HALISTER1: More Ba-Rated Bonds Weakened Investor Protection in May: Moody’s

More Ba-Rated Bonds Weakened Investor Protection in May: Moody’s

(Bloomberg) -- Increasing concentration of Ba-rated bonds drives North American Covenant Quality Index to “weakest level” designation, Moody’s says in a report late Tuesday.
  • CQI worsened to 4.27 (weakest) in May from 4.19 in April; a higher score represents lower covenant quality on Moody’s scale from 1 to 5.
  • Percentage of Ba-rated bonds in CQI has risen for 5 straight months; Moody’s says bonds of this rating have the least protective covenants
    • NOTE: Ba1, Ba2, Ba3 represent the first, second and third steps below investment grade, respectively
    • Caa/Ca-rated bonds represented a lower proportion of the basket for the 4th straight month
  • Greater percentage of HY- lite bonds, which lack fundamental protections against leveraging, also worsened protection quality
    • These bonds came from chemicals; construction and homebuilding; healthcare; leisure; lodging & entertainment; manufacturing; oil & gas and services sectors
    • Caa/Ca and single B-rated bonds continue to offer near-equivalent covenant protection, Moody’s says
  • Private equity bonds resume strengthening quality after streak of weak levels
  • Abundance of retailers rated B3 negative and below that allow unrestricted subsidiary asset transfers threatens loan and bond recoveries
To contact the reporter on this story: Molly Smith in New York at msmith604@bloomberg.net To contact the editors responsible for this story: Nikolaj Gammeltoft at ngammeltoft@bloomberg.net Rick Green, Dan Wilchins

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Source: BFW (Bloomberg First Word)

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