The Same 200 Borrowers Are in Every Fund You Own

Allocators hold 3–5 private credit funds and assume they're diversified. They're not. We analyzed 14,117 positions across 68 BDCs and interval funds. 847 borrowers sit in multiple portfolios. 73 are in five or more. EYPWAM is the look-through layer that shows where the concentration actually sits.

Top Crowded Borrowers

Borrower Funds Sector
68
Funds Monitored
14,117
Holdings Analyzed
847
Overlapping Companies
214
In 3+ Portfolios
100%
Source Labeled

The Overlap Is Real

14,117 positions. 68 funds. Every number sourced from SEC filings.

Most Crowded Borrowers

Companies appearing in the most fund portfolios simultaneously.

Finastra (fka Misys)18 funds
Athenahealth16 funds
Cotiviti14 funds
Proofpoint13 funds
Epicor Software12 funds
McAfee / Trellix11 funds
Veritas Technologies11 funds

Overlap at a Glance

847
companies appear in 2+ fund portfolios
214
companies appear in 3+ fund portfolios
73
companies appear in 5+ fund portfolios
~$42B
estimated aggregate exposure to the top 20 crowded borrowers

What We Show You

Hidden Portfolio Overlap

847 borrowers sit in multiple fund portfolios. A single default in a crowded name hits every fund that holds it. We map the overlaps at the position level so you see the exposure before it surfaces.

Crowding & Contagion Risk

Finastra sits in 18 portfolios. Three of those funds are gated. That's not isolated risk — it's contagion. We flag crowded borrowers trapped in stressed vehicles so you can trace the path before it reaches your book.

Redemption & Liquidity Stress

$4.6B in capital is trapped behind gates today. We track which funds are capping redemptions, which queues are growing, and which tender offers are falling short — updated weekly from fund disclosures.

Intelligence Workflows

Overlap & Concentration Analysis

See which borrowers appear across your fund allocations. Fund-to-fund heatmaps and 7-dimension diversification scoring — built from actual portfolio holdings, not fund-level summaries.

Redemption & Gate Monitoring

Gates, queues, and fulfillment rates across every non-traded fund. See which vehicles are capping redemptions, where capital is stuck, and where stress is building.

Crowded Borrower Watchlist

200+ borrowers held by multiple funds, ranked by crowding. Flagged automatically when they sit in stressed or gated vehicles.

Fund Comparison & Look-Through

Side-by-side fund comparison across 15+ risk metrics. Look through combined portfolios to see true sector and borrower concentration at the position level.

Every Number Has a Source

Hover any metric below. This is what you see on every data point in the platform.

Non-Accrual % (BCRED)

0.4%

TIER 1 — SEC Filing
PIK Income % (FSK)

14.5%

TIER 1 — SEC Filing
Software Exposure (OTF)

70%

TIER 2 — Estimated from Filing Data
Leverage D/E (ARCC)

1.12x

TIER 1 — SEC Filing
Redemption Rate (HLEND)

9.3%

TIER 1 — Fund Disclosure
Liquidity % of AUM (BCRED)

9.7%

TIER 3 — Derived

Source Classification

Tier 1: SEC EDGAR filings, official fund documents, Bloomberg. Displayed without indicator.
Tier 2: Published analyst estimates and fund fact sheets. Marked with superscript E in amber.
Tier 3: Calculated from Tier 1/2 inputs. Methodology documented. Displayed as gray dash when unavailable.

Risk Methodology

Redemption Pressure
25%
Requested redemptions as % of AUM; queue depth; gating activity.
Leverage
20%
Debt-to-equity ratio; facility maturity; refinancing exposure.
Credit Quality
20%
Non-accrual %; PIK income %; default probability.
Concentration
15%
Sector concentration (software/tech); single borrower limits.
Liquidity
12%
Liquid reserves relative to AUM; unfunded commitments.
Valuation
8%
NAV discount (traded); repricing frequency (non-traded).

