Question $1$ Given the following information on a MPT$,$ what is the anticipated total cash flow available

to investors in year $2?$ Round your answer to two decimals. $($Note: You can perform this calculation with the spreadsheet or by completing it iteratively$)$

$10$ year FRM$,$ fully amortizing, annual payments

$10\%$ CPR assumption

$100$ loans in the pool

$$ Average starting balance of $$350,000/$loan

$$ Mortgage rate $5\%,$ annual

$$ No servicing$/$guarantee fees

Use the Excel template that is part of the assignment to answer this question.

Question $2$ Given the following information on a MPT$,$ what is the servicing fee in year $3?$ Round your answer to two decimals. $($Note: You can perform this calculation with the spreadsheet or by completing it iteratively$)$

$10$ year FRM$,$ fully amortizing, annual payments

$$ No prepayment or default

$100$ loans in the pool

$$ Average starting balance of $$350,000/$loan

$$ Mortgage rate $5\%,$ annual

$$ Servicing fee of $0\mathrm{.}5\%$ of the period$$s starting outstanding pool balance

Use the Excel template that is part of the assignment to answer this question.

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.

$30$ 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 $5$ 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.

$30$ 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 $6$ 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.

$30$ 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 $7$ Given the following information of the mortgage pool that backs a MPT $($same as Question $6),$ what is the month $1$ ending$/$month $2$ starting pool balance for this security? 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 $8$ Given the following information of the mortgage pool that backs a MPT$,$ what is the dollar amount of prepayment in month $32?$ Round your final answer to two decimals.

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

$$ WAC: $5\%$

$$ Servicer$/$Guarantee fee: $0\mathrm{.}5\%$

$$ Prepayment assumption: $300\%$ PSA

$$ Loans were not seasoned before entering the pool

$$ MBS has been active for a few years in collecting payments from borrowers and making payments to investors

$$ It$$s currently month $32$ in the pool

$$ Starting pool balance at month $32$: $$52,234,988$

Question $9$ Given the following information of the mortgage pool that backs a MPT $($same as Question $8),$ what is the starting pool balance for month $33$ of this security? Round your final answer to two decimals $($Hint: N$=360$ when t$=1,$ N$=359$ when t$=2,$ N$=358$ when t$=3...).$

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

$$ WAC: $5\%$

$$ Servicer$/$Guarantee fee: $0\mathrm{.}5\%$

$$ Prepayment assumption: $300\%$ PSA

$$ Loans were not seasoned before entering the pool

$$ MBS has been active for a few years in collecting payments from borrowers and making payments to investors

$$ It$$s currently month $32$ in the pool

$$ Starting pool balance at month $32$: $$52,234,988$