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Aan de AaBb CD Albede Aalbel ABCD Heading 1 Normal AaBb Strong WAC 100 5.We are comparing the projected cash flows to different Tranche A's

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Aan de AaBb CD Albede Aalbel ABCD Heading 1 Normal AaBb Strong WAC 100 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 T CMO 2 CMO 3 10% 9% 9.5% WAM 360 360 340 PSA 300 50 Coupon Rate T 8% 8% D8% 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 1 1 101 151 2012 Elapsed SECOND TRANCHE A Tranche A Cash Flow Pattern 1 61 11 18 2017 2015 THIRD TRANCHE A Tranche A Cash Flow Pattern Hudding 1 + 5 101 151 201 Time Dapsed 251 301 351 SECOND TRANCHE A Tranche A Cash Flow Pattern $3.000 Monthly Payment $2.500 $2.000 $1.500 $1,000 5500 51 101 151 201 Time Elapsed 251 301 THIRD TRANCHE A Tranche A Cash Flow Pattern Monthly Payment 54500 $4,000 $3.500 $3.000 $2.500 $2.000 $1,500 $1,000 Aan de AaBb CD Albede Aalbel ABCD Heading 1 Normal AaBb Strong WAC 100 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 T CMO 2 CMO 3 10% 9% 9.5% WAM 360 360 340 PSA 300 50 Coupon Rate T 8% 8% D8% 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 1 1 101 151 2012 Elapsed SECOND TRANCHE A Tranche A Cash Flow Pattern 1 61 11 18 2017 2015 THIRD TRANCHE A Tranche A Cash Flow Pattern Hudding 1 + 5 101 151 201 Time Dapsed 251 301 351 SECOND TRANCHE A Tranche A Cash Flow Pattern $3.000 Monthly Payment $2.500 $2.000 $1.500 $1,000 5500 51 101 151 201 Time Elapsed 251 301 THIRD TRANCHE A Tranche A Cash Flow Pattern Monthly Payment 54500 $4,000 $3.500 $3.000 $2.500 $2.000 $1,500 $1,000

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