Risk Rating Scale

Critical
76–100
High
56–75
Elevated
36–55
Moderate
16–35
Low
0–15

Why EYPWAM

Position-Level Look-Through

We analyze the actual holdings across all 68 funds — 14,117 positions normalized and cross-referenced. Not fund-level summaries. Not marketing materials. The real portfolio.

Every Number Has a Source

Every data point carries a source tier. SEC filings, Bloomberg, analyst estimates, and derived calculations are visually distinct. You always know what you're looking at and where it came from.

Redemption & Gate Surveillance

Weekly tracking of gates, queues, and wind-downs across every fund in the universe. See where capital is trapped before the next tender window closes.

Independent. No Fund Affiliations.

We don't manage capital. We don't take fees from funds we cover. Every data point comes from public filings and observable data. That independence is the product.

Why Firms Pay for EYPWAM

The data exists in SEC filings. Building the infrastructure to extract, normalize, and cross-reference it doesn't.

14,117
Positions Normalized

Extracting portfolio schedules from 68 SEC filings, normalizing borrower names across different reporting conventions, and mapping them into a single queryable dataset. That's the work. We did it so you don't have to.

847
Overlapping Borrowers Identified

Cross-referencing every position against every other fund's portfolio to surface true overlap. Not approximate. Not keyword-matched. Verified at the entity level across every fund in the universe.

Weekly
Surveillance Cadence

Redemption gates change weekly. Tender offers get announced with 30-day windows. Risk scoring updates as new filings hit EDGAR. Static spreadsheets can't keep up. A live platform can.

68
Funds in Universe
~$414B
Combined AUM
25+
Risk Metrics per Fund
3 Tiers
Source Classification

Who It's For

Allocators & LPs

Pre-allocation diligence and ongoing surveillance. See exactly where fund commitments overlap before the next capital call — not after.

RIAs & Wealth Advisors

Show clients exactly what they own across non-traded BDCs and interval funds. Source-labeled data you can put in front of a client in a review meeting.

Diligence Consultants

Primary-source data, comparable benchmarks, and risk scoring across the full BDC and interval fund universe. Built for the analyst workflow.

Family Offices

Track concentrated private credit exposures with weekly gate and redemption data. Direct from filings, not secondhand summaries or consultant decks.

Risk & Compliance Teams

Aggregate exposure monitoring across private credit risk factors. Redemption pressure, leverage headroom, and non-accrual trends — all in one view, all sourced.

How They Use It

Three workflows. Real users. Real output.

RIA Building a Sleeve

Constructing a $50M private credit allocation

What they do

Add 5 funds to Allocator Studio. Set target allocations. Run overlap analysis before committing capital.

What EYPWAM reveals

37% overlap score. 42 borrowers shared across 3+ funds. Software sector at 28% — concentrated above diversification threshold.

What they get

Exportable sleeve report with overlap scores, concentration flags, and lower-overlap fund alternatives ranked by contribution.

Family Office Comparing Overlap

Evaluating concentration across existing commitments

What they do

Pull up current fund holdings in the overlap engine. Compare 3 existing commitments to see where the same borrowers appear.

What EYPWAM reveals

Finastra, Athenahealth, and Cotiviti appear in all three funds. Combined fair value exposure: $85M to three borrowers alone.

What they get

Borrower-level overlap table, sector concentration heatmap, and a list of crowded names flagged for single-default contagion risk.

Diligence Analyst Monitoring Concentration

Ongoing risk surveillance for a consultant's client base

What they do

Monitor 12 funds weekly in the fund monitor. Track non-accrual trends, leverage changes, and gate status across the portfolio.

What EYPWAM reveals

Fund X non-accruals jumped from 1.2% to 3.1%. Fund Y gated at 5% this quarter. Two crowded borrowers appear in both.

What they get

Source-labeled risk data exportable for client reports. Tier-tagged metrics with filing dates. Audit-ready data trail.

