The views below are illustrative product views: renders of the Verus screens with representative figures, not captures of live data. Users load their own book; reference datasets are optional layers.
Aggregated position economics roll up to the fund. Position rows and borrower detail redacted on the public site; in production you drill into any project for the full decomposition.
Contractual cashflows, hazard-rate credit adjustments, OIS discounting, and the basis-point attribution between inputs. Each mark carries its own evidence: the spread build-up, cashflows and methodology sit under the number on the Valuation tab, and every run is version-hashed.
Direct lending, mezzanine, CRE and distressed each have their own factor model — leverage, coverage, sponsor, LTV, recovery probability — but score, map to an implied rating, and price on the same discipline.
The valuation agent’s letter, the manager’s book mark and the administrator’s figure are recorded against the deal and compared with the Verus mark on one line: the gap in price points, the position against the Verus confidence band, and whether the Verus price sits inside the provider’s own range. Evidence only — none of it feeds the valuation.
| Source | Kind | Price | Range | As of | Δ vs Verus | Position |
|---|---|---|---|---|---|---|
| VerusRUN-7C1E9A2B | Model · 525 bps | 98.25 | 96.90 – 99.40 | 30 Jun 2026 | — | Reference |
| RedactedQ2-26 valuation letter | Valuation agent | 99.25 | 98.00 – 99.50 | 30 Jun 2026 | +1.00 | Within band · Verus inside their range |
| RedactedQ1-26 NAV pack | Administrator | 95.00 | — | 31 Mar 2026 | −3.25 | Below band |
Dispersion across 3 marks: 4.25 pts. Δ is the source’s price minus the Verus price, per 100.
Your portfolio starts empty and stays yours. A BSL reference universe and a library of quarterly-reported BDC holdings ship with the platform — useful for spread calibration, peer comparables, and as IFRS 13 level-3 supporting evidence. You choose what to load; nothing is shared with other clients. The production corpus is primary-source-only (SEC EDGAR); the numbers on this public sample report render against an illustrative dataset. See /reference-data for the full boundary.
An IC-ready scenario table produced for a representative senior secured facility. Figures are illustrative; the format and disclosures are the same Verus produces on live positions.
| Scenario | Fair value | Spread (bps) | ECL stage | Δ vs base |
|---|---|---|---|---|
| Base | 97.42 | S+438 | Stage 1 | — |
| Mild recession | 95.71 | S+482 | Stage 1 | −1.71 |
| Severe recession | 91.64 | S+584 | Stage 2 | −5.78 |
| Sector shock (−200 bps EBITDA) | 93.18 | S+548 | Stage 2 | −4.24 |
| Rates relief (−100 bps) | 98.53 | S+438 | Stage 1 | +1.11 |
| Spread tightening (−50 bps) | 99.31 | S+388 | Stage 1 | +1.89 |
A 2–4 week data-room trial produces the same views on your portfolio, against a reference date you choose.
Deeper material — redacted real-fund packs, live model output on your own positions, and the full model-validation dossier — is held in the NDA-gated preview portal.