Kadenwood Group

Kadenwood Group — Borrower-side private-credit execution data generated as byproduct of a debt-advisory book, contextualised against third-party benchmarks. What this page demonstrates is the analytical frame the firm works in: private-credit pricing decomposition — spread over base rate, all-in implied yield, coupon, price as a percentage of par, and composition effects (which loans enter and leave a sample) — used to separate genuine repricing from mix shifts. Kadenwood's own latent asset, generated every mandate, is the executed-deal record behind placements: borrower and structure, facili…

Kadenwood Group offers (Alternative, Reference, Price) — Published layer is modest — a Perspectives commentary series on roughly a quarterly cadence (this piece covers Q2 2026; a sibling piece covers NAV loans and fund-level leverage), each a few thousand words. The unpublished layer is where volume sits: every executed placement contributes a full terms record (structure, spread, coupon, fees, amortisation, covenants, competing lender set, outcome), so with a ~49-person advisory operation the internal record plausibly reaches hundreds of dated borrower mandates rather than thousands of published pages.

Lender-versus-lender benchmarking of realised private-credit terms; NAV-loan and fund-finance pricing calibration against actual cleared structures rather than published indices; borrower-side negotiation benchmarking (what a comparable company actually paid in a given quarter); market-formation and share-shift analytics across private-credit capital sources; detecting spread-versus-fee substitution and other ways headline tightness is offset; training and evaluation corpora for LLM agents advising on debt raised in the private-credit market, where the executed-terms record is the ground truth an index cannot supply

The data is with 4 years of history.

Coverage spans US; Investment Banking & Brokerage; alternative, reference, price; fixed_income, structured_products.