Do whole-loan deals really prepay faster than agencies? Evidence suggets not, FHLBB 11th District cost-of-funds index



FHLBB 11th District cost-of-funds index

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002612553 / 1989-05-15
Date of Publication:
August 29, 1988
Date of Creation:
1988
Title:
FHLBB 11th District cost-of-funds index / [Lakhbir S. Hayre]
Copyright Note:
C.O. correspondence.
Publisher Number:
2p
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
entire text: Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir S. Hayre

Copyrights records by Hayre, Lakhbir S.

Prudential-Bache Capital Funding (36 documents)
example document: A Statistical correlation

Copyrights records by Prudential-Bache Capital Funding

Prepayment behavior of 15-year mortgage pass-through securities

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002612554 / 1989-05-15
Date of Publication:
May 15, 1989
Date of Creation:
1989
Title:
Prepayment behavior of 15-year mortgage pass-through securities / Lakhbir S. Hayre, Cyrus Mohebbi.
Application Title:
Prepayments on 15-year mortgage pass-through securities.
Copyright Note:
C.O. correspondence.
Publisher Number:
16 p
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
entire text: Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir S. Hayre
Cyrus Mohebbi
Prudential-Bache Capital Funding (36 documents)
example document: The relationship between Jump-Z bonds and PACs

An ARM primer

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002612556 / 1989-05-15
Date of Publication:
January 1, 1989
Date of Creation:
1989
Title:
An ARM primer / Lakhbir Hayre, Francis Ng.
Copyright Note:
C.O. correspondence.
Publisher Number:
38 p
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
entire text: Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir Hayre

Copyrights records by Hayre, Lakhbir

Francis Ng
Prudential-Bache Capital Funding (36 documents)
example document: Risk arbitrage not evident as market absorbs billions in thrift liquidations

Stochastic valuation of debt securities

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002612557 / 1989-05-15
Date of Publication:
September 1, 1988
Date of Creation:
1988
Title:
Stochastic valuation of debt securities / Lakhbir S. Hayre, Kenneth Lauterbach.
Copyright Note:
C.O. correspondence.
Publisher Number:
47 p
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
entire text: Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir S. Hayre
Kenneth Lauterbach
Prudential-Bache Capital Funding (36 documents)
example document: The relationship between Jump-Z bonds and PACs

FNMA indexed sinking fund debentures

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002612558 / 1989-05-15
Date of Publication:
October 1, 1988
Date of Creation:
1988
Title:
FNMA indexed sinking fund debentures / Lakhbir S. Hayre, Kenneth Lauterbach.
Copyright Note:
C.O. correspondence.
Publisher Number:
18 p
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
entire text: Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir S. Hayre
Kenneth Lauterbach
Prudential-Bache Capital Funding (36 documents)
example document: ARMs expected to perform well in early 1991

CMO primer

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002612559 / 1989-05-15
Date of Publication:
July 1, 1987
Date of Creation:
1987
Title:
CMO primer / Lakhbir S. Hayre, Lisa A. Pendergast.
Copyright Note:
C.O. correspondence.
Publisher Number:
31 p
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
entire text: Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir S. Hayre
Lisa A. Pendergast
Prudential-Bache Capital Funding (36 documents)
example document: Analysis of mortgage servicing portfolios

Prepayment models and methodologies

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002612560 / 1989-05-15
Date of Publication:
February 1, 1988
Date of Creation:
1988
Title:
Prepayment models and methodologies : the Prudential-Bache prepayment model / Lakhbir S. Hayre, Kenneth Lauterbach, Cyrus Mohebbi.
Copyright Note:
C.O. correspondence.
Publisher Number:
23 p
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
entire text: Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir S. Hayre
Kenneth Lauterbach
Cyrus Mohebbi
Prudential-Bache Capital Funding (36 documents)
example document: Structured portfolio trades

Floating-rate collateralized mortgage obligations

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002612562 / 1989-05-15
Date of Publication:
October 1, 1987
Date of Creation:
1987
Title:
Floating-rate collateralized mortgage obligations / Lakhbir S. Hayre.
Copyright Note:
C.O. correspondence.
Publisher Number:
23 p
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
entire text: Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir S. Hayre
Prudential-Bache Capital Funding (36 documents)
example document: The Question of drift

Mortgage pass-through securities

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002612563 / 1989-05-15
Date of Publication:
January 1, 1989
Date of Creation:
1988
Title:
Mortgage pass-through securities / Lakhbir S. Hayre, Cyrus Mohebbi.
Copyright Note:
C.O. correspondence.
Publisher Number:
45 p
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
entire text: Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir S. Hayre
Cyrus Mohebbi
Prudential-Bache Capital Funding (36 documents)
example document: The Question of drift

