You're building a CMO from this collateral Term (yr) 30 Term (month) 360 Net (Coupon) 6.50% Gross (WAC) 7.50% Notional $100,000,000 PSA 200.00% You have three clients ? Bank that wants a

0 0 30 Collateral Details (can change yellow) Term (yr) Term (month) Net (Coupon) 30 360 6.50% Summary Table Cashflow Chart Tranche Size ($) Average Life (years) 1,500,000 Gross (WAC) Notional 7.50% $100,000,000 ABC 20,000,000 1.8 20,000,000 3.8 1,000,000 55,000,000 10.1 D 5,000,000 24.0 PSA 200.00% Pass-Through 100,000,000 7.8 500,000 Note: CPR can be entered individually below as a vector instead of a set PSA 660 90 90 Seq A Seq B Seq C Seq D (LCF Payer) Pass-Through 120 150 180 210 240 270 300 330 360 Month