hard · Private Credit & Debt

In a 'Bifurcated Unitranche' structure, a fund provides a $100,000,000 facility where a bank takes a $70,000,000 'First-Out' piece at SOFR + 350 bps and the fund retains the $30,000,000 'Last-Out' piece.

If the total unitranche is priced to the borrower at SOFR + 650 bps, what is the effective spread earned by the fund on its Last-Out position?

  1. 950 bps
  2. 1350 bps
  3. 1000 bps
  4. 650 bps

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