Nissan's $1.024 Billion Auto-Loan Backed Deal Eligible For TALF
August 27 2009 - 9:00AM
Dow Jones News
Nissan Motor Co. (NSANY) is in the market with a $1.024 billion
auto-loan backed deal that is eligible for funding under a Federal
Reserve program, according to a person familiar with the
matter.
The deal, dubbed NALT 2009-B, is due to price Sept. 2, a day
ahead of the next loan application deadline for the Fed's Term
Asset Backed Securities Loan Facility, or TALF, through which
investors can procure cheap loans to buy newly created consumer
loan-backed and new and existing commercial mortgage-backed
bonds.
The deal is jointly led by Citigroup, Deutsche Bank and JP
Morgan.
On Wednesday, Bank of America/Merrill Lynch offered a $1.995
billion auto loan-backed deal, eligible for TALF, according to a
person familiar with the matter.
Bank of America's deal, dubbed BAAT 2009-2, is jointly led by
Bank of America/Merrill Lynch, Barclays Capital, Citigroup, Credit
Suisse and Royal Bank of Scotland.
Last month, Bank of America (BAC) sold a $3.993 billion
auto-loan backed deal at 135 basis points over a benchmark. That
was the bank's first deal eligible under TALF.
TALF was set up in March to revitalize the securitization
market, shuttered following the collapse of Lehman Brothers
Holdings Inc. (LEHMQ). That market, in which banks sell loans
packaged as securities on to investors, is vital in keeping credit
flowing to the broader economy.
Initially targeted at securities backed by consumer loans, it
was expanded to include commercial mortgage loan-backed bonds. The
program was set to expire Dec. 31. Last week, the central bank and
the Treasury Department extended their support, citing "impaired"
conditions in financial markets.
TALF loans against newly issued asset-backed securities and
existing commercial mortgage-backed securities will be extended
through March 31, 2010. For newly issued CMBS, which take a
significant amount of time to put together, the extension is until
June 30, 2010.
Since the launch of the program, $85.45 billion in consumer
loan-backed deals have been sold, the bulk of it using non-recourse
loans at attractive rates from the Fed.
TALF has not just revived issuance, it's also revived investors'
appetite: recently, ABS deals have been increased to $5 billion as
investors took advantage of the Fed's cheap loans. That's
reminiscent of the pre-crisis days, when deals were regularly
increased in size to the $6 billion to $10 billion range.
There have been no new CMBS deals but some are said to be in the
works.
The next loan application deadline for the ABS portion of the
program is Sept. 3. For CMBS, the dealine is Sept. 17.
-By Anusha Shrivastava, Dow Jones Newswires; 212-416-2227;
anusha.shrivastava@dowjones.com