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Mobico (MCGLN; Ba2/NR/BBB-) follow up thoughts

TRANSPORTATION

Power of a 1.25% step-up; {£28s at 89.9} +1.6pts after a double notch-downgrade into HY - and it still looks cheap there vs. €31 levels/sell-off. Firming up a view on it was on the to-do list - we may have missed the boat there.

The €31s -3bps tighter after a +30bps move yesterday is showing surprising resilience given 1) looks rich vs. similar rated but shorter duration comps 2) Moody's language has soured and return to positive sentiment/upgrades look well away 3) Avis (B1/BB-) sets the ceiling high for spreads.

Only duration matched rotation we can give in is PostNL31s (NR/BBB) but will require 80bps to be given up and is a name we see risks on - prefer to wait out FY earnings (heavily seasonal into the 4Q).

Re. post-mortem on why we did not see Moody's double notch downgrade coming;

  1. it is adjusting aggressively away from Mobico reported EBITDA - we see gross leverage at 4.4x and 5x without 50% equity treatment on perps as at June - Moody's has 6.7x at June, Fitch was at 4.7x at end of last year. For reference statutory EBIT was £46m vs. adj. EBITDA of £184 - that is the normal D&A cost driving the gap + £26m adjustment it has done on EBIT - neither raised a red flag for us.
  2. we took some offence to both a) co saying it was focused on deleveraging while it was still spending on capex and b) not calling back the perps - Moody's seems to have taken more.
  3. we did not expect Moody's to throw the towel in before the NASB sale happened - it had waited for it through rougher earnings earlier this year and the sale was only announced in October. At the time it said NASB proceeds could allow "material deleveraging" now it says "moderate leverage reduction". Unclear if Mobico gave it colour on proceeds and/or how much would go to debt paydowns.

It's a worthwhile lesson that raters can lose patience and drastically change their tune. VFC in our eyes is in an even more favourable position with the raters (currently IG despite operating performance being well away from it). It has shown tad better ESG on the BS (sold one of the best brands to delever) and has scale with 3-major global brands - raters have/will use to afford it more leeway but we think its runway is - and should have - run out.

Final caution on Mobico; co seems very focused on covenant leverage (which was reported at 2.8x vs. test<3.5x). Given ratings have fallen away, no near term maturities (till '28) and a perp reset at UKT 5Y +414 looking more attractive (and already planned for) - we would be cautious on assumptions around NASB proceeds and deleveraging from here. Perhaps the only counterweight for that - it still has a IG rating on Fitch (who is on Stable after a look at it in early June) - though the financial (£28s only needed one rater in HY for step-up) and reputational benefits of that look small.

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