You people need to learn how to condense. No one wants to read a book
to get your point.

On Oct 17, 5:38 am, "\"Lone Wolf\"" <[EMAIL PROTECTED]> wrote:
> Armageddon' Loan, Bond Prices Keep Debt Investors on Sidelines
>
> By Pierre Paulden and Caroline Salas
>
> Oct. 17 (Bloomberg) -- Credit markets have fallen so far that they are
> providing a ``once in a lifetime opportunity,'' and investors are
> still selling.
>
> Prices of loans rated below investment grade declined to a record low
> 66.1 cents on the dollar, virtually guaranteeing investors get their
> money back, based on historical recovery rates, according to data
> compiled by Standard & Poor's. Yields on corporate bonds show
> investors expect 5.6 percent of the market will go bust, the highest
> default rate since the Great Depression, according to Christopher
> Garman, chief executive officer of debt research firm Garman Research
> LLC in Orinda, California.
>
> While central banks injected $3 trillion into the global economy,
> credit markets are tumbling because banks are clamping down on
> lending, forcing investors to unload assets they bought with borrowed
> money. The Federal Reserve said Aug. 11 that its quarterly survey
> shows most ``domestic institutions reported having tightened their
> lending standards and terms.''
>
> ``There has been widespread liquidation of assets that has nothing to
> do with fundamentals,'' said Scott D'Orsi, a partner at Boston-based
> Feingold O'Keeffe Capital, a hedge fund which has $1.3 billion in
> assets. ``Investors in bank debt are being presented with a vast
> number of extraordinary opportunities; opportunities that I would
> characterize as once in a lifetime.''
>
> The selling is being compounded by hedge funds and mutual funds
> dumping holdings to meet redemptions, which may push prices even
> lower, according to analysts at UBS AG.
>
> Assets Seized
>
> Barclays Plc, the U.K.'s second-biggest bank, is auctioning $642
> million of loans seized this week from Dallas-based Highland Capital
> Management LP, according to people with knowledge of the sale who
> declined to be identified because the sale hasn't been announced.
> Hedge funds Tudor Investment Corp., run by Paul Tudor Jones, and SAC
> Capital Advisors LLC, managed by Steven Cohen, sold assets this month
> to raise cash as stock prices dropped, according to people with
> knowledge of the sales.
>
> Barclays spokesman Brandon Ashcraft, and Jack Yang, a partner at
> Highland, declined to comment.
>
> Prices of high-yield, or leveraged, loans tumbled 22.2 cents since
> Sept. 9, and are down from 95 cents on the dollar since the start of
> the year, according to New York-based S&P's LCD unit. Because bank
> debt holders typically recover about 70 cents on the dollar in
> bankruptcy, almost every loan in the market would need to default
> before investors would lose money, LCD said.
>
> `Priced in Armageddon'
>
> Corporate bond prices plunged to 79.9 cents on the dollar on average
> from 94 cents at the end of August and 99 cents at the end of 2007,
> according to index data compiled by New York-based Merrill Lynch &
> Co.
>
> About 90 percent of the market trades like high-yield, high- risk, or
> junk, debt, Garman said in an Oct. 3 report to clients. Prices imply a
> 5.6 percent default rate, the most since the record 8.4 percent in
> 1933, he said. Junk bonds are rated below BBB- by S&P and Baa3 at
> Moody's Investors Service.
>
> ``It's quite possible that we had priced in Armageddon,'' said Robert
> Gahagan, head of taxable fixed-income in Mountain View, California at
> American Century Investment Management, which oversees $23 billion in
> fixed-income assets.
>
> Wall Street firms have curbed lending after taking $661 billion of
> credit losses and writedowns since the beginning of last year,
> according to data compiled by Bloomberg. The collapse last month of
> Lehman Brothers Holdings Inc., the fourth-largest securities firm,
> sparked a new round of selling as investors became concerned that more
> banks may fail.
>
> `The Big Picture'
>
> The sales may hamper efforts by Treasury Secretary Henry Paulson to
> unlock the credit markets and challenge the next president as a
> slowing economy drives prices even lower. Industrial output fell 6
> percent in the third quarter, the most since 1991, and a factory index
> for the Philadelphia region hit an 18-year low this month, Federal
> Reserve figures showed yesterday.
>
> ``The big picture is the economy is just starting to deteriorate,''
> said Mark Kiesel, executive vice president at Pacific Investment
> Management Co., the manager of the world's biggest bond fund. Kiesel
> runs $180 billion in corporate bonds from Newport Beach, California.
> ``We still think there are a lot of redemptions and hedge fund
> liquidations coming.''
>
> Hedge funds may be forced to dispose of half their $135 billion in
> high-yield loans to fund redemptions, Stephen Antczak, a UBS credit
> analyst in Stamford, Connecticut, wrote in an Oct. 10 report to
> clients. That may send loan prices as low as 60 cents, he said.
>
> No `Turnaround'
>
> ``The de-leveraging that we're witnessing will probably continue,''
> said Paul Scanlon, team leader for U.S. high yield and bank loans at
> Boston-based Putnam Investments LLC, which manages $55 billion in
> fixed income. ``My sense is that's not turning around in the very near
> term.''
>
> The biggest hedge fund run by Citadel Investment Group, which manages
> $18 billion, fell as much as 30 percent this year because of losses on
> convertible bonds, stocks and corporate debt, people with knowledge of
> the returns said. Citadel founder Kenneth Griffin blamed ``reduced
> availability of credit'' for the declines.
>
> Investors withdrew a record $43 billion from hedge funds in September,
> according to TrimTabs Investment Research, which has been tracking the
> data since 2000. The industry had declines of 9.4 percent this year
> through the end of September, according to Chicago-based Hedge Fund
> Research Inc., the worst year in two decades.
>
> Commercial Mortgages
>
> For buyers to lose money on some top-rated bonds backed by mortgages
> on offices, hotels, apartment buildings and other commercial
> properties, the circumstances would have to surpass the worst
> conditions on record, according to Darrell Wheeler, global head of
> securitized strategy at Citigroup Inc.
>
> Commercial-mortgage securities rated AAA that require an unprecedented
> three-quarters of the underlying loans to default for any loss of
> principal are trading at about 70 cents, according to New York-based
> Citigroup.
>
> ``We're not at these prices because of the fundamentals: We threw
> those out the window a year ago,'' he said. ``This is strictly people
> want to sell something to raise cash, and it's easy to sell these CMBS
> because it's a liquid market.''
>
> Yields on AAA commercial mortgage bonds were at a record 620.7 basis
> points over benchmark swap rates on Oct. 15, up from 47.8 basis points
> a year ago, according to Bank of America Corp. A basis point is 0.01
> percentage point.
>
> To contact the reporter on this story: Pierre Paulden in New York at
> [EMAIL PROTECTED]; Caroline Salas in New York at
> [EMAIL PROTECTED]
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