Derivative Instruments (Tables)

6 Months Ended

Jun. 30, 2025

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of impacts of derivatives on the financial performance

The following table, which reflects the impacts of derivatives on the financial performance, is a summary of the net realized gain (loss) and net change in unrealized appreciation (depreciation) on swaps for the three and six months ended June 30, 2025:


	Three Months Ended June 30, 2025					Six Months Ended June 30, 2025
Primary Risk Exposure / Derivative Type	Net Realized Gain (Loss)			Net Change in Unrealized Appreciation (Depreciation)		Net Realized Gain (Loss)			Net Change in Unrealized Appreciation (Depreciation)
Interest Rate Risk
Swaps	$	(10,059	)	$	1,697,905	$	(10,059	)	$	1,697,905
Total Interest Rate Risk		(10,059	)		1,697,905		(10,059	)		1,697,905
Total	$	(10,059	)	$	1,697,905	$	(10,059	)	$	1,697,905

Summary of the Fund's value of derivative instruments by primary risk

The following table is a summary of the Fund’s value of derivative instruments by primary risk exposure as of June 30, 2025:


	June 30, 2025
Primary Risk Exposure / Derivative Type	Value
	Asset		Liability
Interest Rate Risk
Swaps (a)	$	1,697,905	$	—
Total Interest Rate Risk		1,697,905		—
Total Value of Derivatives	$	1,697,905	$	—

(a)

For centrally cleared swaps, reflects gross cumulative appreciation (depreciation) as presented on the consolidated schedules of investments. On the consolidated statements of assets and liabilities, the period end daily variation margin for centrally cleared swaps is included in receivable or payable for daily variation margin on centrally cleared swaps, and the net cumulative appreciation (depreciation) for centrally cleared swaps is included in total distributable earnings (loss).