online tools to find market data on private companies

Hi,

I am in the middle of the LBO and valuation courses. I am trying to do a project on privately held companies that release some of their data (e.g., non-profit hospitals). I can't find anything on BamSEC.  Does anyone have any advice on where to find market data, financial statements, precedent transactions, etc.? Free databases would be best but I am able to pay a small subscription fee.

Thanks - KJ

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