89 (56.48%)		54,447,553.85 (61.34%)		57,968,927.29 (65.31%)		58,484,528.02 (65.89%)
	First Period of Implied Writedown		26.000		26.000		26.000		26.000		26.000
	Maturity #mos		263.000		263.000		263.000		263.000		263.000
	Total Collat Loss(Settled)		63,325,000.00 (20.41%)		73,148,064.30 (23.57%)		82,582,154.70 (26.61%)		91,638,939.23 (29.53%)		100,329,850.22 (32.33%)
	Total Collat Liquidation(Settled)		74,500,000.00 (24.01%)		86,056,546.23 (27.73%)		97,155,476.11 (31.31%)		107,810,516.74 (34.74%)		118,035,117.91 (38.04%)
	Accum Int Shortfall		0.000		5,232,002.370		68,525,095.010		130,492,738.400		194,707,779.520
	Min Credit Support Pct	NA		NA		NA		NA		NA
	Prepay Rate	0 for 57 2 CPR		0 for 57 2 CPR		0 for 57 2 CPR		0 for 57 2 CPR		0 for 57 2 CPR
	Prepay Style	Full stat		Full stat		Full stat		Full stat		Full stat
	YMP	Incl pnlty		Incl pnlty		Incl pnlty		Incl pnlty		Incl pnlty
	Prepay Penalty Haircut(%)	0 Percent		0 Percent		0 Percent		0 Percent		0 Percent
	Prepay Monthly	No		No		No		No		No
	No Prepay if L/O Pts >	During Lockout		During Lockout		During Lockout		During Lockout		During Lockout
	Default Rate	0 CDR		1 for 60 0 CDR		2 for 60 0 CDR		3 for 60 0 CDR		4 for 60 0 CDR
	Default Severity		85.000		85.000		85.000		85.000		85.000
	Servicer Advance	All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd		All but newly liqdtd
	Advance (% of P&I)		0.000		0.000		0.000		0.000		0.000
	Recovery Lag		24.000		24.000		24.000		24.000		24.000
	Recovery Time Series		100.000		100.000		100.000		100.000		100.000
	Liquidation Time Series		0.000		0.000		0.000		0.000		0.000
	Rate During Init Recov Lag		0.000		0.000		0.000		0.000		0.000
	Severity During Init Recov Lag		0.000		0.000		0.000		0.000		0.000
	Default Monthly	No		No		No		No		No
	Already Defaulted Severity (%)		85.000		85.000		85.000		85.000		85.000
	Already Defaulted Lag		24.000		24.000		24.000		24.000		24.000
	Already Defaulted Time Series		100.000		100.000		100.000		100.000		100.000
	Already Defaulted Liq Time Series		0.000		0.000		0.000		0.000		0.000
	Already Defaulted Advance (%)		0.000		0.000		0.000		0.000		0.000
	Already Defaulted Serv Advance	DOES NOT ADVANCE		DOES NOT ADVANCE		DOES NOT ADVANCE		DOES NOT ADVANCE		DOES NOT ADVANCE
	Opt Redem		N		N		N		N		N
	LIBOR_3MO		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.90047 1 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.41 3911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3 .526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.90047 1 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.41 3911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3 .526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.90047 1 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.41 3911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3 .526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.90047 1 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.41 3911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3 .526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795		1.131000 1.679702 1.990364 2.214738 2.177368 2.110998 2.069656 2.150399 2.236637 2.333273 2.342012 2.216576 1.949712 1.640426 1.329837 1.033207 0.765755 0.542676 0.379147 0.290349 0.291492 0.397838 0.616878 0.922204 1.272581 1.626965 1.970684 2.296278 2.596274 2.863180 3.089500 3.267730 3.390377 3.449957 3.443836 3.389724 3.313030 3.237450 3.169478 3.111047 3.064090 3.030540 3.012330 3.011396 3.029673 3.069103 3.129870 3.204838 3.284322 3.359525 3.428112 3.489434 3.542841 3.587686 3.623320 3.649096 3.664365 3.668482 3.661675 3.647778 3.631816 3.618283 3.608406 3.602571 3.601160 3.604559 3.613151 3.627322 3.647456 3.673938 3.706498 3.742163 3.777107 3.807940 3.833761 3.854304 3.869307 3.878504 3.881633 3.878430 3.868632 3.851977 3.828875 3.802497 3.776859 3.755494 3.739365 3.728778 3.724041 3.725460 3.733342 3.747994 3.769724 3.798841 3.834916 3.874516 3.913302 3.947489 3.976115 3.998940 4.015723 4.026225 4.030206 4.027427 4.017647 4.000630 3.976832 3.949545 3.922897 3.90047 1 3.883169 3.871210 3.864815 3.864203 3.869593 3.881207 3.899265 3.923988 3.954966 3.989225 4.023043 4.053203 4.078929 4.100066 4.116457 4.127946 4.134378 4.135598 4.131451 4.121781 4.106888 4.088909 4.070511 4.053989 4.039879 4.028271 4.019254 4.012918 4.009354 4.008651 4.010900 4.016189 4.024384 4.034429 4.045009 4.054998 4.064148 4.072439 4.079847 4.086350 4.091927 4.096553 4.100208 4.102868 4.104625 4.106027 4.107753 4.110385 4.114063 4.118818 4.124679 4.131676 4.139837 4.149194 4.159775 4.171609 4.184512 4.197426 4.209050 4.218267 4.224804 4.228596 4.229583 4.227702 4.222891 4.215087 4.204229 4.190254 4.173285 4.154181 4.134008 4.113672 4.093366 4.073099 4.052882 4.032726 4.012639 3.992633 3.972718 3.952905 3.933203 3.913623 3.894177 3.874873 3.855723 3.836736 3.817925 3.799298 3.780866 3.762641 3.744631 3.726848 3.709303 3.692005 3.674963 3.658190 3.641694 3.625486 3.609576 3.593977 3.578700 3.563757 3.549159 3.534915 3.521036 3.507528 3.494395 3.481643 3.469282 3.457321 3.445775 3.434671 3.424040 3.41 3911 3.404298 3.395213 3.386654 3.378566 3.370878 3.363532 3.356523 3.349858 3.343594 3.337995 3.333377 3.330015 3.327980 3.327295 3.327906 3.329444 3.331456 3.333558 3.335674 3.337803 3.339944 3.342098 3.344262 3.346438 3.348624 3.350819 3.353025 3.355239 3.357462 3.359693 3.361931 3.364176 3.366428 3.368686 3.370950 3.373218 3.375492 3.377769 3.380050 3.382335 3.384622 3.386911 3.389202 3.391494 3.393787 3.396080 3.398373 3.400665 3.402956 3.405245 3.407533 3.409817 3.412099 3.414376 3.416650 3.418919 3.421184 3.423442 3.425695 3.427941 3.430180 3.432411 3.434635 3.436850 3.439057 3.441253 3.443440 3.445617 3.447783 3.449937 3.452080 3.454210 3.456327 3.458431 3.460522 3.462598 3.464659 3.466705 3.468736 3.470750 3.472748 3.474728 3.476691 3.478635 3.480562 3.482468 3.484356 3.486223 3.488070 3.489896 3.491700 3.493482 3.495242 3.496979 3.498692 3.500382 3.502047 3.503687 3.505301 3.506890 3.508452 3.509988 3.511497 3.512978 3.514430 3.515854 3.517248 3.518612 3.519946 3.521248 3.522519 3.523758 3.524966 3 .526143 3.527289 3.528403 3.529485 3.530531 3.531538 3.532503 3.533424 3.534302 3.535137 3.535938 3.536718 3.537484 3.538238 3.538981 3.539705 3.540373 3.540942 3.541373 3.541658 3.541795

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.448	0.885	1.113	1.347	1.533	1.647	1.698	1.741	1.785	1.827	1.870	1.913	1.420	1.757	2.074	2.321	2.523	2.677	2.796	2.895	2.984	3.064	3.134	3.192	3.239	3.280	3.342	3.361

Preferred Term Securities IX, Class B2

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$469,307,282.20
Update:	Mar 26, 2009
Gross WAC:	7.6261
WA Amort Term:	284
Settle:	Apr 22,2009
Orig Deal Bal:	$532,500,000.00
Orig Collat Bal:	$504,030,000.00
Closed:	Mar 26,2003
WA Rem Term:	284
Cur Collat Bal:	$450,030,000.00
Next Pay:	Jul 03,2009
First Pay:	Jul 03,2003

Tranche Information

Tranche	B2
CUSIP	74040XAD6
Coupon	3.0263
Type	MEZ_FIX
Orig Balance	16,250,000.00
Cur Balance	16,250,000.00
Capitalizes Defrd Int	Yes
Factor	1.0000
Orig Moody’s	A2
Curr Moody’s	Ca
Orig S&P	NA
Orig Fitch	A
Curr Fitch	CC
Delay	0
Accrual Date	04/03/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	0.00
Accum CoupCap Shortfall	0.00
Floater Index	LIBOR 3MO
Floater Spread	1.8000
Stated Mat	04/03/2033
Freq	Quarterly
Business Day	None
Daycount	30/360

