Analysts: Single-Family Mortgage Bonds on Rise

Vadum, Matthew
February 2005
Bond Buyer;2/14/2005, Vol. 351 Issue 32070, p4
Trade Publication
Examines a Moody's Investors Service report about forecasts state housing agencies' single-family mortgage revenue bond issuance in 2005 in the United States. Rise in single-family housing bond sales by state agencies in 2004; Sales forecast; Struggle by state agencies to maintain loan balance.


Related Articles

  • RMBS Deal Braves Higher Spreads. F. O. // Asset Securitization Report;4/14/2008, Vol. 8 Issue 15, p19 

    The article reports on the move of domestic market investors to stay open for business as evidenced by an increasing rate of residential mortgage-backed security (RMBS). It is stated that the government agency Infonavit gives a weighted spread over local treasuries of 118 basis points up from 96...

  • Closing the Book on a Historically Poor MBS Year. Runyan, Sally A.; Reuter, Thomson // Asset Securitization Report;1/5/2009, Vol. 9 Issue 1, p21 

    The article offers information on the closing of poor mortgage-backed security (MBS) in the U.S. It states that for almost a year, the MBS Index outperformed its competing sectors a substantial margin. According to Barkclays Capital, excess return on the MBS Index was negative 282 basis points...

  • Maryland CDA Readies $270 Million Single-Family Mortgage Bond Sale. Sanchez, Humberto // Bond Buyer;3/12/2007, Vol. 359 Issue 32584, p5 

    The article reports on the plan of the Maryland Community Development Administration to sell $270 million of tax-exempt Series A single-family mortgage revenue bonds and $30 million of taxable Series B single family revenue bonds. According to deputy director Roy A. Westlund, proceeds will be...

  • Fannie, Freddie Looking At Big Losses In Gulf.  // Credit Union Journal;10/17/2005, Vol. 9 Issue 41, p12 

    The article reports on the damage caused by two hurricanes on two financial institutions, Fannie Mae and Freddie Mac, which are holding the paper for billions of dollars in uninsured home loans in the affected areas in the U.S. Fannie Mae reported it expects hurricanes Katrina and Rita to lead...

  • August CMBS pipeline estimated near $8 billion. Chisholm, Christopher // Asset Securitization Report;8/9/2004, Vol. 4 Issue 32, p16 

    Reports that deals are starting to pile up in the collateralized mortgage-backed securities (CMBS) realm after a brief hiatus coming off the record issuance in the second quarter of 2004. Three conduit deals in July 2004 which was far below in value compared to the 2004 monthly average; Lehman...

  • MORTGAGE-BACKEDS.  // Asset Securitization Report;8/9/2004, Vol. 4 Issue 32, p33 

    Presents graphs and tables on mortgage-backed securities. Fixed-rate mortgage; Treasury-indexed ARMS; Home purchase index; MBA refinancing index; Current coupon yield spreads; Current coupon versus 10-year Treasury yields; SEP ARM prices, yields, BEEMs and modified durations; Adjustable-rate...

  • On the road to Basel II, the kinks begin to appear. N. C. // Asset Securitization Report;2/28/2005, Vol. 5 Issue 8, p17 

    The article reports that under Basel II, some originators will soon have the option to call outstanding mortgage bonds at an earlier date, which could put investors who buy these notes at high cash premiums in the secondary at a loss. Under Basel II the risk weighting for the mortgage loans will...

  • UBS: Fannie Mae on track to meet its capital need. K. S. // Asset Securitization Report;6/6/2005, Vol. 5 Issue 22, p17 

    Reports that Fannie Mae is on track to meet its September 2005 deadline to reach the 30 percent capital surcharge set by the Office of Federal Housing Enterprise Oversight, according to UBS analysts. Misplaced concerns about a massive portfolio selling by Fannie Mae.

  • Prepayment boom in Chilean RMBS tarnishes asset class. F. O. // Asset Securitization Report;6/6/2005, Vol. 5 Issue 22, p24 

    Reports that Chile's domestic RMBS has lost many supporters over the last several months. Unprecedented jump in prepayment levels, particularly among prime borrowers, leading to downgrades in the sector; Investors turned off enough to prefer selling the collateral and foregoing the remaining...


Read the Article


Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics