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A $ 1 0 0 0 0 mortgage passthrough security has a passthrough rate of 4 . 5 % , a WAC of 4 .
A $ mortgage passthrough security has a passthrough rate of a WAC of
a WAM of months, and an original maturity of years. A coupon rate PAC
tranche of the passthrough par value and a coupon rate support tranche
of the passthrough par value are created out of this passthrough. The initial PAC
collar is PSA. Suppose the actual prepayment rate is PSA. Calculate the
net interest and principal payments to the PAC and support tranches in Month
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