TITLE banking-and-securities

Part VII. State Securities Board

Chapter 129. Administrative Guidelines for Registration of Asset-Backed Securities

7 TAC §§129.1-129.9

The State Securities Board adopts new §§129.1-129.9, concerning administrative guidelines for registration of asset-backed securities. Section 129.1 was adopted with three changes to the proposed text as published in the October 15, 1996, issue of the Texas Register (21 TexReg 10143). First, a change was made to §129.1(b)(5)(C), to make the definition of "affiliate" more consistent with the definition of "affiliate" contained in §107.2 of the Board's rules, relating to Definitions. Second, a cross-reference to the definition of "rating agency" was added to the definition of "investment grade" contained in §129.1(b)(13). Finally, "limited liability company" was added to the list contained in the definition of "person" located at §129.1(b)(23). Sections 129.2-129.9 were adopted without changes and will not be republished.

The new sections substantially reflect the guidelines for registration of asset-backed securities adopted by the North American Securities Administrators Association, Inc. ("NASAA"), with the exception that, as was noted in the proposal, certain items were removed from the list of representations prohibited in the subscription agreement.

The new rules will provide a substantial degree of consistency with uniform guidelines for the registration of asset-backed securities.

One comment letter was received on the proposals. The letter, from Cadwalader, Wickersham & Taylor, commented against the adoption of the proposal without substantial revisions thereto. The letter requested the Board to create an exception from the applicability of the guidelines for investment grade-rated asset-backed securities. The letter also asked the Board to consider a variety of changes to the guidelines previously suggested by the commenter to NASAA during its comment period on the guidelines on which for these sections were based. The Board disagrees. These sections already contain numerous exceptions from the applicability of its provisions for asset-backed securities with an investment grade rating. The sections would provide more guidance to filers than the more general "fair, just and equitable" standard for review which would be used in the absence of these sections. The remaining modifications suggested were previously considered, addressed, and resolved in NASAA's development of the guidelines which form the basis for these rule sections.

The new sections are adopted under Texas Civil Statutes, Article 581-28-1. Section 28-1 provides the Board with the authority to adopt rules and regulations necessary to carry out and implement the provisions of the Texas Securities Act, including rules and regulations governing registration statements and applications; defining terms; classifying securities, persons, and matters within its jurisdiction; and prescribing different requirements for different classes.

§129.1.Introduction.

(a)

Application.

(1)

These guidelines apply to the registration of asset-backed securities, as defined in subsection (b)(7) of this section, and will be applied by analogy to similar securities issued by issuers that are not required to register as an investment company under the Investment Company Act of 1940.

(2)

While applications not conforming to the standards contained in this chapter shall be looked upon with disfavor, where good cause is shown, certain guidelines may be modified or waived by the Securities Commissioner.

(b)

Definitions. The following words and terms, when used in this chapter, shall have the following meanings, unless the context clearly indicates otherwise.

(1)

Acquisition cost - The cost of an eligible asset as reflected on the issuer's balance sheet, net of applicable acquisition expenses and origination fees.

(2)

Acquisition criteria - The specified characteristics an eligible asset is required to possess in order for it to be sufficiently similar to other eligible assets to make possible a reliable prediction of the cash flows associated with the eligible assets when pooled in large numbers.

(3)

Acquisition expenses - All direct and indirect expenses incurred by the issuer in connection with the selection and acquisition of eligible assets, whether or not acquired, other than origination fees.

(4)

Administrator - Referred to as "Securities Commissioner" throughout these guidelines.

(5)

Affiliate - With respect to another person, any of the following:

(A)

any person directly or indirectly owning, controlling, or holding, with power to vote, 10% or more of the outstanding voting securities of such other person;

(B)

any person 10% or more of whose outstanding voting securities are directly or indirectly owned, controlled, or held, with power to vote, by such other person;

(C)

any person that directly, or indirectly through one or more intermediaries, controls or is controlled by, or is under common control with, the person specified;

(D)

any executive officer, director, trustee, or partner of such other person; or

(E)

any legal entity for which such person acts as an executive officer, director, trustee, or partner.

(6)

Allowed expenses - Trustee fees, ongoing fees paid to rating agencies, servicing fees, origination fees, acquisition expenses, liquidation expenses, bank service charges, taxes, attorneys' fees, audit fees, and other direct charges incurred by the issuer in the ordinary course of the issuer's business, exclusive of organizational and offering expenses, conversion expenses, and extraordinary expenses.

(7)

Asset-Backed securities - Securities that provide a stated rate of return to security holders and that are primarily serviced as to both return of investment and return on investment by the cash flow from designated eligible assets, excluding:

(A)

the securities of an investment company subject to the Investment Company Act of 1940; and

(B)

equity interests in limited partnerships or other direct investment vehicles subject to other applicable registration guidelines.

(8)

Cash flow - The amount of cash generated from operations, calculated in compliance with Financial Accounting Standard 95, plus receipts from the disposition or liquidation of eligible assets.

(9)

Collections account - The bank account created to receive cash flow generated by the eligible assets and to maintain the segregation of such cash from other assets of the servicer.

(10)

Conversion expenses - The expenses associated with changing from one servicer to another servicer or one trustee to another trustee.

(11)

Credit enhancement - Insurance, letters of credit, lines of credit, over collateralization, seller recourse, reserve accounts, senior claim, guarantees, and other arrangements intended to decrease the likelihood of default on the asset-backed securities.

(12)

Eligible assets - Financial or commercial assets, either fixed or revolving, which are:

(A)

generally homogenous in nature;

(B)

subject to reasonably objective valuation;

(C)

for other than asset-backed securities with an investment grade rating, self-liquidating or easily liquidated; and

(D)

for other than asset-backed securities with an investment grade rating, capable of generating a predictable cash flow.

