CNH's $800 Million TALF Eligible Deal Sold; Loan Deadline Tuesday

Date : 11/03/2009 @ 10:50AM
Source : Dow Jones News
Stock : Freddie Mac (FRE)
Quote : 1.13  -0.03 (-2.59%) @ 8:00PM
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CNH's $800 Million TALF Eligible Deal Sold; Loan Deadline Tuesday

   By Anusha Shrivastava 
   Of DOW JONES NEWSWIRES 
 

NEW YORK-(Dow Jones)- CNH Equipment Trust's $800 million bond has sold, according to a term sheet.

The equipment loan-backed deal, dubbed, CNH 09-C, has three triple-A rated tranches. The largest of these, worth $201.2 million, sold at 95 basis points over a benchmark.

The deal, led by Banc of America Securities and BNP Paribas, is eligible for funding under the Federal Reserve's Term Asset-Backed Securities Loan Facility, or TALF, program. Tuesday is the loan application deadline for this program.

The program is credited with rejuvenating the securitization market as the Fed offers cheap loans to investors to buy newly created consumer-loan-backed deals. The program also covers new and existing commercial mortgage bonds.

"TALF is one the most successful programs and provided much needed help to the securitization market," said Alex Wei, head of structured credit investments at Delaware Investments in Philadelphia.

Risk premiums on these deals have tightened substantially since the launch of the program in March and investors are increasingly using their own money to buy these bonds rather than leaning on the Fed.

"The Fed provided a lot of help but it is no longer needed," Wei said, adding the central bank need not end the program as its existence provides a buffer for the market. TALF-eligible consumer loan-backed deals worth over $85 billion have sold so far this year.

About $6 billion in such deals will price by Tuesday's loan application deadline. The $2.027 billion Bank of America Auto Trust deal, dubbed BAAT 2009-3, sold a day ahead of the deadline. The largest triple-A rated tranche of the auto sector deal, worth $723 million, sold at 38 basis points over a short-term futures benchmark.

Americredit's $227 million bond sold on Monday, with the largest triple-A rated tranche sold at 80 basis points over a benchmark.

Other deals being sold this week include an auto sector deal from GMAC's Ally Bank with a $884.856 million bond.

Equipment sector deals include a $654 million deal from General Electric Small Ticket and a $350 million deal from Navistar International Corp.

The GE Small Ticket deal was launched Monday afternoon, with the top-tier class at a spread of Libor minus one basis point, according to sources close to the deal. The TALF-eligible deal is expected to price Tuesday. Barclays and Bank of America Securities are leads on the deal.

Several non-TALF deals are also in the market: a $1.04 billion deal from World Omni, a $591 million bond from CarMax and a $545.9 million deal from Entergy Texas Restoration Funding LLC.

Year-to-date issuance of asset-backed securities stands at $122.5 billion, according to a note from Deutsche Bank. Last year, that figure was $156.8 billion.

Auto sector issuance comprises the bulk of this year's deals - at $53.19 billion or 43.4%. Credit card sector deals are at $41.56 billion or 33.9%.

-By Anusha Shrivastava, Dow Jones Newswires; 212-416-2227; anusha.shrivastava@dowjones.com

 
 

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