medium · Asset-Backed Securities

A lender sells the guaranteed portion of an SBA 7(a) loan at a price of 108.

If the loan prepays immediately (Month 1), how does this affect the investor's yield compared to a loan that lasts its full 10-year term?

  1. The yield is unaffected because SBA loans have 100% lockout periods
  2. The yield increases due to the 'Special Allowance Payment' (SAP)
  3. The yield decreases significantly due to premium amortization
  4. The investor receives a 'Yield Maintenance' penalty that covers the loss

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