Prepayment behavior of 15-year mortgage pass-through securities

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002686806 / 1989-10-18
Date of Publication:
May 5, 1989
Date of Creation:
1989
Title:
Prepayment behavior of 15-year mortgage pass-through securities / Lakhbir S. Hayre, Cyrus Mohebbi.
Series:
Financial strategies group
Description:
16 p.
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir S. Hayre
Cyrus Mohebbi
Prudential-Bache Capital Funding (36 documents)
example document: Mortgage servicing and capital implications

An OAS primer

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002688880 / 1989-10-18
Date of Publication:
July 3, 1989
Date of Creation:
1989
Title:
An OAS primer / Lakhbir S. Hayre.
Description:
folder.
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
entire text: Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir S. Hayre
Prudential-Bache Capital Funding

A Perspective on the thrift crisis

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002765795 / 1989-10-18
Date of Publication:
May 9, 1989
Date of Creation:
1989
Title:
A Perspective on the thrift crisis / Vincent Pica and Lakhbir Hayre.
Copyright Note:
C.O. correspondence.
Description:
folder.
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
Prudential-Bache Capital Funding, employer for hire.
Names:
Vincent Pica (20 documents)
example document: Risk arbitrage not evident as market absorbs billions in thrift liquidations

Copyrights records by Pica, Vincent

Lakhbir Hayre
Prudential-Bache Capital Funding

Wide spreads in AAs provide excellent risk-adjusted returns

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002789969 / 1989-12-13
Date of Publication:
November 16, 1989
Date of Creation:
1989
Title:
Wide spreads in AAs provide excellent risk-adjusted returns / Paul Frean, Susan Hallman, Lakhbir Hayre ... [et al.]
Copyright Note:
C.O. correspondence.
Series:
The Thrift crisis ; update no. 9
Description:
1 v.
Other Title:
The Thrift crisis ; update no. 9
Copyright Claimant:
Prudential-Bache Capital Funding
Names:
Paul Frean (1 documents)
example document: "Designer bonds" de novo
Susan Hallman
Lakhbir Hayre (28 documents)
example document: Balloons
Prudential-Bache Capital Funding (36 documents)
example document: Strategies for traders and investors in a bullish environment

Stripped mortgage-backed securities

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002962654 / 1990-11-21
Date of Publication:
July 1, 1990
Date of Creation:
1990
Title:
Stripped mortgage-backed securities / Lakhbir Hayre, Errol Mustafa.
Copyright Claimant:
Prudential Bache Capital Funding
Authorship on Application:
entire text: Prudential Bache Capital Funding, employer for hire.
Names:
Errol Mustafa (4 documents)
example document: Value measures for ARMs and FRCMOs

Copyrights records by Mustafa, Errol

Lakhbir Hayre
Prudential Bache Capital Funding (6 documents)
example document: Thrift crisis update

Application of FASB 91 to ARMs

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0002967155 / 1990-11-21
Date of Publication:
March 14, 1990
Date of Creation:
1990
Title:
Application of FASB 91 to ARMs / Lakhbir Hayre.
Description:
1 v.
Copyright Claimant:
Prudential Bache Capital Funding
Authorship on Application:
Prudential Bache Capital Funding, employer for hire.
Names:
Lakhbir Hayre
Prudential Bache Capital Funding (6 documents)
example document: "Designer bonds" de novo

Eleventh District cost-of-funds index

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003027278 / 1991-02-22
Date of Publication:
November 1, 1990
Date of Creation:
1990
Title:
Eleventh District cost-of-funds index : composition and modeling / Lakhbir Hayre, Vito Lodato, Errol Mustafa.
Description:
1 v.
Variant title:
Eleventh District cost-of-funds index : composition and modeling
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir Hayre (28 documents)
example document: The effects of newly released GNMA WALAs, WAMs, and WAOLTs
Vito Lodato
Errol Mustafa (4 documents)
example document: Value measures for ARMs and FRCMOs
Prudential-Bache Capital Funding (36 documents)
example document: Treacherous times ahead--hedge mortgage-backed securities with mortgage-backed securities

Do whole-loan deals really prepay faster than agencies? Evidence suggets not

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003027300 / 1991-02-22
Date of Publication:
December 18, 1990
Date of Creation:
1990
Title:
Do whole-loan deals really prepay faster than agencies? Evidence suggets not / by Lakhbir Hayre.
Description:
folder.
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir Hayre (28 documents)
example document: Analysis of home-equity loan securities
Prudential-Bache Capital Funding

