May 06, 2025

Diligence in Distressed Debt

How much diligence do distressed debt hedge funds do when looking at an investment? Are they really going deep on business / credit fundamentals and getting fully rounded out view on the industry and competitive landscape as well as doing heavy valuation work? Also would be great to get a sense for how much of it is business diligence / legal and process work.

Any firms that stand out particularly for how how deep they’ll go to come to a conclusion?

Would also be great to see how this differs on the opportunistic/ private distressed side.

4 Comments
 

Distressed debt hedge funds often engage in a multi-dimensional diligence process, but the depth and focus can vary significantly depending on the fund's strategy and the specific opportunity. Here's a breakdown based on the most helpful WSO content:

1. Business and Credit Fundamentals

  • Fundamental Analysis: This is a cornerstone of distressed debt investing. Funds analyze business economics, competitive positioning, margins, balance sheets, and capital structures. A key focus is on EBITDA/cash flow trends and the company's ability to meet obligations. The downside risk is heavily scrutinized to assess how much the business can deteriorate before impairing the principal.
  • Industry and Competitive Landscape: Some funds go beyond financials to evaluate the company's position within its industry, buyer/supplier relationships, macroeconomic factors, and regulatory impacts. This is particularly important for understanding the broader context of the investment.

2. Valuation Work

  • Valuation in distressed debt is often more detailed than in other strategies. Funds assess the company's liquidation value, recovery potential, and the value of different parts of the capital structure. This includes stress-testing assumptions and considering various scenarios, especially in bankruptcy or restructuring situations.

3. Legal and Process Work

  • Covenant Analysis: A deep dive into the legal structure of the debt, including covenants and protections, is critical. This helps determine the level of security and priority in the event of a default or restructuring.
  • Bankruptcy/Restructuring Expertise: For funds involved in true distressed situations, understanding the legal process (e.g., Chapter 11 or Chapter 7) and the implications for different stakeholders is essential. This often involves working with legal teams to navigate complex restructuring scenarios.

4. Opportunistic/Private Distressed Side

  • On the private side, diligence tends to be even deeper. Funds often underwrite to maturity and may have access to more granular data, such as contract-level revenue details. However, this can be shop-dependent, with some relying heavily on sponsor-provided information and stress-testing it, while others conduct truly independent, differentiated research.

5. Firms Known for Deep Diligence

  • While specific names aren't highlighted in the context, funds that focus on middle-market control distressed or have a history of successful, complex restructurings are often noted for their thorough diligence. These firms tend to have a strong institutional knowledge base and a reputation for going beyond surface-level analysis.

Key Differences Between Public and Private Distressed

  • Public Side: Limited by the availability of public data, funds rely on piecing together information from various sources like management calls, street analysts, and third-party research.
  • Private Side: Greater access to detailed, non-public information allows for more comprehensive diligence, but this often comes with tighter timelines and relationship considerations with sponsors.

In summary, distressed debt hedge funds can go very deep on diligence, but the extent depends on the fund's strategy, resources, and the specific opportunity. The private side generally allows for more granular diligence, while the public side requires creativity in piecing together available information.

Sources: Distressed Debt Hedge Fund out of College - Prep Advice, Credit Hedge Fund opportunities, Credit - Pod Shop/MM vs. Distressed/Special Sits HF, Q&A: Credit hedge fund analyst at MF, former BB trader, Distressed Debt Investing Is really lucrative

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this is a dumb question. 

yes, funds will have a view on industry, competitive landscape, and valuation. depends on each firms specific investment model, but most designate analyst coverage by industry. Analysts that cover an industry for a few years have an opinion on who the winners and losers are. barring fraud or catastrophe, these are relative large businesses that don't go belly up over night. Its a gradual train wreck that you can tell is heading to BK a few quarters, sometimes a year+, out. 

If you're flipping 1L, 2L and bonds based on market mispricings or a catalyst, diligence is a little lighter given trading orientation & liquidity, as compared to investing in debt with the expectation that its eventually equitized, and will essentially make you an operator of an asset. So like PE. In such cases, yes, you should expect to get very in the weeds on business diligence. No company undergoing BK is perfect, but ideally you avoid those with obsolete business models and in secularly declining industry.

Any large fund will have dedicated in-house legal & RX personnel for process & legal diligence.

 

I meant from a relative perspective. What you just said about diligence can be applied to a CLO shop which does comparatively low diligence versus private equity or even private credit as as an example.

Point of question was to ask people whether the diligence is very very robust. Have heard several stories of many distressed firms public and private doing some work but nothing spectacular or out of the ordinary.

It would be great to hear what industry professionals that have worked in some other spots have to say about it.

 

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