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OUTFRONT

INTRO

REAL ESTATE DEBT

INFRASTRUCTURE

GREEN INFRASTRUCTURE

The world’s negative-yielding debt pile stood at $16 trillion in July 2021, after touching a high of $18 trillion in December 2020, following massive central bank intervention and exceptionally low interest rates on the heels of the COVID-19 pandemic. Since then bond yields have recovered somewhat in the wake of economic revival and signs of inflation. Signifying an end to the crisis period, the U.S. Federal Reserve has even pledged to unwind the corporate bond holdings acquired to steady markets in the heat of the pandemic. But investors are still living in a low-yield environment resulting from demographics, the vast accumulation of debt, a savings glut, the impact of technology, and globalization. That means CIOs must look for fresh frontiers for yield, and one place to find them is in private markets. Asset classes such as private credit, real estate debt, infrastructure, and clean energy increasingly offer new opportunities for higher yields, due to powerful forces such as regulations reducing banks’ appetite for lending, the drive for new infrastructure, and the fight against climate change.

MORE THAN 40 YEARS OF FALLING YIELDS…

Bond Yield (1980 -2021)

Roll over country for individual bond yield values

U.S.

U.K.

GERMANY

CHINA

JAPAN

20

15

10

5

0

-5

1980

1990

2000

2010

2020

Source: Refinitiv data, compiled by Reuters Plus (As of June 2021)

RESULTING FROM POWERFUL MACRO TRENDS.

Global Aging Demographics (Millions of People)

500

400

300

200

100

0

1980

1985

1990

1995

2000

2005

2010

2015

2020

2025

2030

2035

2040

2045

2050

65 - 69

70 -74

75 -79

80 - 84

85 - 89

90 - 94

95 - 99

100- 105

Source: United Nations

Roll over age ranges for detailed values

Globalization of Trade

150

China joins the World Trade Organization (WTO)

120

90

60

30

1991

2001

2011

2021

Index of world trade by value, where 2010 represents 100%.

Source: CPB World Trade Monitor

Money Supply (World % of GDP)

150

120

90

60

1980

1990

2000

2010

2020

Source: OECD

Broad Money as defined by World Bank.

Productivity Growth Driven by Technology

1.2

1.0

0.8

0.6

2010

2019

1990

2000

1980

As measured by Total Factor Productivity at Constant National Prices for United States.

Source: U.S. Federal Reserve

Total Global Savings

4

3

2

1

0

2010

2019

1990

2000

1980

Measured in trillions of dollars.

Source: World Bank

The general level of interest rates has fallen both in the United States and around the world. Estimates of a neutral federal funds rate, which is the rate consistent with the economy operating at full strength and with stable inflation, have fallen substantially, in large part reflecting a fall in the equilibrium real interest rate.”

Jerome Powell, Federal Reserve Chairman, announcing a major shift in monetary policy and the role of lower inflation. August 2020.

PRIVATE CREDIT: A GROWTH MARKET FOR YIELD

INTRO

REAL ESTATE DEBT

INFRASTRUCTURE

GREEN INFRASTRUCTURE

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YIELD OPPORTUNITY: PRIVATE CREDIT

INVESTORS SEEKING ADDITIONAL YIELD HAVE A GROWING OPPORTUNITY IN PRIVATE CREDIT.

While investment-grade corporate bonds have been delivering credit spreads of 1.0-1.5%, it is possible to earn 2.0% or more from senior real estate debt. Similarly, while credit spreads on high-yield bonds might be 4.0% or more, senior mid-market direct lending typically delivers 7.0% or more. What’s more, these loans are often floating rate, protecting against inflation.

Private Credit & Real Estate Deliver a Credit Spread Opportunity Over Traditional Fixed Income

8%

7%

Sr Mid-market Direct Lending

6%

5%

4%

Global HY Corporate Bonds

3%

2%

Senior Real Estate Debt

1%

Global IG Corporate Bonds

0%

Source: PGIM and Reuters Plus (As of June 2021)

$1.46 TRILLION

THE PREDICTED SIZE OF THE PRIVATE CREDIT MARKET BY 2025, UP NEARLY 40% FROM $1.046 TRILLION AT THE END OF 2020.

