You are an analyst for a pension fund that invests in mortgage-backed pass-through securities. Given the following cash flows, what should be the total cash flow passed through the pension fund. i.e....




You are an analyst for a pension fund that invests in mortgage-backed pass-through securities. Given
the following cash flows, what should be the total cash flow passed through the pension fund. i.e. the MBS investors, in the first month?




Total Principal outstanding<br>8,000,000<br>Pre-payment rate<br>150 PSA<br>Weighted average mortgage rate<br>8%<br>Pass-through rate<br>7.25%<br>Weighted average remaining maturity<br>30years (360 months)<br>

Extracted text: Total Principal outstanding 8,000,000 Pre-payment rate 150 PSA Weighted average mortgage rate 8% Pass-through rate 7.25% Weighted average remaining maturity 30years (360 months)

Jun 05, 2022
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