Roller Coaster Ride

Sit down, strap in and start screaming cause we are entering the best part of a roller coaster ride, the sharp drop down... sung to The Ohio Players Rollercoaster....

Mortgage Bankers Association reported today that delinquency rates on subprime home loans rose to 13.8% for the three months ended in March, up from 11.5% a year earlier.

The % of total homes actually in foreclosure rose with subprime loans climbing to 5.10% from 4.53%, prime mortgages rose to 0.58% from 0.54% in Q4.

Subprime loans entering foreclosure rose to a 5 year high of 2.43%, up from 2%, and prime loans rose to a record 0.25%.

Not very big numbers, very little impact you say? Not so fast Joe....

Rising delinquencies on the sub prime home loans hurt the mortgage business and mortgage bonds leading to a drop in Q2 fixed income:

Today, Retail REITs -1.6%, rising interest rates have clubbed REITs over the last 2 weeks. YTD Specialty REITs -10.8%; Diversified REITs -6%.

World's biggest securities firm Goldman Sachs Q2 profit up just 1% as fixed income revenue slumped -24%...

also #5 Bear Stearns (also #2 mortgage bond writer) 1st quarterly decline in 6 years...Q2 profit declining 10% as fixed income revenue -21%.

Sales of mortgage-backed bonds in the U.S. fell 19% in Q2 from a year earlier. Both Goldman & BS's said: "more pain to come."

It just doesn' get any better... Freddie Mac, #2 U.S. mortgage finance company, reported an unexpected net Q1 loss of $211 million.

FHLMC cited a souring outlook for mortgage credit risk that widened credit spreads. The loss contrasts with a net gain of $2 billion reported for the same period in 2006.

Do you feel lucky? In all this confusion you have to ask yourself these questions:

What happens when $2.5 Trillion in ARM resets hit at the higher 10 yr rate and foreclosures go off a cliff along with the economy?

What happens as #1 Fannie Mae & #2 Freddie holding $2.5 Trillion in MBS get sacked further by higher delinquencies, interest rates and widening spreads?

Add a big fat spoon of derivatives market unwinds and I got three little words: THE FED LOWERS.

We are potentially on the precipice of a financial meltdown of epic proportion.

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