Company: NMFCZ
Filing Date: 2025-11-03
Form Type: 10-Q
Source: 0001496099-25-000035
Chunk: 230

Company: New Mountain Finance Corp
Filing Date: 2025-11-03
Form: 10-Q
Item: Part I, Item 1
Chunk 230
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,775,934 $1,872,307 $1,849,230  (1)     As of September 30, 2025, the principal amount of the NMFC Credit Facility was $31,032, which includes €16,512 denominated in EUR and £8,666 denominated in GBP that has been converted to U.S. dollars. As of September 30, 2025, the fair value of the NMFC Credit Facility was $30,969, which included €16,477 denominated in EUR and £8,650 denominated in GBP that has been converted to U.S. dollars. As of December 31, 2024, the principal amount of the NMFC Credit Facility was $27,944, which included €16,512 denominated in EUR and £8,666 denominated in GBP that has been converted to U.S. dollars. As of December 31, 2024, the fair value of the NMFC Credit Facility was 

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$26,812, which included €15,379 denominated in EUR and £8,700 denominated in GBP that has been converted to U.S. dollars.The following table summarizes the notional amounts and fair values of the Company's derivative instruments as of September 30, 2025. The Company's derivative instruments are considered Level II investments. As of September 30, 2025As of December 31, 2024Notional AmountFair ValueNotional AmountFair ValueAssetLiabilityAssetLiabilityDerivatives in fair value hedging relationships:Interest rate swaps$600,000 $5,834 $(821)$600,000 $— $(7,423)Total derivatives designated as hedging instruments600,000 5,834 (821)600,000 — (7,423)Total derivatives600,000 5,834 (821)600,000 — (7,423)Total net derivatives(1)$600,000 $5,013 $— $600,000 $— $(7,423)(1)As of September 30, 2025, the Company had a net derivative asset at fair value subject to such enforceable master netting arrangement in the amount of $5,013 and a collateral balance of $13,460, included in "Payable to broker" on the Consolidated Statements of Assets and Liabilities. As of December 31,