NOTE 6 — FAIR VALUE OF PORTFOLIO INVESTMENTS

 

The following table presents the fair value measurements of our portfolio investments by major class, as of December 31, 2025, according to the fair value hierarchy:

 

As of December 31, 2025

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

 

 

 

 

 

 

 

Short-term non-banking loans

 

$

 

 

$

 

 

$3,413,975

 

 

$3,413,975

 

Commercial business loans

 

 

 

 

 

 

 

 

10,244,122

 

 

 

10,244,122

 

Common stock

 

 

955,747

 

 

 

 

 

 

 

 

 

955,747

 

Other equity

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

$955,747

 

 

$

 

 

$13,658,097

 

 

$14,613,844

 

 

The following table presents the fair value measurements of our portfolio investments by major class, as of December 31, 2024, according to the fair value hierarchy:

 

As of December 31, 2024

 

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

 

 

 

 

 

 

 

Short-term non-banking loans

 

$

 

 

$

 

 

$13,006,231

 

 

$13,006,231

 

Common stock

 

 

447,330

 

 

 

 

 

 

 

 

 

447,330

 

Other equity

 

 

 

 

 

 

 

 

 

 

 

 

Total

 

$447,330

 

 

$

 

 

$13,006,231

 

 

$13,453,561

 

 

The following table presents a reconciliation of the beginning and ending fair value balances for our Level 3 portfolio investment assets for the year ended December 31, 2025:

 

 

 

Balance

 

Balance as of January 1, 2025

 

$13,006,231

 

Net change in unrealized loss

 

 

(2,748,134)

Purchases

 

 

7,900,100

 

Sales and redemptions

 

 

(4,500,100)

Balance as of December 31, 2025

 

$13,658,097

 

 

Of the total net change in unrealized loss presented in the reconciliation, $2,748,773 relates to Level 3 portfolio investment still held as of December 31, 2025.

 

The following table presents a reconciliation of the beginning and ending fair value balances for our Level 3 portfolio investment assets for the year ended December 31, 2024:

 

For the year ended December 31, 2024

 

 

Short-Term

Non-banking

Loans

 

 

Preferred Stock

 

 

Common Stock

 

 

Other Equity

 

Balance as of January 1, 2024

 

$16,961,766

 

 

$265,000

 

 

$

 

 

$10,000

 

Net change in unrealized loss

 

 

401,966

 

 

 

785,000

 

 

 

(150,000)

 

 

(10,000)

Purchases and other adjustments to cost

 

 

4,623,437

 

 

 

 

 

 

 

 

 

 

Sales and redemptions

 

 

(8,720,000)

 

 

 

 

 

 

 

 

 

 

Realized gain (loss)

 

 

(100,000)

 

 

(900,000)

 

 

 

 

 

 

Conversion from preferred to Common Stock

 

 

 

 

 

(150,000)

 

 

150,000

 

 

 

 

Transfers between level 3 and level 1

 

 

(160,938)

 

 

 

 

 

 

 

 

 

Balance as of December 31, 2024

 

$13,006,231

 

 

$

 

 

$

 

 

$

 

 

The net change in unrealized depreciation for the year ended December 31, 2024, attributable to Level 3 portfolio investments still held as of December 31, 2024 is $83,496.

 

The following table lists our Level 3 investments held as of December 31, 2025, and the unobservable inputs used to determine their valuation:

 

Security Type

 

12/31/25 FMV

 

 

Valuation Technique

 

Unobservable Inputs

 

Range

 

Short-Term Non-banking Loans

 

$3,413,975

 

 

discounted cash flow

 

determining private company interest rate based on changes in market rates of instruments with comparable creditworthiness, including assessment related to individual note creditworthiness

 

18-24%

 

Commercial Business Loans

 

 

10,244,122

 

 

discounted cash flow

 

determining private company interest rate based on changes in market rates of instruments with comparable creditworthiness

 

18-24%

 

Other Equity

 

 

 

 

last secured funding known by company

 

economic changes since last funding

 

 

 

 

 

$13,658,097

 

 

 

 

 

 

 

 

 

The following table lists our Level 3 investments held as of December 31, 2024, and the unobservable inputs used to determine their valuation:

 

Security Type

 

12/31/24 FMV

 

 

Valuation Technique

 

Unobservable Inputs

 

Range

 

Short-Term       Non-banking Loans

 

$13,006,231

 

 

discounted cash flow

 

determining private company interest rate based on changes in market rates of instruments with comparable creditworthiness

 

15-24%

 

Other Equity

 

 

 

 

last secured funding known by company

 

 

 

 

 

 

 

$13,006,231

 

 

 

 

 

 

 

 

 

There were no transfers between levels during the years ended December 31, 2025. There was one transfer between levels during 2024, which resulted from a loan that was converted into equity securities of a publicly traded entity. Upon conversion, the valuation inputs became observable, and the investment was transferred from Level 3 to Level 1 within the fair value hierarchy.

Historical Timeline

Fiscal YearFiled
2025Feb 27, 2026Showing above
2024Mar 10, 2025
2023Apr 2, 2024
2022Apr 17, 2023
2021Mar 14, 2022

About Fair Value Disclosures

Fair value disclosures classify all assets and liabilities measured at fair value into a three-level hierarchy: Level 1 (quoted market prices), Level 2 (observable inputs like yield curves), and Level 3 (unobservable inputs requiring management estimates). The proportion of Level 3 assets directly reflects how much of the balance sheet depends on internal models rather than market evidence.

Key signals: a growing Level 3 balance relative to total fair-value assets increases valuation uncertainty and earnings volatility risk. Watch for transfers between levels — assets moving from Level 2 to Level 3 often signal deteriorating market liquidity. Unrealized gains and losses on Level 3 positions flow through earnings or other comprehensive income, so large swings deserve scrutiny. For financial institutions, examine the sensitivity disclosures that show how Level 3 valuations change under alternative assumptions. Compare the fair value of debt against its carrying amount to gauge hidden leverage.