PT  - JOURNAL ARTICLE
AU  - Glenn M. Schultz
AU  - Frank J. Fabozzi
TI  - Primer on Agency Mortgage-Backed Securities Specified Pools and Their Convexity Profiles
AID  - 10.3905/jfi.2022.1.133
DP  - 2022 Feb 28
TA  - The Journal of Fixed Income
PG  - jfi.2022.1.133
4099  - https://pm-research.com/content/early/2022/02/28/jfi.2022.1.133.short
4100  - https://pm-research.com/content/early/2022/02/28/jfi.2022.1.133.full
AB  - Specified pools are agency mortgage-backed securities whose loan pools have been found to exhibit different (i.e., superior to or inferior) convexity relative to generic to-be-announced pools. In this article, the authors describe the various sectors of the specified pool market, the convexity profile of the sectors of the specified pool market, and the monitoring of specified pool prepayment differentials.