JUST ANSWER QUESTIONs 5 and 6

QUESTION 3

1. 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

   Loans seasoned for 3 months before entering pool

   WAM: 357

   WAC: 4%

   Servicer/Guarantee fee: 0.55%

   Starting pool balance: 250,342,967

   Prepayment assumption: 75% PSA

10 points

QUESTION 4

1. 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.

   30 year FRM, fully amortizing, monthly payments

   Loans seasoned for 3 months before entering pool

   WAM: 357

   WAC: 4%

   Servicer/Guarantee fee: 0.55%

   Starting pool balance: 250,342,967

   Prepayment assumption: 75% PSA

10 points

QUESTION 5

1. Given the following information of the mortgage pool that backs a MPT (same as Question 3,4), 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.

   30 year FRM, fully amortizing, monthly payments

   Loans seasoned for 3 months before entering pool

   WAM: 357

   WAC: 4%

   Servicer/Guarantee fee: 0.55%

   Starting pool balance: 250,342,967

   Prepayment assumption: 75% PSA

10 points

QUESTION 6

1. Given the following information of the mortgage pool that backs a MPT (same as Question 3,4,5), what is the total cash flow of investors in month 1 of this security? Round your final answer to two decimals.

   30 year FRM, fully amortizing, monthly payments

   Loans seasoned for 3 months before entering pool

   WAM: 357

   WAC: 4%

   Servicer/Guarantee fee: 0.55%

   Starting pool balance: 250,342,967

   Prepayment assumption: 75% PSA