Discount for lack of marketability

$ 764,554

$ 819,208

0.150

First lien secured loans

Second lien secured loans

$ 615,945

697,232

20,383

23,650

Subordinated Notes

167

Level 3

Level 3 | Discounted cash flows and Enterprise value | EBITDA Multiple Range | Weighted average

$ 742,488

803,601

Level 3 | First lien secured loans

0.093

Level 3 | First lien secured loans | Discounted cash flows

$ 615,945

697,232

Level 3 | First lien secured loans | Discounted cash flows | Discount rate | Minimum

$ 406,569

$ 358,921

Level 3 | First lien secured loans | Discounted cash flows | Discount rate | Maximum

0.075

0.045

Level 3 | First lien secured loans | Discounted cash flows | Discount rate | Weighted average

0.199

0.218

Level 3 | First lien secured loans | Discounted cash flows | Exit EBITDA Multiple | Minimum

0.124

0.098

Level 3 | First lien secured loans | Discounted cash flows | Exit EBITDA Multiple | Maximum

0.055

Level 3 | First lien secured loans | Discounted cash flows | Exit EBITDA Multiple | Weighted average

0.150

Level 3 | First lien secured loans | Recent transaction

0.083

Level 3 | First lien secured loans | Recent transaction | Transaction price

$ 37,014

Level 3 | First lien secured loans | Recent transaction | Transaction price | Minimum

$ 209,892

Level 3 | First lien secured loans | Recent transaction | Transaction price | Maximum

0.820

0.945

Level 3 | First lien secured loans | Recent transaction | Transaction price | Weighted average

0.991

Level 3 | First lien secured loans | Discounted cash flows and Recent transaction

(0.918)

0.979

Level 3 | First lien secured loans | Discounted cash flows and Recent transaction | Discount rate | Minimum

$ 111,055

$ 113,808

Level 3 | First lien secured loans | Discounted cash flows and Recent transaction | Discount rate | Maximum

0.076

0.072

Level 3 | First lien secured loans | Discounted cash flows and Recent transaction | Discount rate | Weighted average

0.135

0.103

Level 3 | First lien secured loans | Discounted cash flows and Recent transaction | Transaction price | Minimum

0.126

0.086

Level 3 | First lien secured loans | Discounted cash flows and Recent transaction | Transaction price | Maximum

0.924

0.975

Level 3 | First lien secured loans | Discounted cash flows and Recent transaction | Transaction price | Weighted average

1.000

0.988

Level 3 | First lien secured loans | Discounted cash flows and Recent transaction | Exit EBITDA Multiple

(0.979)

0.984

Level 3 | First lien secured loans | Discounted cash flows and Recent transaction | Exit EBITDA Multiple | Minimum

0.095

Level 3 | First lien secured loans | Discounted cash flows and Recent transaction | Exit EBITDA Multiple | Maximum

0.070

Level 3 | First lien secured loans | Guideline public companies

0.110

Level 3 | First lien secured loans | Guideline public companies | EBITDA Multiple Range

$ 7,542

Level 3 | First lien secured loans | Discounted cash flows and Market quote

0.051

Level 3 | First lien secured loans | Discounted cash flows and Market quote | Discount rate | Minimum

$ 30,790

Level 3 | First lien secured loans | Discounted cash flows and Market quote | Discount rate | Maximum

0.105

Level 3 | First lien secured loans | Discounted cash flows and Market quote | Discount rate | Weighted average

0.118

Level 3 | First lien secured loans | Discounted cash flows and Market quote | Market Quote

0.114

Level 3 | First lien secured loans | Discounted cash flows and Market quote | Market Quote | Minimum

1.000

Level 3 | First lien secured loans | Discounted cash flows and Market quote | Market Quote | Maximum

0.852

Level 3 | First lien secured loans | Discounted cash flows and Market quote | Market Quote | Weighted average

0.951

Level 3 | First lien secured loans | Expected repayment

(0.907)

Level 3 | Second lien secured loans

$ 30,517

$ 7,069

Level 3 | Second lien secured loans | Discounted cash flows

20,383

23,650

Level 3 | Second lien secured loans | Discounted cash flows | Discount rate

$ 3,274

$ 18,725

Level 3 | Second lien secured loans | Discounted cash flows | Discount rate | Minimum

