v3.26.1
CONSOLIDATED SCHEDULE OF INVESTMENTS (Derivatives)
€ in Thousands, £ in Thousands, kr in Thousands, kr in Thousands, $ in Thousands, $ in Thousands, $ in Thousands
Jun. 30, 2026
USD ($)
Jun. 30, 2026
AUD ($)
Jun. 30, 2026
NOK (kr)
Jun. 30, 2026
SEK (kr)
Dec. 31, 2025
USD ($)
Mar. 27, 2025
USD ($)
Mar. 27, 2025
EUR (€)
Mar. 27, 2025
CAD ($)
Mar. 27, 2025
GBP (£)
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) $ 765                
Open Forward Foreign Currency Contract, Identifier [Axis]: CSL III Merger | Forward Currency Contract | Barclays Bank PLC 1                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 325         $ (601)      
Notional Amount to be Purchased 8,699         21,877      
Notional Amount to be Sold       kr 79,701     € 20,525    
Open Forward Foreign Currency Contract, Identifier [Axis]: CSL III Merger | Forward Currency Contract | Barclays Bank PLC 2                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 437         (288)      
Notional Amount to be Purchased 7,283         6,781      
Notional Amount to be Sold     kr 68,060           £ 5,485
Open Forward Foreign Currency Contract, Identifier [Axis]: CSL III Merger | Forward Currency Contract | Barclays Bank PLC 3                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 3         1      
Notional Amount to be Purchased 211           18    
Notional Amount to be Sold   $ 300       19      
Open Forward Foreign Currency Contract, Identifier [Axis]: CSL III Merger | Forward Currency Contract | Macquarie Bank Limited 1                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation)           (14)      
Notional Amount to be Purchased           3,081      
Notional Amount to be Sold | €             € 2,827    
Open Forward Foreign Currency Contract, Identifier [Axis]: CSL III Merger | Forward Currency Contract | Macquarie Bank Limited 2                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation)           90      
Notional Amount to be Purchased           3,678      
Notional Amount to be Sold               $ 4,967  
Open Forward Foreign Currency Contract, Identifier [Axis]: CSL III Merger, Forward Currency Contracts                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation)           $ (812)      
Open Forward Foreign Currency Contract, Identifier [Axis]: Forward Currency Contract, Barclays Bank PLC 1                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 3                
Notional Amount to be Purchased 211                
Notional Amount to be Sold   $ 300              
Open Forward Foreign Currency Contract, Identifier [Axis]: Forward Currency Contract, Barclays Bank PLC 2                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 10                
Notional Amount to be Purchased 160                
Notional Amount to be Sold | kr     1,485            
Open Forward Foreign Currency Contract, Identifier [Axis]: Forward Currency Contract, Barclays Bank PLC 3                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 6                
Notional Amount to be Purchased 143                
Notional Amount to be Sold | kr       1,326          
Open Forward Foreign Currency Contract, Identifier [Axis]: Forward Currency Contract, Barclays Bank PLC 4                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 10                
Notional Amount to be Purchased 164                
Notional Amount to be Sold | kr     1,525            
Open Forward Foreign Currency Contract, Identifier [Axis]: Forward Currency Contract, Barclays Bank PLC 5                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 6                
Notional Amount to be Purchased 146                
Notional Amount to be Sold | kr       1,343          
Open Forward Foreign Currency Contract, Identifier [Axis]: Forward Currency Contract, Barclays Bank PLC 6                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 10                
Notional Amount to be Purchased 163                
Notional Amount to be Sold | kr     1,519            
Open Forward Foreign Currency Contract, Identifier [Axis]: Forward Currency Contract, Barclays Bank PLC 7                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 6                
Notional Amount to be Purchased 147                
Notional Amount to be Sold | kr       1,346          
Open Forward Foreign Currency Contract, Identifier [Axis]: Forward Currency Contract, Barclays Bank PLC 8                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 307                
