Patent ID: 8209256

Claim:
A computer implemented method of combining previously securitized mortgage-backed securities to form a Mega with a reduced fee, which is a new and larger security backed by two or more of said previously securitized mortgage-backed securities, comprising: identifying, with a first computer, a group of Megas that correspond to at least one predetermined fee discount parameter, said Megas of said group being members of a set of Megas, said set of Megas containing a number of Megas equal to or larger than a number of Megas in said group of Megas; calculating, with a second computer, a Mega group fee for said group of Megas; repeating, for each of the Megas, said steps of identifying a group and calculating a fee until a plurality of groups of Megas have been identified and corresponding Mega group fees have been calculated; choosing, with a third computer, from said plurality of groups of Megas a final set of Mega groups having a reduced total fee, and combining the Megas of the final set of Megas to form a new mortgage-backed security, wherein the reduced total fee of the new mortgage backed security is lower than an average fee obtained by weight averaging the fees of the Megas of the group of Megas.