Strong 5.We are comparing the projected cash flows to different Tranche A's of the various CMOs described below. 300 TRANCHE A Characteristics for Pool Characteristics CMO 1 CMO 2 WAC CMO 3 10% 9.5% WAM 360 360 340 PSA 100 50 Coupon Rate 8% 8% Tranche A Principal $200,000 $100,000 $200,000 Total Principal $300,000 $300,000 $300,000 Next to each repayment profile below, identify to which CMO the Tranche A belongs and explain your answer. Your response should read, for example, "First Tranche A is the Tranche A from CMO 2 because ... Second Tranche A is the Tranche A from CMO 3 because ...' (10 points). FIRST TRANCHE A Tranche A Cash Flow Pattern $2.500 $2.000 $1.500 $1.000 5500 Monthly Payment 1 51 101 251 01 351 151 201 Time Elapsed SECOND TRANCHE A Tranche A Cash Flow Pattern O Focus FIRST TRANCHE A Tranche A Cash Flow Pattern $2,500 52.000 $1,500 Monthly Payment $1,000 $500 1 51 101 151 201 Time Elapsed 251 301 351 SECOND TRANCHE A Tranche A Cash Flow Pattern 3 3 3 Monthly Payment $1,500 $1,000 $500 1 51 101 151 201 Time Elapsed 251 301 351 THIRD TRANCHE A Tranche A Cash Flow Pattern Monthly Payment $4,500 $4.000 $3,500 $3,000 $2.500 $2,000 $1,500 $1,000 $500 $0 1 51 101 151 201 Time Elapsed 251 301 351 United States) References Mailings Review View Picture Format A 21 EE Aav T AaBCD4E AaBb CcD AaBbCcDE AaB Emphasis Heading 1 Normal Str 5. We are comparing the projected cash flows to different Tranche A's of the various CMOs described below. TRANCHE A Characteristics for Pool Characteristics CMO 1 CMO 2 CMO 3 WAC 10% 9% 9.5% WAM 360 360 340 PSA 100 300 50 Coupon Rate 8% 8% 8% Tranche A Principal $200,000 $100,000 $200,000 Total Principal $300,000 $300,000 $300,000 Next to each repayment profile below, identify to which CMO the Tranche A belongs and explain your answer. Your response should read, for example, "First Tranche A is the Tranche A from CMO 2 because ... Second Tranche A is the Tranche A from CMO 3 because ...' (10 points). FIRST TRANCHE A Tranche A Cash Flow Pattern 2500 $100 Memy Paynent 51.000 SO 1 51 101 251 301 151 201 Timelapsed 351 SECOND TRANCHE A Tranche A Cash Flow Pattern 13.000 Monthly Payment 52,500 52.000 $1.500 5500 50 1 51 501 251 301 151 201 Timelapsed 351 THIRD TRANCHE A Tranche A Cash Flow Pattem States) ols Table Window Help S20 - FINAL ferences Mailings Review View Picture Format AO PE v Y 21 T AaBbCcDdEx AaBbCcD AaBbCcDdE 2. Av Emphasis Heading 1 Normal Str Coupon Rate 8% 8% 8% Tranche A Principal $200,000 $100,000 $200,000 Total Principal $300,000 $300,000 $300,000 Next to each repayment profile below, identify to which CMO the Tranche A belongs and explain your answer. Your response should read, for example, 'First Tranche A is the Tranche A from CMO 2 because ... Second Tranche A is the Tranche A from CMO 3 because...'(10 points) FIRST TRANCHE A Tranche A Cash Flow Pantem 52 500 52.000 51 Monthly Payment 11.000 1500 50 1 51 101 200 150 Time 251 SECOND TRANCHE A Tranche A Cash Flow Pattern 12.000 Mary Payment 11.500 31.500 5500 10 1 SE 101 2011 1 THIRD TRANCHE A Tranche A Cash Flow Pattern 1500 1400 53 53.000 2.500 52 500 1500 3600 50 31 200 States) Focus Omar M Universites L 13 ee ty A G Strong 5.We are comparing the projected cash flows to different Tranche A's of the various CMOs described below. 