Quarterly report pursuant to Section 13 or 15(d)

Consolidated Schedule of Investments (Foreign Currency Forward Contracts)

v3.23.1
Consolidated Schedule of Investments (Foreign Currency Forward Contracts)
€ in Thousands, £ in Thousands, $ in Thousands, $ in Thousands, $ in Thousands
Mar. 31, 2023
USD ($)
Mar. 31, 2023
AUD ($)
Mar. 31, 2023
CAD ($)
Mar. 31, 2023
EUR (€)
Mar. 31, 2023
GBP (£)
Dec. 31, 2022
USD ($)
Dec. 31, 2022
AUD ($)
Dec. 31, 2022
CAD ($)
Dec. 31, 2022
EUR (€)
Dec. 31, 2022
GBP (£)
Currency Purchased $ 255,549         $ 117,375        
Currency Sold 565,512         286,395        
Unrealized Appreciation (Depreciation) (4,641)         (2,136)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 10/15/2024                    
Currency Purchased 6,868         6,868        
Currency Sold | £         £ 6,303         £ 6,303
Unrealized Depreciation (919)         (784)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 12/21/2023                    
Currency Purchased 4,010                  
Currency Sold   $ 6,291                
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 (236)         (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 (365)         (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                    
Currency Purchased 11,669                  
Currency Sold   17,518                
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 (81)         (705)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 6/21/2023 - 2                    
Currency Purchased 93,873         116,882        
Currency Sold       87,579           £ 95,507
Unrealized Appreciation           1,005        
Unrealized Depreciation (1,567)                  
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 6/21/2023 - 3                    
Currency Purchased 127,495                  
Currency Sold | £         104,323          
Unrealized Depreciation (1,427)                  
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/21/2023                    
Currency Purchased 1,449                  
Currency Sold   $ 2,067                
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 58         28        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/21/2023 - 2                    
Currency Purchased 1,563         1,563        
Currency Sold     $ 2,024         $ 2,024    
Unrealized Appreciation 62         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)        
Open Forward Foreign Currency Contract, Identifier [Axis]: Goldman Sachs Bank USA, Settlement Date 9/23/2024 - 1                    
Currency Purchased 3,071                  
Currency Sold | €       € 2,838            
Unrealized Depreciation (69)                  
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 $ (97)