Pricing

Platform

✓ Full fund monitor (68 funds)
✓ Portfolio overlap analysis
✓ Crowded borrower watchlist
✓ Look-through concentration
✓ Fund comparison & radar
✓ Weekly data updates
✓ CSV export

Enterprise

✓ All Platform features
✓ REST API access
✓ Custom alerts
✓ Multi-seat licenses
✓ Compliance reporting

Request Platform Access

Thank you! We've received your request. Enter the platform now to explore the sample monitor.

Frequently Asked Questions

What data sources does EYPWAM use?

Primary sources: SEC EDGAR filings (10-K, 10-Q, N-PORT), Bloomberg, Morningstar. Tier 1 comes from primary filings. Tier 2 from published analyst estimates. Tier 3 is calculated from Tier 1/2 inputs and is always labeled as derived.

How often is the monitor updated?

Weekly refresh, typically Friday mornings ET. Major events — gating announcements, mergers, wind-downs — are flagged within 24 hours. SEC filing data syncs as documents publish.

How is the risk score calculated?

A weighted composite of six factors: Redemption Pressure (25%), Leverage (20%), Credit Quality (20%), Concentration (15%), Liquidity (12%), and Valuation (8%). Each factor is normalized to 0–100, then weighted. Results fall into five categories: Low (0–15), Moderate (16–35), Elevated (36–55), High (56–75), and Critical (76–100).

What happens if I find an error in the data?

We welcome corrections and feedback. Use the feedback form in the platform footer or contact our team directly. We maintain a public changelog of corrections and will propagate fixes to all users within 24 hours.

Is EYPWAM affiliated with any fund manager?

No. EYPWAM is independently owned and operated. We do not receive compensation from any fund manager, advisor, or affiliate of the funds we monitor. This ensures unbiased analysis and transparency.

What is included in Platform vs. Enterprise access?

Platform includes full fund monitor, comparison views, weekly updates, and CSV export. Enterprise adds REST API access, custom alerts, multi-seat licenses, and compliance reporting. Contact sales for pricing and custom tiers.

Can I get API access?

Yes, API access is available to Enterprise customers. The REST API returns fund data, risk scores, and source classifications in JSON. Documentation and sandbox environment are provided.

How do I request a demo or trial?

Fill out the access request form above, select "Demo / Trial" in the use case field, and we'll send you a login within 24 hours. You'll have immediate access to the full monitor with all 68 funds and comparison tools for 30 days.
EYPWAM | Private Credit Risk Intelligence | Data as of April 11, 2026

Private Credit Risk Intelligence

68 US BDCs & Interval Funds — ~$414B Combined AUM

Last Updated
April 12, 2026 — 10:30 PM ET

Intelligence Briefing

Week of April 7–11, 2026

Sector-level risk intelligence across 68 private credit funds. $414B+ in combined assets. Updated weekly from SEC filings.

Live Market Intelligence Feed April 11, 2026
CRITICAL Moody's revises BDC sector outlook to negative — first change in 2+ years; cites redemption exodus & elevated leverage Moody's / Bloomberg
CRITICAL Moody's cuts Blue Owl OCIC outlook to negative individually; analysts float "orderly liquidation" scenario for OTIC Bloomberg
CRITICAL Q1 2026 industry totals: $13.9B redemption requests, $7.4B honored, $4.6B+ trapped behind gates — first-ever sector-wide pro-rata gating iCapital
CRITICAL Blackstone BCRED record $3.7B redemptions (7.9% NAV); board upsizes tender to 7%, execs cover $400M gap from personal capital CNBC / Bloomberg
CRITICAL BDC retail sales plummet 40% YoY in Q1 — sharpest contraction in sector history; $21B maturity wall looms FinancialContent
ELEVATED Ares targets $20B for new flagship direct lending fund; Morgan Stanley launches fund to exploit private credit dislocation Benzinga
ELEVATED Goldman Sachs Private Credit Corp only non-traded BDC to fulfill 100% of Q1 requests — 80%+ institutional base cited TheStreet
ELEVATED Morgan Stanley: direct lending defaults could reach 8% driven by AI disruption in software (26% of exposure) Morgan Stanley
MARKET House Financial Services Committee grills Blackstone, Ares, Apollo, Blue Owl, Carlyle, KKR on fees & valuation Bloomberg
MARKET SEC roundtable (Mar 4): leadership backs "reasonable retailization" but 2026 exam priorities scrutinize private credit lock-ups SEC

