Freddie Mac:$3 Billion 5Y Issue First Without Concession Since Crisis
June 17 2009 - 7:00PM
Dow Jones News
Freddie Mac's (FRE) $3 billion five-year reference note could
mark the return to the pre-crisis way of doing business for the
government-owned mortgage giant.
According to Freddie Mac, the deal is the first that didn't
offer concessions to investors that made the new debt more
attractive than debt already outstanding.
"This is our first deal... that we haven't offered a new issue
concession to the deals outstanding," said Devajyoti "Doc" Ghose,
vice president of debt portfolio management at Freddie. "There
wasn't as much a need to offer it, and we got the three
billion."
Since the beginning of the credit crisis, Freddie Mac and other
so-called agencies have had to offer rich risk premiums to attract
enough investors to their offerings. Simultaneously the Federal
Reserve has been making a market in the agency sector, creating
essentially a buyer of last resort.
The result was something of a flipper's market.
"The game was to buy it (the debt) at concession and then sell
it into the Fed if you needed to," said Margaret Kerins, a managing
director for agency debt at RBS Greenwich Capital. "I think that
was driving demand in the market."
On Wednesday, Freddie decided to take a stand, saying they would
issue the notes at five basis points below Libor, a key benchmark
rate, very near where comparable notes were trading in the
secondary market. The price talk was a signal that with lower
funding needs for the immediate future, Freddie was going to play
tough.
"Earlier in the year, investors would say wow that looks like a
steal, I'll buy the whole thing; that's not what we're looking
for," Ghose said. "We're looking for a quality book that performs
well in the secondary" market, implying fewer flippers.
The $3 billion deal was relatively small for the mortgage giant,
which hasn't bought as many mortgages as rates have come down. The
company uses its debt issuance to purchase mortgages for its own
investment portfolio as part of its mandate to support the U.S.
mortgage market.
With fewer funding needs and continued thawing in the debt
markets, Freddie Mac decided to chance the higher offer.
Initially, investor response was weaker. But the market sold off
overnight and yields rose. Freddie raised its offer to match those
higher yields, bringing investors back to the table. The deal ended
up oversubscribed, though not as massively as the previous
offerings, according to Kerins.
However, Ghose admitted that as markets continue to be volatile,
Freddie reserves the right to offer further concessions in the
future.
- By Andrew Edwards, Dow Jones Newswires; 212-416-2228;
andrew.edwards@dowjones.com