hard · Private Credit & Debt

A direct lending fund marks a loan at 96 cents on the dollar due to a general widening of market credit spreads, although the borrower's credit performance is stable.

According to ASC $820, how should this valuation change be treated in the fund's financial statements?

  1. It should not be recorded if the borrower is still making all contractual payments.
  2. As a realized loss because the market price has declined.
  3. As a direct reduction to shareholders' equity, bypassing the income statement.
  4. As an unrealized loss that flows through the Statement of Operations.

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