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Disc Margin		0 for 60 2 CPR, 0 CDR,15%Rec,Adv0%P&I,24	0 for 60 2 CPR, 1 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 2 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 3 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 4 for 60 0 CDR,15%Rec,Ad...
180	Disc Margin	180	180	180	180	180
	Price	100.9080	100.9133	100.9169	100.9174	100.9174
	Yield @ Center	5.2211	5.2218	5.2222	5.2223	5.2223
	WAL	23.52	23.74	23.90	23.95	23.95
	Mod Durn	13.728	13.797	13.844	13.858	13.858
	Mod Convexity	2.573	2.603	2.624	2.631	2.631
	Principal Window	Oct29 to Apr33	Oct30 to Apr33	Jan32 to Apr33	Apr33 to Apr33	Apr33 to Apr33
	Principal Writedown	0.00(0.00%)	0.00(0.00%)	0.00(0.00%)	0.00(0.00%)	0.00(0.00%)
	Maturity #mos	288	288	288	288	288
	Total Collat Loss(Settled)	44,914,000.00 (9.98%)	61,460,322.77 (13.66%)	77,351,443.91 (17.19%)	92,607,017.48 (20.58%)	107,246,300.50 (23.83%)
	Total Collat Loss w/ History(Settled)	44,914,000.00 (8.91%)	61,460,322.77 (12.19%)	77,351,443.91 (15.35%)	92,607,017.48 (18.37%)	107,246,300.50 (21.28%)
	Total Collat Liquidation(Settled)	52,840,000.00 (11.74%)	72,306,262.08 (16.07%)	91,001,698.72 (20.22%)	108,949,432.33 (24.21%)	126,172,118.24 (28.04%)
	Accum Int Shortfall	0.00	0.00	0.00	0.00	0.00
	Accum Coup Cap Shortfall	NA	NA	NA	NA	NA
	Min Credit Support Pct	NA	NA	NA	NA	NA
	Yld Crv Shock	0	0	0	0	0
	Prepay Rate	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR
	Prepay Style	Full stat	Full stat	Full stat	Full stat	Full stat
	YMP	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty
	Prepay Monthly	No	No	No	No	No
	Default Rate	0 CDR	1 for 60 0 CDR	2 for 60 0 CDR	3 for 60 0 CDR	4 for 60 0 CDR
	Default Recovery	15	15	15	15	15
	Servicer Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Advance (% of P&I)	0	0	0	0	0
	Recovery Lag	24	24	24	24	24
	Recovery Time Series	100	100	100	100	100
	Liquidation Time Series	0	0	0	0	0
	Rate During Init Recov Lag	0	0	0	0	0
	Severity During Init Recov Lag	0	0	0	0	0
	Default Monthly	No	No	No	No	No
	Already Defaulted Recovery (%)	0	0	0	0	0
	Already Defaulted Lag	0	0	0	0	0
	Already Defaulted Time Series	100	100	100	100	100
	Already Defaulted Liq Time Series	0	0	0	0	0
	Already Defaulted Advance (%)	0	0	0	0	0
	Already Defaulted Serv Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Opt Redem	N/N	N/N	N/N	N/N	N/N
	Use Asset-level	True	True	True	True	True
	LIBOR_3MO	1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.314645 2.226790 2.008363 1.750983 1.492261 1.245487 1.023927 0.840824 0.709409 0.642920 0.654616 0.757795 0.958957 1.234963 1.549718 1.867306 2.174863 2.465832 2.733644 2.971719 3.173468 3.332303 3.441639 3.494903 3.489783 3.441876 3.373549 3.305667 3.243954 3.190118 3.145869 3.112916 3.092968 3.087735 3.098929 3.128264 3.175986 3.236224 3.300974 3.362978 3.420378 3.472726 3.519574 3.560472 3.594975 3.622632 3.642998 3.655624 3.660603 3.660258 3.657644 3.655493 3.654515 3.654900 3.656839 3.660522 3.666139 3.673880 3.683935 3.696495 3.711479 3.727698 3.743610 3.757852 3.770087 3.780238 3.788229 3.793982 3.797422 3.798473 3.797058 3.793102 3.786764 3.779176 3.771765 3.765791 3.761608 3.759341 3.759113 3.761051 3.765276 3.771915 3.781091 3.792928 3.807308 3.823117 3.838941 3.853552 3.866653 3.878189 3.888103 3.896337 3.902836 3.907542 3.910401 3.911353 3.910570 3.909139 3.908420 3.90959 4 3.912978 3.918662 3.926740 3.937305 3.950448 3.966263 3.984842 4.006278 4.030335 4.055439 4.079627 4.101199 4.119728 4.135111 4.147242 4.156020 4.161341 4.163101 4.161197 4.155527 4.146323 4.135190 4.124124 4.114845 4.107763 4.102957 4.100508 4.100494 4.102994 4.108088 4.115854 4.126373 4.139470 4.153941 4.168289 4.181229 4.192464 4.201948 4.209633 4.215473 4.219420 4.221428 4.221450 4.219439 4.215402 4.209564 4.202207 4.193573 4.183692 4.172542 4.160100 4.146344 4.131253 4.114805 4.096976 4.077746 4.057229 4.036092 4.015157 3.995129 3.976179 3.958342 3.941655 3.926152 3.911870 3.898845 3.887112 3.876708 3.867589 3.859391 3.851662 3.844018 3.836385 3.828769 3.821172 3.813601 3.806059 3.798551 3.791081 3.783653 3.776273 3.768945 3.761673 3.754461 3.747314 3.740237 3.733233 3.726308 3.719465 3.712710 3.706045 3.699477 3.693009 3.686647 3.680394 3.674255 3.668234 3.662337 3.656568 3.650930 3.645427 3.640063 3.634842 3.629769 3.624848 3.620087 3.615492 3.611070 3.606826 3.602765 3.598889 3.595194 3.591676 3.58 8328 3.585155 3.582160 3.579353 3.576772 3.574458 3.572450 3.570761 3.569396 3.568336 3.567465 3.566637 3.565729 3.564716 3.563596 3.562373 3.561075 3.559736 3.558385 3.557027 3.555664 3.554294 3.552918 3.551537 3.550150 3.548759 3.547363 3.545962 3.544557 3.543148 3.541734 3.540318 3.538898 3.537474 3.536048 3.534619 3.533188 3.531754 3.530319 3.528881 3.527442 3.526002 3.524561 3.523119 3.521677 3.520234 3.518791 3.517348 3.515905 3.514463 3.513022 3.511582 3.510143 3.508706 3.507270 3.505837 3.504406 3.502977 3.501551 3.500128 3.498708 3.497291 3.495878 3.494469 3.493064 3.491663 3.490267 3.488876 3.487490 3.486109 3.484734 3.483364 3.482000 3.480643 3.479292 3.477948 3.476610 3.475280 3.473957 3.472642 3.471334 3.470035 3.468744 3.467462 3.466188 3.464924 3.463668 3.462422 3.461186 3.459960 3.458744 3.457539 3.456344 3.455160 3.453987 3.452826 3.451676 3.450538 3.449412 3.448299 3.447198 3.446110 3.445035 3.443972 3.442923 3.441888 3.440866 3.439860 3.438868 3.437892 3.436931 3.435986 3.435056 3.434140 3 .433237 3.432348 3.431472 3.430610 3.429767 3.428946 3.428153 3.427388 3.426651 3.425940 3.425242 3.424539 3.423818 3.423075 3.422310 3.421534 3.420800 3.420172 3.419706 3.419413 3.419296	1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.314645 2.226790 2.008363 1.750983 1.492261 1.245487 1.023927 0.840824 0.709409 0.642920 0.654616 0.757795 0.958957 1.234963 1.549718 1.867306 2.174863 2.465832 2.733644 2.971719 3.173468 3.332303 3.441639 3.494903 3.489783 3.441876 3.373549 3.305667 3.243954 3.190118 3.145869 3.112916 3.092968 3.087735 3.098929 3.128264 3.175986 3.236224 3.300974 3.362978 3.420378 3.472726 3.519574 3.560472 3.594975 3.622632 3.642998 3.655624 3.660603 3.660258 3.657644 3.655493 3.654515 3.654900 3.656839 3.660522 3.666139 3.673880 3.683935 3.696495 3.711479 3.727698 3.743610 3.757852 3.770087 3.780238 3.788229 3.793982 3.797422 3.798473 3.797058 3.793102 3.786764 3.779176 3.771765 3.765791 3.761608 3.759341 3.759113 3.761051 3.765276 3.771915 3.781091 3.792928 3.807308 3.823117 3.838941 3.853552 3.866653 3.878189 3.888103 3.896337 3.902836 3.907542 3.910401 3.911353 3.910570 3.909139 3.908420 3.90959 4 3.912978 3.918662 3.926740 3.937305 3.950448 3.966263 3.984842 4.006278 4.030335 4.055439 4.079627 4.101199 4.119728 4.135111 4.147242 4.156020 4.161341 4.163101 4.161197 4.155527 4.146323 4.135190 4.124124 4.114845 4.107763 4.102957 4.100508 4.100494 4.102994 4.108088 4.115854 4.126373 4.139470 4.153941 4.168289 4.181229 4.192464 4.201948 4.209633 4.215473 4.219420 4.221428 4.221450 4.219439 4.215402 4.209564 4.202207 4.193573 4.183692 4.172542 4.160100 4.146344 4.131253 4.114805 4.096976 4.077746 4.057229 4.036092 4.015157 3.995129 3.976179 3.958342 3.941655 3.926152 3.911870 3.898845 3.887112 3.876708 3.867589 3.859391 3.851662 3.844018 3.836385 3.828769 3.821172 3.813601 3.806059 3.798551 3.791081 3.783653 3.776273 3.768945 3.761673 3.754461 3.747314 3.740237 3.733233 3.726308 3.719465 3.712710 3.706045 3.699477 3.693009 3.686647 3.680394 3.674255 3.668234 3.662337 3.656568 3.650930 3.645427 3.640063 3.634842 3.629769 3.624848 3.620087 3.615492 3.611070 3.606826 3.602765 3.598889 3.595194 3.591676 3.58 8328 3.585155 3.582160 3.579353 3.576772 3.574458 3.572450 3.570761 3.569396 3.568336 3.567465 3.566637 3.565729 3.564716 3.563596 3.562373 3.561075 3.559736 3.558385 3.557027 3.555664 3.554294 3.552918 3.551537 3.550150 3.548759 3.547363 3.545962 3.544557 3.543148 3.541734 3.540318 3.538898 3.537474 3.536048 3.534619 3.533188 3.531754 3.530319 3.528881 3.527442 3.526002 3.524561 3.523119 3.521677 3.520234 3.518791 3.517348 3.515905 3.514463 3.513022 3.511582 3.510143 3.508706 3.507270 3.505837 3.504406 3.502977 3.501551 3.500128 3.498708 3.497291 3.495878 3.494469 3.493064 3.491663 3.490267 3.488876 3.487490 3.486109 3.484734 3.483364 3.482000 3.480643 3.479292 3.477948 3.476610 3.475280 3.473957 3.472642 3.471334 3.470035 3.468744 3.467462 3.466188 3.464924 3.463668 3.462422 3.461186 3.459960 3.458744 3.457539 3.456344 3.455160 3.453987 3.452826 3.451676 3.450538 3.449412 3.448299 3.447198 3.446110 3.445035 3.443972 3.442923 3.441888 3.440866 3.439860 3.438868 3.437892 3.436931 3.435986 3.435056 3.434140 3 .433237 3.432348 3.431472 3.430610 3.429767 3.428946 3.428153 3.427388 3.426651 3.425940 3.425242 3.424539 3.423818 3.423075 3.422310 3.421534 3.420800 3.420172 3.419706 3.419413 3.419296	1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.314645 2.226790 2.008363 1.750983 1.492261 1.245487 1.023927 0.840824 0.709409 0.642920 0.654616 0.757795 0.958957 1.234963 1.549718 1.867306 2.174863 2.465832 2.733644 2.971719 3.173468 3.332303 3.441639 3.494903 3.489783 3.441876 3.373549 3.305667 3.243954 3.190118 3.145869 3.112916 3.092968 3.087735 3.098929 3.128264 3.175986 3.236224 3.300974 3.362978 3.420378 3.472726 3.519574 3.560472 3.594975 3.622632 3.642998 3.655624 3.660603 3.660258 3.657644 3.655493 3.654515 3.654900 3.656839 3.660522 3.666139 3.673880 3.683935 3.696495 3.711479 3.727698 3.743610 3.757852 3.770087 3.780238 3.788229 3.793982 3.797422 3.798473 3.797058 3.793102 3.786764 3.779176 3.771765 3.765791 3.761608 3.759341 3.759113 3.761051 3.765276 3.771915 3.781091 3.792928 3.807308 3.823117 3.838941 3.853552 3.866653 3.878189 3.888103 3.896337 3.902836 3.907542 3.910401 3.911353 3.910570 3.909139 3.908420 3.90959 4 3.912978 3.918662 3.926740 3.937305 3.950448 3.966263 3.984842 4.006278 4.030335 4.055439 4.079627 4.101199 4.119728 4.135111 4.147242 4.156020 4.161341 4.163101 4.161197 4.155527 4.146323 4.135190 4.124124 4.114845 4.107763 4.102957 4.100508 4.100494 4.102994 4.108088 4.115854 4.126373 4.139470 4.153941 4.168289 4.181229 4.192464 4.201948 4.209633 4.215473 4.219420 4.221428 4.221450 4.219439 4.215402 4.209564 4.202207 4.193573 4.183692 4.172542 4.160100 4.146344 4.131253 4.114805 4.096976 4.077746 4.057229 4.036092 4.015157 3.995129 3.976179 3.958342 3.941655 3.926152 3.911870 3.898845 3.887112 3.876708 3.867589 3.859391 3.851662 3.844018 3.836385 3.828769 3.821172 3.813601 3.806059 3.798551 3.791081 3.783653 3.776273 3.768945 3.761673 3.754461 3.747314 3.740237 3.733233 3.726308 3.719465 3.712710 3.706045 3.699477 3.693009 3.686647 3.680394 3.674255 3.668234 3.662337 3.656568 3.650930 3.645427 3.640063 3.634842 3.629769 3.624848 3.620087 3.615492 3.611070 3.606826 3.602765 3.598889 3.595194 3.591676 3.58 8328 3.585155 3.582160 3.579353 3.576772 3.574458 3.572450 3.570761 3.569396 3.568336 3.567465 3.566637 3.565729 3.564716 3.563596 3.562373 3.561075 3.559736 3.558385 3.557027 3.555664 3.554294 3.552918 3.551537 3.550150 3.548759 3.547363 3.545962 3.544557 3.543148 3.541734 3.540318 3.538898 3.537474 3.536048 3.534619 3.533188 3.531754 3.530319 3.528881 3.527442 3.526002 3.524561 3.523119 3.521677 3.520234 3.518791 3.517348 3.515905 3.514463 3.513022 3.511582 3.510143 3.508706 3.507270 3.505837 3.504406 3.502977 3.501551 3.500128 3.498708 3.497291 3.495878 3.494469 3.493064 3.491663 3.490267 3.488876 3.487490 3.486109 3.484734 3.483364 3.482000 3.480643 3.479292 3.477948 3.476610 3.475280 3.473957 3.472642 3.471334 3.470035 3.468744 3.467462 3.466188 3.464924 3.463668 3.462422 3.461186 3.459960 3.458744 3.457539 3.456344 3.455160 3.453987 3.452826 3.451676 3.450538 3.449412 3.448299 3.447198 3.446110 3.445035 3.443972 3.442923 3.441888 3.440866 3.439860 3.438868 3.437892 3.436931 3.435986 3.435056 3.434140 3 .433237 3.432348 3.431472 3.430610 3.429767 3.428946 3.428153 3.427388 3.426651 3.425940 3.425242 3.424539 3.423818 3.423075 3.422310 3.421534 3.420800 3.420172 3.419706 3.419413 3.419296	1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.314645 2.226790 2.008363 1.750983 1.492261 1.245487 1.023927 0.840824 0.709409 0.642920 0.654616 0.757795 0.958957 1.234963 1.549718 1.867306 2.174863 2.465832 2.733644 2.971719 3.173468 3.332303 3.441639 3.494903 3.489783 3.441876 3.373549 3.305667 3.243954 3.190118 3.145869 3.112916 3.092968 3.087735 3.098929 3.128264 3.175986 3.236224 3.300974 3.362978 3.420378 3.472726 3.519574 3.560472 3.594975 3.622632 3.642998 3.655624 3.660603 3.660258 3.657644 3.655493 3.654515 3.654900 3.656839 3.660522 3.666139 3.673880 3.683935 3.696495 3.711479 3.727698 3.743610 3.757852 3.770087 3.780238 3.788229 3.793982 3.797422 3.798473 3.797058 3.793102 3.786764 3.779176 3.771765 3.765791 3.761608 3.759341 3.759113 3.761051 3.765276 3.771915 3.781091 3.792928 3.807308 3.823117 3.838941 3.853552 3.866653 3.878189 3.888103 3.896337 3.902836 3.907542 3.910401 3.911353 3.910570 3.909139 3.908420 3.90959 4 3.912978 3.918662 3.926740 3.937305 3.950448 3.966263 3.984842 4.006278 4.030335 4.055439 4.079627 4.101199 4.119728 4.135111 4.147242 4.156020 4.161341 4.163101 4.161197 4.155527 4.146323 4.135190 4.124124 4.114845 4.107763 4.102957 4.100508 4.100494 4.102994 4.108088 4.115854 4.126373 4.139470 4.153941 4.168289 4.181229 4.192464 4.201948 4.209633 4.215473 4.219420 4.221428 4.221450 4.219439 4.215402 4.209564 4.202207 4.193573 4.183692 4.172542 4.160100 4.146344 4.131253 4.114805 4.096976 4.077746 4.057229 4.036092 4.015157 3.995129 3.976179 3.958342 3.941655 3.926152 3.911870 3.898845 3.887112 3.876708 3.867589 3.859391 3.851662 3.844018 3.836385 3.828769 3.821172 3.813601 3.806059 3.798551 3.791081 3.783653 3.776273 3.768945 3.761673 3.754461 3.747314 3.740237 3.733233 3.726308 3.719465 3.712710 3.706045 3.699477 3.693009 3.686647 3.680394 3.674255 3.668234 3.662337 3.656568 3.650930 3.645427 3.640063 3.634842 3.629769 3.624848 3.620087 3.615492 3.611070 3.606826 3.602765 3.598889 3.595194 3.591676 3.58 8328 3.585155 3.582160 3.579353 3.576772 3.574458 3.572450 3.570761 3.569396 3.568336 3.567465 3.566637 3.565729 3.564716 3.563596 3.562373 3.561075 3.559736 3.558385 3.557027 3.555664 3.554294 3.552918 3.551537 3.550150 3.548759 3.547363 3.545962 3.544557 3.543148 3.541734 3.540318 3.538898 3.537474 3.536048 3.534619 3.533188 3.531754 3.530319 3.528881 3.527442 3.526002 3.524561 3.523119 3.521677 3.520234 3.518791 3.517348 3.515905 3.514463 3.513022 3.511582 3.510143 3.508706 3.507270 3.505837 3.504406 3.502977 3.501551 3.500128 3.498708 3.497291 3.495878 3.494469 3.493064 3.491663 3.490267 3.488876 3.487490 3.486109 3.484734 3.483364 3.482000 3.480643 3.479292 3.477948 3.476610 3.475280 3.473957 3.472642 3.471334 3.470035 3.468744 3.467462 3.466188 3.464924 3.463668 3.462422 3.461186 3.459960 3.458744 3.457539 3.456344 3.455160 3.453987 3.452826 3.451676 3.450538 3.449412 3.448299 3.447198 3.446110 3.445035 3.443972 3.442923 3.441888 3.440866 3.439860 3.438868 3.437892 3.436931 3.435986 3.435056 3.434140 3 .433237 3.432348 3.431472 3.430610 3.429767 3.428946 3.428153 3.427388 3.426651 3.425940 3.425242 3.424539 3.423818 3.423075 3.422310 3.421534 3.420800 3.420172 3.419706 3.419413 3.419296	1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.314645 2.226790 2.008363 1.750983 1.492261 1.245487 1.023927 0.840824 0.709409 0.642920 0.654616 0.757795 0.958957 1.234963 1.549718 1.867306 2.174863 2.465832 2.733644 2.971719 3.173468 3.332303 3.441639 3.494903 3.489783 3.441876 3.373549 3.305667 3.243954 3.190118 3.145869 3.112916 3.092968 3.087735 3.098929 3.128264 3.175986 3.236224 3.300974 3.362978 3.420378 3.472726 3.519574 3.560472 3.594975 3.622632 3.642998 3.655624 3.660603 3.660258 3.657644 3.655493 3.654515 3.654900 3.656839 3.660522 3.666139 3.673880 3.683935 3.696495 3.711479 3.727698 3.743610 3.757852 3.770087 3.780238 3.788229 3.793982 3.797422 3.798473 3.797058 3.793102 3.786764 3.779176 3.771765 3.765791 3.761608 3.759341 3.759113 3.761051 3.765276 3.771915 3.781091 3.792928 3.807308 3.823117 3.838941 3.853552 3.866653 3.878189 3.888103 3.896337 3.902836 3.907542 3.910401 3.911353 3.910570 3.909139 3.908420 3.90959 4 3.912978 3.918662 3.926740 3.937305 3.950448 3.966263 3.984842 4.006278 4.030335 4.055439 4.079627 4.101199 4.119728 4.135111 4.147242 4.156020 4.161341 4.163101 4.161197 4.155527 4.146323 4.135190 4.124124 4.114845 4.107763 4.102957 4.100508 4.100494 4.102994 4.108088 4.115854 4.126373 4.139470 4.153941 4.168289 4.181229 4.192464 4.201948 4.209633 4.215473 4.219420 4.221428 4.221450 4.219439 4.215402 4.209564 4.202207 4.193573 4.183692 4.172542 4.160100 4.146344 4.131253 4.114805 4.096976 4.077746 4.057229 4.036092 4.015157 3.995129 3.976179 3.958342 3.941655 3.926152 3.911870 3.898845 3.887112 3.876708 3.867589 3.859391 3.851662 3.844018 3.836385 3.828769 3.821172 3.813601 3.806059 3.798551 3.791081 3.783653 3.776273 3.768945 3.761673 3.754461 3.747314 3.740237 3.733233 3.726308 3.719465 3.712710 3.706045 3.699477 3.693009 3.686647 3.680394 3.674255 3.668234 3.662337 3.656568 3.650930 3.645427 3.640063 3.634842 3.629769 3.624848 3.620087 3.615492 3.611070 3.606826 3.602765 3.598889 3.595194 3.591676 3.58 8328 3.585155 3.582160 3.579353 3.576772 3.574458 3.572450 3.570761 3.569396 3.568336 3.567465 3.566637 3.565729 3.564716 3.563596 3.562373 3.561075 3.559736 3.558385 3.557027 3.555664 3.554294 3.552918 3.551537 3.550150 3.548759 3.547363 3.545962 3.544557 3.543148 3.541734 3.540318 3.538898 3.537474 3.536048 3.534619 3.533188 3.531754 3.530319 3.528881 3.527442 3.526002 3.524561 3.523119 3.521677 3.520234 3.518791 3.517348 3.515905 3.514463 3.513022 3.511582 3.510143 3.508706 3.507270 3.505837 3.504406 3.502977 3.501551 3.500128 3.498708 3.497291 3.495878 3.494469 3.493064 3.491663 3.490267 3.488876 3.487490 3.486109 3.484734 3.483364 3.482000 3.480643 3.479292 3.477948 3.476610 3.475280 3.473957 3.472642 3.471334 3.470035 3.468744 3.467462 3.466188 3.464924 3.463668 3.462422 3.461186 3.459960 3.458744 3.457539 3.456344 3.455160 3.453987 3.452826 3.451676 3.450538 3.449412 3.448299 3.447198 3.446110 3.445035 3.443972 3.442923 3.441888 3.440866 3.439860 3.438868 3.437892 3.436931 3.435986 3.435056 3.434140 3 .433237 3.432348 3.431472 3.430610 3.429767 3.428946 3.428153 3.427388 3.426651 3.425940 3.425242 3.424539 3.423818 3.423075 3.422310 3.421534 3.420800 3.420172 3.419706 3.419413 3.419296

