Question 5 5 pts Month Months Seasoned Beginning Payment CPR SMM Gross Interest (WAC) Net Interest Scheduled Principal Prepayment End of Month Principal 1 250.000.000 1.859,647 0.880% 0.074% 812.500 708.333 183.306 248.769.547 4 2 248,769,547 1.858.278 0.092% 808.501 704.847 1.049.777 228.229 15 1247491540 13 247,491.540 1.320% 0.111% 804,348 701.226 1.052.218 272.737 246.166,585 6 14. 246,166,585 1.854,511 1.540% 0.129% 697,472 1.054.470 316,803 244 795.212 7 15 244.795.312 1.852.114 1.760% 0.148% 795,585 693.587 1.056,530 243,378.382 8 The RMBS monthly cash flows for the first five years are based on a WAC-3.90%; MBS (investor) rate = 3.40% and a PSA-110% prepayment assumption. The MBS market yield is 3.50% NOTE: enter your answers without commas and decimal places (whole numbers) for Payment. Gross Interest. Scheduled Principal and Prepavmeent. Your CPR answer should be answered in percentage points, not decimals, to 2 places, e.g..0055 should be entered as 55 Question 5 5 pts Month Months Seasoned Beginning Payment CPR SMM Gross Interest (WAC) Net Interest Scheduled Principal Prepayment End of Month Principal 1 250.000.000 1.859,647 0.880% 0.074% 812.500 708.333 183.306 248.769.547 4 2 248,769,547 1.858.278 0.092% 808.501 704.847 1.049.777 228.229 15 1247491540 13 247,491.540 1.320% 0.111% 804,348 701.226 1.052.218 272.737 246.166,585 6 14. 246,166,585 1.854,511 1.540% 0.129% 697,472 1.054.470 316,803 244 795.212 7 15 244.795.312 1.852.114 1.760% 0.148% 795,585 693.587 1.056,530 243,378.382 8 The RMBS monthly cash flows for the first five years are based on a WAC-3.90%; MBS (investor) rate = 3.40% and a PSA-110% prepayment assumption. The MBS market yield is 3.50% NOTE: enter your answers without commas and decimal places (whole numbers) for Payment. Gross Interest. Scheduled Principal and Prepavmeent. Your CPR answer should be answered in percentage points, not decimals, to 2 places, e.g..0055 should be entered as 55