Quarterly report pursuant to Section 13 or 15(d)

Consolidated Schedule of Investments (Foreign Currency Forward Contracts)

v3.23.2
Consolidated Schedule of Investments (Foreign Currency Forward Contracts)
€ in Thousands, £ in Thousands, $ in Thousands, $ in Thousands, $ in Thousands, $ in Thousands
Jun. 30, 2023
USD ($)
Jun. 30, 2023
AUD ($)
Jun. 30, 2023
CAD ($)
Jun. 30, 2023
EUR (€)
Jun. 30, 2023
GBP (£)
Jun. 30, 2023
SGD ($)
Dec. 31, 2022
USD ($)
Dec. 31, 2022
AUD ($)
Dec. 31, 2022
CAD ($)
Dec. 31, 2022
EUR (€)
Dec. 31, 2022
GBP (£)
Currency Purchased $ 748,409           $ 117,375        
Currency Sold 109,749           286,395        
Unrealized Appreciation (Depreciation) (6,275)           (2,136)        
Foreign Exchange Forward                      
Currency Purchased 185,909           117,375        
Currency Sold 109,749           123,895        
Unrealized Appreciation (Depreciation) (1,231)           (2,136)        
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 10/15/2024 - 1                      
Currency Purchased 6,868                    
Currency Sold | £         £ 6,303            
Unrealized (Depreciation) (1,069)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 12/21/2023 - 1                      
Currency Purchased 4,010           4,010        
Currency Sold   $ 6,291           $ 6,291      
Unrealized (Depreciation) (200)           (319)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 12/21/2023 - 2                      
Currency Purchased 3,819           3,819        
Currency Sold | €       € 3,809           € 3,809  
Unrealized (Depreciation) (374)           (339)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 12/23/2024 - 1                      
Currency Purchased 32,604                    
Currency Sold           $ 43,183          
Unrealized (Depreciation) (4)                    
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 6/23/2025 - 1                      
Currency Purchased 248                    
Currency Sold | €       224              
Unrealized (Depreciation) (3)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 6/23/2025 - 2                      
Currency Purchased 764                    
Currency Sold | £         620            
Unrealized (Depreciation) (9)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/21/2023 - 1                      
Currency Purchased 8,367           1,449        
Currency Sold   $ 12,108           $ 2,067      
Unrealized Appreciation 284           28        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/21/2023 - 2                      
Currency Purchased 1,926           1,563        
Currency Sold     $ 2,515           $ 2,024    
Unrealized Appreciation 25           63        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/21/2023 - 3                      
Currency Purchased 95,076                    
Currency Sold | €       86,437              
Unrealized Appreciation 378                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/21/2023 - 4                      
Currency Purchased 129,509                    
Currency Sold | £         101,964            
Unrealized (Depreciation) (11)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/21/2023 - 5                      
Currency Purchased 4,380                    
Currency Sold           $ 5,856          
Unrealized Appreciation 36                    
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)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/23/2024 - 1                      
Currency Purchased 3,343                    
Currency Sold | €       € 3,083              
Unrealized (Depreciation) (91)                    
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/23/2024 - 2                      
Currency Purchased 4,744                    
Currency Sold | £         £ 3,918            
Unrealized (Depreciation) $ (193)