A Collateralized Mortgage Obligation (CMO) principal balance is $1,000,000,000. The pass thru rate is 5.35%. The Weighted Average Coupon rate is 6.35%. The weighted Average Months is 350. The PSA is...

A Collateralized Mortgage Obligation (CMO)<br>principal balance is $1,000,000,000. The pass<br>thru rate is 5.35%. The Weighted Average<br>Coupon rate is 6.35%. The weighted Average<br>Months is 350. The PSA is 90.<br>3-What is the month 1 CMO total cash flow<br>from pass thru interest, scheduled principal<br>and prepaid principal?<br>1-What is the total prepaid principal in month<br>30 of the Weighted Average Loan Age?<br>2- Within how many months from the<br>creation of the CMÓ will tranche C principal<br>be totally paid?<br>

Extracted text: A Collateralized Mortgage Obligation (CMO) principal balance is $1,000,000,000. The pass thru rate is 5.35%. The Weighted Average Coupon rate is 6.35%. The weighted Average Months is 350. The PSA is 90. 3-What is the month 1 CMO total cash flow from pass thru interest, scheduled principal and prepaid principal? 1-What is the total prepaid principal in month 30 of the Weighted Average Loan Age? 2- Within how many months from the creation of the CMÓ will tranche C principal be totally paid?

Jun 01, 2022

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A Collateralized Mortgage Obligation (CMO) principal balance is $1,000,000,000. The pass thru rate is 5.35%. The Weighted Average Coupon rate is 6.35%. The weighted Average Months is 350. The PSA is...

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