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.448	0.881	1.102	1.336	1.526	1.636	1.687	1.734	1.781	1.823	1.867	1.915	1.547	1.916	2.227	2.471	2.658	2.805	2.914	3.009	3.090	3.170	3.235	3.295	3.343	3.374	3.433	3.448

Preferred Term Securities XX, Class B

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$620,207,524.65
Update:	Mar 23, 2009
Gross WAC:	5.5062
WA Amort Term:	310
Settle:	Apr 22,2009
Orig Deal Bal:	$631,750,000.00
Orig Collat Bal:	$604,154,000.00
Closed:	Dec 15,2005
WA Rem Term:	309
Cur Collat Bal:	$604,154,000.00
Next Pay:	Jun 22,2009
First Pay:	Mar 22,2006

Tranche Information

Tranche	B
CUSIP	74042DAE6
Coupon	1.9700
Type	MEZ_FLT
Orig Balance	75,500,000.00
Cur Balance	73,847,549.24
Capitalizes Defrd Int	Yes
Factor	0.9781
Orig Moody’s	Aa2
Curr Moody’s	Caa3
Orig S&P	NA
Orig Fitch	AA
Curr Fitch	CCC
Delay	0
Accrual Date	03/23/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	0.00
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_3MO + 0.65
Floater Spread	0.6500
Stated Mat	03/22/2038
Freq	Quarterly
Business Day	Following
Daycount	Actual/360
Prin Pmt	367,747.97
Int Pmt	496,435.92

