Consensus lender mark moved from 80 to 73 cents on cost at 2023-06-30

Why now: State NEW at the 2023-06-30 quarter end, readable when the filing landed on 2023-08-11.

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

$50.2M known

basis KNOWN

State

New

Historical signal

2.38x subsequent non accrual rate vs population

median 139 days of warning

Lenders

6

Confidence

0.90

6 BDC lender(s) hold $50M 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

• Scott Jonathan Bronner · Head of Credit, and Managing Director · STONE POINT CREDIT ADVISER LLC
• Nicolas David Zerbib · Managing Director · STONE POINT CREDIT ADVISER LLC
• Eric Louis Rosenzweig · Managing Director · STONE POINT CREDIT ADVISER LLC
• Thomas James Gahan · Chairman, Chief Investment Officer · FRANKLIN BSP CAPITAL ADVISER LLC
• Scott Jonathan Bronner · Head of Credit and Managing Director · STONE POINT CREDIT INCOME ADVISER LLC
• Nicolas David Zerbib · Managing Director · STONE POINT CREDIT INCOME ADVISER LLC