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Arial

$11$

B

$I$

$4_{?}$

A

$2$

$3$

$4$

$5$

$6$

Question $3$ Given the following information of the mortgage pool that backs a MPT$,$ what is the regular scheduled payment in month $1$ of the security? Use WAC as the mortgage rate and WAM as the number of periods for your calculations. Round your final answer to two decimals.

$30$ year FRM$,$ fully amortizing, monthly payments

WAC: $4\%$

Servicer$/$Guarantee fee: $0\mathrm{.}55\%$

Starting pool balance: $250,342,967$

Prepayment assumption: $75\%$ PSA

WAM: $357($Loans seasoned for $3$ months before entering pool$)$

Question $4$ Given the following information of the mortgage pool that backs a MPT $($same as Question $3),$ what is the dollar amount of prepayment in month $1$ of the security? Remember PSA is calculated based of month of the mortgage, not the security. Round your final answer to two decimals

Question $5$ Given the following information of the mortgage pool that backs a MPT $($same as Question $3),$ what is the total cash flow of the pool $($i$.$e$.$ to the issuer$/$SPV$)$ in month $1$ of this security? Round your final answer to two decimals.

Question $6$ Given the following information of the mortgage pool that backs a MPT $($same as Question $3),$ what is the total cash flow of investors in month $1$ of this security? Round your final answer to two decimals.