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Borrower

D••••• 9• C••• L••

Structured finance (CLO)group grade Aon a schedule nowsponsor unattributed
Also written as: Ltd. - Class E

What matters now

  1. 99¢ → 94¢
    consensus mark

    Consensus mark 94¢ on cost, down from 99¢ a year ago, 92¢ last quarter.

    Q2 2026 · The lenders' own valuations, the most direct read of what they expect to recover.

    Derived1 of 1 lender' own marks, weighted by principal
Mark path, consensus per quarter end
Q2 2025: 99¢Q3 2025: 100¢Q4 2025: 97¢Q1 2026: 92¢Q2 2026: 94¢99¢ · 100¢ · 97¢ · 92¢ · 94¢Q2 2025 to Q2 2026
Principal held
at least $3.5M
sum of BDC pieces, a lower bound
Fair value
$3.3M
94c 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
Aug 20, 2034
no dated debt inside 24 months
On the tape since
Dec 31, 2021
latest Jun 30, 2026
Events
0
dated, non-routine
Lender marks
each lender's own fair value over cost at Jun 30, 2026, folded to one row per lender
LenderExposureCurrent markQoQ change
B••••••••• P•••••• C••••• F•••$3.5M94¢+2 pts
Every BDC piece · 1 position across 1 lenderlargest principal first, with instrument and rate
BDCInstrumentPrincipalFair valueRate
B••••••••• P•••••• C••••• F•••unstated lien unstated
N••••••••• I•••••
$3.5M$3.3M
94c
S+615 bp
Capital structure as the BDCs see it
latest quarter end Jun 30, 2026
FacilityHeldOn costPricingMaturityBDCs
other lien unstatedat least $3.5M94cS+615 bpAug 20, 20341
Through time
the borrower's pieces summed across BDCs, every quarter end
Quarter endBDCsPrincipal heldFair valueOn costPIK pieces
Jun 30, 20261$3.5M$3.3M94c0
Mar 31, 20261$7.0M$6.5M92c0
Dec 31, 20251$7.0M$6.8M97c0
Sep 30, 20251$7.0M$7.0M100c0
All 17 quarters
Quarter endBDCsPrincipal heldFair valueOn costPIK pieces
Jun 30, 20251$8.0M$7.9M99c0
Mar 31, 20251$8.0M$7.9M99c0
Dec 31, 20241$16.0M$15.5M97c0
Sep 30, 20241$8.0M$7.8M97c0
Jun 30, 20241$8.0M$7.7M96c0
Mar 31, 20241$8.0M$7.7M96c0
Dec 31, 20231$8.0M$7.5M94c0
Sep 30, 20231$8.0M$7.3M91c0
Jun 30, 20231$8.0M$7.0M87c0
Mar 31, 20231$8.0M$6.8M85c0
Dec 31, 20221$8.0M$6.9M86c0
Sep 30, 20221$8.0M$6.7M83c0
Dec 31, 20211$8.0M$8.0M99c0
What changed
Every change including routine ones
Identity
Group key
D••••• 9• C••derivedthe codename stem after legal suffixes and deal words
Spellings
1 across 1 BDCderived
Industry
Structured finance (CLO)reportedas one filer wrote it