300 TRANCHE A Characteristics for Pool Characteristics CMO 1 CMO 2 WAC CMO 3 10% 9.5% WAM 360 360 340 PSA 100 50 Coupon Rate 8% 8% Tranche A Principal $200,000 $100,000 $200,000 Total Principal $300,000 $300,000 $300,000 Next to each repayment profile below, identify to which CMO the Tranche A belongs and explain your answer. Your response should read, for example, "First Tranche A is the Tranche A from CMO 2 because ... Second Tranche A is the Tranche A from CMO 3 because ...' (10 points). FIRST TRANCHE A Tranche A Cash Flow Pattern $2.500 $2.000 $1.500 $1.000 5500 Monthly Payment 1 51 101 251 01 351 151 201 Time Elapsed SECOND TRANCHE A Tranche A Cash Flow Pattern O Focus FIRST TRANCHE A Tranche A Cash Flow Pattern $2,500 52.000 $1,500 Monthly Payment $1,000 $500 1 51 101 151 201 Time Elapsed 251 301 351 SECOND TRANCHE A Tranche A Cash Flow Pattern 3 3 3 Monthly Payment $1,500 $1,000 $500 1 51 101 151 201 Time Elapsed 251 301 351 THIRD TRANCHE A Tranche A Cash Flow Pattern Monthly Payment $4,500 $4.000 $3,500 $3,000 $2.500 $2,000 $1,500 $1,000 $500 $0 1 51 101 151 201 Time Elapsed 251 301 351 United States) References Mailings Review View Picture Format A 21 EE Aav T AaBCD4E AaBb CcD AaBbCcDE AaB Emphasis Heading 1 Normal Str 5. We are comparing the projected cash flows to different Tranche A's of the various CMOs described below. TRANCHE A Characteristics for Pool Characteristics CMO 1 CMO 2 CMO 3 WAC 10% 9% 9.5% WAM 360 360 340 PSA 100 300 50 Coupon Rate 8% 8% 8% Tranche A Principal $200,000 $100,000 $200,000 Total Principal $300,000 $300,000 $300,000 Next to each repayment profile below, identify to which CMO the Tranche A belongs and explain your answer. Your response should read, for example, "First Tranche A is the Tranche A from CMO 2 because ... Second Tranche A is the Tranche A from CMO 3 because ...' (10 points). FIRST TRANCHE A Tranche A Cash Flow Pattern 2500 $100 Memy Paynent 51.000 SO 1 51 101 251 301 151 201 Timelapsed 351 SECOND TRANCHE A Tranche A Cash Flow Pattern 13.000 Monthly Payment 52,500 52.000 $1.500 5500 50 1 51 501 251 301 151 201 Timelapsed 351 THIRD TRANCHE A Tranche A Cash Flow Pattem States) ols Table Window Help S20 - FINAL ferences Mailings Review View Picture Format AO PE v Y 21 T AaBbCcDdEx AaBbCcD AaBbCcDdE 2. Av Emphasis Heading 1 Normal Str Coupon Rate 8% 8% 8% Tranche A Principal $200,000 $100,000 $200,000 Total Principal $300,000 $300,000 $300,000 Next to each repayment profile below, identify to which CMO the Tranche A belongs and explain your answer. Your response should read, for example, 'First Tranche A is the Tranche A from CMO 2 because ... Second Tranche A is the Tranche A from CMO 3 because...'(10 points) FIRST TRANCHE A Tranche A Cash Flow Pantem 52 500 52.000 51 Monthly Payment 11.000 1500 50 1 51 101 200 150 Time 251 SECOND TRANCHE A Tranche A Cash Flow Pattern 12.000 Mary Payment 11.500 31.500 5500 10 1 SE 101 2011 1 THIRD TRANCHE A Tranche A Cash Flow Pattern 1500 1400 53 53.000 2.500 52 500 1500 3600 50 31 200 States) Focus Omar M Universites L 13 ee ty A G