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Disc Margin		0 for 60 2 CPR, 0 CDR,15%Rec,Adv0%P&I,24	0 for 60 2 CPR, 1 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 2 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 3 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 4 for 60 0 CDR,15%Rec,Ad...
65	Disc Margin	65.00	65.00	65.00	65.00	65.00
	Price	100.00	100.00	100.00	100.00	100.00
	Yield @ Center	4.07	4.06	4.06	4.05	4.06
	WAL	24.52	23.76	23.21	23.46	22.59
	Mod Durn	15.46	15.09	14.84	14.91	15.63
	Mod Convexity	3.36	3.24	3.15	3.21	3.34
	Principal Window	Jun09 to Dec35	Jun09 to Dec35	Jun09 to Dec35	Jun09 to Dec35	Jun09 to Dec35
	Principal Writedown	0.00(0.00%)	0.00(0.00%)	0.00(0.00%)	0.00(0.00%)	0.00(0.00%)
	Maturity #mos	320	320	320	320	320
	Total Collat Loss(Settled)	60,350,000.00 (9.99%)	82,322,920.09 (13.63%)	103,425,756.04 (17.12%)	123,684,607.73 (20.47%)	143,125,047.79 (23.69%)
	Total Collat Loss w/ History(Settled)	60,350,000.00 (9.99%)	82,322,920.09 (13.63%)	103,425,756.04 (17.12%)	123,684,607.73 (20.47%)	143,125,047.79 (23.69%)
	Total Collat Liquidation(Settled)	71,000,000.00 (11.75%)	96,850,494.22 (16.03%)	121,677,360.04 (20.14%)	145,511,303.21 (24.09%)	168,382,409.16 (27.87%)
	Accum Int Shortfall	0	0	0	0	0
	Accum Coup Cap Shortfall	NA	NA	NA	NA	NA
	Min Credit Support Pct	NA	NA	NA	NA	NA
	Yld Crv Shock	0	0	0	0	0
	Prepay Rate	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR
	Prepay Style	Full stat	Full stat	Full stat	Full stat	Full stat
	YMP	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty
	Prepay Monthly	No	No	No	No	No
	Default Rate	0 CDR	1 for 60 0 CDR	2 for 60 0 CDR	3 for 60 0 CDR	4 for 60 0 CDR
	Default Recovery	15	15	15	15	15
	Servicer Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Advance (% of P&I)	0	0	0	0	0
	Recovery Lag	24	24	24	24	24
	Recovery Time Series	100	100	100	100	100
	Liquidation Time Series	0	0	0	0	0
	Rate During Init Recov Lag	0	0	0	0	0
	Severity During Init Recov Lag	0	0	0	0	0
	Default Monthly	No	No	No	No	No
	Already Defaulted Recovery (%)	0	0	0	0	0
	Already Defaulted Lag	0	0	0	0	0
	Already Defaulted Liq Time Series	0	0	0	0	0
	Already Defaulted Advance (%)	0	0	0	0	0
	Already Defaulted Serv Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Use Asset-level	TRUE	TRUE	TRUE	TRUE	TRUE
	LIBOR_3MO	1.102000 1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.314434 2.226058 2.006750 1.748297 1.488367 1.240262 1.017254 0.832596 0.699530 0.631299 0.641170 0.742453 0.941659 1.215709 1.528579 1.844428 2.150434 2.440077 2.706823 2.944128 3.145438 3.304201 3.413868 3.467899 3.463984 3.417568 3.350812 3.284389 3.223953 3.171181 3.127748 3.095329 3.075601 3.070240 3.080923 3.109331 3.155719 3.214402 3.277623 3.338352 3.394802 3.446552 3.493184 3.534278 3.569415 3.598177 3.620144 3.634899 3.642520 3.645139 3.645567 3.646309 3.648016 3.650857 3.655000 3.660613 3.667867 3.676929 3.687969 3.701155 3.716406 3.732604 3.748306 3.762238 3.774075 3.783738 3.791149 3.796227 3.798893 3.799069 3.796675 3.791633 3.784105 3.775248 3.766526 3.759225 3.753709 3.750104 3.748536 3.749131 3.752016 3.757317 3.765159 3.775671 3.788743 3.803316 3.818042 3.831749 3.844161 3.855231 3.864912 3.873156 3.879917 3.885147 3.888799 3.890827 3.891383 3.891439 3.892209 3.894749 3.899340 3.906069 3.9150 22 3.926283 3.939939 3.956075 3.974777 3.996131 4.019909 4.044603 4.068335 4.089478 4.107620 4.122660 4.134496 4.143026 4.148148 4.149761 4.147763 4.142054 4.132866 4.121791 4.110814 4.101642 4.094685 4.090021 4.087731 4.087894 4.090589 4.095897 4.103897 4.114669 4.128031 4.142739 4.157249 4.170233 4.181383 4.190649 4.197979 4.203324 4.206633 4.207857 4.206944 4.203844 4.198599 4.191618 4.183417 4.174433 4.164746 4.154349 4.143234 4.131391 4.118812 4.105489 4.091414 4.076579 4.061044 4.045155 4.029336 4.013951 3.999091 3.984777 3.971031 3.957873 3.945324 3.933407 3.922143 3.911552 3.901616 3.892150 3.882927 3.873752 3.864591 3.855449 3.846330 3.837241 3.828186 3.819170 3.810199 3.801278 3.792412 3.783607 3.774867 3.766197 3.757604 3.749091 3.740665 3.732330 3.724092 3.715955 3.707926 3.700008 3.692208 3.684530 3.676980 3.669564 3.662285 3.655149 3.648163 3.641329 3.634655 3.628144 3.621801 3.615632 3.609643 3.603839 3.598225 3.592809 3.587594 3.582588 3.577793 3.573214 3.568851 3.564707 3.560788 3.557097 3.5 53643 3.550439 3.547504 3.544853 3.542493 3.540430 3.538662 3.537157 3.535874 3.534778 3.533866 3.533140 3.532594 3.532175 3.531819 3.531472 3.531123 3.530771 3.530418 3.530064 3.529707 3.529349 3.528989 3.528628 3.528266 3.527902 3.527537 3.527170 3.526803 3.526434 3.526065 3.525694 3.525323 3.524951 3.524578 3.524205 3.523831 3.523457 3.523082 3.522707 3.522332 3.521956 3.521581 3.521205 3.520830 3.520454 3.520079 3.519704 3.519329 3.518955 3.518581 3.518208 3.517835 3.517463 3.517092 3.516721 3.516352 3.515983 3.515616 3.515250 3.514884 3.514521 3.514158 3.513797 3.513437 3.513079 3.512723 3.512368 3.512015 3.511664 3.511315 3.510967 3.510622 3.510279 3.509938 3.509600 3.509264 3.508930 3.508599 3.508270 3.507944 3.507621 3.507300 3.506983 3.506668 3.506356 3.506048 3.505742 3.505440 3.505141 3.504845 3.504553 3.504264 3.503979 3.503698 3.503420 3.503146 3.502876 3.502610 3.502348 3.502090 3.501836 3.501587 3.501341 3.501101 3.500864 3.500633 3.500406 3.500183 3.499966 3.499753 3.499545 3.499341 3.499141 3.498946 3.498757 3.498574 3.498398 3.498229 3.498068 3.497913 3.497763 3.497615 3.497466 3.497317 3.497166 3.497017 3.496877 3.496757 3.496668 3.496610 3.496585	1.102000 1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.314434 2.226058 2.006750 1.748297 1.488367 1.240262 1.017254 0.832596 0.699530 0.631299 0.641170 0.742453 0.941659 1.215709 1.528579 1.844428 2.150434 2.440077 2.706823 2.944128 3.145438 3.304201 3.413868 3.467899 3.463984 3.417568 3.350812 3.284389 3.223953 3.171181 3.127748 3.095329 3.075601 3.070240 3.080923 3.109331 3.155719 3.214402 3.277623 3.338352 3.394802 3.446552 3.493184 3.534278 3.569415 3.598177 3.620144 3.634899 3.642520 3.645139 3.645567 3.646309 3.648016 3.650857 3.655000 3.660613 3.667867 3.676929 3.687969 3.701155 3.716406 3.732604 3.748306 3.762238 3.774075 3.783738 3.791149 3.796227 3.798893 3.799069 3.796675 3.791633 3.784105 3.775248 3.766526 3.759225 3.753709 3.750104 3.748536 3.749131 3.752016 3.757317 3.765159 3.775671 3.788743 3.803316 3.818042 3.831749 3.844161 3.855231 3.864912 3.873156 3.879917 3.885147 3.888799 3.890827 3.891383 3.891439 3.892209 3.894749 3.899340 3.906069 3.9150 22 3.926283 3.939939 3.956075 3.974777 3.996131 4.019909 4.044603 4.068335 4.089478 4.107620 4.122660 4.134496 4.143026 4.148148 4.149761 4.147763 4.142054 4.132866 4.121791 4.110814 4.101642 4.094685 4.090021 4.087731 4.087894 4.090589 4.095897 4.103897 4.114669 4.128031 4.142739 4.157249 4.170233 4.181383 4.190649 4.197979 4.203324 4.206633 4.207857 4.206944 4.203844 4.198599 4.191618 4.183417 4.174433 4.164746 4.154349 4.143234 4.131391 4.118812 4.105489 4.091414 4.076579 4.061044 4.045155 4.029336 4.013951 3.999091 3.984777 3.971031 3.957873 3.945324 3.933407 3.922143 3.911552 3.901616 3.892150 3.882927 3.873752 3.864591 3.855449 3.846330 3.837241 3.828186 3.819170 3.810199 3.801278 3.792412 3.783607 3.774867 3.766197 3.757604 3.749091 3.740665 3.732330 3.724092 3.715955 3.707926 3.700008 3.692208 3.684530 3.676980 3.669564 3.662285 3.655149 3.648163 3.641329 3.634655 3.628144 3.621801 3.615632 3.609643 3.603839 3.598225 3.592809 3.587594 3.582588 3.577793 3.573214 3.568851 3.564707 3.560788 3.557097 3.5 53643 3.550439 3.547504 3.544853 3.542493 3.540430 3.538662 3.537157 3.535874 3.534778 3.533866 3.533140 3.532594 3.532175 3.531819 3.531472 3.531123 3.530771 3.530418 3.530064 3.529707 3.529349 3.528989 3.528628 3.528266 3.527902 3.527537 3.527170 3.526803 3.526434 3.526065 3.525694 3.525323 3.524951 3.524578 3.524205 3.523831 3.523457 3.523082 3.522707 3.522332 3.521956 3.521581 3.521205 3.520830 3.520454 3.520079 3.519704 3.519329 3.518955 3.518581 3.518208 3.517835 3.517463 3.517092 3.516721 3.516352 3.515983 3.515616 3.515250 3.514884 3.514521 3.514158 3.513797 3.513437 3.513079 3.512723 3.512368 3.512015 3.511664 3.511315 3.510967 3.510622 3.510279 3.509938 3.509600 3.509264 3.508930 3.508599 3.508270 3.507944 3.507621 3.507300 3.506983 3.506668 3.506356 3.506048 3.505742 3.505440 3.505141 3.504845 3.504553 3.504264 3.503979 3.503698 3.503420 3.503146 3.502876 3.502610 3.502348 3.502090 3.501836 3.501587 3.501341 3.501101 3.500864 3.500633 3.500406 3.500183 3.499966 3.499753 3.499545 3.499341 3.499141 3.498946 3.498757 3.498574 3.498398 3.498229 3.498068 3.497913 3.497763 3.497615 3.497466 3.497317 3.497166 3.497017 3.496877 3.496757 3.496668 3.496610 3.496585	1.102000 1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.314434 2.226058 2.006750 1.748297 1.488367 1.240262 1.017254 0.832596 0.699530 0.631299 0.641170 0.742453 0.941659 1.215709 1.528579 1.844428 2.150434 2.440077 2.706823 2.944128 3.145438 3.304201 3.413868 3.467899 3.463984 3.417568 3.350812 3.284389 3.223953 3.171181 3.127748 3.095329 3.075601 3.070240 3.080923 3.109331 3.155719 3.214402 3.277623 3.338352 3.394802 3.446552 3.493184 3.534278 3.569415 3.598177 3.620144 3.634899 3.642520 3.645139 3.645567 3.646309 3.648016 3.650857 3.655000 3.660613 3.667867 3.676929 3.687969 3.701155 3.716406 3.732604 3.748306 3.762238 3.774075 3.783738 3.791149 3.796227 3.798893 3.799069 3.796675 3.791633 3.784105 3.775248 3.766526 3.759225 3.753709 3.750104 3.748536 3.749131 3.752016 3.757317 3.765159 3.775671 3.788743 3.803316 3.818042 3.831749 3.844161 3.855231 3.864912 3.873156 3.879917 3.885147 3.888799 3.890827 3.891383 3.891439 3.892209 3.894749 3.899340 3.906069 3.9150 22 3.926283 3.939939 3.956075 3.974777 3.996131 4.019909 4.044603 4.068335 4.089478 4.107620 4.122660 4.134496 4.143026 4.148148 4.149761 4.147763 4.142054 4.132866 4.121791 4.110814 4.101642 4.094685 4.090021 4.087731 4.087894 4.090589 4.095897 4.103897 4.114669 4.128031 4.142739 4.157249 4.170233 4.181383 4.190649 4.197979 4.203324 4.206633 4.207857 4.206944 4.203844 4.198599 4.191618 4.183417 4.174433 4.164746 4.154349 4.143234 4.131391 4.118812 4.105489 4.091414 4.076579 4.061044 4.045155 4.029336 4.013951 3.999091 3.984777 3.971031 3.957873 3.945324 3.933407 3.922143 3.911552 3.901616 3.892150 3.882927 3.873752 3.864591 3.855449 3.846330 3.837241 3.828186 3.819170 3.810199 3.801278 3.792412 3.783607 3.774867 3.766197 3.757604 3.749091 3.740665 3.732330 3.724092 3.715955 3.707926 3.700008 3.692208 3.684530 3.676980 3.669564 3.662285 3.655149 3.648163 3.641329 3.634655 3.628144 3.621801 3.615632 3.609643 3.603839 3.598225 3.592809 3.587594 3.582588 3.577793 3.573214 3.568851 3.564707 3.560788 3.557097 3.5 53643 3.550439 3.547504 3.544853 3.542493 3.540430 3.538662 3.537157 3.535874 3.534778 3.533866 3.533140 3.532594 3.532175 3.531819 3.531472 3.531123 3.530771 3.530418 3.530064 3.529707 3.529349 3.528989 3.528628 3.528266 3.527902 3.527537 3.527170 3.526803 3.526434 3.526065 3.525694 3.525323 3.524951 3.524578 3.524205 3.523831 3.523457 3.523082 3.522707 3.522332 3.521956 3.521581 3.521205 3.520830 3.520454 3.520079 3.519704 3.519329 3.518955 3.518581 3.518208 3.517835 3.517463 3.517092 3.516721 3.516352 3.515983 3.515616 3.515250 3.514884 3.514521 3.514158 3.513797 3.513437 3.513079 3.512723 3.512368 3.512015 3.511664 3.511315 3.510967 3.510622 3.510279 3.509938 3.509600 3.509264 3.508930 3.508599 3.508270 3.507944 3.507621 3.507300 3.506983 3.506668 3.506356 3.506048 3.505742 3.505440 3.505141 3.504845 3.504553 3.504264 3.503979 3.503698 3.503420 3.503146 3.502876 3.502610 3.502348 3.502090 3.501836 3.501587 3.501341 3.501101 3.500864 3.500633 3.500406 3.500183 3.499966 3.499753 3.499545 3.499341 3.499141 3.498946 3.498757 3.498574 3.498398 3.498229 3.498068 3.497913 3.497763 3.497615 3.497466 3.497317 3.497166 3.497017 3.496877 3.496757 3.496668 3.496610 3.496585	1.102000 1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.314434 2.226058 2.006750 1.748297 1.488367 1.240262 1.017254 0.832596 0.699530 0.631299 0.641170 0.742453 0.941659 1.215709 1.528579 1.844428 2.150434 2.440077 2.706823 2.944128 3.145438 3.304201 3.413868 3.467899 3.463984 3.417568 3.350812 3.284389 3.223953 3.171181 3.127748 3.095329 3.075601 3.070240 3.080923 3.109331 3.155719 3.214402 3.277623 3.338352 3.394802 3.446552 3.493184 3.534278 3.569415 3.598177 3.620144 3.634899 3.642520 3.645139 3.645567 3.646309 3.648016 3.650857 3.655000 3.660613 3.667867 3.676929 3.687969 3.701155 3.716406 3.732604 3.748306 3.762238 3.774075 3.783738 3.791149 3.796227 3.798893 3.799069 3.796675 3.791633 3.784105 3.775248 3.766526 3.759225 3.753709 3.750104 3.748536 3.749131 3.752016 3.757317 3.765159 3.775671 3.788743 3.803316 3.818042 3.831749 3.844161 3.855231 3.864912 3.873156 3.879917 3.885147 3.888799 3.890827 3.891383 3.891439 3.892209 3.894749 3.899340 3.906069 3.9150 22 3.926283 3.939939 3.956075 3.974777 3.996131 4.019909 4.044603 4.068335 4.089478 4.107620 4.122660 4.134496 4.143026 4.148148 4.149761 4.147763 4.142054 4.132866 4.121791 4.110814 4.101642 4.094685 4.090021 4.087731 4.087894 4.090589 4.095897 4.103897 4.114669 4.128031 4.142739 4.157249 4.170233 4.181383 4.190649 4.197979 4.203324 4.206633 4.207857 4.206944 4.203844 4.198599 4.191618 4.183417 4.174433 4.164746 4.154349 4.143234 4.131391 4.118812 4.105489 4.091414 4.076579 4.061044 4.045155 4.029336 4.013951 3.999091 3.984777 3.971031 3.957873 3.945324 3.933407 3.922143 3.911552 3.901616 3.892150 3.882927 3.873752 3.864591 3.855449 3.846330 3.837241 3.828186 3.819170 3.810199 3.801278 3.792412 3.783607 3.774867 3.766197 3.757604 3.749091 3.740665 3.732330 3.724092 3.715955 3.707926 3.700008 3.692208 3.684530 3.676980 3.669564 3.662285 3.655149 3.648163 3.641329 3.634655 3.628144 3.621801 3.615632 3.609643 3.603839 3.598225 3.592809 3.587594 3.582588 3.577793 3.573214 3.568851 3.564707 3.560788 3.557097 3.5 53643 3.550439 3.547504 3.544853 3.542493 3.540430 3.538662 3.537157 3.535874 3.534778 3.533866 3.533140 3.532594 3.532175 3.531819 3.531472 3.531123 3.530771 3.530418 3.530064 3.529707 3.529349 3.528989 3.528628 3.528266 3.527902 3.527537 3.527170 3.526803 3.526434 3.526065 3.525694 3.525323 3.524951 3.524578 3.524205 3.523831 3.523457 3.523082 3.522707 3.522332 3.521956 3.521581 3.521205 3.520830 3.520454 3.520079 3.519704 3.519329 3.518955 3.518581 3.518208 3.517835 3.517463 3.517092 3.516721 3.516352 3.515983 3.515616 3.515250 3.514884 3.514521 3.514158 3.513797 3.513437 3.513079 3.512723 3.512368 3.512015 3.511664 3.511315 3.510967 3.510622 3.510279 3.509938 3.509600 3.509264 3.508930 3.508599 3.508270 3.507944 3.507621 3.507300 3.506983 3.506668 3.506356 3.506048 3.505742 3.505440 3.505141 3.504845 3.504553 3.504264 3.503979 3.503698 3.503420 3.503146 3.502876 3.502610 3.502348 3.502090 3.501836 3.501587 3.501341 3.501101 3.500864 3.500633 3.500406 3.500183 3.499966 3.499753 3.499545 3.499341 3.499141 3.498946 3.498757 3.498574 3.498398 3.498229 3.498068 3.497913 3.497763 3.497615 3.497466 3.497317 3.497166 3.497017 3.496877 3.496757 3.496668 3.496610 3.496585	1.102000 1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.314434 2.226058 2.006750 1.748297 1.488367 1.240262 1.017254 0.832596 0.699530 0.631299 0.641170 0.742453 0.941659 1.215709 1.528579 1.844428 2.150434 2.440077 2.706823 2.944128 3.145438 3.304201 3.413868 3.467899 3.463984 3.417568 3.350812 3.284389 3.223953 3.171181 3.127748 3.095329 3.075601 3.070240 3.080923 3.109331 3.155719 3.214402 3.277623 3.338352 3.394802 3.446552 3.493184 3.534278 3.569415 3.598177 3.620144 3.634899 3.642520 3.645139 3.645567 3.646309 3.648016 3.650857 3.655000 3.660613 3.667867 3.676929 3.687969 3.701155 3.716406 3.732604 3.748306 3.762238 3.774075 3.783738 3.791149 3.796227 3.798893 3.799069 3.796675 3.791633 3.784105 3.775248 3.766526 3.759225 3.753709 3.750104 3.748536 3.749131 3.752016 3.757317 3.765159 3.775671 3.788743 3.803316 3.818042 3.831749 3.844161 3.855231 3.864912 3.873156 3.879917 3.885147 3.888799 3.890827 3.891383 3.891439 3.892209 3.894749 3.899340 3.906069 3.9150 22 3.926283 3.939939 3.956075 3.974777 3.996131 4.019909 4.044603 4.068335 4.089478 4.107620 4.122660 4.134496 4.143026 4.148148 4.149761 4.147763 4.142054 4.132866 4.121791 4.110814 4.101642 4.094685 4.090021 4.087731 4.087894 4.090589 4.095897 4.103897 4.114669 4.128031 4.142739 4.157249 4.170233 4.181383 4.190649 4.197979 4.203324 4.206633 4.207857 4.206944 4.203844 4.198599 4.191618 4.183417 4.174433 4.164746 4.154349 4.143234 4.131391 4.118812 4.105489 4.091414 4.076579 4.061044 4.045155 4.029336 4.013951 3.999091 3.984777 3.971031 3.957873 3.945324 3.933407 3.922143 3.911552 3.901616 3.892150 3.882927 3.873752 3.864591 3.855449 3.846330 3.837241 3.828186 3.819170 3.810199 3.801278 3.792412 3.783607 3.774867 3.766197 3.757604 3.749091 3.740665 3.732330 3.724092 3.715955 3.707926 3.700008 3.692208 3.684530 3.676980 3.669564 3.662285 3.655149 3.648163 3.641329 3.634655 3.628144 3.621801 3.615632 3.609643 3.603839 3.598225 3.592809 3.587594 3.582588 3.577793 3.573214 3.568851 3.564707 3.560788 3.557097 3.5 53643 3.550439 3.547504 3.544853 3.542493 3.540430 3.538662 3.537157 3.535874 3.534778 3.533866 3.533140 3.532594 3.532175 3.531819 3.531472 3.531123 3.530771 3.530418 3.530064 3.529707 3.529349 3.528989 3.528628 3.528266 3.527902 3.527537 3.527170 3.526803 3.526434 3.526065 3.525694 3.525323 3.524951 3.524578 3.524205 3.523831 3.523457 3.523082 3.522707 3.522332 3.521956 3.521581 3.521205 3.520830 3.520454 3.520079 3.519704 3.519329 3.518955 3.518581 3.518208 3.517835 3.517463 3.517092 3.516721 3.516352 3.515983 3.515616 3.515250 3.514884 3.514521 3.514158 3.513797 3.513437 3.513079 3.512723 3.512368 3.512015 3.511664 3.511315 3.510967 3.510622 3.510279 3.509938 3.509600 3.509264 3.508930 3.508599 3.508270 3.507944 3.507621 3.507300 3.506983 3.506668 3.506356 3.506048 3.505742 3.505440 3.505141 3.504845 3.504553 3.504264 3.503979 3.503698 3.503420 3.503146 3.502876 3.502610 3.502348 3.502090 3.501836 3.501587 3.501341 3.501101 3.500864 3.500633 3.500406 3.500183 3.499966 3.499753 3.499545 3.499341 3.499141 3.498946 3.498757 3.498574 3.498398 3.498229 3.498068 3.497913 3.497763 3.497615 3.497466 3.497317 3.497166 3.497017 3.496877 3.496757 3.496668 3.496610 3.496585

