Amigo Loans Ltd (Amigo): Now Or Never

All,

Please find our unchanged analysis here.

In the forthcoming 2nd scheme attempt, bondholders shouldn’t have to equitise and clearly, the majority has no intention to do so. But if a sub-group of holders thinks like us and would be prepared to partially equitise and iinject that fresh equity the FCA seems to be angling for, then now ought to be high time to group up and present that plan to management. Bonds / Fresh Cash could cut management in on a good deal and accommodate claimants too. The scheme would merely have to offer bondholders a Chinese menu and there is room to make a backstop profitable - voila.

We will do some structuring next week to work out a potential transaction. Anyone interested, please let us know.

Positioning 

- We remain long a 7% NAV position in Amigo bonds at 92.5c/€ with a view to earning 7% in the remainder of the year, split into 4 points upside and carry. Our analysis of different downside scenarios has made us comfortable with the value protection in the bonds of 85c/€ in case a new scheme would seek to compromise the bonds and a similar recovery in case of liquidation, although bonds would likely fall into the 60's for a period if this unlikely event should occur. A 7% position therefore should not present more than a 1% risk to the book.  

- Currently there is a reduced chance that bondholders will get invited to participate in the rights issue. However, even if bonds are trading in the 90s, we would be prepared to equitise a limited portion to boost equity ownership besides fresh cash if that were on offer.  

Happy to discuss as always 

Regards 

Aengus 

E: amcmahon@sarria.co.uk
T: +44 203 744 7055

www.sarria.co.uk

Aengus McMahonAMIGO