0.174

Level 3 | Second lien secured loans | Discounted cash flows | Discount rate | Maximum

0.115

Level 3 | Second lien secured loans | Discounted cash flows | Discount rate | Weighted average

0.223

Level 3 | Second lien secured loans | Discounted cash flows | Exit EBITDA Multiple | Minimum

0.142

Level 3 | Second lien secured loans | Discounted cash flows | Exit EBITDA Multiple | Maximum

0.065

Level 3 | Second lien secured loans | Discounted cash flows | Exit EBITDA Multiple | Weighted average

0.085

Level 3 | Second lien secured loans | Recent transaction

0.080

Level 3 | Second lien secured loans | Recent transaction | Transaction price

$ 4,925

Level 3 | Second lien secured loans | Discounted cash flows and Recent transaction

0.985

Level 3 | Second lien secured loans | Discounted cash flows and Recent transaction | Discount rate

$ 4,912

Level 3 | Second lien secured loans | Discounted cash flows and Recent transaction | Transaction price

0.122

Level 3 | Second lien secured loans | Discounted cash flows and Market quote

0.986

Level 3 | Second lien secured loans | Discounted cash flows and Market quote | Discount rate

$ 12,197

Level 3 | Second lien secured loans | Discounted cash flows and Market quote | Market Quote

0.182

Level 3 | Subordinated Notes

0.778

Level 3 | Subordinated Notes | Recent transaction

$ 80,167

$ 60,167

Level 3 | Subordinated Notes | Recent transaction | Transaction price

$ 167

Level 3 | Subordinated Notes | Enterprise value

1.000

Level 3 | Subordinated Notes | Discounted cash flows and Enterprise value

80,000

$ 60,000

Level 3 | Subordinated Notes | Discounted cash flows and Enterprise value | Discount rate

$ 167

Level 3 | Preferred Equity

0.041

Level 3 | Preferred Equity | Discounted cash flows

$ 3,886

2,811

Level 3 | Preferred Equity | Discounted cash flows | Discount rate | Minimum

$ 2,217

Level 3 | Preferred Equity | Discounted cash flows | Discount rate | Maximum

0.243

Level 3 | Preferred Equity | Discounted cash flows | Discount rate | Weighted average

0.255

Level 3 | Preferred Equity | Discounted cash flows | EBITDA Multiple Range

0.244

Level 3 | Preferred Equity | Recent transaction | Transaction price

0.090

Level 3 | Preferred Equity | Recent transaction | Transaction price | Minimum

$ 1,007

Level 3 | Preferred Equity | Recent transaction | Transaction price | Maximum

1.00

Level 3 | Preferred Equity | Recent transaction | Transaction price | Weighted average

56.30

Level 3 | Preferred Equity | Recent transaction | Discount for lack of marketability

47.13

Level 3 | Preferred Equity | Similar Transaction

0.150

Level 3 | Preferred Equity | Similar Transaction | EBITDA Multiple Range

$ 1,018

Level 3 | Preferred Equity | Discounted Cash Flows and Guideline Public Companies

0.097

Level 3 | Preferred Equity | Discounted Cash Flows and Guideline Public Companies | Discount rate

$ 786

Level 3 | Preferred Equity | Discounted Cash Flows and Guideline Public Companies | Exit EBITDA Multiple

0.173

Level 3 | Preferred Equity | Discounted Cash Flows and Guideline Public Companies | EBITDA Multiple Range

0.110

Level 3 | Preferred Equity | Discounted Cash Flows and Guideline Public Companies | NFY EBITDA Multiple

0.079

Level 3 | Preferred Equity | Discounted Cash Flows and Guideline Public Companies | Discount for lack of marketability

0.075

Level 3 | Preferred Equity | Enterprise value

0.100

Level 3 | Preferred Equity | Enterprise value | Discount rate

$ 853

Level 3 | Preferred Equity | Discounted cash flows and Enterprise value

0.117

Level 3 | Preferred Equity | Discounted cash flows and Enterprise value | Discount rate

$ 816

Level 3 | Preferred Equity | Discounted cash flows and Enterprise value | EBITDA Multiple Range | Minimum

0.170

Level 3 | Preferred Equity | Discounted cash flows and Enterprise value | EBITDA Multiple Range | Maximum

