CMO: support tranche, PAC I tranche, and effective collar

Table

PSA speed	Tranche XX	Tranche YY
0	21.9	12.2
50	17.5	8.9
100	13.2	5.1
150	9.1	5.1
200	4.3	5.1
250	3.6	5.1
300	2.9	5.1
350	2.0	4.7
400	1.4	3.9
	support	PAC I
prepayment risk (*)	higher	lower
effective collar		100-300 PSA (**)

(*) as measured by the average life valiability
(**) the range of prepayment speeds over which the average life of the tranche is constant.