Given the following mortgage collateral and PAC: Mortgage collateral = $100,000,000 Weighted average coupon rate (WAC) =

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Given the following mortgage collateral and PAC:

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 = 7.5%

PAC formed from the collateral with a lower collar of 100 and upper collar of 300

Support bond receiving the residual principal Complete the table: image text in transcribed

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Bond Evaluation Selection And Management

ISBN: 103132

2nd Edition

Authors: R. Stafford Johnson

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Question Posted: Sep 20, 2024 01:02 AM

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Given the following mortgage collateral and PAC: Mortgage collateral = $100,000,000 Weighted average coupon rate (WAC) =

Question:

Month Collateral Collateral Collateral PAC PAC PAC Support Balance Interest Principal Low PSA Principal High PSA Minimum Principal Principal Principal 1 100,000,000

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Bond Evaluation Selection And Management

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