Posts Tagged ‘CDS’

Are junk bonds still a good option?

Friday, June 17th, 2011

Wall Street does not like the term “junk bonds;” they prefer to refer to them as ”high yield bonds.”  Junk bonds are debt securities rated below Investment Grade by the three  major rating agencies (defined as a Nationally Recognized Statistical Rating Organization such as S&P).  Over the last 20 months investors have been investing a significant amount of money into junk bonds in search of yield.   With Treasury and corporate bonds experiencing abnormally low yields, investors are getting desperate and greedy for more income.

Below is a table from Oaktree Capital Management, L.P. on the history of junk bond yields and the differences over US Treasury bonds ( 100 basis points is 1%, so 1773 basis points is 17.73%).    What is noteworthy is how investor yields  are declining and the yield difference compared to US Treasury bonds is also shrinking.  This means that junk bond investors are currently taking on more risk and receiving less return. 

  Yield to Maturity Spread vs. Treasurys
“Normal” – Dec 31, 2003 8.2% 443 b.p.
Bubble peak – June 30, 2007 7.6% 242
Panic trough – Dec 31, 2008 19.6% 1773
Recovered – March 31, 2010 9.0% 666
Shrinking again – April 30, 2011 7.5% 492

Junk bonds swing from greatly overvalued to undervalued.  The middle ground does not last a long time.   From 2005 to 2007, investors in junk bonds focused on the risk of missing opportunities rather than analyzing the junk bond as offering a good balance of risk vs. reward.   Then came the financial crisis.   Today investors can see evidence of some of the excesses from the bubble years creeping back – payment-in-kind bonds, covenant-lite debt, rising leverage ratios of completed buy-out deals and more leveraged buy-out activity.   Although the irrational exuberance exemplified in the financial markets between 2005 and 2007 is not representative of today, in a low interest rate environment investors should be careful not to make “handcuffed” investment decisions (people making decisions on the belief they have no choice.)  Investors always have a choice.   Additionally, many of the companies that were responsible for leveraged buy-out deals occurring in the 2005-2007 time frame are re-issuing their junk bonds, and these junk bonds are not necessarily being issued on “investor-friendly” terms.   Consequently, those deals also find their way into junk bond funds.  

Bottom line:  Junk bonds are no-longer a “cheap” investment .    Investors allocating money into junk bonds in today’s low interest rate environment should be cognisant of what is occurring with private equity restructurings and deals in the leveraged buy-out space.

Always Asking, Never Assuming™

Christopher Holtby

Changes to distressed investing

Saturday, January 30th, 2010

Here is a situation:  Hedge fund A has a long concentrated position in a unsecured bond with a small issue size.  This bond does not trade very often.  The hedge fund feels this company could go into bankruptcy or hit a rough patch.  If they sell the bond, it could tip the hand of the market or cause a large decrease in the bond price because of such a large sell order.  Subsequently they purchase a CDS (basically a bond option) in an amount less than, equal to, or greater than the notional value of their bond position.  A few months later, the company declares it is entering bankruptcy.

On 1/9/10, a bankruptcy judge in Delaware ruled in the bankruptcy case of Six Flags (re: Premier International Holdings, Inc. Case No. 09-12019 Bankr.D. Del. Jan.9, 2010) that the ”members of an ad hoc committee of note-holders are not required to comply with the disclosure requirements of Bankruptcy Rule 2019.   This ruling is different than two other bankruptcy cases involving Northwest Airlines Corp (Southern District of NY 2007) and Washington Mutual (District of Delaware 12/2/09).

Bankruptcy Rule 2019 states that any committee representing more than one creditor should list each creditor’s claim, date of acquisition, price of acquisition and other claims or interests.  Normally, these committees list each of the creditors and the aggregate holdings of the committee.   Bankruptcy workout groups such as Alvarez & Marsal assume they will never learn which unsecured creditor owns what as the creditors are likely to have constant movement of their holdings (e.g. derivatives, options, equities, swaps).

In the situation of our hedge fund, if they own more CDS exposure than their underlying bond exposure, they want the company to be worthless and will vote as such.  There is an industry movement to enforce CDS restrictions so that the interests of the company will match the interests of unsecured bond holders.

Bottom line:  If you make an allocation to a junk bond manager or a distressed bond manager, ask how Bankruptcy Rule 2019 and the current disparity of rulings from bankruptcy courts will affect his/her strategy.  As an aside, Deutsche Bank just downgraded FTI from a buy to a hold as they expect corporate bankruptcies to hit a plateau and decrease after 2010.  Analysts are sometimes right and sometimes not.

Always Asking, Never Assuming™

Christopher Holtby

Borat’s brutal affect on global and domestic bond investing

Friday, May 1st, 2009

You all remember the 2006 mockumentary, Borat, based on a character from Kazakhstan.  This country has been swept into the financial crisis, and it is likely to create a hall of mirrors for bond investors.

Emerging countries were large revenue sources for the major investment banks of the past.  Those banks provided loans, trading capital, access to structured product desks, etc.  Morgan Stanley has Kazakhstan’s largest bank, BTA, as a client.   During the heyday, BTA was offered all the magical financial alchemy products available through Morgan’s various services.  Earlier this year, as the financial crisis swept through Kazakhstan, the government took control of BTA.   BTA was focused on servicing its loans and its creditors such as Morgan Stanley.  Everything worked well until last week.

Last week, Morgan Stanley and another bank demanded repayment of those loans, making BTA trip into partial default.  Why would Morgan want a loan to default, even partially?  Look at the CDS market.  As of last week, there were $700 billion in CDS contracts on BTA registered with the Depository Trust & Clearing Corporation.  Firms have been placing bets on whether BTA will blow-up.  It is possible that Morgan could have structured CDS contracts to profit from a BTA default in excess of the total dollar loan commitments.   Ethics aside, it is a very smart trade to force a company into default, allowing you to avoid negotiations and make money very quickly, thus increasing your IRR on that capital allocation.  The issue for regulators is that somebody else is holding the opposite side of the BTA CDS trade and will take the loss.   Hmmm.

Bottom line:  CDS contracts make it very hard to figure out the motivations and incentives of creditors.  If it can happen to a bank in Kazahstan why can’t it happen to a company in America?   Add a new line of questioning/thinking to your line-up.  

 

Always Asking, Never Assuming™

Christopher Holtby