Key Observations

EYPWAM Analysis
Redemption Crisis — Q1 2026
Industry-wide Q1 data: $13.9B in total redemption requests across NAV BDCs, $7.4B honored, $4.6B+ trapped behind gates. This is the first quarter in which pro-rata gating has occurred across the entire non-traded BDC product type. BCRED alone saw $3.7B in requests (7.9% NAV). Unmet queues carry into Q2.
Moody's Downgrades Sector
Moody's revised its BDC sector outlook from stable to negative (Apr 7) — the first change in over two years. Key drivers: redemption exodus from non-traded vehicles (60% of sector assets), elevated leverage at traded BDCs, weakening access to unsecured debt markets. Blue Owl OCIC outlook cut individually on Apr 8.
BDC Maturity Wall & Sales Collapse
BDC retail sales plummeted 40% YoY in Q1 2026 — the sharpest contraction in sector history. A $21B maturity wall, rising defaults (Fitch PCDR 5.8%), and banks re-entering mid-market lending are compressing spreads. Morgan Stanley warns default rates could hit 8% on AI disruption in software.
Credit Quality Distribution
Average non-accrual rate across the universe is 2.6% at fair value. Thirteen funds report rates above 5.0%. The dispersion between best-in-class portfolios (sub-1% non-accruals) and stressed funds (above 8%) reflects meaningful credit quality bifurcation. Ares, Goldman, and ARCC emerge as relative quality winners.

Market Context

Sourced intelligence from the week
Week of April 7 – April 11, 2026
Moody's
Apr 7
Moody's revises BDC sector outlook from stable to negative — first change in over two years — citing redemption exodus from non-traded vehicles (60% of sector assets), elevated leverage at traded BDCs, and weakening access to unsecured debt markets.
Moody's / Bloomberg
Apr 8
Moody's cuts Blue Owl OCIC outlook to negative individually after shareholders requested 21.9% withdrawal in Q1; OTIC saw 40.7% requests. Only $179M of $2.5B honored at OTIC — 14 cents on the dollar. Analysts float "orderly liquidation" scenario.
Bloomberg / CNBC
Apr 6
Blackstone BCRED hit with record $3.7B redemption requests (7.9% of NAV) in Q1; board upsized repurchase limit to 7% and Blackstone executives covered the remaining $400M gap from personal capital — no investors were gated.
Bloomberg / Benzinga
Apr 6
Barings Private Credit Corp caps Q1 redemptions at 5% after investors request 11.3% of shares ($4.9B fund); fulfilling ~44% of requests. Non-accruals remain low at 0.4% despite pressure.
TheStreet / Yahoo Finance
Apr 7
Goldman Sachs Private Credit Corp is the only non-traded BDC to fulfill 100% of Q1 2026 repurchase requests — redemptions came in at exactly 4.999%. Institutional capital (80%+ of platform) cited as the key differentiator.
FinancialContent
Apr 6
BDC retail sales plummet 40% YoY in Q1 2026 — the sharpest contraction in sector history. A $21B maturity wall, rising defaults, and bank re-entry into mid-market lending are compressing spreads and driving capital flight.
Bloomberg
Apr 1
House Financial Services Committee grills Blackstone, Ares, Apollo, BlackRock, Blue Owl, Carlyle, and KKR on private credit marketing, valuation, fee structures, leverage, and handling of BDC redemptions.
Benzinga
Apr 9
Ares Management targets $20B for new flagship direct lending fund, positioning to capitalize on private credit dislocation. Morgan Stanley also launches new fund to exploit the disruption. Meanwhile, FS KKR (FSK) down ~30% YTD.
Industry Data
Q1 2026
Across the NAV BDC landscape: $13.9B in total Q1 redemption requests, $7.4B honored, $4.6B+ trapped behind gates. This is the first quarter in which pro-rata gating has occurred across the entire non-traded BDC product type.
Morgan Stanley / Fitch
Mar–Apr 2026
Fitch PCDR climbs to 5.8% TTM through Jan 2026; Morgan Stanley warns direct lending defaults could reach 8%, driven by AI disruption in software sector (26% of private credit exposure). An 8% spike would be "significant but not systemic."
See How Your Sleeve Really Looks
Allocator Studio has a pre-loaded $50M sleeve with 5 funds. Overlap analysis, concentration watchouts, and a full report ready to explore.

