Credit Hedge Fund Case Study

I am in final stages with a multi-stray SM mainly focused on credit. They want me to do a take home case study.

I have done a few in the past for L/S Equity, although any ideas what to expect for a more credit focused fund? Thanks!

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This will usually be a situation where they give you a name (credit) with senior secured, senior unsecured, and potentially other items in the capital structure and they ask you where you would invest.  Occasionally they will give you loan prices but often times they expect you to find them.   The company is usually stressed and you usually could have a few places to reasonably invest in the capital structure.

Good examples could be Aveanna, Multiplan, Commscope, IHeartMedia, Clear Channel Outdoor.  There is a huge tail of TelCo names (Lumen, Dish, Altice, Uniti, Windstream, etc. ) that funds seem to be a bit hesitant to use though given specialization for some of them.   

 

Interesting you mentioned Lumen. Actually think it’s an interesting credit name, markets are scared the business going forward may not be able to meet the payments (after divestitures etc.) but seems like management can turn things around now that legacy co.s are gone. Assuming they do go chapter.. this might be the best entry price. Thoughts?

OP good luck!

 

Deleted - long story short, dig in and ask yourself if this is a tech company like they say or if they are a shitco with 20B of debt, what will the biz look like if they file and should it exist post reorg

 

Hey quick one here - what analysis would typically be expected? I’m sure I can figure out how to do a specific piece of analysis but not sure which analysis I should focus on. Currently doing a credit case study for a HF very in line with your comment but don’t come from credit background so figuring a lot of things out on the go. Any insight would be massively appreciated 

 

I echo what the previous poster mentioned. I currently work at a Credit HF. Our case studies typically revolve around giving an issuer that’s stressed / distressed with a big capital structure and you’re supposed to indicate which tranche would you invest in. You are expected to form a view on the credit, industry, and potential recovery value. You should also be able to understand docs to see what the art of the possible is to get primed or potential asset leakage. If it’s a regular way performing credit fund, you are probably expected to receive an LP and talk about the credit and if you would invest in and why. 

 

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