Asset Class Weekly: From The High-Yield Bond Battlefront
Summary Capital markets are under fire. Just two weeks ago, Asset Class Weekly focused on the troubles that were brewing in the high-yield bond market. What a difference two weeks make. A growing number of creditors in the high-yield bond market are fighting for survival. Capital markets are under fire. Just two weeks ago, Asset Class Weekly focused on the troubles that were brewing in the high-yield bond market. What a difference two weeks make. For while many investors are getting ready to settle in for the holiday season, a growing number of creditors in the high-yield bond market are fighting for survival. Given the rapid pace of the descent in high-yield bonds over the past two weeks, it is worthwhile to check in with the latest from the high-yield bond market. It was almost exactly one year ago in December 2014 that I first began sounding the alarm about the stresses building in the high-yield bond market. At that time, the sharp decline in oil since the summer of 2014 and in particular since the OPEC meeting that came the day after Thanksgiving last year had the high-yield bond market starting to question the long-term viability of selected names in the universe. At the time, nearly all of the names under pressure in the high-yield bond space came from the oil patch. And the measure of stress at the time was the fact that 13 publicly-traded companies in the high-yield bond universe as measured by the iShares iBoxx $ High Yield Corporate Bond ETF (NYSEARCA: HYG ) had bonds were trading at a 25% to 50% discount to their par value while another 22 publicly-traded companies had bonds that were trading at a 10% to 25% discount to par. On December 12, 2014, when I published this first high-yield bond (NYSEARCA: JNK ) article, the stock market as measured by the S&P 500 Index closed at 2,002.33. As of the end of last week on December 18, 2015, the S&P 500 Index closed at 2,005.55. But while the headline stock market index might imply that not much has changed over the past year, oh so very much has changed underneath the market surface. And nowhere is this more true in a chronically bad way than in the high-yield bond market. Once again for emphasis, we had 13 creditors with bonds trading at a 25% to 50% discount to par and another 22 companies with bonds trading at a 10% to 25% discount to par almost exactly a year ago at this time. And this was a sign of building stress. So where exactly are we a year later? Today, we have 27 publicly-traded companies with bonds trading at a 25% to 50% discount to par. Sure, this is roughly double where we were at this time last year, but not so bad, right? Au contraire. W hile this 25% to 50% discount group was considered the front lines of high-yield bond market stress, this is the relatively better side of the story today. Triage Let’s begin. We have had a handful of companies in the high-yield bond space that have since either entered into bankruptcy or have creatively restructured in a grasp for survival. We also now have 11 publicly-traded companies that are trading at a more than 75% discount to par. In short, these are firms that have been badly wounded in operational battle and are now in financial market triage fighting for their lives. Arch Coal (NYSE: ACI ) BreitBurn Energy Partners (NASDAQ: BBEP ) Chesapeake Energy (NYSE: CHK ) Cliff Natural Resources (NYSE: CLF ) Energy XXI (NASDAQ: EXXI ) Linn Energy (NASDAQ: LINE ) Peabody Energy (NYSE: BTU ) Penn Virginia (NYSE: PVA ) Seventy Seven Energy (NYSE: SSE ) Ultra Petroleum (NYSE: UPL ) Verso ( OTCQB:VRSZ ) It should be noted that the list above is not at all from the fringes of capital markets as names like Chesapeake Energy and Ultra Petroleum are among the larger players in the energy space. The Front Line In the next group on the list, we have another 18 publicly-traded companies in the high-yield bond space whose bonds are also trading at a highly stressed 50% to 75% discount to their par value. These include the following: AK Steel (NYSE: AKS ) California Resources (NYSE: CRC ) CHC Group (NYSE: HELI ) Comstock Resources (NYSE: CRK ) Denbury Resources (NYSE: DNR ) EXCO Resources (NYSE: XCO ) Genworth Financial (NYSE: GNW ) Halcon Resources (NYSE: HK ) Intelsat (NYSE: I ) Memorial Production Partners (NASDAQ: MEMP ) Midstates Petroleum (NYSE: MPO ) Navios Maritime (NYSE: NM ) Pacific Drilling (NYSE: PACD ) Sanchez Energy (NYSE: SN ) SandRidge Energy (NYSE: SD ) Transocean (NYSE: RIG ) U.S. Steel (NYSE: X ) Vantage Drilling Company (NYSEMKT: VTG ) It is worth noting that seven companies descended into this group within the last two weeks. This includes California Resources, Denbury Resources, Intelsat, Memorial Production Partners, Midstates Petroleum, Sanchez Energy and Transocean. A number of the names on the