Global Investors Gobble Up Mortgage-Backed Securities

Front page story in yesterday’s WSJ, titled "
Housing-Bubble Talk Doesn’t Scare Off Foreigners
."

Funny thing is, foreigners are notorious for their bad timing in buying both equities and real estate in the U.S.

Examples:  Rockefeller Center purchased by the Japanese at the top of the 1980s Real Estate run; Foreigners dumped U.S. equities in the summer of 2002, after piling into them in 1999.

Here’s a chart, along with our Ubiq-cerpt:™

Wsj_08232005224858WSJ:  "U.S. lenders will make about $2.8 trillion in home-mortgage loans this year, according to the Mortgage Bankers Association. The MBA estimates that about 80% of these loans will end up in mortgage-backed securities. Mortgage-backed securities outstanding at the end of the first quarter totaled $4.61 trillion, up 61% since the end of 2000. In the same period, total Treasury securities outstanding grew 35% to $4.54 trillion.

Investors’ strong demand for mortgage debt, besides allowing lenders to offer many borrowers better terms, has also made it easier to offer mortgages to borrowers who might not easily qualify for a loan. The growth of the mortgage markets spreads the risks around. But some mortgage-industry analysts say lenders have become less stringent in their loan terms because they can sell almost any type of loan to those who package mortgage securities for investors.

"Loose lending standards are probably the single biggest thing fueling the speculative fever we have today" in housing, says Kenneth Rosen, an economist who is chairman of the Fisher Center for Real Estate at the University of California at Berkeley.

In a world of low interest rates, the market for mortgage securities is simply too big and profitable for many investors to ignore. Investors can earn about 5.5% on mortgage securities whose payments are guaranteed by Fannie Mae or Freddie Mac, government-sponsored companies. Those who can stomach greater risk can buy subprime mortgage securities, which come with no guarantee but can yield as much as 15%, according to Bear Stearns. By contrast, 10-year U.S. Treasurys yield about 4.2%; the equivalent government securities in Germany yield about 3.2% and in Japan 1.5%.

The buyers of mortgage-backed securities include U.S. pension funds, hedge funds and insurance companies. But overseas investors are the fastest-growing source of demand. The trade publication Inside MBS & ABS estimates that foreigners held $280 billion of U.S. mortgage securities at the end of 2004, or 6% of the total outstanding. The foreigners’ holdings rose 26% last year and have continued to bound ahead so far this year, Inside MBS & ABS says.

"There’s this insatiable appetite for mortgage-backed securities world-wide," says Andrew Sciandra, a senior vice president at IndyMac Bancorp, a California thrift, who heads a team that creates those securities. In the past year, Mr. Sciandra has met with investors from places like Germany, France and Abu Dhabi. Asian investors now account for roughly 10% to 20% of mortgage securities sold by IndyMac"

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Pretty intriguing stuff . . . I wonder if history will be repeating itself.

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Source:

Housing-Bubble Talk Doesn’t Scare Off Foreigners

Global Investors Gobble Up Mortgage-Backed Securities,
Keeping Prices Strong
RUTH SIMON, JAMES R. HAGERTY and JAMES T. AREDDY
THE WALL STREET JOURNAL, August 24, 2005; Page A1
http://online.wsj.com/article/0,,SB112484869024321472,00.html

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What's been said:

Discussions found on the web:
  1. Jose commented on Aug 25

    So now we pay interest to foreign companies, just because Americans didn’t wanted the mortgage securities?

  2. rob commented on Aug 25

    foreign investors are stupid.

  3. Anand Gupta commented on Aug 25

    6% MBS/ABS holdings by foreigners still don’t seem a lot, as rest 94% are still with domestic institutes.