Source: Preqin

Private Credit Assets Under Management – (AUM)

1000

750

AUM ($BN)

500

250

0

Jan 2001

Jan 2002

Jan 2004

Jan 2006

Jan 2008

Jan 2010

Jan 2012

Jan 2014

Jan 2016

Jan 2018

Jan 2020

May 2021

Source: Preqin data complied by Reuters Plus (As of 05/13/2021)

PRIVATE CREDIT STRATEGIES ARE TAKING MARKET SHARE FROM TRADITIONAL BANK LENDING

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BANKS

have withdrawn from middle-market lending due to capital adequacy regulations, and supply from borrowers is growing.

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BORROWERS

increasingly favor the speed of arranging private credit loans – there are no lengthy discussions with regulators, rating agencies, or relationship banks.

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INVESTORS

gain yield premiums over corporate bonds, as well as interest that is generally tied to short-term interest rates, providing a hedge against inflation.

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COOKING UP SOLUTIONS

The grave uncertainty caused by the COVID-19 crisis left many companies teetering on the brink of a cash-flow crisis. Small- to mid-size firms in particular were fighting for their survival. PGIM Private Capital worked closely with its portfolio companies on a daily basis, ensuring that if they envisioned cash-flow problems, interest payments would be delayed without penalty.

READ MORE

REAL ESTATE DEBT: FOSTERING RELATIONSHIPS AND MANAGING RISKS

INTRO

REAL ESTATE DEBT

INFRASTRUCTURE

GREEN INFRASTRUCTURE

YIELD OPPORTUNITY: REAL ESTATE

IN THE SECOND HALF OF 2020, 30% OF ALL REAL ESTATE FUNDRAISING WAS ACCOUNTED FOR BY DEBT FUNDS.

Source: PGIM

RELATIONSHIPS MATTER

SOURCING DEALS WITH ATTRACTIVE TRADE-OFFS BETWEEN YIELD AND RISK TAKES EXTENSIVE GLOBAL NETWORKS AND RELATIONSHIPS. DEEP LOCAL KNOWLEDGE AND ON-THE-GROUND EXPERIENCE ARE KEY TO BEING CONNECTED TO LOCAL DEAL FLOW.

When PGIM Real Estate provided a $200 million refinancing loan to a leading real estate developer in 2019 for an iconic property in New York’s Lower Manhattan, it was the second time PGIM had lent against one of the developer’s properties, showing the importance of relationships. The 10-year, fixed-rate loan refinanced existing debt and funded the remaining costs of a state-of-the-art renovation, including a 10,000-square-foot landscaped green roof. A well-known technology company is now the anchor tenant.

THE IMPORTANCE OF RISK MANAGEMENT AND EXPERTISE

NON-BANK LENDERS ALSO NEGOTIATE LOAN COVENANTS, WHICH REDUCE THE RISK OF DEFAULT.

For example, these could include the right to monitor certain accounting ratios and restrict the amount of additional debt that can be raised.

AN AVERAGE OF 3.6% DEFAULT LEVEL FOR Q4 2020 IN THE U.S. DEMONSTRATES PRIVATE CREDIT'S RESILIENCE IN THE FIRST MAJOR DOWNTURN TO TEST THE MARKET.

Source: Proskauer Private Credit Default Index

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Withstanding the Pandemic: Default Rate by EBITDA in 2020

10%

9%

Q1

Q2

Q3

Q4

8%

7%

6%

5%

4%

3%

2%

1%

0%

$25mm - $49.9mm

>$50mm

EBITDA = Earnings Before Interest, Tax, Depreciation and Amortization

Source: Proskauer Private Credit Default Index

When we think about the direct lending market, it was originally born out of the GFC, and has grown in the last 10 years. Banks began to go risk off, issuers were looking for sources of leverage lending capital, and the private credit non-bank market was there to provide that capital.”

Matthew Harvey, Partner and Head of Direct Lending, PGIM Private Capital

INFRASTRUCTURE: A GROWING VARIETY OF OPPORTUNITIES

INTRO

REAL ESTATE DEBT

INFRASTRUCTURE

GREEN INFRASTRUCTURE

YIELD OPPORTUNITY: INFRASTRUCTURE

Huge ambitions for infrastructure spending to promote economic revival and the energy transition support continuing expansion and growing variety in the availability of yield opportunities. Infrastructure debt offers credit spreads exceeding those in public markets, with mezzanine debt offering equity-like returns.

