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Dirigon decodes every BDC and interval fund down to the portfolio company level. See what you actually own. Find the hidden concentration risk your other tools miss.
Purpose-built for institutional allocators of private credit. Real SEC filing data, computed risk scoring, and portfolio-level look-through across every BDC and interval fund.
Not a pitch deck. Not a fact sheet. The actual data, scored and sourced, updated every quarter from SEC filings.
| Fund | AUM | NAV | D/E | Non-Accrual | PIK | Liquidity | Rating | ||
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Dirigon traces borrower-level positions across BDCs and interval funds to show where portfolios crowd into the same names.
No black boxes. Every score traces back to SEC filing-sourced data and documented calculations.
N-PORT filings, semi-annual reports, and 10-Ks pulled directly from EDGAR on a quarterly cadence. No intermediaries. No transformations we can't trace.
Six weighted risk factors — leverage, concentration, credit quality, liquidity, overlap, and sector exposure — normalized and rolled into a single composite score.
Click any metric and see the source filing reference and calculation. Data points are sourced directly from SEC filings with documented methodology.
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Explore the universe — 65 funds with live SEC filing data
Construct model portfolios and stress-test allocations
Reference data, borrower directory, and methodology
| Fund | Company | Sector | Type | Fair Value | Notes |
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The Overlap Engine scores how similar your funds are across 7 risk dimensions.
Lower overlap = better diversification.
| Identification | Credit Quality | Leverage & Liquidity | Redemption & Watch Signals | Valuation | ||||||||||||||||
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| # | 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 | Quarter Signal | Div Coverage | Watch Signals | Price/NAV | NAV/Share | |
Select 2-5 funds and analyze combined exposure, overlap, diversification, and concentration risk
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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.
Measures intensity of investor withdrawal activity relative to fund capacity.
Assesses debt-to-equity ratio relative to regulatory maximums and covenant cushion.
Evaluates portfolio health through non-accrual rates and PIK concentration.
Measures exposure to sector and company-level risks.
Assesses access to capital and ability to meet obligations.
For traded BDCs, tracks market's risk assessment versus NAV.
| 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 |
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.
Select 2-5 funds to compare side-by-side and discover the key differences that drive portfolio outcomes