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Derivatives (Tables)
12 Months Ended
Dec. 31, 2023
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Company's Net Exposure to Foreign Currency Forward Contracts that are Subject to ISDA Master Agreements or Similar Agreements

The following table sets forth the Company’s net exposure to foreign currency forward contracts that are subject to ISDA Master Agreements or similar agreements (in thousands):

 

Reporting Date

 

Counterparty

 

Gross Amount
of Assets on
the Consolidated
Statements of
Assets and
Liabilities

 

 

Gross Amount
of (Liabilities) on
the Consolidated
Statements of
Assets and
Liabilities

 

 

Net Amount of Assets
or (Liabilities)

 

 

Collateral
(Received)
Pledged (1)

 

 

Net
Amounts (2)

 

December 31, 2023

 

Wells Fargo Bank, N.A.

 

$

5,128

 

 

$

(84

)

 

$

5,044

 

 

$

 

 

$

5,044

 

December 31, 2022

 

Wells Fargo Bank, N.A.

 

$

8,154

 

 

$

(157

)

 

$

7,997

 

 

$

 

 

$

7,997

 

 

(1)
Amount excludes excess cash collateral paid.
(2)
Net amount represents the net amount due (to) from counterparty in the event of a default based on the contractual setoff rights under the agreement. Net amount excludes any over-collateralized amounts.
Schedule of Effect of Transactions in Derivative Instruments to the Consolidated Statements of Operations

The effect of transactions in derivative instruments to the Consolidated Statements of Operations was as follows (in thousands):

 

 

 

 

For the years ended December 31,

 

 

 

 

2023

 

 

2022

 

 

2021

 

 

 

 

 

 

 

 

 

 

 

 

Net realized gain (loss) on foreign currency forward
   contracts

 

 

$

1,021

 

 

$

24

 

 

$

(193

)

Net change in unrealized appreciation (depreciation) on
   foreign currency forward contracts

 

 

 

(2,954

)

 

 

6,513

 

 

 

2,116

 

Total net realized and unrealized gains (losses) on
   foreign currency forward contracts

 

 

$

(1,933

)

 

$

6,537

 

 

$

1,923