The Valt Journal #14
Featuring latest research on private equity (Neuberger Berman); private credit (Blackrock, AIMA, Barings); sector & multi-asset views (KKR, BCG, M&G, UBS, Stepstone, Amundi)
Hi, welcome to the new edition of The Valt Journal. In every issue, we cover the best and the latest insights intoย the global private markets. The Valt Journal is a repository of time sensitive and timeless research, delivered to your inbox every 2 weeks, so you donโt have to look anywhere else! Clicking the headlines is all it takes.
PRIVATE CREDIT x FIXED INCOME
๐Private debt: a primer
Blackrock
Structural shifts in the U.S. financial sector are benefiting the private debt market, encompassing diverse lending strategies outside traditional channels. With $1.6 trillion AUM globally, representing only 12% of the broader $13 trillion alternative asset universe in March 2023, private debt AUM is expected to reach $3.5 trillion by 2028.
๐Multi-asset credit investing: Why now?
Barings
In the current uncertain investment landscape with shifting interest rates, high yield multi-asset credit strategies offer compelling income potential, attractive entry points and risk management capabilities, making them a sensible choice for investors.
๐Financing the economy in 2023
Alternative Credit Council x AIMA
Private credit managers deployed $333 billion in 2022 vs $200 billion in 2021. Larger lenders, deploying over $10 billion annually, accounted for 58% of total capital deployed, diversifying into various markets beyond corporate lending due to reduced M&A and PE activity.
๐Mortgage-backed securities: A timely opportunity
Barings
Uncertainty in interest rates has widened agency mortgage-backed securities spreads, creating an appealing opportunity as market dynamics evolve, including the Fed's actions and attractive spreads and yields. Currently, agency MBS represents about 20% of the U.S. fixed income market.
๐ European special situation outlook
Benefit Street Partners x Alcentra
Attractive opportunities in European special situations credit, with favorable terms for opportunistic investors in the new high-rate environment. European special sits provide 60% discount vs 2-3 years ago with stellar targeted IRRs at equity-like levels of 15% to 25%.
๐ ESG in fixed income
Camradata
Investor demand for ESG-friendly strategies continues to rise, leading to increased flows into ESG-focused fixed income funds which attracted $2.4 billion in sustainable fund flows in the US in 2022. Data quality and comparability remain operational challenges. Selectivity and adaptability are essential for ESG fixed income investors and advisers.
๐ Prime time for bonds
PIMCO
In their 2024 outlook, PIMCO experts favor fixed income over equities in their portfolios, focusing on bonds and selectively invest in key global markets and specific credit assets while maintaining a neutral view on equities. Is this the best time to invest in bonds?
๐ Private credit insights - October 2023
Crescent
Average middle market LBO purchase price multiples down to 11.2x in 3Q 2023 vs 12.5x in 2022. Crescent Capital provides quick datapoints in the private credit markets for October 2023.
๐ High yield credit update: Landmines
TCW
Besides high-profile issues, a focus on avoiding pitfalls is now vital alongside emphasizing idiosyncratic and thematic risks. In October, high yield bonds faced challenges from higher rates, wider spreads, and risk aversion, with CCC-rated bonds notably underperforming BB-rated bonds by nearly 300 bps.
โ๏ธ Cutting through labelsโ noise in the sustainable bond market: The merits of a research-driven framework
Morgan Stanley
The $3.6 trillion sustainable bond market offers investors liquidity and attractive pricing, but requires careful evaluation of each bond's environmental and social claims.
โ๏ธPrivate credit, meet โhigher for longerโ
Blackstone
In the past 18 months, market volatility and high inflation have driven investors towards private credit for diversification, as traditional equities, influenced by tech stock dominance and high valuations, indicate lower future returns.
โ๏ธ The mortgage-backed moment
Neuberger Berman
The unexpected drop in U.S. inflation has investors rethinking rate hikes, turning to alternative options like securitized products for attractive yields and income, given the volatile fixed income landscape influenced by technical factors. Recently, current-coupon MBS spreads have widened to approximately 170 bps. Explore insights in the MBS market.
๐ฅ Introduction to corporate hybrid bonds
Nomura Asset Management
Julian Marks (Head, Corporate Hybrid Bonds) provides an introduction to corporate hybrid bonds and the relevant market insights.
๐ Building a private debt portfolio with Christian Frei
Stepstone
Christian Frei (Head of Risk) talks about key findings from Stepstoneโs collaboration with GIC on a whitepaper, which offers an in-depth look at private debt investment opportunities and strategies for constructing an optimal private debt portfolio.
๐ฅ The private credit market and why it has become a primary financing mechanism for private equity
HarbourVest
HarbourVest experts explore the reasons behind private credit's emergence as a key financing tool in private equity.
PRIVATE EQUITY
โ๏ธ Navigating value creation in private equity
Neuberger Berman
The effectiveness of value-creation strategies varies, impacting investors. Neuberger Berman lays out the various strategies that can help private equity to sustain its historical outperformance in today's uncertain, high-rate, and fully valued landscape.
๐ The liquidity squeeze in secondaries
Neuberger Berman
In a challenging market, secondary private equity investors grapple with undercapitalization and shifting dynamics. Ben Perl (MD) and Philipp Patschkowski (MD) discuss the evolving landscape and growth outlook in this podcast.
