Private credit for LPs

Assess private credit managers based on actual portfolio construction by looking through into the underlying BDC holdings data – issuers, instruments, lien positions, sector mix, and maturity profiles – combined with transaction intelligence data covering closed-end direct lending funds.

Compare listed BDCs, non-traded BDCs, and institutional closed-end funds on a consistent like-for-like basis through standardized holdings, sector, lien, maturity, and valuation data.

Dive deeper with holdings-level data into co-ownership and overlap analysis to test for portfolio differentiation, diversification, and underwriting discipline.

Track how a manager's holdings, sector exposure, lien mix, and valuation discipline have evolved over time and compare current positioning against peers and market trends to support re-up and allocation decisions with greater confidence.

Surface valuation dispersion at issuer- and lien-level across all holders of an underlying issuer. Identify outliers and see where the same assets are being marked differently across managers.

Challenge or support internal valuations with external evidence by leveraging AI-powered research to rapidly assemble issuer-level mark comparisons and structured outputs for diligence conversations.

Assess how the portfolio may respond to changes in rates and refinancing conditions with instrument-level coupon, spread, lien, and maturity data. Identify the most vulnerable positions by connecting maturity walls with price health.

Bring independent, committee-ready external market context, including mark dispersion, sector health, maturity walls, and price health data to risk and valuation committee discussions.