Consensus lender mark moved from 99 to 60 cents on cost at 2023-09-30

Why now: State NEW at the 2023-09-30 quarter end, readable when the filing landed on 2024-11-19.

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

$48.2M known

basis KNOWN

State

New

Historical signal

2.38x subsequent non accrual rate vs population

median 139 days of warning

Lenders

6

Sponsor

Court Square Capital

Confidence

0.90

6 BDC lender(s) hold $48M of funded debt at cost; sponsor Court Square Capital through the 40-of-40 name bridge. 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

• Bruce Allen Karsh · Co-Chairman, Chief Investment Officer · OAKTREE FUND ADVISORS, LLC
• Sheldon Michael Stone · Principal · OAKTREE FUND ADVISORS, LLC