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As of 10 Oct 2026 · demonstration dates

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Carrying ledger computation record

cmuzmv5kb002t4x7kfmm67ve9 · Q3 2026

This report displays the saved calculation, inputs and review history. Opening it does not recalculate values or change a review.

Stored result

MeasureStored value
As of2026-09-30
PolicyReviewed opening balances immediately after payment; dated USD US 30/360 coupons through the selected quarter only. Historical PIK is already in opening principal. No inception reconstruction, future rate assumption, default interest or penalty. Zero OID/fees; independently confirmed non-receipt governs delinquency.
Cash received$381,625.00
Fee accretion$0.00
Oid accretion$0.00
Cumulative pik$253,250.00
Pik capitalized$53,250.00
Closing carrying$14,253,250.00
Opening carrying$14,200,000.00
Effective interest$434,875.00
Accrued interest receivable$0.00
Total carrying and receivable$14,253,250.00

Findings

No calculation flags recorded.

Calculation inputs

MeasureStored value
Oid$0.00
Fees$0.00
Modeopening-balance/v1
CurrencyUSD
Day count30/360
Floor pct1.25%
Spread bp650 bps
Instrumentpik_bullet
Pik rate pct1.50%
Maturity date2027-09-20
Origination date2022-09-20

Source references

Open a field to read its source and supporting quotation. Full extracts remain in the downloadable record.

Oid

sources/SYNTHETIC-SUPPLEMENT.pdf

Page 3

oid: 0

Fees

sources/SYNTHETIC-SUPPLEMENT.pdf

Page 3

fees: 0

Mode

sources/SYNTHETIC-SUPPLEMENT.pdf

Page 3

mode: opening-balance/v1

Opening

sources/SYNTHETIC-SUPPLEMENT.pdf

Page 2

opening: sources/opening-register.xlsx#Inputs!A5:P5

Currency

sources/SYNTHETIC-SUPPLEMENT.pdf

Page 3

currency: USD

Day count

sources/SYNTHETIC-SUPPLEMENT.pdf

Page 3

day_count: 30/360

Floor pct

borrower-packages/04-Havenmark-Q3/04-Fund-Holdings-and-Approved-Marks.xlsx#Holdings and Marks!A2:O2

Page 1

floor_pct = 1.25

Spread bp

borrower-packages/04-Havenmark-Q3/04-Fund-Holdings-and-Approved-Marks.xlsx#Holdings and Marks!A2:O2

Page 1

spread_bp = 650

Instrument

sources/SYNTHETIC-SUPPLEMENT.pdf

Page 3

instrument: pik_bullet

Pik rate pct

borrower-packages/04-Havenmark-Q3/04-Fund-Holdings-and-Approved-Marks.xlsx#Holdings and Marks!A2:O2

Page 1

pik_rate_pct = 1.5

Maturity date

borrower-packages/04-Havenmark-Q3/04-Fund-Holdings-and-Approved-Marks.xlsx#Holdings and Marks!A2:O2

Page 1

maturity_date = 2027-09-20

Origination date

borrower-packages/04-Havenmark-Q3/04-Fund-Holdings-and-Approved-Marks.xlsx#Holdings and Marks!A2:O2

Page 1

origination_date = 2022-09-20

Rate observations

sources/SYNTHETIC-SUPPLEMENT.pdf

Page 3

rate_observations: sources/rate-observations.xlsx#Inputs!A4:H4

Review history

No review recorded for this calculation.

Calculation provenance
Prepared by
portfolio.analyst@nsns-fund.example
Saved at (UTC)
2026-10-09T17:00:07.291Z
Engine version
sbic-opening-accounting-1.0.0
Record ID
cmv17o16j00754x7k78zdzcqv
Input SHA-256
f52ce59b6fdec3f9656519d97902aba429086776f7965c2a866b45953369acd0