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DERIVATIVE INSTRUMENTS | 6 Months Ended
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Jun. 30, 2023
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
DERIVATIVE INSTRUMENTS | 6. DERIVATIVE INSTRUMENTS The Company enters into forward currency contracts from time to time to help mitigate the impact that an adverse change in foreign exchange rates would have on the value of the Company’s investments denominated in foreign currencies. As of June 30, 2023, the counterparties to these forward currency contracts were Canadian Imperial Bank of Commerce and Royal Bank of Canada. As of December 31, 2022, the counterparty to these forward currency contracts were Royal Bank of Canada. Certain information related to the Company’s derivative instruments as of June 30, 2023 and December 31, 2022 is presented below.
| As of June 30, 2023
Derivative Instrument | Notional Amount |  | Maturity Date |  | Gross Amount of Recognized Assets |  | Gross Amount of Recognized Liabilities |  | Balance Sheet Location of Net Amounts
Foreign currency forward contract | £ | 166 |  |  | 7/28/2023 |  | $ | 207 |  |  | $ | (210) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | CAD | 153 |  |  | 7/19/2023 |  | 116 |  |  | (116) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | € | 132 |  |  | 7/28/2023 |  | 146 |  |  | (143) |  |  | Other Assets
Foreign currency forward contract | CAD | 87 |  |  | 7/28/2023 |  | 64 |  |  | (65) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | CAD | 65 |  |  | 7/28/2023 |  | 48 |  |  | (49) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | NZD | 59 |  |  | 7/28/2023 |  | 36 |  |  | (36) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | CAD | 41 |  |  | 7/17/2023 |  | 31 |  |  | (31) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | CAD | 36 |  |  | 7/10/2023 |  | 28 |  |  | (28) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | $ | 33 |  |  | 7/28/2023 |  | 26 |  |  | (26) |  |  | Accounts payable and other liabilities
Total |  |  |  |  |  | $ | 702 |  |  | $ | (704) |  |  |
| As of December 31, 2022
Derivative Instrument | Notional Amount |  | Maturity Date |  | Gross Amount of Recognized Assets |  | Gross Amount of Recognized Liabilities |  | Balance Sheet Location of Net Amounts
Foreign currency forward contract | CAD | 264 |  |  | 1/27/2023 |  | $ | 195 |  |  | $ | (196) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | CAD | 242 |  |  | 1/18/2023 |  | 178 |  |  | (179) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | € | 158 |  |  | 1/27/2023 |  | 159 |  |  | (169) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | £ | 125 |  |  | 1/27/2023 |  | 145 |  |  | (151) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | NZD | 59 |  |  | 1/27/2023 |  | 34 |  |  | (37) |  |  | Accounts payable and other liabilities
Foreign currency forward contract | CAD | 17 |  |  | 1/27/2023 |  | 12 |  |  | (12) |  |  | Accounts payable and other liabilities
Total |  |  |  |  |  | $ | 723 |  |  | $ | (744) |  |  |
Net realized gains (losses) on derivative instruments recognized by the Company for the three and six months ended June 30, 2023 and 2022 is in the following location in the consolidated statements of operations:
|  | For the Three Months Ended June 30, |  | For the Six Months Ended June 30,
Derivative Instrument | Statement Location | 2023 |  | 2022 |  | 2023 |  | 2022 |  |
Foreign currency forward contract | Net realized gains (losses) from foreign currency and other transactions | $ | (3) |  |  | $ | 24 |  |  | (32) |  |  | $ | 14 |  |  |
Total |  | $ | (3) |  |  | $ | 24 |  |  | $ | (32) |  |  | $ | 14 |  |  |
Net unrealized gains (losses) on derivative instruments recognized by the Company for the three and six months ended June 30, 2023 and 2022 is in the following location in the consolidated statements of operations:
|  | For the Three Months Ended June 30, |  | For the Six Months Ended June 30, |
Derivative Instrument | Statement Location | 2023 |  | 2022 |  | 2023 |  | 2022 |  |
Foreign currency forward contract | Net unrealized gains (losses) from foreign currency and other transactions | $ | (8) |  |  | $ | 7 |  |  | $ | 18 |  |  | $ | 21 |  |  |
Total |  | $ | (8) |  |  | $ | 7 |  |  | $ | 18 |  |  | $ | 21 |  |  |

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- Definition The entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 815 -SubTopic 40 -Name Accounting Standards Codification -Section 50 -Paragraph 5 -Subparagraph (f) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480237/815-40-50-5 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 5C -Subparagraph (b) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-5C Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Topic 815 -Name Accounting Standards Codification -Publisher FASB -URI https://asc.fasb.org//815/tableOfContent + Details
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