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chen's avatar

Been hearing from Private Credit people about how their structured loans are levered 13x. Feel sorry for the person providing the equity layer.

Ringo's avatar

Old heads. Excellent work AC. You had me at Merton model.

Wissam's avatar

Another expression for shorting credit spreads is long the SJB etf for anyone who is interested. I'm long. Cheers.

bruce.n's avatar

Great post, and a side request given your first paragraph: please remember us non-Twitter-residing subscribers too :) I don’t spend much time there and would hate to miss some important position update because of it.

obie's avatar
Mar 12Edited

isn't shorting IBHY futures the cleanest way? no borrow

https://cdn.cboe.com/resources/futures/ibig-ibhy-fact-sheet.pdf

and you are shorting HYG unhedged? no fear of rates?

Andrey Shervashidze's avatar

Hello Alexander,

Kevin Muir wrote extensively on this matter. Here is one of his latest - https://themacrotourist.substack.com/p/shorting-corporate-credit?r=35sz7&utm_campaign=post&utm_medium=web

In that regard, I am curious what your views are on outright shorting the iBoxx High-Yield Index futures?

Also, Apollo and Allianz are missing. I think they are heavily exposed, too.

Have a great day

Sam Shiffman's avatar

Great read! Could you ellaborate more on how you see the fed being boxed affecting the big picture macro?