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Borrower

C•• F••• S••••••••• P•••••••• D••••• 3•

Structured finance (CLO)group grade Aoff every schedule since Dec 31, 2023sponsor unattributed

Nothing material in the last 200 days. Last change: 31 Dec 2023, Consensus mark 96¢ on cost, down from 100¢ in Q4 2022.

Mark path, consensus per quarter end
Q4 2022: 100¢Q4 2023: 96¢100¢ · 96¢Q4 2022 to Q4 2023
Principal held
unknown
sum of BDC pieces, a lower bound
Fair value
$409,000
96c on cost, debt pieces
Unfunded
Not disclosed
commitments not yet drawn
BDC lenders
1
1 on the latest quarter
Facilities
1
0 equity pieces beside them
Next maturity
Nov 1, 2028
no dated debt inside 24 months
On the tape since
Dec 31, 2022
latest Dec 31, 2023
Events
2
dated, non-routine
Lender marks
each lender's own fair value over cost at Dec 31, 2023, folded to one row per lender
LenderExposureCurrent markQoQ change
B•• I••••••••• C•••no principal filed96¢-4 pts
Every BDC piece · 1 position across 1 lenderlargest principal first, with instrument and rate
BDCInstrumentPrincipalFair valueRate
B•• I••••••••• C•••term loan unsecured or subordinated
S••••• L••• Fund S••••••••• S•••••••••, effective interest 25.4% CLO Fund S••••••••• M••••
Not disclosed$409,000
96c
25.40%
Capital structure as the BDCs see it
latest quarter end Dec 31, 2023
FacilityHeldOn costPricingMaturityBDCs
unsecured or subordinated term loan unsecured or subordinated
exited Dec 31, 2023
unknown96c25.40%Nov 1, 20281
Through time
the borrower's pieces summed across BDCs, every quarter end
Quarter endBDCsPrincipal heldFair valueOn costPIK pieces
Dec 31, 20231$0$409,00096c0
Dec 31, 20221$0$868,000100c0
What changed
Every change including routine ones
Identity
Group key
C•• F••• S••••••••• P•••••••• D••••• 3•derivedthe codename stem after legal suffixes and deal words
Spellings
1 across 1 BDCderived
Industry
Structured finance (CLO)reportedas one filer wrote it