02 of 06 · Education

Private Credit

Direct lending, mezzanine, opportunistic. The fastest-growing alt category in the wealth channel.

Global private credit AUM (2025)$2.1T
Typical direct lending net yield9–11%
Floating-rate exposure across BDCs~95%
Industry avg non-accrual rate<0.5%
How it works

The mechanics.

1

Origination

Direct lending funds originate first-lien senior secured loans to private companies (typically $50M–$1B EBITDA), bypassing the syndicated loan market. Sponsor-driven (PE-backed deals) and non-sponsor flows.

2

Underwriting

GP credit team underwrites each loan — covenants, collateral, LTV, debt service coverage. Conservative lenders run 40–50% LTV with 2–3x interest coverage.

3

Income generation

Loans pay floating-rate interest (typically SOFR + 500–700 bps). Income flows quarterly to the fund and to investors as distributions.

4

Workouts

When loans go bad (rare in current cycle, <1% non-accrual), the fund works the credit through restructuring or recovery. Senior secured position protects principal.

Vehicle types

How investors access it.

Non-traded BDC
Most popular wealth-channel structure. Monthly subscription, quarterly redemption at NAV (5% gate). 1099 reporting. BCRED is the largest by AUM.
Interval fund
'40 Act fund offering daily subscription at NAV, quarterly redemption (5% gate). Retail-friendly — no accreditation needed. ASIF is the marquee example.
Closed-end private credit fund
Drawdown structure. 5–7 year fund life. Higher minimums, typically institutional but increasingly available to QPs.
Direct co-investment
LP invests directly in a specific loan alongside the fund. Concentrated, requires credit expertise to evaluate.
Sub-strategies

What lives inside the asset class.

Direct Lending · ~55%

First-lien senior secured loans to PE-sponsored middle-market companies. The workhorse strategy. Stable, floating-rate, conservative.

Opportunistic Credit · ~20%

Subordinated, mezzanine, structured positions. Higher yield, higher risk. Counter-cyclical positioning.

Asset-Based Lending · ~10%

Receivables, inventory, equipment finance. Different risk profile from sponsor-driven direct lending.

Distressed Credit · ~15%

Stressed and defaulted credit. Counter-cyclical. Best vintages are right after recessions.

Risk lenses

What to watch.

  • Credit: Most under-priced risk. Look at non-accrual rate, sector concentration, EBITDA distribution. Stress-test with 2-3x today's default rate.
  • Interest rate: Floating-rate funds benefit from elevated rates but compress if SOFR falls. Model both directions.
  • Liquidity: Quarterly gates are uniform across BDCs. Stack of redemption requests can hit the gate in a single quarter — plan for it.
  • Manager: Direct lending requires deep credit underwriting infrastructure. Boutiques don't scale. Stick to top-tier managers.
FAQ

Common questions.

Why is private credit so popular right now?

High floating-rate yields (~9% distribution) + low correlation to public bonds + simple income story. Plus the BDC structure issues 1099s, not K-1s — easier tax workflow.

How does this compare to high-yield bonds?

Private credit is senior secured (HY is often unsecured). PC has stronger covenants. Yields are similar but with materially better recovery in default. Trade-off: less liquidity.

What happens if rates fall?

Floating-rate yields compress. If SOFR drops from 5% to 3%, expect PC yields to fall from ~9% to ~7%. Still well above HY bonds, but the absolute return profile shifts.

Is private credit safer than equity alts?

Generally yes — lower volatility, capped downside via collateral + covenants, predictable income. But it's not "fixed income" in the traditional sense — credit cycle losses can be meaningful.

Build an allocation including Private Credit