Quarterly report pursuant to Section 13 or 15(d)

Consolidated Schedule of Investments (Foreign Currency Forward Contracts)

v3.23.3
Consolidated Schedule of Investments (Foreign Currency Forward Contracts)
€ in Thousands, £ in Thousands, $ in Thousands, $ in Thousands, $ in Thousands, $ in Thousands
Sep. 30, 2023
USD ($)
Sep. 30, 2023
AUD ($)
Sep. 30, 2023
CAD ($)
Sep. 30, 2023
EUR (€)
Sep. 30, 2023
GBP (£)
Sep. 30, 2023
SGD ($)
Dec. 31, 2022
USD ($)
Dec. 31, 2022
AUD ($)
Dec. 31, 2022
CAD ($)
Dec. 31, 2022
EUR (€)
Dec. 31, 2022
GBP (£)
Currency Purchased $ 979,533           $ 117,375        
Currency Sold 288,841           286,395        
Unrealized Appreciation (Depreciation) (13,629)           (2,136)        
Foreign exchange forward                      
Currency Purchased 92,033           117,375        
Currency Sold 288,841           123,895        
Unrealized Appreciation (Depreciation) 3,699           (2,136)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45281 1                      
Currency Purchased 11,759                    
Currency Sold   $ 18,399                  
Unrealized (Depreciation) (102)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45281 2                      
Currency Purchased 2,178                    
Currency Sold     $ 2,971                
Unrealized (Depreciation) (13)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45281 3                      
Currency Purchased 102,881                    
Currency Sold | €       € 95,901              
Unrealized (Depreciation) 1,125                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45281 4                      
Currency Purchased 136,856                    
Currency Sold | £         £ 109,723            
Unrealized (Depreciation) 2,908                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45281 5                      
Currency Purchased 4,306                    
Currency Sold           $ 5,856          
Unrealized (Depreciation) 6                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45320                      
Currency Purchased 2,487                    
Currency Sold | €       2,234              
Unrealized (Depreciation) 112                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45372                      
Currency Purchased 206                    
Currency Sold | €       183              
Unrealized (Depreciation) 12                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45558 1                      
Currency Purchased 3,343                    
Currency Sold     $ 3,083                
Unrealized Appreciation 29                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45558 2                      
Currency Purchased 4,744                    
Currency Sold | £         3,918            
Unrealized (Depreciation) (43)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45580                      
Currency Purchased 6,868                    
Currency Sold | £         6,303            
Unrealized (Depreciation) (834)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45649 1                      
Currency Purchased 66,485                    
Currency Sold | €       61,588              
Unrealized (Depreciation) (14)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45649 2                      
Currency Purchased 32,604                    
Currency Sold           $ 43,183          
Unrealized Appreciation 363                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45737                      
Currency Purchased 2,601                    
Currency Sold | £         2,109            
Unrealized (Depreciation) 25                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45831 1                      
Currency Purchased 248                    
Currency Sold | €       224              
Unrealized (Depreciation) 5                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45831 2                      
Currency Purchased 764                    
Currency Sold | £         £ 620            
Unrealized (Depreciation) 8                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 46104                      
Currency Purchased 2,545                    
Currency Sold | €       € 2,215              
Unrealized (Depreciation) $ 112                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 10/15/2024                      
Currency Purchased             6,868        
Currency Sold | £                     £ 6,303
Unrealized (Depreciation)             (784)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 12/21/2023 - 1                      
Currency Purchased             4,010        
Currency Sold               $ 6,291      
Unrealized (Depreciation)             (319)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 12/21/2023 - 2                      
Currency Purchased             3,819        
Currency Sold | €                   € 3,809  
Unrealized (Depreciation)             (339)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 3/21/2023 - 1                      
Currency Purchased             11,439        
Currency Sold               17,518      
Unrealized (Depreciation)             (530)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 3/21/2023 - 2                      
Currency Purchased             12,622        
Currency Sold | €                   12,231  
Unrealized (Depreciation)             (545)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 3/21/2023 - 3                      
Currency Purchased             4,002        
Currency Sold | £                     3,280
Unrealized Appreciation             29        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 6/21/2023 - 1                      
Currency Purchased             77,725        
Currency Sold | €                   72,453  
Unrealized (Depreciation)             (705)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 6/21/2023 - 2                      
Currency Purchased             116,882        
Currency Sold | £                     £ 95,507
Unrealized Appreciation             1,005        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/21/2023 - 1                      
Currency Purchased             1,449        
Currency Sold               $ 2,067      
Unrealized Appreciation             28        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/21/2023 - 2                      
Currency Purchased             1,563        
Currency Sold                 $ 2,024    
Unrealized Appreciation             63        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/23/2024                      
Currency Purchased             893        
Currency Sold | €                   € 846  
Unrealized (Depreciation)             $ (39)