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.448	0.881	1.102	1.336	1.526	1.636	1.687	1.734	1.781	1.823	1.867	1.915	1.543	1.905	2.214	2.456	2.645	2.794	2.903	2.997	3.078	3.158	3.223	3.283	3.331	3.364	3.424	3.447

Preferred Term Securities XXVI, Class A1

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$994,752,062.02
Latest update:	Mar 23, 2009
Gross WAC:	5.0273
WA Amort Term:	326
Settle:	Apr 23,2009
Orig Deal Bal:	$1,009,250,000.00
Orig Collat Bal:	$964,200,000.00
Closed:	Jun 21,2007
WA Rem Term:	325
Cur Collat Bal:	$964,200,000.00
Next Pay:	Jun 22,2009
First Pay:	Sep 22,2007

Tranche Information

Tranche	A1
CUSIP	74042QAA5
Coupon	1.6200
Type	SEN_FLT
Orig Balance	530,250,000.00
Cur Balance	518,813,910.93
Capitalizes Defrd Int	No
Factor	0.9784
Orig Moody’s	Aaa
Curr Moody’s	Aaa
Orig S&P	AAA
Orig Fitch	AAA
Curr Fitch	AAA
Accrual Date	03/23/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	0.00
Accum CoupCap Shortfall	0.00
Float Formula	LIBOR_3MO + 0.30
Stated Mat	09/22/2037
Freq	Quarterly
Business Day	Following
Daycount	Actual/360
Prin Pmt	3,583,765.94
Int Pmt	3,032,210.15

