Consensus lender mark moved from 99 to 91 cents on cost at 2023-09-30

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

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

$39.8M known

basis KNOWN

State

New

Historical signal

2.38x subsequent non accrual rate vs population

median 139 days of warning

Lenders

4

Sponsor

J.F. Lehman and Company LLC

Confidence

0.90

4 BDC lender(s) hold $40M of funded debt at cost; sponsor J.F. Lehman and Company LLC 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