Prepayments on second mortgages

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003027309 / 1991-02-22
Date of Publication:
December 5, 1990
Date of Creation:
1990
Title:
Prepayments on second mortgages / Lakhbir Hayre.
Description:
folder.
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir Hayre (28 documents)
example document: The effects of newly released GNMA WALAs, WAMs, and WAOLTs
Prudential-Bache Capital Funding (36 documents)
example document: Mortgage servicing and capital implications

Conversion fees on FHLMC gold PCs

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003027314 / 1991-02-22
Date of Publication:
November 7, 1990
Date of Creation:
1990
Title:
Conversion fees on FHLMC gold PCs / Michael Bykhovsky and Lakhbir Hayre.
Description:
folder.
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
Prudential-Bache Capital Funding, employer for hire.
Names:
Lakhbir Hayre
Michael Bykhovsky
Prudential-Bache Capital Funding (36 documents)
example document: The relationship between Jump-Z bonds and PACs

The Outlook for prepayments

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003234483 / 1992-01-07
Date of Publication:
January 1, 1991
Date of Creation:
1991
Title:
The Outlook for prepayments / Lakhbir Hayre, Thomas Zimmerman.
Description:
1 v.
Copyright Claimant:
Prudential-Bache Capital Funding
Authorship on Application:
entire text: Prudential-Bache Capital Funding, employer for hire.
Names:
Thomas Zimmerman (17 documents)
example document: Manufactured-housing backed securities

Copyrights records by Zimmerman, Thomas

Lakhbir Hayre (28 documents)
example document: The effects of newly released GNMA WALAs, WAMs, and WAOLTs
Prudential-Bache Capital Funding (36 documents)
example document: The relationship between Jump-Z bonds and PACs

Partial and full prepayments

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003254398 / 1992-01-07
Date of Publication:
March 1, 1991
Date of Creation:
1991
Title:
Partial and full prepayments : a more accurate method of modeling cash flows / Lakhbir Hayre, Kenneth Lauterbach.
Copyright Note:
C.O. correspondence.
Series:
Technology and its effect on valuation metrics ; study no. 5
Other Title:
Technology and its effect on valuation metrics ; study no. 5
Copyright Claimant:
Prudential Securities, Inc. (employer for hire)
Names:
Lakhbir Hayre
Kenneth Lauterbach
Prudential Securities, Inc. (94 documents)
example document: Potential Moody's downgrade unlikely to affect B-piece sector

Copyrights records by Prudential Securities, Inc.

Fact and fantasy about collateral speeds identifying the truly speedy

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003254405 / 1992-01-07
Date of Publication:
August 1, 1991
Date of Creation:
1991
Title:
Fact and fantasy about collateral speeds identifying the truly speedy / Michael Bykhovsky and Lakhbir Hayre.
Copyright Note:
C.O. correspondence.
Series:
Technology and its impact on valuation metrics ; study no. 9
Other Title:
Technology and its impact on valuation metrics ; study no. 9
Copyright Claimant:
Prudential Securities, Inc. (employer for hire)
Names:
Michael Bykhovsky
Lakhbir Hayre (28 documents)
example document: Balloons
Prudential Securities, Inc.

The correct OAS for a mortgage security

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003254409 / 1992-01-07
Date of Publication:
July 23, 1991
Date of Creation:
1991
Title:
The correct OAS for a mortgage security / Lakhbir Hayre.
Copyright Note:
C.O. correspondence.
Series:
Technology and its effect on valuation metrics ; study no. 8
Other Title:
Technology and its effect on valuation metrics ; study no. 8
Copyright Claimant:
Prudential Securities, Inc. (employer for hire)
Names:
Lakhbir Hayre (28 documents)
example document: Have refi waves lost their punch?
Prudential Securities, Inc. (94 documents)
example document: Relative valuation in the mortgage- and asset-backed markets

Inside the PSA curve

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003291841 / 1992-01-07
Date of Publication:
March 1, 1991
Date of Creation:
1991
Title:
Inside the PSA curve / Lakhbir Hayre, Vincent Pica.
Copyright Note:
C.O. correspondence.
Series:
Technology and its effect on valuation metrics. study no. 4
Other Title:
Technology and its effect on valuation metrics : study no. 4
Copyright Claimant:
Prudential Securities, Inc. (employer for hire)
Copyright Notice:
notice: Prudential-Bache Capital Funding
Notes:
At head of ti.: Financial Strategies Group.
Names:
Lakhbir Hayre
Vincent Pica (20 documents)
example document: Have refi waves lost their punch?
Prudential Securities, Inc.
Prudential-Bache Capital Funding (36 documents)
example document: Risk arbitrage not evident as market absorbs billions in thrift liquidations
Financial Strategies Group (14 documents)
example document: Balloons