0.036

Level 3 | Preferred Equity | Discounted cash flows and Enterprise value | EBITDA Multiple Range | Weighted average

0.085

Level 3 | Preferred Equity | Discounted cash flows and Enterprise value | Discount for lack of marketability

0.061

0.150

Level 3 | Common Equity

Level 3 | Common Equity | Discounted cash flows

$ 15,852

$ 15,280

Level 3 | Common Equity | Discounted cash flows | Discount rate | Minimum

$ 1,614

$ 3,602

Level 3 | Common Equity | Discounted cash flows | Discount rate | Maximum

0.193

0.130

Level 3 | Common Equity | Discounted cash flows | Discount rate | Weighted average

0.213

0.227

Level 3 | Common Equity | Discounted cash flows | Exit EBITDA Multiple | Minimum

0.211

0.150

Level 3 | Common Equity | Discounted cash flows | Exit EBITDA Multiple | Maximum

0.086

Level 3 | Common Equity | Discounted cash flows | Exit EBITDA Multiple | Weighted average

0.100

Level 3 | Common Equity | Discounted cash flows | EBITDA Multiple Range

0.096

Level 3 | Common Equity | Discounted cash flows | Discount for lack of marketability | Minimum

0.075

Level 3 | Common Equity | Discounted cash flows | Discount for lack of marketability | Maximum

0.100

Level 3 | Common Equity | Discounted cash flows | Discount for lack of marketability | Weighted average

0.150

Level 3 | Common Equity | Recent transaction

0.103

Level 3 | Common Equity | Recent transaction | Transaction price

$ 400

$ 1,502

Level 3 | Common Equity | Recent transaction | Transaction price | Minimum

1.00

Level 3 | Common Equity | Recent transaction | Transaction price | Maximum

1.00

Level 3 | Common Equity | Recent transaction | Transaction price | Weighted average

1,000.00

Level 3 | Common Equity | Recent transaction | Discount for lack of marketability

289.95

Level 3 | Common Equity | Similar Transaction | EBITDA Multiple Range

0.150

Level 3 | Common Equity | Similar Transaction | EBITDA Multiple Range | Minimum

$ 2,052

Level 3 | Common Equity | Similar Transaction | EBITDA Multiple Range | Maximum

0.060

Level 3 | Common Equity | Similar Transaction | EBITDA Multiple Range | Weighted average

0.134

Level 3 | Common Equity | Discounted Cash Flows, Guideline Public Companies and Expected Repayment

0.105

Level 3 | Common Equity | Discounted Cash Flows, Guideline Public Companies and Expected Repayment | Discount rate | Minimum

$ 8,124

Level 3 | Common Equity | Discounted Cash Flows, Guideline Public Companies and Expected Repayment | Discount rate | Maximum

0.140

Level 3 | Common Equity | Discounted Cash Flows, Guideline Public Companies and Expected Repayment | Discount rate | Weighted average

0.190

Level 3 | Common Equity | Discounted Cash Flows, Guideline Public Companies and Expected Repayment | Transaction price

0.182

Level 3 | Common Equity | Discounted Cash Flows, Guideline Public Companies and Expected Repayment | Exit EBITDA Multiple | Minimum

1.00

Level 3 | Common Equity | Discounted Cash Flows, Guideline Public Companies and Expected Repayment | Exit EBITDA Multiple | Maximum

0.080

Level 3 | Common Equity | Discounted Cash Flows, Guideline Public Companies and Expected Repayment | Exit EBITDA Multiple | Weighted average

0.110

Level 3 | Common Equity | Discounted Cash Flows, Guideline Public Companies and Expected Repayment | NFY EBITDA Multiple | Minimum

0.105

Level 3 | Common Equity | Discounted Cash Flows, Guideline Public Companies and Expected Repayment | NFY EBITDA Multiple | Maximum

0.086

Level 3 | Common Equity | Discounted Cash Flows, Guideline Public Companies and Expected Repayment | NFY EBITDA Multiple | Weighted average

0.108

Level 3 | Common Equity | Discounted Cash Flows, Guideline Public Companies and Expected Repayment | Discount for lack of marketability