Stakeholder Perspectives

Tailored analysis by investor type

Select 2–3 funds to analyze

The Overlap Engine scores how similar your funds are across 7 risk dimensions.
Lower overlap = better diversification.

Example: Hidden Overlap in 3 Major Funds

BCRED ($82B) × OTF ($14.7B) × ARCC ($31B) — select your own funds above to run a custom analysis

Overlap Score: 67 / 100
BCRED × OTF
72
Low Diversification
Both sponsor-linked • 47% shared sector weight • Software concentration 25% + 70%
BCRED × ARCC
63
Low Diversification
87 shared borrowers • Both large-cap direct lenders • Similar sector mix
OTF × ARCC
58
Moderate Diversification
42 shared borrowers • Tech concentration diverges • Different liquidity structures

Key Risk Signals

CRITICAL Platform Contagion: BCRED and OTF share sponsor infrastructure. Blackstone’s $3.7B Q1 redemptions + Blue Owl’s OTIC wind-down signal system-wide stress, not isolated events.
CRITICAL Software Convergence: OTF’s 70% software exposure sits inside BCRED’s 25% and ARCC’s 24%. If AI disruption hits software valuations, all three portfolios take correlated losses.
HIGH Borrower Crowding: 87 companies appear in both BCRED and ARCC. A single default in the overlap zone hits $113B in combined AUM.
ELEVATED Liquidity Mismatch: BCRED (non-traded, gated at 7%) + ARCC (traded, liquid) + OTF (traded). Mixing gated and liquid vehicles masks true portfolio exit risk.

Analysis based on SEC N-PORT filings (Q4 2025), 10-K filings (Feb 2026), and fund tender offer disclosures. Overlap scores weight borrower similarity (25%), sector correlation (20%), strategy alignment (15%), and 4 additional dimensions.

Total Funds
68
Critical Risk
0
High Risk
0
Elevated Risk
0
Moderate Risk
0
Combined AUM
$414B
Avg Dividend Yield
10.8%
Avg Price/NAV
0.91x
Highest Yield — Top 5
Deepest NAV Discount — Top 5
Filter:
/ search   |   Esc clear
Identification Credit Quality Leverage & Liquidity Redemption & Watch Signals Yield & Valuation
# Fund AUM ($B) Type Non-Accrual % PIK Income % Software/Tech % Risk Rating D/E Reg. Headroom Avail. Liq ($B) Liq/AUM % Redemption Rate Redemption Cap Gate Status Q1 Commentary Q2 Watch Signal Div Yield Price/NAV NAV/Share

What Changed — Intelligence Feed

Portfolio Holdings — 14,117 Positions

14,117 positions across 68 funds
Fund Company Sector Security Type Positions Par/Shares Fair Value ($) Notes

Market Data & Macro Context

Market Data & Macro Context

Key market indicators framing the private credit environment \u2014 updated weekly

Credit Spread Environment

IG and HY OAS trends \u2014 basis points

IG OAS (Current)120 bps
HY OAS (Current)470 bps
HY Spread Widening YTD+110 bps
BDC Risk Premium260 bps

