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Investing Glossary:
Weighted average maturity
Copyright 2010,
Campbell R. Harvey. All Rights Reserved.
Do not reproduce without explicit permission.
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| Term: |
| Weighted average maturity
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| Definition: |
| The weighted Average maturity of an MBS is the weighted average of the remaining terms to maturity of the mortgages Underlying the Collateral pool at the date issue, using as the weighting Factor the balance of each of the mortgages as of the Issue date.
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