Notional Amount to be Purchased 8,263                
Notional Amount to be Sold | kr       kr 75,685          
Open Forward Foreign Currency Contract, Identifier [Axis]: Forward Currency Contract, Barclays Bank PLC 9                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 407                
Notional Amount to be Purchased 6,797                
Notional Amount to be Sold | kr     kr 63,530            
Open Forward Foreign Currency Contract, Identifier [Axis]: Forward Currency Contracts                  
Schedule of Investments [Line Items]                  
Change in Unrealized Appreciation / (Depreciation) 765       $ 0        
Interest rate swap                  
Schedule of Investments [Line Items]                  
Notional Amount 600,000       600,000        
Fair Value (11,899) [1]       (1,138) [2]        
Change in Unrealized Appreciation / (Depreciation) (10,761)       5,737        
Upfront Payments / Receipts $ 0       $ 0        
JP Morgan Chase Bank N.A. | Interest rate swap                  
Schedule of Investments [Line Items]                  
Basis spread on variable rate 3.235% [3] 3.235% [3] 3.235% [3] 3.235% [3] 3.235% [4]        
Derivative, fixed rate 6.75% 6.75% 6.75% 6.75% 6.75%        
Notional Amount $ 300,000       $ 300,000        
Fair Value (5,021) [1]       298 [2]        
Change in Unrealized Appreciation / (Depreciation) (5,319)       7,173        
Upfront Payments / Receipts $ 0       $ 0        
JP Morgan Chase Bank N.A. | Interest rate swap                  
Schedule of Investments [Line Items]                  
Basis spread on variable rate 2.312% [5] 2.312% [5] 2.312% [5] 2.312% [5] 2.312% [6]        
Derivative, fixed rate 5.75% 5.75% 5.75% 5.75% 5.75%        
Notional Amount $ 300,000       $ 300,000        
Fair Value (6,878) [1]       (1,436) [2]        
Change in Unrealized Appreciation / (Depreciation) (5,442)       (1,436)        
Upfront Payments / Receipts $ 0       $ 0        
[1] Fair value is determined in good faith by or under the direction of the Investment Adviser, as the valuation designee pursuant to Rule 2a-5 under the Investment Company Act (see Note 2, Significant Accounting Policies, and Note 3, Fair Value Measurements, to these unaudited consolidated financial statements), pursuant to the Company’s valuation policy. The fair value of all first lien and second lien debt investments, equity investments and the investment funds was determined using significant unobservable inputs.
[2] Fair value is determined in good faith by or under the direction of the Investment Adviser, as the valuation designee pursuant to Rule 2a-5 under the Investment Company Act (see Note 2, Significant Accounting Policies, and Note 3, Fair Value Measurements, to these unaudited consolidated financial statements), pursuant to the Company’s valuation policy. The fair value of all first lien and second lien debt investments, equity investments and the investment funds was determined using significant unobservable inputs.
[3] Commencing on the effective date of August 18, 2025, the interest rate paid by the Company for each interest period is calculated on the basis of a compounded average daily SOFR rate plus 3.235%. The interest rate swap settles semi-annually on each of February 18 and August 18. Refer to Note 8, Derivative Instruments, to these unaudited consolidated financial statements for further details.
[4] Commencing on the effective date of August 18, 2025, the interest rate paid by the Company for each interest period is calculated on the basis of a compounded average daily SOFR rate plus 3.235%. The interest rate swap settles semi-annually on each of February 18 and August 18. Refer to Note 8, Derivative Instruments, to these unaudited consolidated financial statements for further details.
[5] The interest rate paid by the Company for each interest period is calculated on the basis of a compounded average daily SOFR rate plus 2.312%. The interest rate swap settles semi-annually on each of February 15 and August 15. Refer to Note 8, Derivative Instruments, to these unaudited consolidated financial statements for further details.
[6] The interest rate paid by the Company for each interest period is calculated on the basis of a compounded average daily SOFR rate plus 2.312%. The interest rate swap settles semi-annually on each of February 15 and August 15. Refer to Note 8, Derivative Instruments, to these unaudited consolidated financial statements for further details.