Forward TBA Prices

I'm trying to determine the best way to calculate the future price of MBSs by pass through. That is, I am putting together a cash flow model where NP loans (mortgages) are purchased (sub par and par) and subsequently sold at a premium. The estimated time to getting them in an RPL state is something like 6 months. Hence the objective would be to estimate TBA prices at T+6. Any thoughts on best practices for doing this? Thanks

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“He was very responsive and prepared for the meeting. He actually read the JD, resume, and looked up linkedin which sometimes other mentors doesn't actually go over those to prepare things beforehand. I appreciate his direct comments I think it saved time and actually helped me to know exactly where to improve. I also appreciated him admitting if he doesn't know about specific HF strategy. Only thing I'd suggest for him is probably sending actionable key takeaways after the meeting because other mentors did and that was very helpful. ”

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Forward TBA Prices

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