TY - JOUR T1 - Primer on Agency Mortgage-Backed Securities Specified Pools and Their Convexity Profiles JF - The Journal of Fixed Income DO - 10.3905/jfi.2022.1.133 SP - jfi.2022.1.133 AU - Glenn M. Schultz AU - Frank J. Fabozzi Y1 - 2022/02/28 UR - https://pm-research.com/content/early/2022/02/28/jfi.2022.1.133.abstract N2 - 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. ER -