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Yield		Customer Request — 0 CDR	Customer Request — 1 CDR for 5 Years	Customer Request — 2 CDR for 5 Years	Customer Request — 3 CDR for 5 Years	Customer Request — 4 CDR for 5 Years
1.6200	Price	123.6891	124.5801	125.7870	125.1695	123.5227
	WAL	13.8400	14.4100	15.2700	15.0200	14.1300
	WAL for Int Pmts	9.5000	10.0700	10.9500	11.2600	11.0400
	WAL for Princ Pmts	13.8400	14.4100	15.2700	15.0200	14.1300
	Mod Durn	11.7120	12.1090	12.6970	12.5450	11.9490
	Mod Convexity	1.8820	2.0600	2.3400	2.3690	2.2070
	First Princ Pmt Date	39,973.0000	39,973.0000	39,973.0000	39,973.0000	39,973.0000
	First Princ Pmt Period	2.0000	2.0000	2.0000	2.0000	2.0000
	Last Princ Pmt Date	12,754.0000	13,485.0000	13,575.0000	13,667.0000	13,667.0000
	Last Princ Pmt Period	308.0000	332.0000	335.0000	338.0000	338.0000
	Payment Window	Jun09 to Dec34	Jun09 to Dec36	Jun09 to Mar37	Jun09 to Jun37	Jun09 to Jun37
	Principal Window	Jun09 to Dec34	Jun09 to Dec36	Jun09 to Mar37	Jun09 to Jun37	Jun09 to Jun37
	Principal Writedown	0.00 (0.00%)	0.00 (0.00%)	0.00 (0.00%)	0.00 (0.00%)	0.00 (0.00%)
	First Period of Writedown	NA	NA	NA	NA	NA
	Maturity #mos	308.0000	332.0000	335.0000	338.0000	338.0000
	Implied Writedown	0.00 (0.00%)	0.00 (0.00%)	0.00 (0.00%)	0.00 (0.00%)	0.00 (0.00%)
	First Period of Implied Writedown	NA	NA	NA	NA	NA
	Total Collat Loss(Forecasted)	105,400,000.00 (10.93%)	140,401,436.06 (14.56%)	174,016,884.55 (18.05%)	206,287,920.87 (21.39%)	237,255,280.56 (24.61%)
	Total Collat Loss w/ History(Forecasted)	105,400,000.00 (10.93%)	140,401,436.06 (14.56%)	174,016,884.55 (18.05%)	206,287,920.87 (21.39%)	237,255,280.56 (24.61%)
	Total Collat Liquidation by Group(Forecasted)	124,000,000.00 (12.86%)	165,178,160.07 (17.13%)	204,725,746.53 (21.23%)	242,691,671.61 (25.17%)	279,123,859.48 (28.95%)
	Accum Int Shortfall	0.0000	0.0000	0.0000	0.0000	0.0000
	Scenario Name	Customer Request — 0 CDR	Customer Request — 1 CDR for 5 Years	Customer Request — 2 CDR for 5 Years	Customer Request — 3 CDR for 5 Years	Customer Request — 4 CDR for 5 Years
	Prepay Rate	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR	0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 2 CPR
	Prepay Style	Full stat	Full stat	Full stat	Full stat	Full stat
	YMP	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty
	Prepay Monthly	No	No	No	No	No
	Default Rate	0 CDR	1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 0 CDR	2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 0 CDR	3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 0 CDR	4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 0 CDR
	Default Severity	85.0000	85.0000	85.0000	85.0000	85.0000
	Servicer Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Advance (% of P&I)	0.0000	0.0000	0.0000	0.0000	0.0000
	Recovery Lag	24.0000	24.0000	24.0000	24.0000	24.0000
	Recovery Time Series	100.0000	100.0000	100.0000	100.0000	100.0000
	Default Monthly	No	No	No	No	No
	Already Defaulted Severity (%)	85.0000	85.0000	85.0000	85.0000	85.0000
	Already Defaulted Lag	24.0000	24.0000	24.0000	24.0000	24.0000
	Already Defaulted Time Series	100.0000	100.0000	100.0000	100.0000	100.0000
	Already Defaulted Advance (%)	0.0000	0.0000	0.0000	0.0000	0.0000
	Already Defaulted Serv Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Opt Redem	N/N	N/N	N/N	N/N	N/N
	LIBOR_3MO	1.101000 1.635729 1.966446 2.192964 2.182267 2.107198 2.097694 2.162505 2.244751 2.333411 2.361331 2.258983 2.021384 1.744069 1.465088 1.198537 0.958479 0.758952 0.613985 0.537605 0.543867 0.646870 0.853505 1.139242 1.465809 1.795124 2.113541 2.414107 2.689850 2.933790 3.138938 3.298302 3.404900 3.451760 3.436495 3.375967 3.294316 3.214065 3.141457 3.078423 3.026892 2.988793 2.966057 2.960615 2.974401 3.009351 3.065691 3.136521 3.212453 3.284968 3.351841 3.412485 3.466319 3.512757 3.551215 3.581111 3.601860 3.612881 3.614287 3.609063 3.601143 3.594036 3.588653 3.585234 3.584016 3.585239 3.589141 3.595961 3.605937 3.619308 3.635951 3.654244 3.672095 3.687654 3.700447 3.710354 3.717255 3.721029 3.721558 3.718721 3.712398 3.702470 3.689125 3.673814 3.658376 3.644428 3.632411 3.622468 3.614738 3.609362 3.606482 3.606238 3.608772 3.614225 3.622583 3.633208 3.645269 3.658054 3.671439 3.685451 3.700117 3.715464 3.731520 3.748311 3.765865 3.784208 3.803281 3.822675 3.841873 3.86043 0 3.878231 3.895245 3.911442 3.926793 3.941267 3.954835 3.967465 3.979129 3.989807 3.999522 4.008311 4.016203 4.023184 4.029230 4.034318 4.038423 4.041524 4.043595 4.044613 4.044554 4.043474 4.041744 4.039830 4.038129 4.036740 4.035679 4.034966 4.034620 4.034659 4.035102 4.035968 4.037276 4.038992 4.040875 4.042624 4.043981 4.044887 4.045336 4.045321 4.044836 4.043873 4.042426 4.040487 4.038050 4.035128 4.031810 4.028208 4.024419 4.020462 4.016339 4.012054 4.007607 4.003001 3.998237 3.993318 3.988245 3.982998 3.977467 3.971516 3.965029 3.957975 3.950347 3.942138 3.933340 3.923945 3.913947 3.903338 3.892110 3.880291 3.868054 3.855611 3.843144 3.830695 3.818269 3.805874 3.793517 3.781204 3.768941 3.756735 3.744593 3.732521 3.720526 3.708615 3.696794 3.685069 3.673448 3.661936 3.650542 3.639270 3.628128 3.617123 3.606260 3.595548 3.584991 3.574597 3.564372 3.554322 3.544454 3.534776 3.525293 3.516013 3.506944 3.498091 3.489462 3.481063 3.472899 3.464973 3.457291 3.449858 3.442682 3.435770 3.429136 3.422795 3.41 6761 3.411043 3.405648 3.400577 3.395809 3.391318 3.387081 3.383097 3.379373 3.375935 3.372894 3.370387 3.368528 3.367353 3.366871 3.367055 3.367715 3.368618 3.369566 3.370520 3.371479 3.372443 3.373412 3.374386 3.375365 3.376348 3.377335 3.378326 3.379321 3.380320 3.381321 3.382326 3.383334 3.384344 3.385358 3.386373 3.387391 3.388410 3.389431 3.390454 3.391478 3.392503 3.393529 3.394556 3.395583 3.396611 3.397639 3.398666 3.399694 3.400720 3.401747 3.402772 3.403796 3.404819 3.405840 3.406859 3.407877 3.408893 3.409906 3.410916 3.411924 3.412929 3.413931 3.414930 3.415925 3.416916 3.417903 3.418887 3.419865 3.420840 3.421809 3.422774 3.423733 3.424687 3.425636 3.426578 3.427515 3.428446 3.429370 3.430287 3.431198 3.432102 3.432999 3.433888 3.434770 3.435644 3.436510 3.437367 3.438217 3.439057 3.439889 3.440712 3.441526 3.442330 3.443125 3.443910 3.444685 3.445449 3.446203 3.446947 3.447679 3.448401 3.449112 3.449811 3.450499 3.451174 3.451838 3.452489 3.453128 3.453754 3.454366 3.454965 3.455552 3.456125 3 .456686 3.457234 3.457769 3.458291 3.458797 3.459287 3.459757 3.460208 3.460639 3.461051 3.461450 3.461843 3.462235 3.462629 3.463022 3.463412 3.463776 3.464086 3.464319 3.464470 3.464538	1.101000 1.635729 1.966446 2.192964 2.182267 2.107198 2.097694 2.162505 2.244751 2.333411 2.361331 2.258983 2.021384 1.744069 1.465088 1.198537 0.958479 0.758952 0.613985 0.537605 0.543867 0.646870 0.853505 1.139242 1.465809 1.795124 2.113541 2.414107 2.689850 2.933790 3.138938 3.298302 3.404900 3.451760 3.436495 3.375967 3.294316 3.214065 3.141457 3.078423 3.026892 2.988793 2.966057 2.960615 2.974401 3.009351 3.065691 3.136521 3.212453 3.284968 3.351841 3.412485 3.466319 3.512757 3.551215 3.581111 3.601860 3.612881 3.614287 3.609063 3.601143 3.594036 3.588653 3.585234 3.584016 3.585239 3.589141 3.595961 3.605937 3.619308 3.635951 3.654244 3.672095 3.687654 3.700447 3.710354 3.717255 3.721029 3.721558 3.718721 3.712398 3.702470 3.689125 3.673814 3.658376 3.644428 3.632411 3.622468 3.614738 3.609362 3.606482 3.606238 3.608772 3.614225 3.622583 3.633208 3.645269 3.658054 3.671439 3.685451 3.700117 3.715464 3.731520 3.748311 3.765865 3.784208 3.803281 3.822675 3.841873 3.86043 0 3.878231 3.895245 3.911442 3.926793 3.941267 3.954835 3.967465 3.979129 3.989807 3.999522 4.008311 4.016203 4.023184 4.029230 4.034318 4.038423 4.041524 4.043595 4.044613 4.044554 4.043474 4.041744 4.039830 4.038129 4.036740 4.035679 4.034966 4.034620 4.034659 4.035102 4.035968 4.037276 4.038992 4.040875 4.042624 4.043981 4.044887 4.045336 4.045321 4.044836 4.043873 4.042426 4.040487 4.038050 4.035128 4.031810 4.028208 4.024419 4.020462 4.016339 4.012054 4.007607 4.003001 3.998237 3.993318 3.988245 3.982998 3.977467 3.971516 3.965029 3.957975 3.950347 3.942138 3.933340 3.923945 3.913947 3.903338 3.892110 3.880291 3.868054 3.855611 3.843144 3.830695 3.818269 3.805874 3.793517 3.781204 3.768941 3.756735 3.744593 3.732521 3.720526 3.708615 3.696794 3.685069 3.673448 3.661936 3.650542 3.639270 3.628128 3.617123 3.606260 3.595548 3.584991 3.574597 3.564372 3.554322 3.544454 3.534776 3.525293 3.516013 3.506944 3.498091 3.489462 3.481063 3.472899 3.464973 3.457291 3.449858 3.442682 3.435770 3.429136 3.422795 3.41 6761 3.411043 3.405648 3.400577 3.395809 3.391318 3.387081 3.383097 3.379373 3.375935 3.372894 3.370387 3.368528 3.367353 3.366871 3.367055 3.367715 3.368618 3.369566 3.370520 3.371479 3.372443 3.373412 3.374386 3.375365 3.376348 3.377335 3.378326 3.379321 3.380320 3.381321 3.382326 3.383334 3.384344 3.385358 3.386373 3.387391 3.388410 3.389431 3.390454 3.391478 3.392503 3.393529 3.394556 3.395583 3.396611 3.397639 3.398666 3.399694 3.400720 3.401747 3.402772 3.403796 3.404819 3.405840 3.406859 3.407877 3.408893 3.409906 3.410916 3.411924 3.412929 3.413931 3.414930 3.415925 3.416916 3.417903 3.418887 3.419865 3.420840 3.421809 3.422774 3.423733 3.424687 3.425636 3.426578 3.427515 3.428446 3.429370 3.430287 3.431198 3.432102 3.432999 3.433888 3.434770 3.435644 3.436510 3.437367 3.438217 3.439057 3.439889 3.440712 3.441526 3.442330 3.443125 3.443910 3.444685 3.445449 3.446203 3.446947 3.447679 3.448401 3.449112 3.449811 3.450499 3.451174 3.451838 3.452489 3.453128 3.453754 3.454366 3.454965 3.455552 3.456125 3 .456686 3.457234 3.457769 3.458291 3.458797 3.459287 3.459757 3.460208 3.460639 3.461051 3.461450 3.461843 3.462235 3.462629 3.463022 3.463412 3.463776 3.464086 3.464319 3.464470 3.464538	1.101000 1.635729 1.966446 2.192964 2.182267 2.107198 2.097694 2.162505 2.244751 2.333411 2.361331 2.258983 2.021384 1.744069 1.465088 1.198537 0.958479 0.758952 0.613985 0.537605 0.543867 0.646870 0.853505 1.139242 1.465809 1.795124 2.113541 2.414107 2.689850 2.933790 3.138938 3.298302 3.404900 3.451760 3.436495 3.375967 3.294316 3.214065 3.141457 3.078423 3.026892 2.988793 2.966057 2.960615 2.974401 3.009351 3.065691 3.136521 3.212453 3.284968 3.351841 3.412485 3.466319 3.512757 3.551215 3.581111 3.601860 3.612881 3.614287 3.609063 3.601143 3.594036 3.588653 3.585234 3.584016 3.585239 3.589141 3.595961 3.605937 3.619308 3.635951 3.654244 3.672095 3.687654 3.700447 3.710354 3.717255 3.721029 3.721558 3.718721 3.712398 3.702470 3.689125 3.673814 3.658376 3.644428 3.632411 3.622468 3.614738 3.609362 3.606482 3.606238 3.608772 3.614225 3.622583 3.633208 3.645269 3.658054 3.671439 3.685451 3.700117 3.715464 3.731520 3.748311 3.765865 3.784208 3.803281 3.822675 3.841873 3.86043 0 3.878231 3.895245 3.911442 3.926793 3.941267 3.954835 3.967465 3.979129 3.989807 3.999522 4.008311 4.016203 4.023184 4.029230 4.034318 4.038423 4.041524 4.043595 4.044613 4.044554 4.043474 4.041744 4.039830 4.038129 4.036740 4.035679 4.034966 4.034620 4.034659 4.035102 4.035968 4.037276 4.038992 4.040875 4.042624 4.043981 4.044887 4.045336 4.045321 4.044836 4.043873 4.042426 4.040487 4.038050 4.035128 4.031810 4.028208 4.024419 4.020462 4.016339 4.012054 4.007607 4.003001 3.998237 3.993318 3.988245 3.982998 3.977467 3.971516 3.965029 3.957975 3.950347 3.942138 3.933340 3.923945 3.913947 3.903338 3.892110 3.880291 3.868054 3.855611 3.843144 3.830695 3.818269 3.805874 3.793517 3.781204 3.768941 3.756735 3.744593 3.732521 3.720526 3.708615 3.696794 3.685069 3.673448 3.661936 3.650542 3.639270 3.628128 3.617123 3.606260 3.595548 3.584991 3.574597 3.564372 3.554322 3.544454 3.534776 3.525293 3.516013 3.506944 3.498091 3.489462 3.481063 3.472899 3.464973 3.457291 3.449858 3.442682 3.435770 3.429136 3.422795 3.41 6761 3.411043 3.405648 3.400577 3.395809 3.391318 3.387081 3.383097 3.379373 3.375935 3.372894 3.370387 3.368528 3.367353 3.366871 3.367055 3.367715 3.368618 3.369566 3.370520 3.371479 3.372443 3.373412 3.374386 3.375365 3.376348 3.377335 3.378326 3.379321 3.380320 3.381321 3.382326 3.383334 3.384344 3.385358 3.386373 3.387391 3.388410 3.389431 3.390454 3.391478 3.392503 3.393529 3.394556 3.395583 3.396611 3.397639 3.398666 3.399694 3.400720 3.401747 3.402772 3.403796 3.404819 3.405840 3.406859 3.407877 3.408893 3.409906 3.410916 3.411924 3.412929 3.413931 3.414930 3.415925 3.416916 3.417903 3.418887 3.419865 3.420840 3.421809 3.422774 3.423733 3.424687 3.425636 3.426578 3.427515 3.428446 3.429370 3.430287 3.431198 3.432102 3.432999 3.433888 3.434770 3.435644 3.436510 3.437367 3.438217 3.439057 3.439889 3.440712 3.441526 3.442330 3.443125 3.443910 3.444685 3.445449 3.446203 3.446947 3.447679 3.448401 3.449112 3.449811 3.450499 3.451174 3.451838 3.452489 3.453128 3.453754 3.454366 3.454965 3.455552 3.456125 3 .456686 3.457234 3.457769 3.458291 3.458797 3.459287 3.459757 3.460208 3.460639 3.461051 3.461450 3.461843 3.462235 3.462629 3.463022 3.463412 3.463776 3.464086 3.464319 3.464470 3.464538	1.101000 1.635729 1.966446 2.192964 2.182267 2.107198 2.097694 2.162505 2.244751 2.333411 2.361331 2.258983 2.021384 1.744069 1.465088 1.198537 0.958479 0.758952 0.613985 0.537605 0.543867 0.646870 0.853505 1.139242 1.465809 1.795124 2.113541 2.414107 2.689850 2.933790 3.138938 3.298302 3.404900 3.451760 3.436495 3.375967 3.294316 3.214065 3.141457 3.078423 3.026892 2.988793 2.966057 2.960615 2.974401 3.009351 3.065691 3.136521 3.212453 3.284968 3.351841 3.412485 3.466319 3.512757 3.551215 3.581111 3.601860 3.612881 3.614287 3.609063 3.601143 3.594036 3.588653 3.585234 3.584016 3.585239 3.589141 3.595961 3.605937 3.619308 3.635951 3.654244 3.672095 3.687654 3.700447 3.710354 3.717255 3.721029 3.721558 3.718721 3.712398 3.702470 3.689125 3.673814 3.658376 3.644428 3.632411 3.622468 3.614738 3.609362 3.606482 3.606238 3.608772 3.614225 3.622583 3.633208 3.645269 3.658054 3.671439 3.685451 3.700117 3.715464 3.731520 3.748311 3.765865 3.784208 3.803281 3.822675 3.841873 3.86043 0 3.878231 3.895245 3.911442 3.926793 3.941267 3.954835 3.967465 3.979129 3.989807 3.999522 4.008311 4.016203 4.023184 4.029230 4.034318 4.038423 4.041524 4.043595 4.044613 4.044554 4.043474 4.041744 4.039830 4.038129 4.036740 4.035679 4.034966 4.034620 4.034659 4.035102 4.035968 4.037276 4.038992 4.040875 4.042624 4.043981 4.044887 4.045336 4.045321 4.044836 4.043873 4.042426 4.040487 4.038050 4.035128 4.031810 4.028208 4.024419 4.020462 4.016339 4.012054 4.007607 4.003001 3.998237 3.993318 3.988245 3.982998 3.977467 3.971516 3.965029 3.957975 3.950347 3.942138 3.933340 3.923945 3.913947 3.903338 3.892110 3.880291 3.868054 3.855611 3.843144 3.830695 3.818269 3.805874 3.793517 3.781204 3.768941 3.756735 3.744593 3.732521 3.720526 3.708615 3.696794 3.685069 3.673448 3.661936 3.650542 3.639270 3.628128 3.617123 3.606260 3.595548 3.584991 3.574597 3.564372 3.554322 3.544454 3.534776 3.525293 3.516013 3.506944 3.498091 3.489462 3.481063 3.472899 3.464973 3.457291 3.449858 3.442682 3.435770 3.429136 3.422795 3.41 6761 3.411043 3.405648 3.400577 3.395809 3.391318 3.387081 3.383097 3.379373 3.375935 3.372894 3.370387 3.368528 3.367353 3.366871 3.367055 3.367715 3.368618 3.369566 3.370520 3.371479 3.372443 3.373412 3.374386 3.375365 3.376348 3.377335 3.378326 3.379321 3.380320 3.381321 3.382326 3.383334 3.384344 3.385358 3.386373 3.387391 3.388410 3.389431 3.390454 3.391478 3.392503 3.393529 3.394556 3.395583 3.396611 3.397639 3.398666 3.399694 3.400720 3.401747 3.402772 3.403796 3.404819 3.405840 3.406859 3.407877 3.408893 3.409906 3.410916 3.411924 3.412929 3.413931 3.414930 3.415925 3.416916 3.417903 3.418887 3.419865 3.420840 3.421809 3.422774 3.423733 3.424687 3.425636 3.426578 3.427515 3.428446 3.429370 3.430287 3.431198 3.432102 3.432999 3.433888 3.434770 3.435644 3.436510 3.437367 3.438217 3.439057 3.439889 3.440712 3.441526 3.442330 3.443125 3.443910 3.444685 3.445449 3.446203 3.446947 3.447679 3.448401 3.449112 3.449811 3.450499 3.451174 3.451838 3.452489 3.453128 3.453754 3.454366 3.454965 3.455552 3.456125 3 .456686 3.457234 3.457769 3.458291 3.458797 3.459287 3.459757 3.460208 3.460639 3.461051 3.461450 3.461843 3.462235 3.462629 3.463022 3.463412 3.463776 3.464086 3.464319 3.464470 3.464538	1.101000 1.635729 1.966446 2.192964 2.182267 2.107198 2.097694 2.162505 2.244751 2.333411 2.361331 2.258983 2.021384 1.744069 1.465088 1.198537 0.958479 0.758952 0.613985 0.537605 0.543867 0.646870 0.853505 1.139242 1.465809 1.795124 2.113541 2.414107 2.689850 2.933790 3.138938 3.298302 3.404900 3.451760 3.436495 3.375967 3.294316 3.214065 3.141457 3.078423 3.026892 2.988793 2.966057 2.960615 2.974401 3.009351 3.065691 3.136521 3.212453 3.284968 3.351841 3.412485 3.466319 3.512757 3.551215 3.581111 3.601860 3.612881 3.614287 3.609063 3.601143 3.594036 3.588653 3.585234 3.584016 3.585239 3.589141 3.595961 3.605937 3.619308 3.635951 3.654244 3.672095 3.687654 3.700447 3.710354 3.717255 3.721029 3.721558 3.718721 3.712398 3.702470 3.689125 3.673814 3.658376 3.644428 3.632411 3.622468 3.614738 3.609362 3.606482 3.606238 3.608772 3.614225 3.622583 3.633208 3.645269 3.658054 3.671439 3.685451 3.700117 3.715464 3.731520 3.748311 3.765865 3.784208 3.803281 3.822675 3.841873 3.86043 0 3.878231 3.895245 3.911442 3.926793 3.941267 3.954835 3.967465 3.979129 3.989807 3.999522 4.008311 4.016203 4.023184 4.029230 4.034318 4.038423 4.041524 4.043595 4.044613 4.044554 4.043474 4.041744 4.039830 4.038129 4.036740 4.035679 4.034966 4.034620 4.034659 4.035102 4.035968 4.037276 4.038992 4.040875 4.042624 4.043981 4.044887 4.045336 4.045321 4.044836 4.043873 4.042426 4.040487 4.038050 4.035128 4.031810 4.028208 4.024419 4.020462 4.016339 4.012054 4.007607 4.003001 3.998237 3.993318 3.988245 3.982998 3.977467 3.971516 3.965029 3.957975 3.950347 3.942138 3.933340 3.923945 3.913947 3.903338 3.892110 3.880291 3.868054 3.855611 3.843144 3.830695 3.818269 3.805874 3.793517 3.781204 3.768941 3.756735 3.744593 3.732521 3.720526 3.708615 3.696794 3.685069 3.673448 3.661936 3.650542 3.639270 3.628128 3.617123 3.606260 3.595548 3.584991 3.574597 3.564372 3.554322 3.544454 3.534776 3.525293 3.516013 3.506944 3.498091 3.489462 3.481063 3.472899 3.464973 3.457291 3.449858 3.442682 3.435770 3.429136 3.422795 3.41 6761 3.411043 3.405648 3.400577 3.395809 3.391318 3.387081 3.383097 3.379373 3.375935 3.372894 3.370387 3.368528 3.367353 3.366871 3.367055 3.367715 3.368618 3.369566 3.370520 3.371479 3.372443 3.373412 3.374386 3.375365 3.376348 3.377335 3.378326 3.379321 3.380320 3.381321 3.382326 3.383334 3.384344 3.385358 3.386373 3.387391 3.388410 3.389431 3.390454 3.391478 3.392503 3.393529 3.394556 3.395583 3.396611 3.397639 3.398666 3.399694 3.400720 3.401747 3.402772 3.403796 3.404819 3.405840 3.406859 3.407877 3.408893 3.409906 3.410916 3.411924 3.412929 3.413931 3.414930 3.415925 3.416916 3.417903 3.418887 3.419865 3.420840 3.421809 3.422774 3.423733 3.424687 3.425636 3.426578 3.427515 3.428446 3.429370 3.430287 3.431198 3.432102 3.432999 3.433888 3.434770 3.435644 3.436510 3.437367 3.438217 3.439057 3.439889 3.440712 3.441526 3.442330 3.443125 3.443910 3.444685 3.445449 3.446203 3.446947 3.447679 3.448401 3.449112 3.449811 3.450499 3.451174 3.451838 3.452489 3.453128 3.453754 3.454366 3.454965 3.455552 3.456125 3 .456686 3.457234 3.457769 3.458291 3.458797 3.459287 3.459757 3.460208 3.460639 3.461051 3.461450 3.461843 3.462235 3.462629 3.463022 3.463412 3.463776 3.464086 3.464319 3.464470 3.464538