Private Credit Default Rates

Trailing 12-month rates by source \u2014 quarterly

EYPWAM Universe Avg (68 funds)2.6%
Fitch Forecast (Software-Heavy)9.2%
Morgan Stanley Projection8.0%
Moody's Baseline3.8%

BDC Debt Maturity Schedule

Aggregate BDC unsecured debt maturing \u2014 $B

2026 Maturities$12.7B (+73% vs 2025)
2027 Maturities$18.3B (est.)
Avg Unsecured Rate (Mid-Tier)5.0%+
CLO New Issuance YoY Change-35%

Redemption Activity \u2014 Non-Traded Vehicles

Quarterly redemption requests vs. fulfillment \u2014 top 6 non-traded funds

Q1 2026 Total Requests~$10B+
Funds Hitting Gate3 of 6 (50%)
Permanent Closures1 (OBDC II)
Avg Fulfillment Rate~65%

Alt Manager Equity Performance

YTD price change for major private credit sponsors

ManagerTickerYTD ChangeFrom Peak
Blue Owl CapitalOWL-53.7%-58%
Ares ManagementARES-45.0%-48%
BlackstoneBX-44.0%-46%
KKR & CoKKR-42.0%-45%
Apollo GlobalAPO-28.0%-32%
Golub Capital BDCGBDC-18.5%-22%
Main Street CapitalMAIN-12.3%-16%

EYPWAM Universe \u2014 Risk Distribution

68-fund universe by risk rating and AUM concentration

BDC Yield vs. Alternative Income

Current yield comparison across major income-producing asset classes

Sources: EYPWAM universe avg, Cliffwater CWBDC Index, ICE BofA HY Index, S&P/LSTA Loan Index, NAREIT, Bloomberg Muni Index, US Treasury 10Y. As of April 2026.

Sources: Bloomberg, Fitch Ratings, Moody's, Morgan Stanley Research, Stanger & Co., SEC EDGAR, EYPWAM analysis. Credit spread data as of March 21, 2026. Default rate forecasts reflect published research estimates. BDC maturity data from Raymond James, PitchBook.

Risk Rating Methodology

Risk Rating Methodology

Each fund is assessed using a weighted composite of six quantitative and qualitative factors. Sub-metrics within each factor are scored on a 0-100 scale. The composite score maps to five rating levels. Ratings reflect the quantitative framework output. Any manual adjustment for binary events (e.g., a fund announcing permanent closure) is documented and labeled.

Redemption Pressure 25%

Measures intensity of investor withdrawal activity relative to fund capacity.

  • Redemption requests as % of NAV
  • Gate status and fulfillment rate
  • Unmet redemption queue as % of NAV

Leverage & Headroom 20%

Assesses debt-to-equity ratio relative to regulatory maximums and covenant cushion.

  • Current D/E vs. 2.0x regulatory maximum
  • Covenant headroom and testing frequency
  • Refinancing maturity ladder

Credit Quality 20%

Evaluates portfolio health through non-accrual rates and PIK concentration.

  • Non-accrual rate at fair value
  • PIK income as % of total income
  • Loan loss provision adequacy

Portfolio Concentration 15%

Measures exposure to sector and company-level risks.

  • Software/technology sector exposure
  • Top 10 portfolio company concentration
  • Borrower size distribution

Liquidity & Funding 12%

Assesses access to capital and ability to meet obligations.

  • Available liquidity as % of AUM
  • Debt facility maturity profile
  • Funding diversification

Valuation & Discount 8%

For traded BDCs, tracks market's risk assessment versus NAV.

