Managing extension risk with PAC structures

Wednesday 20 January 2010 00:00 London/ 19.00 (- 1 day) New York/ 08.00 Tokyo

Glenn Schultz, senior analyst at Wells Fargo Securities, LLC, argues that investors seeking to maintain portfolio yield while at the same time limiting extension risk should consider five-year average life PAC bonds collateralised by high-balance agency MBS

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