Suppose ABC Bank in Question 1 sells mortgage-backed securities backed by its $100 million portfolio of fixed-rate mortgages with the MBSs having the following features: Mortgage Collateral = $100,000,000 Weighted average coupon rate (WAC) = 8% Weighted average maturity (WAM) = 360 months Estimated prepayment speed = 150 PSA MBS pass-through rate = PT Rate = 7% ABC will service the mortgage portfolio Show in the table the first two months of cash flows going to the MBS investors.

Item	Month1	Month2
Balance	100,000,000	?
Interest	583,333	?
p	733,765	?
Scheduled Principal	?	?
CPR	?	?
SMM	?	?
Prepaid Principal	?	?
Total Principal	?	?
Cash Flow	?	?