above list are also meaningful players in the energy space. And the list is also not limited to just names in the energy space, as we also have communications, retail, industrial and consumer products companies now also showing up on this front line distressed list. Preparing For Battle: The Second Wave In the next group on the list, which was formerly the front line just one year ago, we have as mentioned above 25 publicly-traded companies in the high-yield bond space that are trading at a 25% to 50% discount to par. These companies currently under fire include the following: Advanced Micro Devices (NASDAQ: AMD ) Allegheny Technologies (NYSE: ATI ) Antero Resources (NYSE: AR ) ArcelorMittal (NYSE: MT ) Avon Products (NYSE: AVP ) Bombardier ( OTCQX:BDRBF ) Chemours (NYSE: CC ) CONSOL Energy (NYSE: CNX ) DCP Midstream Partners (NYSE: DPM ) Energy Transfer Equity (NYSE: ETE ) iHeartMedia ( OTCPK:IHRT ) Navistar International (NYSE: NAV ) Oasis Petroleum (NYSE: OAS ) ONEOK (NYSE: OKE ) Precision Drilling (NYSE: PDS ) Range Resources (NYSE: RRC ) QEP Resources (NYSE: QEP ) Scientific Games (NASDAQ: SGMS ) SM Energy (NYSE: SM ) Sprint (NYSE: S ) Talen Energy (NYSE: TLN ) Tronox (NYSE: TROX ) Whiting Petroleum (NYSE: WLL ) Windstream (NASDAQ: WIN ) WPX Energy (NYSE: WPX ) In addition to this list above that includes some eye-opening names, two notable retailers that are currently not publicly traded but are also now listed among this group. These are Neiman Marcus (Pending: NMG ) and Toys “R” Us. But perhaps more troubling than this list from the high-yield space is the suddenly expanding list from the investment-grade corporate bond universe as measured by the iShares iBoxx $ Investment Grade Corporate Bond ETF (NYSEARCA: LQD ). Just three weeks ago at the end of November, only one name (Freeport-McMoRan (NYSE: FCX )) made this 25% to 50% discount to par list. Today, once again just three weeks later, there are 13. These are listed below: Barrick Gold (NYSE: ABX ) Cenovus Energy (NYSE: CVE ) Continental Resources (NYSE: CLR ) Devon Energy (NYSE: DVN ) Ensco (NYSE: ESV ) Energy Transfer Partners (NYSE: ETP ) Enterprise Products Partners (NYSE: EPD ) Freeport-McMoRan Kinder Morgan (NYSE: KMI ) Newmont Mining (NYSE: NEM ) Southwestern Energy (NYSE: SWN ) Viacom (NASDAQ: VIA ) Williams Companies (NYSE: WMB ) It is one thing to see signs of credit stress in the high-yield bond space, but it is another thing altogether when these pressures begin to spread in the investment grade space. Overall, these lists combined bring us to 40 publicly traded or notable companies that are trading at a 25% to 50% discount to par. Bottom Line Perhaps this is all just a short-term phase in the bond market. It is possible that we are near or at a bottom and these increasingly stressed bond prices will soon start bouncing higher. Maybe, but probably not. The deterioration in the high-yield bond space has been brewing for some time. And it has picked up dramatically in the past couple of weeks with the magnitude of the price declines in many names across the high-yield bond spectrum well in excess of -20%. The fact that the problem has now started to spread to the investment-grade bond space is even more problematic, as it suggests that a broader cleansing process may now be at work. And the next time we regroup to explore this list, it seems highly probable that we will add a whole new cast of characters, as scores of names now reside in the 10% to 25% discount to par list that have not even bothered to explore here that are also experiencing accelerating price declines in their own right. Lastly, this decelerating pace of credit deterioration is taking place in an environment where the U.S. Federal Reserve just raised interest rates off of the zero bound for the first time since the outbreak of the financial crisis. While I applaud the Fed for finally showing the courage to act, it is unfortunately doing so far too late at this point. Thus, for those analysts and experts that are calling for another year of positive U.S. stock market gains in 2016 despite the fact that stock valuations are already hovering at historically high levels, unless we see the Federal Reserve do a complete about face and start pouring liquidity back into financial markets (do not rule this possibility out over the next 12 months), we may find ourselves with results that are decidedly different than positive for stocks this time next year. Special Notice : As many readers have likely seen by now, I also provide a premium service on Seeking Alpha called The Universal . The service targets winning investment portfolio strategies across the asset class universe in both bear and bull markets with a focus on attractive return opportunities, risk control and loss minimization. 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