SECTOR FOCUS
๐ Navigating the net zero landscape: aย toolbox forย investors
Amundi
This paper delves into investor strategies for net zero, covering climate investments, decarbonization in key sectors, financing challenges in emerging markets, and emerging areas like circular economy and biodiversity, all crucial for the Net Zero 2050 target.
๐ Bridging the $18 trillion gap in net zero capital
BCG
The path to a 2030 net-zero scenario reveals an $18 trillion capital gap, primarily in electricity and end-use sectors. Companies driving 80% of transition investments face challenges like inflation and supply chain pressures, requiring disciplined capital management.
โ๏ธ De-risking climate change with software
Insight Partners
Amidst climate change, 66% of Fortune Global 500 companies commit to emission reductions, with successful ones seeing increased profits. Software emerges as a key tool in this transition, presenting significant opportunities in the evolving, climate-resilient economy.
โ๏ธ An introduction to carbon credits and offsetting
Stepstone
Mitigating climate change through economic model redesign is essential. Carbon markets, with proper guidelines, can bridge supply chain decarbonization gaps and offer investment opportunities. Stepstone provides a quick take on carbon credits market.
โ๏ธ Is the โrooftop revolutionโ in solar energy over?
Impax Asset Management
Higher interest rates, plummeting natural gas prices, and regulatory changes challenge clean energy adoption firms. In the US residential solar market, trends like increased self-consumption, battery usage, and state-level reforms support growth, are favoring companies offering complete home energy solutions and niche component suppliers.
๐ Investing today in the battery of tomorrow
Blackrock
Private companies play a leading role in developing sustainable, durable, and efficient batteries, crucial for the low-carbon economy, including electric vehicles and grid reliability. Quick snapshot of the players in the battery ecosystem by Blackrock.
๐ Carbon markets with Suzanne Tavill & Ryan Ramsey
Stepstone
StepStoneโs natural capital team explore carbon markets and offsetting, acknowledging their flaws but underscoring their importance in addressing climate change.
๐ Real estate outlook - November
UBS
Real estate capital values are dropping, notably in the US compared to Europe, while APAC stays steady due to unchanged Japanese interest rates, leading to increased attractiveness in real estate-backed debts like bridge loans amid low transaction activity and tighter lending.
๐ The state of CRE: Q3 2023
CBRE
U.S. commercial real estate investment volume down by 54% yoy in Q3 to $82 billion. Investment plummeted across various sectors due to high interest rates and economic uncertainty, but with stable inflation, CBRE expects no further rate hikes and predicts a possible recovery in investment activities by mid-2024. A quick summary of the report by Juniper Square here.
โ๏ธ UK long lease real estate: A unique access point for new capital
M&G Investments
The UK long lease real estate market offers an attractive opportunity with DB pension scheme retreat and recent repricing in response to interest rates, providing access to secure cash flows against high-quality real estate.
โ๏ธ Comparing real estate and infrastructure in a portfolio context
CAIS
Investors favor core real estate for income potential, driven by fixed rents, while infrastructure assets, with longer lifespans and regulated cash flows, offer even more stable income, potentially enhancing diversification and long-term returns compared to commercial real estate, which operates in more competitive, shorter-contract markets.
โ๏ธ A generative AI roadmap for financial institutions
BCG
AI has evolved from research to a transformative, industry-shaping technology, offering lasting advantages to companies that embrace it strategically and decisively across various sectors.
MACRO AND MULTI-ASSET VIEWS
๐ Global wealth insights: Rebuilding portfolios for the new regime
KKR
Global AUM grew to $126 trillion by 2021, with private capital's share expanding significantly. Amid market volatility, individuals are increasingly turning to private markets for diversified and higher returns. A quick guide highlighting the key takeaways from KKRโs investment playbook and portfolio strategy here.
๐ Private market insights - November 2023
UBS
Quick snapshot of latest trends, drivers and news across private asset classes.
โ๏ธ Uncertain times can bring fresh investment opportunities
GIC
Amidst global challenges like Middle East conflicts and climate crises, it's vital for long-term investors to explore new investment horizons like inflation-indexed bonds, climate and AI.
โ๏ธ How family offices continue to cautiously invest their cash
Institutional Investor
Ultra-wealthy family offices are maintaining stable portfolios with a cautious approach amidst economic uncertainties, heavily favoring alternative investments over equities, fixed income, and cash, according to a Citi Private Bank survey.
โ๏ธ CalSTRS' collaborative model saves $1.6 billion over 5 years
Pensions & Investments
Since 2017, the California State Teachersโ Retirement System has saved $1.6 billion through its collaborative model and is now intensifying efforts in private investments, shifting assets from global equity to private sectors and favoring in-house management, partnerships, and direct investments.
โ๏ธ Public or private? Thatโs why allocatorsโ returns are all over the map
Institutional Investor
The investment return gap between large and small allocators has grown, with those focusing on public markets, especially major stocks, outperforming their private equity-heavy counterparts in fiscal 2023, a reversal from previous trends.
๐ The geopolitics of cross-border CBDCs
Statestreet
This paper analyzes how cross-border Central Bank Digital Currencies (CBDCs) could reshape global finance, potentially fragmenting markets and altering geopolitical dynamics, with a focus on trade, capital flows, and the evolving role of major currencies.
๐ฅ Key considerations for asset managers when choosing fund domiciles
Statestreet
State Street's Cuan Coulter outlines key considerations for asset managers choosing between Ireland and Luxembourg as cross-border fund domiciles.
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