0.089

Level 3 | Common Equity | Enterprise value

0.100

Level 3 | Common Equity | Enterprise value | EBITDA Multiple Range | Minimum

$ 361

Level 3 | Common Equity | Enterprise value | EBITDA Multiple Range | Maximum

0.133

Level 3 | Common Equity | Enterprise value | Discount for lack of marketability

0.171

Level 3 | Common Equity | Discounted cash flows and Enterprise value

0.100

Level 3 | Common Equity | Discounted cash flows and Enterprise value | Discount rate | Minimum

$ 9,523

Level 3 | Common Equity | Discounted cash flows and Enterprise value | Discount rate | Maximum

0.120

Level 3 | Common Equity | Discounted cash flows and Enterprise value | Discount rate | Weighted average

0.194

Level 3 | Common Equity | Discounted cash flows and Enterprise value | EBITDA Multiple Range | Minimum

0.181

Level 3 | Common Equity | Discounted cash flows and Enterprise value | EBITDA Multiple Range | Maximum

0.048

Level 3 | Common Equity | Collateral value and Recent transaction

0.121

Level 3 | Common Equity | Collateral value and Recent transaction | Transaction price

$ 219

Level 3 | Common Equity | Collateral value and Recent transaction | EBITDA Multiple Range

1.30

Level 3 | Common Equity | Collateral value and Recent transaction | Discount for lack of marketability

0.080

Level 3 | Common Equity | Collateral value

0.150

Level 3 | Common Equity | Collateral value | EBITDA Multiple Range | Minimum

$ 2,471

Level 3 | Common Equity | Collateral value | EBITDA Multiple Range | Maximum

0.060

Level 3 | Common Equity | Collateral value | EBITDA Multiple Range | Weighted average

0.100

Level 3 | Common Equity | Recent transaction and Enterprise Value

0.080

Level 3 | Common Equity | Recent transaction and Enterprise Value | Minimum

$ 1,264

Level 3 | Common Equity | Recent transaction and Enterprise Value | Maximum

10.0

Level 3 | Common Equity | Recent transaction and Enterprise Value | Weighted average

1,000.0

Level 3 | Common Equity | Recent transaction and Enterprise Value | EBITDA Multiple Range | Minimum

482.4

Level 3 | Common Equity | Recent transaction and Enterprise Value | EBITDA Multiple Range | Maximum

0.050

Level 3 | Common Equity | Recent transaction and Enterprise Value | EBITDA Multiple Range | Weighted average

0.123

0.088

Level 3 | Warrant

Level 3 | Warrant | Discounted cash flows

$ 6,255

$ 4,461

Level 3 | Warrant | Discounted cash flows | Discount rate

$ 2,432

Level 3 | Warrant | Discounted cash flows | EBITDA Multiple Range

0.005

Level 3 | Warrant | Discounted cash flows | Discount for lack of marketability

0.003

Level 3 | Warrant | Discounted cash flows | Volatility

0.004

Level 3 | Warrant | Enterprise value | EBITDA Multiple Range | Weighted average

0.000

Level 3 | Warrant | Discounted cash flows and Option-pricing method

0.152

Level 3 | Warrant | Discounted cash flows and Option-pricing method | Discount rate

$ 3,823

$ 4,461

Level 3 | Warrant | Discounted cash flows and Option-pricing method | Discount rate | Minimum

0.193

Level 3 | Warrant | Discounted cash flows and Option-pricing method | Discount rate | Maximum

0.227

Level 3 | Warrant | Discounted cash flows and Option-pricing method | Discount rate | Weighted average

0.295

Level 3 | Warrant | Discounted cash flows and Option-pricing method | Exit EBITDA Multiple | Minimum

0.292

Level 3 | Warrant | Discounted cash flows and Option-pricing method | Exit EBITDA Multiple | Maximum

0.055

Level 3 | Warrant | Discounted cash flows and Option-pricing method | Exit EBITDA Multiple | Weighted average

0.086

Level 3 | Warrant | Discounted cash flows and Option-pricing method | EBITDA Multiple Range

0.059

Level 3 | Warrant | Discounted cash flows and Option-pricing method | Discount for lack of marketability

0.102

Level 3 | Warrant | Discounted cash flows and Option-pricing method | Volatility | Minimum

0.150

Level 3 | Warrant | Discounted cash flows and Option-pricing method | Volatility | Maximum

0.035

Level 3 | Warrant | Discounted cash flows and Option-pricing method | Volatility | Weighted average

0.087