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September 07, 2007

Comments

Chuck

"Until recently, CTX Mortgage funded the origination of mortgage loans predominantly through the sale of loans to Harwood Street Funding I, LLC ("HSF-I"), a special purpose entity. Under the HSF-I facility, HSF-I generally obtained the funds needed to purchase eligible mortgage loans from CTX Mortgage by issuing short-term securities."

Isn't this was Enron was doing? All the "action" was going on in the SPE(s)?

Any idea which of ABX/CDX series holds the Harwood Street Funding loan pools?

I like your new blog. :-)

Reggie

Well, nearly all of the public homebuilders use special purpose entities for funding, or at least they did until investors stopped buying thier paper, and their credit ratings dropped below investment grade.

Like Enron, they did it to keep it off balance sheet. They also have a LOT of their risk hidden in joint ventures that are also held off balance sheet, but may be referred to as minority interests in their reporting. These JVs contain big losses (my good guess) due to land devaluation, goodwill impairment (read as paid too much) and who the hell knows what else because... well it's off balance sheet!!! Don't sleep on how much money can be lost in off balance sheet JVs. Ask RDN and MGIC, who together lost $1 billion in less than a quarter.

As for which series holds the pools, I have no idea, but my best guess would be the ones losing the most money.

Reggie

Well, nearly all of the public homebuilders use special purpose entities for funding, or at least they did until investors stopped buying thier paper, and their credit ratings dropped below investment grade.

Like Enron, they did it to keep it off balance sheet. They also have a LOT of their risk hidden in joint ventures that are also held off balance sheet, but may be referred to as minority interests in their reporting. These JVs contain big losses (my good guess) due to land devaluation, goodwill impairment (read as paid too much) and who the hell knows what else because... well it's off balance sheet!!! Don't sleep on how much money can be lost in off balance sheet JVs. Ask RDN and MGIC, who together lost $1 billion in less than a quarter.

As for which series holds the pools, I have no idea, but my best guess would be the ones losing the most money.

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