  • Price-to-NAV ratio
  • Historical discount/premium volatility
  • Implied market risk perception

Rating Scale

Score Range Rating Interpretation
76-100 CRITICAL Imminent liquidity event, active gating, or structural impairment
56-75 HIGH Elevated probability of liquidity stress within 1-2 quarters
36-55 ELEVATED Emerging risk factors warranting enhanced monitoring
16-35 MODERATE Manageable risk profile under current conditions
0-15 LOW Strong liquidity, conservative leverage, clean credit quality

Data Sources & Provenance

Tier 1 (Filed): Data sourced from SEC 10-K, 10-Q, and 8-K filings. Displayed without indicator.

Tier 2 (Estimated): Analyst estimates or management guidance. Marked with superscript "E" and displayed in amber.

Tier 3 (Pending): Data not yet available or awaiting disclosure. Displayed as gray dash (\u2014).

This is an analytical framework, not an investment recommendation. Users should conduct independent due diligence before making allocation decisions. All ratings are point-in-time assessments and subject to rapid change in volatile markets.

Portfolio Construction Tool

Select 2-5 funds and analyze combined exposure, overlap, diversification, and concentration risk

Select Funds

Use Portfolio X-Ray for full portfolio analysis, or select funds below.

Portfolio Metrics

Select 2+ funds to analyze

Fund Comparison & Decision Intelligence

Select 2-5 funds to compare side-by-side and discover the key differences that drive portfolio outcomes

Select at least two funds above and click "Compare" to generate a side-by-side analysis.

My Portfolio

Track and monitor your fund positions. Click the star icon on any fund in the Monitor tab to add it here.

No funds in your portfolio yet

Go to the Monitor tab and click the star icon next to any fund to start tracking it here.

Capital Flows & Allocator Activity

Redemption pressure, queue depth, and capital flow intelligence across the private credit universe.

Highest Redemption Pressure

Lowest Redemption Pressure

Gate Status Distribution

Queue Depth Analysis

All Funds — Redemption & Flow Data

Fund Type Redemption Rate Redemption Cap Unfulfilled % Gate Status AUM ($B) Liq/AUM Flow Signal

Allocator Studio

Build a private credit sleeve. Surface the hidden overlap. See what you actually own.

Your Sleeve
$
Fund Allocation Weight
Sleeve at a Glance

Total Sleeve

$50M

Allocated

$50M
Unallocated: $0 100% deployed

Selected Funds

BCRED$15M (30%)
ARCC$10M (20%)
HLEND$10M (20%)
CCLFX$8M (16%)
OBDC$7M (14%)

Wtd Yield

9.8%

Wtd Risk

42

Funds

5

Wtd D/E

1.08x

Select 2+ funds and click Re-Analyze to see exposure look-through.

Select 2+ funds and click Re-Analyze to see risk profile.

Select 2+ funds and click Re-Analyze to see liquidity profile.

Data Integrity & Methodology
Data Provenance: Values displayed without indicators are sourced from SEC filings (10-K, 10-Q, 8-K). Values marked with "E" superscript are analyst estimates. Dashes (\u2014) indicate data not yet available. Users should verify all figures against primary sources before making allocation decisions.
Definitions:
  • Non-Accrual Rate: Fair value of investments on non-accrual status as a percentage of total portfolio fair value.
  • PIK Income: Payment-in-kind interest collected as a percentage of total investment income (a proxy for credit stress).
  • Software/Tech Exposure: Portfolio companies engaged in software development, SaaS, digital services, or IT infrastructure.
  • D/E (Debt-to-Equity): Total debt (including CLO issuances) divided by total equity. Regulatory maximum for BDCs: 2.0x.
  • Regulatory Headroom: Cushion between current D/E and 2.0x regulatory maximum, expressed as a percentage.
  • Gate Status: "None" = no gating; "Partial" = tiered redemption caps active; "Full" = all redemptions suspended; "Closed" = permanent wind-down.
Not Investment Advice: This monitor is an analytical reference tool provided for informational purposes only. It does not constitute investment advice, a recommendation to buy or sell any security, or an offer to purchase or sell any instrument. All assessments are subject to rapid change in volatile markets. Consult a licensed financial advisor before making allocation decisions.

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Data Source