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.443	0.881	1.101	1.338	1.534	1.650	1.704	1.754	1.805	1.848	1.895	1.945	1.532	1.888	2.180	2.422	2.606	2.750	2.849	2.934	3.019	3.097	3.162	3.217	3.262	3.297	3.350	3.369

I-Preferred Term Securities III, Class B2

Deal Information

Deal Type:	CDO
Cur Deal Bal:	$371,505,951.36
Update:	Jan 29, 2009
Gross WAC:	5.2686
WA Amort Term:	299
Settle:	Apr 22,2009
Orig Deal Bal:	$520,590,000.00
Orig Collat Bal:	$503,000,000.00
Closed:	Oct 29,2003
WA Rem Term:	299
Cur Collat Bal:	$364,000,000.00
Next Pay:	May 05,2009
First Pay:	Feb 05,2004

Tranche Information

Tranche	B2
CUSIP	44984SAD8
Coupon	3.0844
Type	MEZ_FIX_FLT
Orig Balance	27,690,000.00
Cur Balance	27,690,000.00
Capitalizes Defrd Int	Yes
Factor	1.0000
Curr Moody’s	B2
Orig S&P	A-
Orig Fitch	A-
Curr Fitch	BB
Orig AM Best	A-
Accrual Date	02/05/2009
Implied Writedown	Yes
Accum Writedown	0.00
Accum Unrealized Writedown	0.00
Accum Int Shortfall	0.00
Accum CoupCap Shortfall	0.00
Floater Index	LIBOR 3MO
Floater Spread	1.9000
Stated Mat	11/05/2033
Freq	Quarterly
Business Day	None
Daycount	30/360

