Consensus lender mark moved from 93 to 87 cents on cost at 2023-06-30

Why now: State NEW at the 2023-06-30 quarter end, readable when the filing landed on 2024-08-28.

No affected party derived.

Buyer classes for this family: Private credit lenders, PE sponsors, Special situations funds, Restructuring advisers, LPs and allocators.

funded debt at cost held by BDC lenders

$11.5M known

basis KNOWN

State

New

Historical signal

2.38x subsequent non accrual rate vs population

median 139 days of warning

Confidence

0.90

5 BDC lender(s) hold $11M of funded debt at cost; no sponsor bridged. Borrowers this screen flags reached non-accrual at 2.38x the population rate within a year, median warning 139.0 days (stage-6 harness, non-accrual outcome). Non-accrual is the lender's own determination, not a court's: this is a mark signal, not a default prediction.

DFX product: Credit Attention / portfolio monitor

• B•••• A•••• K•••• · Co-Chairman, Chief Investment Officer · OAKTREE FUND ADVISORS, LLC
• S•••••• M•••••• S•••• · Principal · OAKTREE FUND ADVISORS, LLC
• F•••• R•••••••• · Chief Administrative Officer · HPS ADVISORS, LLC
• P•••••• P••• · Board Member · HPS ADVISORS, LLC
• T••••• J•••• G•••• · Chairman, Chief Investment Officer · F••••••• B•• C•••••• ADVISER LLC