Nobody knows how convertible bonds work

Discussion in 'Fixed Income' started by BMK, Mar 9, 2024.

  1. newwurldmn

    newwurldmn

    It’s probably the most crowded hedge fund strategy on the planet.
     
    #11     Mar 10, 2024
  2. ajacobson

    ajacobson

    "It’s probably the most crowded hedge fund strategy on the planet."

    Huge business in the EU and Asia. Often overlap in markets with a robust warrant business
     
    #12     Mar 10, 2024
  3. ajacobson

    ajacobson

    Key Instruments & Strategies
    • Long/short fundamental corporate credit
    • U.S. and international convertible bonds
    • Credit ETF, index relative value and tranches
    • Capital structure arbitrage
    • Collateralized loan obligations (CLOs)
    From a tiny unknown HF with 40+ pros, in these disciplines, around the world
     
    #13     Mar 10, 2024
  4. mervyn

    mervyn

    pretty sure he talked to the fed, treasury and the power to be, knowing that his money was safe, one of the biggest insider trades ever made.
     
    #14     Mar 10, 2024
  5. No, that would be treasury basis and On/Off-TR. But yes, the whole space exists purely for the arb, so when it goes it goes.

    PS. This said, if you're a small player, there are a ton of profitable itty-bitty things to do in the space (not coverts proper, but related instruments)
     
    #15     Mar 10, 2024
    newwurldmn likes this.
  6. What are the markets with a robust warrant business these days?
     
    #16     Mar 11, 2024
  7. newwurldmn

    newwurldmn

    He probably did get a call from Hank Paulson.

    he wasn’t the only one though.


     
    #17     Mar 11, 2024
  8. nitrene

    nitrene

    I'm not an expert in Convertibles but I like to read Wall Street history and I remember reading about how the credit guys would sell converts with warrants all the time. It was expected as a "sweetener." If you read The Predators' Ball by Connie Bruck she details bond offerings (converts, junk, IG, etc.) that were basically all sold with warrants (the book is mainly about Milken & Drexel, Burnham & Lambert).

    In the 2020-2021 SPAC bubble I bought a few of those SPAC IPOs and almost all of them came with warrants. I still have the DWAC warrants. I think the SOFI warrants expired recently.
     
    #18     Mar 12, 2024
    TrailerParkTed likes this.
  9. ajacobson

    ajacobson

    #19     Mar 12, 2024
  10. #20     Mar 14, 2024