Annual report pursuant to Section 13 and 15(d)

Consolidated Schedule of Investments (Foreign Currency Forward Contracts)

v3.24.1
Consolidated Schedule of Investments (Foreign Currency Forward Contracts)
€ in Thousands, £ in Thousands, $ in Thousands, $ in Thousands, $ in Thousands, $ in Thousands
Dec. 31, 2023
USD ($)
Dec. 31, 2023
AUD ($)
Dec. 31, 2023
CAD ($)
Dec. 31, 2023
EUR (€)
Dec. 31, 2023
GBP (£)
Dec. 31, 2023
SGD ($)
Dec. 31, 2022
USD ($)
Dec. 31, 2022
AUD ($)
Dec. 31, 2022
CAD ($)
Dec. 31, 2022
EUR (€)
Dec. 31, 2022
GBP (£)
Schedule of Investments [Line Items]                      
Currency Purchased $ 688,276           $ 117,375        
Currency Sold 896,635           286,395        
Unrealized Appreciation (Depreciation)             (2,136)        
Foreign exchange forward                      
Schedule of Investments [Line Items]                      
Currency Purchased 603,276           117,375        
Currency Sold 94,135           123,895        
Unrealized Appreciation (Depreciation) (9,104)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45320                      
Schedule of Investments [Line Items]                      
Currency Purchased 2,320                    
Currency Sold | €       € 2,080              
Unrealized Appreciation (Depreciation) 22                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45372 1                      
Schedule of Investments [Line Items]                      
Currency Purchased 13,028                    
Currency Sold | €       12,097              
Unrealized Appreciation (Depreciation) (367)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45372 2                      
Schedule of Investments [Line Items]                      
Currency Purchased 125                    
Currency Sold | £         £ 99            
Unrealized Appreciation (Depreciation) (1)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45372 3                      
Schedule of Investments [Line Items]                      
Currency Purchased 3,086                    
Currency Sold           $ 4,117          
Unrealized Appreciation (Depreciation) (44)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45558 1                      
Schedule of Investments [Line Items]                      
Currency Purchased 3,343                    
Currency Sold     $ 3,083                
Unrealized Appreciation (Depreciation) (98)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45558 2                      
Schedule of Investments [Line Items]                      
Currency Purchased 7,472                    
Currency Sold | £         6,079            
Unrealized Appreciation (Depreciation) (281)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45580                      
Schedule of Investments [Line Items]                      
Currency Purchased 6,868                    
Currency Sold | £         6,303            
Unrealized Appreciation (Depreciation) (1,171)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45649 1                      
Schedule of Investments [Line Items]                      
Currency Purchased 177,612                    
Currency Sold | €       163,379              
Unrealized Appreciation (Depreciation) (5,544)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45649 2                      
Schedule of Investments [Line Items]                      
Currency Purchased 32,604                    
Currency Sold           $ 43,183          
Unrealized Appreciation (Depreciation) (596)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45737                      
Schedule of Investments [Line Items]                      
Currency Purchased 2,601                    
Currency Sold | £         2,109            
Unrealized Appreciation (Depreciation) (91)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45831 1                      
Schedule of Investments [Line Items]                      
Currency Purchased 248                    
Currency Sold | €       224              
Unrealized Appreciation (Depreciation) (5)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 45831 2                      
Schedule of Investments [Line Items]                      
Currency Purchased 764                    
Currency Sold | £         620            
Unrealized Appreciation (Depreciation) (27)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, 46104                      
Schedule of Investments [Line Items]                      
Currency Purchased 2,545                    
Currency Sold | £         2,215            
Unrealized Appreciation (Depreciation) 13                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 10/15/2024                      
Schedule of Investments [Line Items]                      
Currency Purchased             6,868        
Currency Sold | £                     £ 6,303
Unrealized Appreciation (Depreciation)             (784)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 12/21/2023 - 1                      
Schedule of Investments [Line Items]                      
Currency Purchased             4,010        
Currency Sold               $ 6,291      
Unrealized Appreciation (Depreciation)             (319)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 12/21/2023 - 2                      
Schedule of Investments [Line Items]                      
Currency Purchased             3,819        
Currency Sold | €                   € 3,809  
Unrealized Appreciation (Depreciation)             (339)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 3/21/2023 - 1                      
Schedule of Investments [Line Items]                      
Currency Purchased             11,439        
Currency Sold               17,518      
Unrealized Appreciation (Depreciation)             (530)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 3/21/2023 - 2                      
Schedule of Investments [Line Items]                      
Currency Purchased             12,622        
Currency Sold | €                   12,231  
Unrealized Appreciation (Depreciation)             (545)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 3/21/2023 - 3                      
Schedule of Investments [Line Items]                      
Currency Purchased             4,002        
Currency Sold | £                     3,280
Unrealized Appreciation (Depreciation)             29        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 6/21/2023 - 1                      
Schedule of Investments [Line Items]                      
Currency Purchased             77,725        
Currency Sold | €                   72,453  
Unrealized Appreciation (Depreciation)             (705)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 6/21/2023 - 2                      
Schedule of Investments [Line Items]                      
Currency Purchased             116,882        
Currency Sold | £                     £ 95,507
Unrealized Appreciation (Depreciation)             1,005        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/21/2023 - 1                      
Schedule of Investments [Line Items]                      
Currency Purchased             1,449        
Currency Sold               $ 2,067      
Unrealized Appreciation (Depreciation)             28        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/21/2023 - 2                      
Schedule of Investments [Line Items]                      
Currency Purchased             1,563        
Currency Sold                 $ 2,024    
Unrealized Appreciation (Depreciation)             63        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/23/2024                      
Schedule of Investments [Line Items]                      
Currency Purchased             893        
Currency Sold | €                   € 846  
Unrealized Appreciation (Depreciation)             $ (39)        
Open Forward Foreign Currency Contract, Identifier [Axis]: SMBC Capital Markets, Inc., 45372 1                      
Schedule of Investments [Line Items]                      
Currency Purchased 10,232                    
Currency Sold   $ 15,121                  
Unrealized Appreciation (Depreciation) (96)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: SMBC Capital Markets, Inc., 45372 2                      
Schedule of Investments [Line Items]                      
Currency Purchased 2,719                    
Currency Sold     $ 3,623                
Unrealized Appreciation (Depreciation) (18)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: SMBC Capital Markets, Inc., 45372 3                      
Schedule of Investments [Line Items]                      
Currency Purchased 106,649                    
Currency Sold | €       96,729              
Unrealized Appreciation (Depreciation) (465)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: SMBC Capital Markets, Inc., 45372 4                      
Schedule of Investments [Line Items]                      
Currency Purchased 80,972                    
Currency Sold | £         89,270            
Unrealized Appreciation (Depreciation) 394                    
Open Forward Foreign Currency Contract, Identifier [Axis]: SMBC Capital Markets, Inc., 45372 5                      
Schedule of Investments [Line Items]                      
Currency Purchased 134,754                    
Currency Sold | £         £ 105,740            
Unrealized Appreciation (Depreciation) (73)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: SMBC Capital Markets, Inc., 45923                      
Schedule of Investments [Line Items]                      
Currency Purchased 101,171                    
Currency Sold | €       € 89,721              
Unrealized Appreciation (Depreciation) $ (656)