Mortgage Investors Warm to 15-Year Securities as Yields Fall

  • JPMorgan and Oppenheimer see growing value in shorter MBS
  • Universe of 15-year mortgages shrinking as 30-year has grown

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Photographer: Johnny Milano/Bloomberg
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Wall Street analysts are taking note of the relative value and better extension protection afforded by 15-year MBS compared to their 30-year counterparts as rates trend near multi-year lows.

Both Oppenheimer & Co. Inc. and JPMorgan Chase & Co. MBS analysts have highlighted the 15-year sector in recent weeks, with the former noting their relatively slow prepayment speedsBloomberg Terminal and the latter their cheapness Bloomberg Terminalcompared to 30-year. R.W. Baird’s Kirill Krylov said yesterday that he expects “an increasing number of investors to return to the shorter-duration 15-year sector in order to begin preparing for any reversal of rates.”