(13)

Investment grade - A rating that is in one of the four highest rating categories as determined by a rating agency as defined in paragraph (25) of this subsection.

(14)

Issuer - The entity formed to issue the asset-backed securities and to hold ownership of, or a security interest in, the eligible assets.

(15)

Liquidation expenses - The expenditures necessary to convert residual or non-performing eligible assets, or any underlying collateral, into cash, including expenditures necessary to collect on insurance or other credit enhancements.

(16)

Net worth - The excess of total assets over total liabilities as determined by generally accepted accounting principles.

(17)

Obligor - A person obligated to make the payments on or under an eligible asset.

(18)

Operating account - The bank account created to receive offering proceeds and revenues from the collections account which are not required to be transferred to the trust account, and from which payments are made for additional eligible assets and allowed expenses.

(19)

Organizational and offering expenses - All expenses incurred in connection with and in preparing the asset-backed securities for registration and subsequently offering and distributing the asset-backed securities to the public. Organizational and offering expenses include, but are not limited to, total underwriting and brokerage discounts and commissions (including fees of the underwriters' attorneys), initial fees paid to rating agencies, expenses for printing, engraving, mailing, salaries of employees while engaged in sales activity, charges of transfer agents, registrars, trustees, escrow holders, depositaries, experts, expenses of qualification of the sale of the securities under federal and state laws, including taxes and fees, and accountants' and attorneys' fees.

(20)

Origination fees - All fees, commissions, or other consideration, other than the purchase price of the eligible assets, paid by any party to any party in connection with the origination and sale of eligible assets to the issuer. Origination fees does not include professional fees paid to attorneys, accountants, appraisers, initial fees paid to rating agencies, and similar professionals for providing routine professional services, which fees shall be deemed acquisition expenses.

(21)

Originator - An entity, which may or may not be the sponsor, that creates or originates, directly or indirectly, eligible assets to be sold or pledged, to the issuer.

(22)

Paying agent - The trustee or other entity responsible for disbursing funds from the trust account to the security holders in satisfaction of the issuer's obligation for payments on the asset-backed securities.

(23)

Person - Any natural person, partnership, limited liability company, corporation, association, trust, or other legal entity.

(24)

Prospectus - The primary disclosure document(s), by whatever name known, utilized for the purpose of offering and selling asset-backed securities to the public.

(25)

Rating agency - Standard and Poor's Ratings Group, a division of McGraw Hill Company; Moody's Investors Service, Inc.; Fitch Investors Service, Inc.; Duff and Phelps Credit Rating Co.; or a successor to any of the foregoing.

(26)

Security holders - The persons in whose names the issuer's asset-backed securities are held and to whom payments pursuant to the terms of the trust agreement are entitled to be made.

(27)

Servicer - The entity responsible for the management of the issuer's assets and the conversion of such assets into the cash flow necessary to make stated payments on the asset-backed securities.

(28)

Servicing agreement - The contract that establishes the responsibilities and compensation of the servicer.

(29)

Servicing fees - Compensation paid to the servicer pursuant to the terms of the servicing agreement.

(30)

Special purpose entity - A trust, corporation, partnership, limited liability company, or other legal entity formed for the purpose of making one or more offerings of asset-backed securities, holding an ownership interest or a security interest in the eligible assets, and forwarding the cash flows from the eligible assets to the security holders.

(31)

Sponsor - Any person directly or indirectly instrumental in organizing, wholly or in part, an issuer or any person, other than the trustee, who will control, manage, or participate in the management of an issuer or its assets. Not included is any person whose only relationship with the issuer is that of an independent servicer of the issuer's eligible assets, and whose only compensation is as such. "Sponsor" does not include wholly independent third parties such as attorneys, accountants, rating agencies, and underwriters whose only compensation is for professional services rendered in connection with the offering of asset-backed securities.

(32)

Stated rate of return - A return where the security holder is entitled to receive either:

(A)

a stated principal amount;

(B)

interest on the principal amount (which may be a notional principal amount) calculated by reference to:

(i)

a fixed rate, or

(ii)

a standard or formula which does not reference any change in the market value or fair value of eligible assets;

(C)

interest on a principal amount (which may be a notional principal amount) calculated by reference to:

(i)

auctions among security holders and prospective security holders, or

(ii)

a periodic remarketing of the asset-backed security;

(D)

an amount representing specified fixed or variable portions of the interest generated by the underlying eligible assets; or

(E)

any combination of subparagraphs (A)-(D) of this paragraph.

(33)

Trust account - The bank account created to receive funds from the collections account and the operating account and from which payments are made on the asset-backed securities of the issuer.

(34)

Trust agreement - The governing document(s), by whatever name, which defines the pooling arrangements and which establishes the rights, privileges, duties, and responsibilities of the trustee, the issuer, the security holders, and, in some cases, the servicer in connection with the issuance of the asset-backed securities. The trust established by the trust agreement may or may not be a taxable entity and it may or may not serve as the issuer of the asset-backed securities. The trust agreement may include the servicing agreement.

(35)

Trustee - The financial institution meeting the requirements under §129.5 of this title (relating to Requirements of Trustees) which is party to the trust agreement and which has the primary responsibility of representing the interests of the security holders by assuring the terms of the trust agreement are enforced.

(36)

Trustee fees - The fees and other consideration paid to the trustee for performing services under the trust agreement.

This agency hereby certifies that the adoption has been reviewed by legal counsel and found to be a valid exercise of the agency's legal authority.

Issued in Austin, Texas, on January 21, 1997.

TRD-9700917

Denise Voigt Crawford

Securities Commissioner

State Securities Board

Effective date: February 11, 1997

Proposal publication date: October 15, 1996

For further information, please call: (512) 305-8300