  4. lord moranosa commented on Aug 25

    in other words, by reducing the lending rates to feasible lows, a fever has caught hold over investors looking to score that ‘money shot’ and lenders, when the house of cards do tumble, are going to be the ones in the red and pink..?

    the other scary aspect would be u.s. pension funds afflicted with this housing fever ignited by the lenders, looking to cash in on the very short term. because when the shit does hit the proverbial fan, the lenders are going to be the ones who have won all hands.

    in other words, the house never loses and the house always wins. as much as the data crunching and analysts can talk the smack, the bottomline remains that investors are going to gamble to make the big score, despite the shit-clouds rolling along the horizon….

    capitalism spelled backwards seems to spell.. ‘gambling’.

  5. Go Bears commented on Aug 25

    It is interesting to note Professor Rosen’s tone change over the past year and a half. He has gone from no bubble (when there wasn’t one) to now appearing very concerned about speculation. He is a very smart guy. I really would love to hear want he is really thinking about the market.

  6. Aaron Koral commented on Aug 25

    One other interesting aspect to this story is that pension funds are snapping up MBS and ABS at ever increasing prices. Funny, the more the pension funds drive up the asset prices of ABS and MBS, the less attractive they become from a future expected return perspective IMHO. I wonder if the investments made by pension funds in this asset class is just “yield chasing”, too little – too late, perhaps?

  7. ZARRYO commented on Aug 26

    The Big Picture: Global Investors Gobble Up Mortgage-Backed Securities

    The Big Picture: Global Investors Gobble Up Mortgage-Backed Securities

  8. AnderL commented on Aug 26

    Are foreigners really that stupid, or have bad timing? When ever I invest overseas I pay attention not just to the stocks but to the way currencies trade as well.

    Between 1998 and 2002 the USD Index appreciated by about 20% against a basket of currencies, primarily the Euro and Yen. So if I was a Japanese investor who felt assets in my country would soon loose 20% of their value compared to those in the US, wouldn’t it be in my best interest to own US assets during that period. And if they existed US markets in 2002 I would have to say that is was excellent timing as the fall of the US dollar offset any financial gain from the rising in the markets since then.

    http://stockcharts.com/h-sc/ui?symbol=$USD&period=DAILY&start=1998-08-26&id=p98291903369

  9. brads commented on Aug 26

    one thing about the WSJ article puzzled me:

    “$2.8 trillion in home-mortgage loans this year, according to the Mortgage Bankers Association. The MBA estimates that about 80% of these loans will end up in mortgage-backed securities. Mortgage-backed securities outstanding at the end of the first quarter totaled $4.61 trillion.”

    2.8 trillion in new loans v. a stock of only 4.6 trillion seemed a bit high. is that right? must be an awful lot of refinancing going. that is a lot of turnover, given that mortgages have (in theory) a long maturity.

  10. Bobby commented on Aug 27

    As long as there’s increasing demand for mbs securities its going to be very difficult for a decline in real estate prices to occur much less a bubble. Especially since its not just one force (speculators) driving prices. There seems to be equal if not greater demand on the loan side. I think this proves that prices are likely to go sideways to higher over the next 5-10yrs as the world continues to become more global and the 100 million wealthy people in China make investments in the US. Todays real estate prices are a bargain for americans compared to where they will be within 5 yrs of a floating yuan

  11. Larry Nusbaum, Scottsdale commented on Aug 28

    brads: THE AVERAGE LIFE OF A RESIDENTIAL REAL ESTATE LOAN IS ABOUT 3-4 YEARS. Hope that helps.

  12. theo commented on Nov 17

    In america, we are used the cost of housing being stated in dollars and cents. I propose that when considering the bubble theory we evaluate the cost of housing to post tax disposable income. It is that ratio that is truly the cost of housing. Compared to housing costs in other countries, from this perspective, our housing prices are still low. As things become tighter, fuel costs, insurance, food, etc. escalate in price, what is going to be priority. I propose it will be housing. I think Americans will keep the house and cut expenses in other places, that is if they are not upside down in the house and current rental rates stay level.

  13. drew commented on Apr 12

    where can i buy a pool of subprime asset-backed securities???

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