When restoring data from a parallel save, it is important that all media used in the save of the data are moved to the location of the device been used for the restore. If one or more of the volumes are not at the correct location, the restore may receive a BRM4123. Note that other error messages may also be posted in the job log.
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Working with Serial and Parallel Sets in BRMS has information about how to find all volumes used in a parallel save.