Schedule of Foreign Currency Forward Contracts

Certain information related to the Company’s foreign currency forward contracts is presented below as of September 30, 2023.


Counterparty	Notional amount to be purchased		Notional amount to be sold		Settlement Date	Fair Value		Balance Sheet Location of Net Amounts
State Street Bank and Trust Company	$	6,466	A$	10,002	12/20/2023	$	13	Unrealized appreciation on foreign currency forward contracts
State Street Bank and Trust Company		4,615	₣	4,093	12/20/2023		104	Unrealized appreciation on foreign currency forward contracts
State Street Bank and Trust Company		26,299	€	24,463	12/20/2023		345	Unrealized appreciation on foreign currency forward contracts
State Street Bank and Trust Company		125,650	£	102,391	12/20/2023		685	Unrealized appreciation on foreign currency forward contracts
State Street Bank and Trust Company		3,040	kr	33,895	12/20/2023		(75)	Unrealized appreciation on foreign currency forward contracts
							1,072

* Totals may not foot due to rounding.

Certain information related to the Company’s foreign currency forward contracts is presented below as of December 31, 2022.


Counterparty	Notional amount to be purchased		Notional amount to be sold		Settlement Date	Fair Value		Balance Sheet Location of Net Amounts
State Street Bank and Trust Company	$	3,440	₣	3,160	3/15/2023	$	(5)	Unrealized appreciation on foreign currency forward contracts
State Street Bank and Trust Company		1,903	€	1,790	3/15/2023		(8)	Unrealized appreciation on foreign currency forward contracts
State Street Bank and Trust Company		10,562	€	9,820	3/31/2023		(22)	Unrealized appreciation on foreign currency forward contracts
State Street Bank and Trust Company		14,813	£	12,010	3/15/2023		283	Unrealized appreciation on foreign currency forward contracts
						$	249

* Totals may not foot due to rounding.

Schedule of Assets and Liabilities Related to Derivatives by Counterparty

The following tables present the Company’s assets and liabilities related to derivatives by counterparty, net of amounts available for offset under a master netting arrangement and net of any collateral received or pledged by the Company for such assets and liabilities as of September 30, 2023:


	As of September 30, 2023
Counterparty	Derivative Assets Subject to Master Netting Agreement		Derivatives Available for Offset		Non-cash Collateral Received(1)		Cash Collateral Received(1)		Net Amount of Derivative Assets(2)
Goldman Sachs International	$	—	$	—	$	—	$	—	$	—
SMBC Capital Markets, Inc.		—		—		—		—		—
Total	$	—	$	—	$	—	$	—	$	—

Counterparty	Derivative Liabilities Subject to Master Netting Agreement		Derivatives Available for Offset		Non-cash Collateral Pledged(1)		Cash Collateral Pledged(1)		Net Amount of Derivative Liabilities(3)
Goldman Sachs International	$	(4,907)	$	—	$	—	$	5,800	$	893
SMBC Capital Markets, Inc.		(8,714)		—		—		10,100		1,386
Total	$	(13,621)	$	—	$	—	$	15,900	$	2,279

(1)

In some instances, the actual amount of the collateral received and/or pledged may be more than the derivative balance shown due to overcollateralization.

(2)

Net amount of derivative assets represents the net amount due from the counterparty to the Company.

(3)

Net amount of derivative liabilities represents the net amount due from the Company to the counterparty.

Derivative Instruments and Hedging Activities Disclosures [Line Items]

Schedule of Net Realized and Unrealized Gains (Losses) on Derivative Instruments

Net realized and unrealized gains and losses for the three and nine months ended September 30, 2023 and 2022, for the Company’s interest rate swaps, are in the following locations in the Consolidated Statements of Operations:


	Three Months Ended September 30,				Nine Months Ended September 30,				Financial Statement Location
	2023		2022		2023		2022
Interest rate swaps	$	12,078	$	—	$	15,425	$	—	Interest and other debt expenses
Hedged items		(11,245)		—		(13,621)		—	Interest and other debt expenses