v3.26.3
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) - Interest Rate Swap - 9 months ended Sep. 30, 2026
€ in Thousands, £ in Thousands, $ in Thousands, $ in Thousands
USD ($)
CAD ($)
EUR (€)
GBP (£)
Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract Settlement Date 10/20/2026        
Settlement Date [1] Oct. 20, 2026      
Notional amount to be purchased [1] $ 13,407      
Notional amount to be sold [1]   $ 18,456    
Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract Settlement Date 12/31/2026        
Settlement Date [1] Dec. 31, 2026      
Notional amount to be purchased [1] $ 8,434      
Notional amount to be sold | € [1]     € 7,250  
Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contract Settlement Date 3/15/2027        
Settlement Date [1] Mar. 15, 2027      
Notional amount to be purchased [1] $ 37,791      
Notional amount to be sold | £ [1]       £ 27,976
Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contracts Counterparty JP MORGAN CHASE BANK N.A Counterparty Company Settlement Date 10/20/2026        
Notional amount to be purchased 13,407      
Notional amount to be sold   $ 18,456    
Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contracts Counterparty JP MORGAN CHASE BANK N.A Counterparty Company Settlement Date 12/31/2026        
Notional amount to be purchased 8,434      
Notional amount to be sold | €     € 7,250  
Open Forward Foreign Currency Contract, Identifier [Axis]: Foreign currency forward contracts Counterparty JP MORGAN CHASE BANK N.A Counterparty Company Settlement Date 3/15/2027        
Notional amount to be purchased $ 37,791      
Notional amount to be sold | £       £ 27,976
[1] Denotes investments in which we are deemed to exercise a controlling influence over the management or policies of a company, as defined in the 1940 Act, due to beneficially owning, either directly or through one or more controlled companies, more than 25% of the outstanding voting securities of the investment. Fair value as of December 31, 2025 and September 30, 2026 along with transactions during the nine months ended September 30, 2026 in these controlled investments are as follows:

 

Name of Issuer

 

Fair Value at December 31, 2025

 

 

 

Gross Additions
●

 

 

 

Gross Reductions ■

 

 

 

Net Change in Unrealized Gains (Losses)

 

 

 

Fair Value at September 30, 2026

 

 

 

Net Realized Gains (Losses)

 

 

 

Interest/
Dividend/
Other Income

 

Majority Owned Company

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

ChyronHego US Holding Corporation

 

$

 

19,467

 

 

$

 

7,508

 

 

$

 

(17,956

)

 

$

 

(12

)

 

$

 

9,000

 

 

$

 

(8

)

 

$

 

1,122

 

ChyronHego US Holding Corporation

 

 

 

105,906

 

 

 

 

—

 

 

 

 

(44,438

)

 

 

 

(746

)

 

 

 

60,721

 

 

 

 

—

 

 

 

 

4,945

 

ChyronHego Corporation

 

 

 

13,045

 

 

 

 

59,250

 

 

 

 

—

 

 

 

 

(42,546

)

 

 

 

29,750

 

 

 

 

—

 

 

 

 

—

 

Merx Aviation Finance, LLC

 

 

 

84,222

 

 

 

 

—

 

 

 

 

(43,925

)

 

 

 

2,232

 

 

 

 

42,529

 

 

 

 

—

 

 

 

 

—

 

Merx Aviation Finance, LLC

 

 

 

18,576

 

 

 

 

—

 

 

 

 

(18,575

)

 

 

 

—

 

 

 

 

—

 

 

 

 

—

 

 

 

 

209

 

 

 

$

 

241,216

 

 

$

 

66,758

 

 

$

 

(124,894

)

 

$

 

(41,072

)

 

$

 

142,000

 

 

$

 

(8

)

 

$

 

6,276

 

 

•
Gross additions include increases in the basis of investments resulting from new portfolio investments, payment-in-kind interest or dividends, the accretion of discounts, the exchange of one or more existing securities for one or more new securities and the movement of an existing portfolio company into this category from a different category.

 

▪
Gross reductions include decreases in the basis of investments resulting from principal collections related to investment repayments or sales, the amortization of premiums, the exchange of one or more existing securities for one or more new securities and the movement of an existing portfolio company out of this category into a different category.

 

As of September 30, 2026, the Company had a 93.14% and 100% equity ownership interest in ChyronHego Corporation and Merx Aviation Finance, LLC, respectively.