EVENTS:   Best Equity Short Ideas Conference Call 12 - Zach Shannon/Corto Capital Advisors & Craig Huber/Huber Research Partners & Thomas Beevers /Forensic Alpha & Ed Steele/Iron Blue Financials & Bill Campbell/Paragon Intel - 12 Nov 25   Will AI Deflate the World? Macro Lessons from Three Industrial Revolutions and China - Manoj Pradhan/Talking Heads Macro - 13 Nov 25     ROADSHOWS: Forest Products Sector Equity and Commodity Research With Expertise in Distressed Debt - Kevin Mason /ERA Research   •   London   12 - 14 Nov 25       Buyside to Buyside Forum and Expert Calls across TMT, Consumer, Healthcare and Fintech - Andrew Peters /Revelare Partners   •   London   17 - 19 Nov 25       Fundamental US Healthcare Short Ideas - Dr Elliot Favus /Favus Institutional Research   •   London   17 - 19 Nov 25      

Fortnightly Publication Highlighting Latest Insights From IRF Providers

Company Research

Azul (AZULBZ)

Industrials

From a credit fundamental perspective Azul’s unsecured debt has performed very well in the last three months and remains attractive considering the likelihood of further significant operating and financial progress in the current quarter. However, given the high volatility in the market Reno Bianchi believes an interesting way to play the Latin American unsecured airline market is to go long Azul 7.25% due 2026 while shorting GOL 8.0% due 2026 at an around flat yield level. This swap has the additional benefit of receiving ~4pts upfront while the same swap at the end of Feb would have required paying ~6pts upfront.

Edition: 135

- 13 May, 2022