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Infrastructure & Mezzanine Debt Deliver Varying Levels of Spread Pick-up Over Traditional Fixed Income

18%

16%

14%

12%

10%

8%

6%

4%

2%

0%

Global IG Corporate Bonds

Senior Infrastructure Debt

Global HY Corporate Bonds

Junior Infrastructure Debt

Infrastructure Mezzanine

Source: PGIM data complied by Reuters Plus (As of June 2021)

$15 TRILLION

ESTIMATED GLOBAL INFRASTRUCTURE INVESTMENT GAP TO 2040

Source: G20 Global Infrastructure Hub

This raises the prospect of a return to the days when infrastructure was a popular investment, in the 19th Century. It comes at a time when the International Monetary Fund (IMF) has called on rich nations to boost public spending on infrastructure to support economic recovery, encouraging further investment from the private sector.

Source: IMF Fiscal Monitor: Policies for the Recovery. October 2020

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Global forecasts

Investment Estimates

$15

$94

$79

-

=

TRILLION

TRILLION

TRILLION

INVESTMENT NEEDED

COMMITTED INVESTMENT

INVESTMENT GAP

Annual Investment Need for Each Sector (In Trillions of Dollars)

5.0

4.5

4.0

3.5

3.0

2.5

2.0

1.5

1.0

0.5

0

2007

2012

2017

2022

2027

2032

2037

Roll over sector for individual data

Water

Transport: Road

Transport: Rail

Transport: Port

Transport: Airport

Telecommunications

Energy

Source: Global Infrastructure Outlook

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$1 TRILLION

U.S. INVESTMENT UNDER JOE BIDEN’S INFRASTRUCTURE PLAN.

This includes funding for roads, bridges, the power grid, public transport, and the internet. While the plan doesn’t specifically mention private capital, there are opportunities to cooperate, taking in everything from high-speed broadband to electric vehicle charging infrastructure to renewables. This should boost the supply of infrastructure loans, many of them linked to inflation.

Source: Princeton University

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GREEN INFRASTRUCTURE: THE ROAD TO NET ZERO

INTRO

REAL ESTATE DEBT

INFRASTRUCTURE

GREEN INFRASTRUCTURE

YIELD OPPORTUNITY: CLEAN ENERGY

$4 TRILLION

CLEAN ENERGY INVESTMENT IS NEEDED ANNUALLY BY 2030 FOR THE GLOBAL ENERGY SECTOR TO ACHIEVE NET ZERO EMISSIONS BY THE DEADLINE OF 2050.

Conclusion of Net Zero by 2050: a Roadmap for the Global Energy Sector, based on a joint analysis from the International Energy Agency and the IMF.

Source: IEA

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INFRASTRUCTURE AND CLEAN ENERGY INVESTMENT THEMES

The rise of mezzanine debt and direct lending as ways of financing infrastructure offers new risk/return prospects. They offer the combination of equity-like returns with more downside protection.

The increase of "greenfield" investment in portfolios offers higher returns at the cost of greater risk.

Technology is becoming more important in infrastructure, both for digital assets, such as data centers, and for creating value in more traditional infrastructure.

As infrastructure is a long-term investment, ESG (Environmental, Social, and Governance) factors are becoming key. There are not only huge demands for clean energy infrastructure, such as wind farms, but also traditional infrastructure often needs to be adapted to a zero-carbon future.

232,000 SQUARE MILES

AREA IN THE U.S. ALONE REQUIRED FOR ONSHORE WIND AND SOLAR FARMS

That’s slightly smaller than two New Mexicos (New Mexico is 121,700 mi²).

Source: Princeton University study, Net-Zero America

2020

2025

2030

2040

2045

2050

2035

Select year for annual projection

Source: Princeton University

Biden’s policies to the extent enacted will certainly supercharge the efforts that are already underway. However, existing policies and economic forces will, by themselves, result in replacement of two-thirds of the installed capacity base in the U.S. by around 2030 and 100% replacement by 2050. So exciting times, indeed.”

Debra Hemsey, Managing Director, Real Assets – Power, PGIM Private Capital

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FINDING FRESH FRONTIERS IN THE SEARCH FOR YIELD

In the search for yield, private markets offer not just a yield pick-up but also fresh frontiers for investment. As these markets expand into the real economy, they’re uncovering new opportunities tied to the retreat of banks, the need for new infrastructure, and the fight against climate change. These are powerful macro trends that can deliver a growing supply of income-yielding investments.

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