v3.26.1
Derivatives (Tables)
 6 Months Ended
Mar. 31, 2026
Foreign Currency [Abstract]  
Schedule of Outstanding Forward Currency Contracts
The outstanding forward currency contracts as of March 31, 2026 and September 30, 2025 were as follows:

As of March 31, 2026
CounterpartyCurrency to be soldCurrency to be purchasedSettlement dateUnrealized appreciationUnrealized depreciation
Macquarie Bank Limited£1,500 GBP$1,985 USD10/15/2026$4 $— 
Macquarie Bank Limited€2,000 EUR$2,351 USD10/15/202621 — 
$25 $— 

As of September 30, 2025
CounterpartyCurrency to be soldCurrency to be purchasedSettlement dateUnrealized appreciationUnrealized depreciation
Macquarie Bank Limited£1,380 GBP$1,697 USD10/14/2025$— $(158)
Macquarie Bank Limited€1,600 EUR$1,753 USD10/14/2025— (127)
$— $(285)
Schedule of Impact of Derivative Transactions
The impact of forward currency contracts not designated as an effective hedge accounting relationship for the three and six months ended March 31, 2026 and 2025 on the Consolidated Statements of Operations, including realized and unrealized gains (losses) is summarized in the table below:
Realized gain (loss) on forward currency contracts recognized in income
Risk exposure categoryThree months ended March 31,Six months ended March 31,
2026202520262025
Foreign exchange$— $— $(232)$— 
Change in unrealized appreciation (depreciation) on forward currency contracts recognized in income
Risk exposure categoryThree months ended March 31,Six months ended March 31,
2026202520262025
Foreign exchange$84 $(122)$310 $107 
Schedule of Average Outstanding Daily Volume for Forward Currency Contract
The following table is a summary of the average outstanding daily volume for forward currency contracts for the three and six months ended March 31, 2026 and 2025:
Average U.S. Dollar notional outstanding
Three months ended March 31,Six months ended March 31,
2026202520262025
Forward currency contracts$4,336 $3,450 $4,387 $3,450 
Schedule of Effects of Offsetting Derivative Contracts on the Financial Statements
The following table is intended to provide additional information about the effect of the offsetting derivative contracts on the financial statements of the Company including: the location of those fair values on the Consolidated Statements of Financial Condition, and the Company’s gross and net amount of assets and liabilities available for offset under netting arrangements as well as any related collateral received or pledged by the Company as of March 31, 2026 and September 30, 2025.

As of March 31, 2026
CounterpartyConsolidated Statements of Financial Condition Location of AmountsGross Amount of Recognized AssetsGross Amount of Recognized (Liabilities)Net amounts presented in the Consolidated Statements of Financial Condition
Collateral (Received) /Pledged(1)
Net Amounts(2)
Macquarie Bank LimitedUnrealized appreciation on forward currency contracts$25 $— $25 $— $25 

As of September 30, 2025
CounterpartyConsolidated Statements of Financial Condition Location of AmountsGross Amount of Recognized AssetsGross Amount of Recognized (Liabilities)Net amounts presented in the Consolidated Statements of Financial Condition
Collateral (Received) /Pledged(1)
Net Amounts(2)
Macquarie Bank LimitedUnrealized depreciation on forward currency contracts$— $(285)$(285)$285 $— 

(1)The actual collateral pledged could be more than the amount shown due to over collateralization.
(2)Represents the net amount due from/(to) counterparties in the event of default.