Consensus lender mark moved from 101 to 92 cents on cost at 2022-09-30

Why now: State NEW at the 2022-09-30 quarter end, readable when the filing landed on 2023-02-07.

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

$63.1M known

basis KNOWN

State

New

Historical signal

2.38x subsequent non accrual rate vs population

median 139 days of warning

Lenders

5

Confidence

0.90

5 BDC lender(s) hold $63M 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

• Albert Rabil · Chief Executive Officer of Manager · KA CREDIT ADVISORS II, LLC
• Richard Alan Kayne · Owner, President and Director · KA CREDIT ADVISORS II, LLC
• Brian Thomas Stewart · Co-Chief Executive Officer and Co-Chief Investment Officer · FPLF MANAGEMENT LLC
• Aaron Thomas Blanchette · Co-Chief Executive Officer and Co-Chief Investment Officer · FPLF MANAGEMENT LLC
• Joshua Anthony Pack · Member · FPLF MANAGEMENT LLC