Price/Yield

Collateral Mode:	Seasoned-all assets
Given: Disc Margin		0 for 60 2 CPR, 0 CDR,15%Rec,Adv0%P&I,24	0 for 60 2 CPR, 1 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 2 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 3 for 60 0 CDR,15%Rec,Ad...	0 for 60 2 CPR, 4 for 60 0 CDR,15%Rec,Ad...
190	Disc Margin	190.00	190.00	190.00	190.00	190.00
	Price	100.76	100.76	100.75	100.76	100.78
	Yield @ Center	5.32	5.32	5.32	5.32	5.32
	WAL	22.18	22.07	21.63	22.13	22.69
	Mod Durn	13.11	13.07	12.92	13.08	13.26
	Mod Convexity	2.35	2.33	2.27	2.34	2.42
	Principal Window	Aug26 to Nov33	Feb26 to Nov33	May25 to Nov33	Aug25 to Nov33	May26 to Nov33
	Principal Writedown	0.00(0.00%)	0.00(0.00%)	0.00(0.00%)	0.00(0.00%)	0.00(0.00%)
	Maturity #mos	295	295	295	295	295
	Total Collat Loss(Settled)	17,000,000.00 (4.67%)	31,330,509.41 (8.61%)	45,093,559.02 (12.39%)	58,306,170.89 (16.02%)	70,985,023.22 (19.50%)
	Total Collat Loss w/ History(Settled)	17,000,000.00 (3.38%)	31,330,509.41 (6.23%)	45,093,559.02 (8.96%)	58,306,170.89 (11.59%)	70,985,023.22 (14.11%)
	Total Collat Liquidation(Settled)	20,000,000.00 (5.49%)	36,859,422.83 (10.13%)	53,051,245.90 (14.57%)	68,595,495.16 (18.84%)	83,511,792.03 (22.94%)
	Accum Int Shortfall	0	0	0	0	0
	Accum Coup Cap Shortfall	NA	NA	NA	NA	NA
	Min Credit Support Pct	NA	NA	NA	NA	NA
	Yld Crv Shock	0	0	0	0	0
	Prepay Rate	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR	0 for 60 2 CPR
	Prepay Style	Full stat	Full stat	Full stat	Full stat	Full stat
	YMP	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty	Incl pnlty
	Prepay Monthly	No	No	No	No	No
	Default Rate	0 CDR	1 for 60 0 CDR	2 for 60 0 CDR	3 for 60 0 CDR	4 for 60 0 CDR
	Default Recovery	15	15	15	15	15
	Servicer Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Advance (% of P&I)	0	0	0	0	0
	Recovery Lag	24	24	24	24	24
	Recovery Time Series	100	100	100	100	100
	Liquidation Time Series	0	0	0	0	0
	Rate During Init Recov Lag	0	0	0	0	0
	Severity During Init Recov Lag	0	0	0	0	0
	Default Monthly	No	No	No	No	No
	Already Defaulted Recovery (%)	0	0	0	0	0
	Already Defaulted Lag	0	0	0	0	0
	Already Defaulted Time Series	100	100	100	100	100
	Already Defaulted Liq Time Series	0	0	0	0	0
	Already Defaulted Advance (%)	0	0	0	0	0
	Already Defaulted Serv Advance	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd	All but newly liqdtd
	Use Asset-level	TRUE	TRUE	TRUE	TRUE	TRUE
	LIBOR_3MO	1.102000 1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.315582 2.229919 2.014938 1.761262 1.506068 1.262463 1.043527 0.862319 0.731888 0.665287 0.675590 0.775910 0.972669 1.243134 1.551828 1.863452 2.165383 2.451205 2.714488 2.948792 3.147670 3.304674 3.413357 3.467288 3.464193 3.419288 3.354401 3.289892 3.231336 3.180388 3.138702 3.107933 3.089736 3.085767 3.097682 3.127140 3.174378 3.233695 3.297326 3.358227 3.414592 3.465983 3.511961 3.552089 3.585928 3.613041 3.632990 3.645338 3.650179 3.649807 3.647238 3.645166 3.644296 3.644820 3.646928 3.650811 3.656661 3.664668 3.675024 3.687920 3.703277 3.719911 3.736285 3.751045 3.763854 3.774636 3.783318 3.789824 3.794081 3.796013 3.795546 3.792606 3.787344 3.780840 3.774457 3.769396 3.765996 3.764373 3.764645 3.766929 3.771341 3.778000 3.787022 3.798525 3.812408 3.827675 3.843064 3.857478 3.870656 3.882554 3.893126 3.902327 3.910112 3.916435 3.921252 3.924517 3.926360 3.927626 3.92936 9 3.932508 3.937285 3.943772 3.952038 3.962155 3.974193 3.988223 4.004316 4.022542 4.042711 4.063568 4.083546 4.101292 4.116461 4.128968 4.138728 4.145657 4.149667 4.150676 4.148596 4.143344 4.135136 4.125417 4.115982 4.108380 4.102986 4.099879 4.099137 4.100839 4.105062 4.111886 4.121388 4.133648 4.148463 4.164489 4.180060 4.193744 4.205200 4.214369 4.221188 4.225597 4.227533 4.226937 4.223747 4.217901 4.209474 4.199088 4.187521 4.175433 4.162960 4.150102 4.136860 4.123236 4.109229 4.094841 4.080073 4.064926 4.049448 4.033883 4.018529 4.003641 3.989290 3.975496 3.962280 3.949664 3.937668 3.926315 3.915625 3.905619 3.896278 3.887416 3.878798 3.870230 3.861674 3.853136 3.844620 3.836132 3.827676 3.819258 3.810882 3.802553 3.794276 3.786056 3.777897 3.769806 3.761786 3.753843 3.745982 3.738206 3.730522 3.722934 3.715447 3.708066 3.700795 3.693641 3.686607 3.679699 3.672921 3.666280 3.659779 3.653423 3.647216 3.641163 3.635269 3.629539 3.623977 3.618590 3.613386 3.608370 3.603547 3.598924 3.594503 3.590284 3.58 6264 3.582441 3.578820 3.575405 3.572205 3.569247 3.566566 3.564188 3.562126 3.560385 3.558953 3.557748 3.556668 3.555626 3.554606 3.553607 3.552630 3.551667 3.550708 3.549746 3.548779 3.547808 3.546832 3.545853 3.544869 3.543882 3.542891 3.541897 3.540899 3.539898 3.538895 3.537888 3.536879 3.535868 3.534854 3.533838 3.532820 3.531801 3.530780 3.529757 3.528733 3.527708 3.526683 3.525656 3.524629 3.523601 3.522573 3.521545 3.520518 3.519490 3.518463 3.517436 3.516411 3.515386 3.514362 3.513339 3.512318 3.511299 3.510281 3.509265 3.508252 3.507240 3.506231 3.505225 3.504221 3.503221 3.502223 3.501229 3.500238 3.499251 3.498267 3.497288 3.496313 3.495342 3.494375 3.493413 3.492456 3.491504 3.490557 3.489615 3.488679 3.487748 3.486823 3.485904 3.484991 3.484085 3.483185 3.482292 3.481405 3.480526 3.479653 3.478788 3.477931 3.477081 3.476238 3.475404 3.474578 3.473761 3.472952 3.472151 3.471360 3.470577 3.469803 3.469039 3.468284 3.467539 3.466803 3.466078 3.465363 3.464658 3.463965 3.463283 3.462612 3.461952 3 .461302 3.460661 3.460030 3.459409 3.458798 3.458201 3.457619 3.457057 3.456515 3.455993 3.455490 3.454995 3.454498 3.453988 3.453463 3.452923 3.452375 3.451858 3.451415 3.451086 3.450879 3.450796	1.102000 1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.315582 2.229919 2.014938 1.761262 1.506068 1.262463 1.043527 0.862319 0.731888 0.665287 0.675590 0.775910 0.972669 1.243134 1.551828 1.863452 2.165383 2.451205 2.714488 2.948792 3.147670 3.304674 3.413357 3.467288 3.464193 3.419288 3.354401 3.289892 3.231336 3.180388 3.138702 3.107933 3.089736 3.085767 3.097682 3.127140 3.174378 3.233695 3.297326 3.358227 3.414592 3.465983 3.511961 3.552089 3.585928 3.613041 3.632990 3.645338 3.650179 3.649807 3.647238 3.645166 3.644296 3.644820 3.646928 3.650811 3.656661 3.664668 3.675024 3.687920 3.703277 3.719911 3.736285 3.751045 3.763854 3.774636 3.783318 3.789824 3.794081 3.796013 3.795546 3.792606 3.787344 3.780840 3.774457 3.769396 3.765996 3.764373 3.764645 3.766929 3.771341 3.778000 3.787022 3.798525 3.812408 3.827675 3.843064 3.857478 3.870656 3.882554 3.893126 3.902327 3.910112 3.916435 3.921252 3.924517 3.926360 3.927626 3.92936 9 3.932508 3.937285 3.943772 3.952038 3.962155 3.974193 3.988223 4.004316 4.022542 4.042711 4.063568 4.083546 4.101292 4.116461 4.128968 4.138728 4.145657 4.149667 4.150676 4.148596 4.143344 4.135136 4.125417 4.115982 4.108380 4.102986 4.099879 4.099137 4.100839 4.105062 4.111886 4.121388 4.133648 4.148463 4.164489 4.180060 4.193744 4.205200 4.214369 4.221188 4.225597 4.227533 4.226937 4.223747 4.217901 4.209474 4.199088 4.187521 4.175433 4.162960 4.150102 4.136860 4.123236 4.109229 4.094841 4.080073 4.064926 4.049448 4.033883 4.018529 4.003641 3.989290 3.975496 3.962280 3.949664 3.937668 3.926315 3.915625 3.905619 3.896278 3.887416 3.878798 3.870230 3.861674 3.853136 3.844620 3.836132 3.827676 3.819258 3.810882 3.802553 3.794276 3.786056 3.777897 3.769806 3.761786 3.753843 3.745982 3.738206 3.730522 3.722934 3.715447 3.708066 3.700795 3.693641 3.686607 3.679699 3.672921 3.666280 3.659779 3.653423 3.647216 3.641163 3.635269 3.629539 3.623977 3.618590 3.613386 3.608370 3.603547 3.598924 3.594503 3.590284 3.58 6264 3.582441 3.578820 3.575405 3.572205 3.569247 3.566566 3.564188 3.562126 3.560385 3.558953 3.557748 3.556668 3.555626 3.554606 3.553607 3.552630 3.551667 3.550708 3.549746 3.548779 3.547808 3.546832 3.545853 3.544869 3.543882 3.542891 3.541897 3.540899 3.539898 3.538895 3.537888 3.536879 3.535868 3.534854 3.533838 3.532820 3.531801 3.530780 3.529757 3.528733 3.527708 3.526683 3.525656 3.524629 3.523601 3.522573 3.521545 3.520518 3.519490 3.518463 3.517436 3.516411 3.515386 3.514362 3.513339 3.512318 3.511299 3.510281 3.509265 3.508252 3.507240 3.506231 3.505225 3.504221 3.503221 3.502223 3.501229 3.500238 3.499251 3.498267 3.497288 3.496313 3.495342 3.494375 3.493413 3.492456 3.491504 3.490557 3.489615 3.488679 3.487748 3.486823 3.485904 3.484991 3.484085 3.483185 3.482292 3.481405 3.480526 3.479653 3.478788 3.477931 3.477081 3.476238 3.475404 3.474578 3.473761 3.472952 3.472151 3.471360 3.470577 3.469803 3.469039 3.468284 3.467539 3.466803 3.466078 3.465363 3.464658 3.463965 3.463283 3.462612 3.461952 3 .461302 3.460661 3.460030 3.459409 3.458798 3.458201 3.457619 3.457057 3.456515 3.455993 3.455490 3.454995 3.454498 3.453988 3.453463 3.452923 3.452375 3.451858 3.451415 3.451086 3.450879 3.450796	1.102000 1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.315582 2.229919 2.014938 1.761262 1.506068 1.262463 1.043527 0.862319 0.731888 0.665287 0.675590 0.775910 0.972669 1.243134 1.551828 1.863452 2.165383 2.451205 2.714488 2.948792 3.147670 3.304674 3.413357 3.467288 3.464193 3.419288 3.354401 3.289892 3.231336 3.180388 3.138702 3.107933 3.089736 3.085767 3.097682 3.127140 3.174378 3.233695 3.297326 3.358227 3.414592 3.465983 3.511961 3.552089 3.585928 3.613041 3.632990 3.645338 3.650179 3.649807 3.647238 3.645166 3.644296 3.644820 3.646928 3.650811 3.656661 3.664668 3.675024 3.687920 3.703277 3.719911 3.736285 3.751045 3.763854 3.774636 3.783318 3.789824 3.794081 3.796013 3.795546 3.792606 3.787344 3.780840 3.774457 3.769396 3.765996 3.764373 3.764645 3.766929 3.771341 3.778000 3.787022 3.798525 3.812408 3.827675 3.843064 3.857478 3.870656 3.882554 3.893126 3.902327 3.910112 3.916435 3.921252 3.924517 3.926360 3.927626 3.92936 9 3.932508 3.937285 3.943772 3.952038 3.962155 3.974193 3.988223 4.004316 4.022542 4.042711 4.063568 4.083546 4.101292 4.116461 4.128968 4.138728 4.145657 4.149667 4.150676 4.148596 4.143344 4.135136 4.125417 4.115982 4.108380 4.102986 4.099879 4.099137 4.100839 4.105062 4.111886 4.121388 4.133648 4.148463 4.164489 4.180060 4.193744 4.205200 4.214369 4.221188 4.225597 4.227533 4.226937 4.223747 4.217901 4.209474 4.199088 4.187521 4.175433 4.162960 4.150102 4.136860 4.123236 4.109229 4.094841 4.080073 4.064926 4.049448 4.033883 4.018529 4.003641 3.989290 3.975496 3.962280 3.949664 3.937668 3.926315 3.915625 3.905619 3.896278 3.887416 3.878798 3.870230 3.861674 3.853136 3.844620 3.836132 3.827676 3.819258 3.810882 3.802553 3.794276 3.786056 3.777897 3.769806 3.761786 3.753843 3.745982 3.738206 3.730522 3.722934 3.715447 3.708066 3.700795 3.693641 3.686607 3.679699 3.672921 3.666280 3.659779 3.653423 3.647216 3.641163 3.635269 3.629539 3.623977 3.618590 3.613386 3.608370 3.603547 3.598924 3.594503 3.590284 3.58 6264 3.582441 3.578820 3.575405 3.572205 3.569247 3.566566 3.564188 3.562126 3.560385 3.558953 3.557748 3.556668 3.555626 3.554606 3.553607 3.552630 3.551667 3.550708 3.549746 3.548779 3.547808 3.546832 3.545853 3.544869 3.543882 3.542891 3.541897 3.540899 3.539898 3.538895 3.537888 3.536879 3.535868 3.534854 3.533838 3.532820 3.531801 3.530780 3.529757 3.528733 3.527708 3.526683 3.525656 3.524629 3.523601 3.522573 3.521545 3.520518 3.519490 3.518463 3.517436 3.516411 3.515386 3.514362 3.513339 3.512318 3.511299 3.510281 3.509265 3.508252 3.507240 3.506231 3.505225 3.504221 3.503221 3.502223 3.501229 3.500238 3.499251 3.498267 3.497288 3.496313 3.495342 3.494375 3.493413 3.492456 3.491504 3.490557 3.489615 3.488679 3.487748 3.486823 3.485904 3.484991 3.484085 3.483185 3.482292 3.481405 3.480526 3.479653 3.478788 3.477931 3.477081 3.476238 3.475404 3.474578 3.473761 3.472952 3.472151 3.471360 3.470577 3.469803 3.469039 3.468284 3.467539 3.466803 3.466078 3.465363 3.464658 3.463965 3.463283 3.462612 3.461952 3 .461302 3.460661 3.460030 3.459409 3.458798 3.458201 3.457619 3.457057 3.456515 3.455993 3.455490 3.454995 3.454498 3.453988 3.453463 3.452923 3.452375 3.451858 3.451415 3.451086 3.450879 3.450796	1.102000 1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.315582 2.229919 2.014938 1.761262 1.506068 1.262463 1.043527 0.862319 0.731888 0.665287 0.675590 0.775910 0.972669 1.243134 1.551828 1.863452 2.165383 2.451205 2.714488 2.948792 3.147670 3.304674 3.413357 3.467288 3.464193 3.419288 3.354401 3.289892 3.231336 3.180388 3.138702 3.107933 3.089736 3.085767 3.097682 3.127140 3.174378 3.233695 3.297326 3.358227 3.414592 3.465983 3.511961 3.552089 3.585928 3.613041 3.632990 3.645338 3.650179 3.649807 3.647238 3.645166 3.644296 3.644820 3.646928 3.650811 3.656661 3.664668 3.675024 3.687920 3.703277 3.719911 3.736285 3.751045 3.763854 3.774636 3.783318 3.789824 3.794081 3.796013 3.795546 3.792606 3.787344 3.780840 3.774457 3.769396 3.765996 3.764373 3.764645 3.766929 3.771341 3.778000 3.787022 3.798525 3.812408 3.827675 3.843064 3.857478 3.870656 3.882554 3.893126 3.902327 3.910112 3.916435 3.921252 3.924517 3.926360 3.927626 3.92936 9 3.932508 3.937285 3.943772 3.952038 3.962155 3.974193 3.988223 4.004316 4.022542 4.042711 4.063568 4.083546 4.101292 4.116461 4.128968 4.138728 4.145657 4.149667 4.150676 4.148596 4.143344 4.135136 4.125417 4.115982 4.108380 4.102986 4.099879 4.099137 4.100839 4.105062 4.111886 4.121388 4.133648 4.148463 4.164489 4.180060 4.193744 4.205200 4.214369 4.221188 4.225597 4.227533 4.226937 4.223747 4.217901 4.209474 4.199088 4.187521 4.175433 4.162960 4.150102 4.136860 4.123236 4.109229 4.094841 4.080073 4.064926 4.049448 4.033883 4.018529 4.003641 3.989290 3.975496 3.962280 3.949664 3.937668 3.926315 3.915625 3.905619 3.896278 3.887416 3.878798 3.870230 3.861674 3.853136 3.844620 3.836132 3.827676 3.819258 3.810882 3.802553 3.794276 3.786056 3.777897 3.769806 3.761786 3.753843 3.745982 3.738206 3.730522 3.722934 3.715447 3.708066 3.700795 3.693641 3.686607 3.679699 3.672921 3.666280 3.659779 3.653423 3.647216 3.641163 3.635269 3.629539 3.623977 3.618590 3.613386 3.608370 3.603547 3.598924 3.594503 3.590284 3.58 6264 3.582441 3.578820 3.575405 3.572205 3.569247 3.566566 3.564188 3.562126 3.560385 3.558953 3.557748 3.556668 3.555626 3.554606 3.553607 3.552630 3.551667 3.550708 3.549746 3.548779 3.547808 3.546832 3.545853 3.544869 3.543882 3.542891 3.541897 3.540899 3.539898 3.538895 3.537888 3.536879 3.535868 3.534854 3.533838 3.532820 3.531801 3.530780 3.529757 3.528733 3.527708 3.526683 3.525656 3.524629 3.523601 3.522573 3.521545 3.520518 3.519490 3.518463 3.517436 3.516411 3.515386 3.514362 3.513339 3.512318 3.511299 3.510281 3.509265 3.508252 3.507240 3.506231 3.505225 3.504221 3.503221 3.502223 3.501229 3.500238 3.499251 3.498267 3.497288 3.496313 3.495342 3.494375 3.493413 3.492456 3.491504 3.490557 3.489615 3.488679 3.487748 3.486823 3.485904 3.484991 3.484085 3.483185 3.482292 3.481405 3.480526 3.479653 3.478788 3.477931 3.477081 3.476238 3.475404 3.474578 3.473761 3.472952 3.472151 3.471360 3.470577 3.469803 3.469039 3.468284 3.467539 3.466803 3.466078 3.465363 3.464658 3.463965 3.463283 3.462612 3.461952 3 .461302 3.460661 3.460030 3.459409 3.458798 3.458201 3.457619 3.457057 3.456515 3.455993 3.455490 3.454995 3.454498 3.453988 3.453463 3.452923 3.452375 3.451858 3.451415 3.451086 3.450879 3.450796	1.102000 1.102000 1.631391 1.953132 2.164038 2.145446 2.067521 2.054197 2.119476 2.196278 2.286459 2.315582 2.229919 2.014938 1.761262 1.506068 1.262463 1.043527 0.862319 0.731888 0.665287 0.675590 0.775910 0.972669 1.243134 1.551828 1.863452 2.165383 2.451205 2.714488 2.948792 3.147670 3.304674 3.413357 3.467288 3.464193 3.419288 3.354401 3.289892 3.231336 3.180388 3.138702 3.107933 3.089736 3.085767 3.097682 3.127140 3.174378 3.233695 3.297326 3.358227 3.414592 3.465983 3.511961 3.552089 3.585928 3.613041 3.632990 3.645338 3.650179 3.649807 3.647238 3.645166 3.644296 3.644820 3.646928 3.650811 3.656661 3.664668 3.675024 3.687920 3.703277 3.719911 3.736285 3.751045 3.763854 3.774636 3.783318 3.789824 3.794081 3.796013 3.795546 3.792606 3.787344 3.780840 3.774457 3.769396 3.765996 3.764373 3.764645 3.766929 3.771341 3.778000 3.787022 3.798525 3.812408 3.827675 3.843064 3.857478 3.870656 3.882554 3.893126 3.902327 3.910112 3.916435 3.921252 3.924517 3.926360 3.927626 3.92936 9 3.932508 3.937285 3.943772 3.952038 3.962155 3.974193 3.988223 4.004316 4.022542 4.042711 4.063568 4.083546 4.101292 4.116461 4.128968 4.138728 4.145657 4.149667 4.150676 4.148596 4.143344 4.135136 4.125417 4.115982 4.108380 4.102986 4.099879 4.099137 4.100839 4.105062 4.111886 4.121388 4.133648 4.148463 4.164489 4.180060 4.193744 4.205200 4.214369 4.221188 4.225597 4.227533 4.226937 4.223747 4.217901 4.209474 4.199088 4.187521 4.175433 4.162960 4.150102 4.136860 4.123236 4.109229 4.094841 4.080073 4.064926 4.049448 4.033883 4.018529 4.003641 3.989290 3.975496 3.962280 3.949664 3.937668 3.926315 3.915625 3.905619 3.896278 3.887416 3.878798 3.870230 3.861674 3.853136 3.844620 3.836132 3.827676 3.819258 3.810882 3.802553 3.794276 3.786056 3.777897 3.769806 3.761786 3.753843 3.745982 3.738206 3.730522 3.722934 3.715447 3.708066 3.700795 3.693641 3.686607 3.679699 3.672921 3.666280 3.659779 3.653423 3.647216 3.641163 3.635269 3.629539 3.623977 3.618590 3.613386 3.608370 3.603547 3.598924 3.594503 3.590284 3.58 6264 3.582441 3.578820 3.575405 3.572205 3.569247 3.566566 3.564188 3.562126 3.560385 3.558953 3.557748 3.556668 3.555626 3.554606 3.553607 3.552630 3.551667 3.550708 3.549746 3.548779 3.547808 3.546832 3.545853 3.544869 3.543882 3.542891 3.541897 3.540899 3.539898 3.538895 3.537888 3.536879 3.535868 3.534854 3.533838 3.532820 3.531801 3.530780 3.529757 3.528733 3.527708 3.526683 3.525656 3.524629 3.523601 3.522573 3.521545 3.520518 3.519490 3.518463 3.517436 3.516411 3.515386 3.514362 3.513339 3.512318 3.511299 3.510281 3.509265 3.508252 3.507240 3.506231 3.505225 3.504221 3.503221 3.502223 3.501229 3.500238 3.499251 3.498267 3.497288 3.496313 3.495342 3.494375 3.493413 3.492456 3.491504 3.490557 3.489615 3.488679 3.487748 3.486823 3.485904 3.484991 3.484085 3.483185 3.482292 3.481405 3.480526 3.479653 3.478788 3.477931 3.477081 3.476238 3.475404 3.474578 3.473761 3.472952 3.472151 3.471360 3.470577 3.469803 3.469039 3.468284 3.467539 3.466803 3.466078 3.465363 3.464658 3.463965 3.463283 3.462612 3.461952 3 .461302 3.460661 3.460030 3.459409 3.458798 3.458201 3.457619 3.457057 3.456515 3.455993 3.455490 3.454995 3.454498 3.453988 3.453463 3.452923 3.452375 3.451858 3.451415 3.451086 3.450879 3.450796

Swap Curve	Mat	1MO	2MO	3MO	4MO	5MO	6MO	7MO	8MO	9MO	10MO	11MO	1YR	2YR	3YR	4YR	5YR	6YR	7YR	8YR	9YR	10YR	11YR	12YR	13YR	14YR	15YR	20YR	30YR
	Yld	0.448	0.881	1.102	1.336	1.526	1.636	1.687	1.734	1.781	1.823	1.867	1.915	1.555	1.918	2.228	2.471	2.657	2.804	2.913	3.008	3.090	3.170	3.235	3.295	3.342	3.375	3.435	3.452