Copyrights records by Financial Strategies Group

The impact of the prepayment surge on the strips market

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003291844 / 1992-01-07
Date of Publication:
April 26, 1991
Date of Creation:
1991
Title:
The impact of the prepayment surge on the strips market : housing markets rebound in line with PSI projections / Lakhbir Hayre, Massoud Heidari, Thomas Zimmerman.
Copyright Note:
C.O. correspondence.
Copyright Claimant:
Prudential Securities, Inc. (employer for hire)
Notes:
At head of ti.: Financial Strategies Group.
Names:
Lakhbir Hayre (28 documents)
example document: Analysis of home-equity loan securities
Massoud Heidari
Thomas Zimmerman (17 documents)
example document: Minimal impact likely from increased money store delinquencies
Prudential Securities, Inc. (94 documents)
example document: The new equilibrium
Financial Strategies Group (14 documents)
example document: The Relative value of floating rate notes

Anatomy of PAC bonds

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003357012 / 1992-06-29
Date of Publication:
January 1, 1992
Date of Creation:
1992
Title:
Anatomy of PAC bonds : technology and its effect on valuation metrics : study no. 11 / Michael Bykhovsky, Lakhbir Hayre.
Copyright Claimant:
Prudential Securities, Inc. (employer for hire)
Names:
Michael Bykhovsky
Lakhbir Hayre
Prudential Securities, Inc. (94 documents)
example document: The evaluation of principal lockout

Mortgage spreads at wide levels

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003423306 / 1992-10-28
Date of Publication:
September 23, 1992
Date of Creation:
1992
Title:
Mortgage spreads at wide levels : a statistical verification / Lakhbir Hayre.
Description:
1 v.
Variant title:
Mortgage spreads at wide levels : a statistical verification
Copyright Claimant:
Prudential Securities, Inc. (employer for hire)
Names:
Lakhbir Hayre
Prudential Securities, Inc.

Realistic holding-period analysis

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003423307 / 1992-10-28
Date of Publication:
August 13, 1992
Date of Creation:
1992
Title:
Realistic holding-period analysis / Lakhbir Hayre, Charles Huang, and Vincent Pica.
Series:
Technology and its impact on valuation metrics ; study no. 14
Description:
1 v.
Other Title:
Technology and its impact on valuation metrics ; study no. 14
Copyright Claimant:
Prudential Securities, Inc. (employer for hire)
Names:
Vincent Pica (20 documents)
example document: Structured portfolio trades
Lakhbir Hayre (28 documents)
example document: The effects of newly released GNMA WALAs, WAMs, and WAOLTs
Charles Huang (6 documents)
example document: Minimal impact likely from increased money store delinquencies

Copyrights records by Huang, Charles

Prudential Securities, Inc.

Prepayment topics for a strong refinancing period

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003443830 / 1992-11-23
Date of Publication:
October 1, 1992
Date of Creation:
1992
Title:
Prepayment topics for a strong refinancing period / Lakhbir Hayre and Thomas Zimmerman.
Description:
1 v.
Copyright Claimant:
Prudential Securities, Inc. (employer for hire)
Names:
Thomas Zimmerman (17 documents)
example document: ARMs expected to perform well in early 1991
Lakhbir Hayre
Prudential Securities, Inc. (94 documents)
example document: Minimal impact likely from increased money store delinquencies

PSA releases a "standard default assumption" curve

Type of Work:
Non-dramatic literary work
Registration Number / Date:
TX0003560449 / 1993-08-02
Date of Publication:
May 1, 1993
Date of Creation:
1993
Title:
PSA releases a "standard default assumption" curve : an effort to standardize analysis of credit-sensitive MBSs / Lakhbir Hayre, Nancy Olson.
Copyright Note:
C.O. correspondence.
Description:
6 p.
Copyright Claimant:
Prudential Securities, Inc. (employer for hire)
Names:
Lakhbir Hayre (28 documents)
example document: Analysis of home-equity loan securities
Nancy Olson

Copyrights records by Olson, Nancy

Prudential Securities, Inc. (94 documents)
example document: Sectoral spread widening leads to opportunities in premium Z-bonds
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