- For Octus’ full analysis, please email directly.
Octus analyzed 27 stressed securities across 23 borrowers and found that fair value pricing varied by as much as 40 points between the lowest and highest marks, with an average range of approximately 10 points as of December 31, 2025. BDCs managed by Blackstone and BlackRock tended to carry the lowest average prices in stressed club deals, while FS KKR exhibited the highest.
Contact Kim Giancaspro
Latest news
Information technology topped nonaccruals on a cost basis
October 14, 2026
Maturities of loans switching to at least partial PIK tends to be longer-dated than Octus’ other stress trackers: nonaccrual and fair value write-down reports.
US Broadly Syndicated Loan CLO Defaults in 3Q26 Driven by Distressed Debt Exchanges
October 14, 2026
Out of court restructurings drove nearly all default activity within Fitch-rated U.S. broadly syndicated loan (BSL) CLO portfolios in 3Q26, Fitch Ratings says.