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Firms like 15-year collateral for prepay protection

Due to various factors, among them smaller loan sizes and lower loan balance dispersion, analysts from JPMorgan Securities said 15-year premiums should continue to provide superior prepayment convexity compared to their 30-year counterparts.

However, researchers also acknowledged that speed differences between 7 to 12 WALA 30- and 15-year premium...

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