FORWARD CURRENCY CONTRACTS (Tables)

9 Months Ended

Sep. 30, 2022

FORWARD CURRENCY CONTRACTS

Schedule of forward currency contracts

		Three months ended September 30,				Nine months ended September 30,
		2022		2021		2022		2021
Realized gain (loss) on forward currency contracts	$	—	$	1	$	(8)	$	(3)
Unrealized appreciation (depreciation) on forward currency contracts		10		187		10		186
Total net realized and unrealized gains (losses) on forward currency contracts	$	10	$	188	$	2	$	183

Schedule of unrealized appreciation or depreciation on forward currency contracts

Counterparty	Currency to be sold			Currency to be purchased			Settlement date	Unrealized appreciation		Unrealized depreciation
Morgan Stanley	C$	199	CAD	$	155	USD	10/28/22	$	10	$	—
Total								$	10	$	—

Schedule of notional exposure to foreign currency forward contracts

	Three months ended September 30,				Nine months ended September 30,
Average USD notional outstanding		2022		2021		2022		2021
Forward currency contracts	$	125	$	13,980	$	186	$	4,754

Schedule of master netting agreement

	As of September 30, 2022
Counterparty ($ in thousands)	Derivative Assets Subject to Master Netting Agreement		Derivative Liabilities Subject to Master Netting Agreement		Derivatives Available for Offset		Non-cash Collateral Received		Non-cash Collateral Pledged(1)		Cash Collateral Received(1)		Cash Collateral Pledged(1)		Net Amount of Derivative Assets(2)		Net Amount of Derivative Liabilities(3)
Morgan Stanley	$	10	$	—	$	—	$	—	$	—	$	—	$	—	$	10	$	—
Total	$	10	$	—	$	—	$	—	$	—	$	—	$	—	$	10	$	—