Schedule of Foreign Currency Forward Contracts

Certain information related to the Company’s foreign currency forward contracts is presented below as of June 30, 2024.


Counterparty	Notional amount to be purchased		Notional amount to be sold		Settlement Date	Fair Value		Balance Sheet Location of Net Amounts
Morgan Stanley and Co. International PLC	$	681,236	£	534,119	9/18/2024	$	5,446	Unrealized appreciation (depreciation) on foreign currency forward contracts
State Street Bank and Trust Company		6,747	A$	10,131	9/18/2024		(24)	Unrealized appreciation (depreciation) on foreign currency forward contracts
State Street Bank and Trust Company		4,880	₣	4,306	9/18/2024		44	Unrealized appreciation (depreciation) on foreign currency forward contracts
State Street Bank and Trust Company		602,978	€	555,404	9/18/2024		5,706	Unrealized appreciation (depreciation) on foreign currency forward contracts
State Street Bank and Trust Company		3,392	kr	35,333	9/18/2024		45	Unrealized appreciation (depreciation) on foreign currency forward contracts
							11,216

* 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, 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	$	6,496	A$	9,836	3/20/2024	$	(219)	Unrealized appreciation (depreciation) on foreign currency forward contracts
State Street Bank and Trust Company		4,670	₣	4,037	3/20/2024		(165)	Unrealized appreciation (depreciation) on foreign currency forward contracts
State Street Bank and Trust Company		118,003	€	108,029	3/20/2024		(1,617)	Unrealized appreciation (depreciation) on foreign currency forward contracts
State Street Bank and Trust Company		173,151	£	137,183	3/20/2024		(1,562)	Unrealized appreciation (depreciation) on foreign currency forward contracts
State Street Bank and Trust Company		3,212	kr	33,434	3/20/2024		(117)	Unrealized appreciation (depreciation) on foreign currency forward contracts
						$	(3,681)

* Totals may not foot due to rounding.

Schedule of Assets and Liabilities Related to Derivatives by Counterparty

The following table presents 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 June 30, 2024:


	As of June 30, 2024
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)
BNP Paribas SA	$	1,311	$	—	$	—	$	(880)	$	432
Goldman Sachs International		1,051		(1,051)		—		—		—
SMBC Capital Markets, Inc.		—		—		—		—		—
Morgan Stanley Capital Services LLC		811		—		—		—		811
Total	$	3,173	$	(1,051)	$	—	$	(880)	$	1,243

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)
BNP Paribas SA	$	—	$	—	$	—	$	—	$	—
Goldman Sachs International		(2,772)		1,051		—		1,721		—
SMBC Capital Markets, Inc.		(3,553)		—		—		3,553		—
Total	$	(6,325)	$	1,051	$	—	$	5,274	$	—

(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.

The following table presents 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 December 31, 2023:


	As of December 31, 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	$	2,559	$	(86)	$	—	$	(590)	$	1,883
SMBC Capital Markets, Inc.		8,017		—		—		(6,023)		1,994
Total	$	10,576	$	(86)	$	—	$	(6,613)	$	3,877

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	$	(86)	$	86	$	—	$	—	$	—
SMBC Capital Markets, Inc.		—		—		—		—		—
Total	$	(86)	$	86	$	—	$	—	$	—

(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 six months ended June 30, 2024 and 2023, for the Company’s interest rate swaps, are in the following locations in the Consolidated Statements of Operations:


	Three Months Ended June 30,				Six Months Ended June 30,				Financial Statement Location
	2024		2023		2024		2023
Interest rate swaps	$	9,977	$	4,880	$	23,063	$	3,347	Interest and other debt expenses
Hedged items		(5,251)		(4,288)		(15,069)		(2,376)	Interest and other debt expenses