DFX Intelligence
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Borrower
M••••• S•••••• R••••••••• M••••••• L••• T•••• 2••••••••
group grade Aon a schedule nowsponsor unattributed
Also written as: ABS
What matters now
- 102¢ → 106¢consensus mark
Consensus mark 106¢ on cost, up from 102¢ in Q3 2025, 98¢ last quarter.
Q2 2026 · The lenders' own valuations moved back up.
Derived2 of 2 lenders' own marks, weighted by principal
Mark path, consensus per quarter end
102¢ · 101¢ · 98¢ · 106¢Q3 2025 to Q2 2026
Where each lender marks it, 0 points apart
106¢106¢
Principal held
at least $11.3M
sum of BDC pieces, a lower bound
Fair value
$20.2M
106c on cost, debt pieces
Unfunded
Not disclosed
commitments not yet drawn
BDC lenders
2
2 on the latest quarter
Facilities
1
0 equity pieces beside them
Next maturity
unstated
no dated debt inside 24 months
On the tape since
Sep 30, 2025
latest Jun 30, 2026
Events
1
dated, non-routine
Lender marks
each lender's own fair value over cost at Jun 30, 2026, folded to one row per lender
| Lender | Exposure | Current mark | QoQ change |
|---|---|---|---|
| K•• F• I••••• T•••• | $6.95M | 106¢ | +8 pts |
| K•• F• I••••• T•••• S••••• | $4.34M | 106¢ | +8 pts |
Every BDC piece · 8 positions across 2 lenderslargest principal first, with instrument and rate
| BDC | Instrument | Principal | Fair value | Rate |
|---|---|---|---|---|
| K•• F• I••••• T•••• | unstated lien unstated | $4.5M | $4.4M 103c | 7.20% |
| K•• F• I••••• T•••• S••••• | unstated lien unstated | $2.8M | $2.7M 103c | 7.20% |
| K•• F• I••••• T•••• | unstated lien unstated | $2.5M | $2.5M 101c | 6.60% |
| K•• F• I••••• T•••• S••••• | unstated lien unstated | $1.5M | $1.5M 101c | 6.60% |
| K•• F• I••••• T•••• | unstated lien unstated | Not disclosed | $5.1M 115c | 1.80% |
View all 8 positionsShow fewerlargest principal first
| BDC | Instrument | Principal | Fair value | Rate |
|---|---|---|---|---|
| K•• F• I••••• T•••• | unstated lien unstated | Not disclosed | $485,000 86c | 0.30% |
| K•• F• I••••• T•••• S••••• | unstated lien unstated | Not disclosed | $303,000 87c | 0.30% |
| K•• F• I••••• T•••• S••••• | unstated lien unstated | Not disclosed | $3.2M 115c | 1.80% |
Capital structure as the BDCs see it
latest quarter end Jun 30, 2026
| Facility | Held | On cost | Pricing | Maturity | BDCs |
|---|---|---|---|---|---|
| other lien unstated | at least $11.3M | 106c | 7.20% | unstated | 2 |
Through time
the borrower's pieces summed across BDCs, every quarter end
| Quarter end | BDCs | Principal held | Fair value | On cost | PIK pieces |
|---|---|---|---|---|---|
| Jun 30, 2026 | 2 | $11.3M | $20.2M | 106c | 0 |
| Mar 31, 2026 | 2 | $11.3M | $19.3M | 98c | 3 |
| Dec 31, 2025 | 2 | $11.3M | $20.7M | 101c | 0 |
| Sep 30, 2025 | 2 | $11.3M | $21.7M | 102c | 0 |
What changed
- PIK interest appearsMar 31, 2026
- New borrower on a BDC scheduleSep 30, 2025
Sponsor
No sponsor attribution: no portfolio page, deal announcement or Form D signer consensus names an owner for this borrower group.
Identity
- Group key
- MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025 NQM6derivedthe codename stem after legal suffixes and deal words
- Spellings
- 1 across 2 BDCsderived