Sources: S&P Capital IQ, as of Q4 2024.
Private credit has been around for decades as a flexible, bespoke and high quality financing solution. In fact, over 75% of private credit held on life insurer balance sheets, one of the largest homes for private credit, is considered IG, with historical performance commensurate to the rating profile (source: S&P Capital IQ). Over the past 15 years, life insurers have increased their allocation to private credit from 25% to 45%, the majority of the increase being IG. The renewed interest in the asset class can be attributed to a variety of factors, though the strong risk-adjusted returns it achieves are paramount among investors – default rates among private credit loans have historically been lower than syndicated loans, despite the former commanding a yield premium (source: U.S. Federal Reserve). However, recent bankruptcies in the space serve as a stark reminder that all credit carries risk, and the impetus is on investors and managers to underwrite and adjudicate credit appropriately to risk.
Another well-known recent bankruptcy was of a U.S. used car retailer. At the time of this company’s collapse, it had multiple securitization issuances actively trading, all of which contained tranches with IG ratings from major rating agencies. While relatively infrequent, fraud translating into credit impairments is not confined to any single segment of the market, nor is it structured for any particular asset class. It can occur in both private and public markets and affect issuers across the credit spectrum, including those with IG and non-IG ratings.
The potential benefits of IG private credit
Notwithstanding these recent bankruptcies, performance remains strong in IG private credit, with impairment rates among such deals consistently low over the past decade as the asset class rises in prominence. Annual impairment rates for IG private credit assets range from 6–10 bps over the past 10 years, the majority of which is attributable in recent years to corporate and real estate write downs stemming from pandemic-induced factors. In part, this is attributable to the strong covenant packages, collateral and security negotiated in private transactions, typically more robust than what is offered in the syndicated markets. While the market may appear obscure from afar, the detailed reporting and line-of-sight directly with issuers often makes for the opposite case.
Despite healthy performance trends, particularly during periods of economic headwinds, the advantages of the asset class are sometimes overlooked. The potential benefits of IG private credit can include:
- Enhanced yield without sacrificing credit quality: yield premiums over public markets, with spread premiums up to 100+ bps (source: Cambridge Associates).
- Diversification – financing solutions tailored to unique borrower needs, often inaccessible in public markets.
- Comprehensive covenants and collateral – tailored covenants, collateralization and small lender groups provide additional layers of due diligence and protection.
- Low default and loss rates – historical performance supports the sector’s resilience. Investors should seek experienced managers able to carefully select and underwrite transactions with default and loss rates well below long-term averages of similarly rated public portfolios.
While headlines may raise valid concerns about certain corners of private credit, we believe IG private credit remains a distinct, risk-managed asset class, offering attractive return potential, robust protections and resilience through market cycles. SLC Management continues to prioritize selectivity, transparency and discipline, seeking opportunities for our clients that reflect the true strengths of private credit – well beyond the headlines.
Sources: Private Placement Monitor, Bloomberg, Preqin, Alternative Investment Management Association, S&P Global Market Intelligence, S&P Capital IQ, U.S. Federal Reserve, SNL Financial, Barclays, BlackRock, Cambridge Associates, Alternative Credit Council, 2025–6.