Investments - ISLP Forward Foreign Currency Exchange Contracts (Details)
€ in Thousands, £ in Thousands, kr in Thousands, kr in Thousands, $ in Thousands, $ in Thousands, $ in Thousands |
3 Months Ended |
9 Months Ended |
12 Months Ended |
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Sep. 30, 2022
USD ($)
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Sep. 30, 2021
USD ($)
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Sep. 30, 2022
USD ($)
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Sep. 30, 2021
USD ($)
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Dec. 31, 2021
USD ($)
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Sep. 30, 2022
EUR (€)
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Sep. 30, 2022
GBP (£)
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Sep. 30, 2022
NOK (kr)
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Sep. 30, 2022
AUD ($)
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Sep. 30, 2022
CAD ($)
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Sep. 30, 2022
DKK (kr)
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Dec. 31, 2021
EUR (€)
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Dec. 31, 2021
GBP (£)
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Dec. 31, 2021
NOK (kr)
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Dec. 31, 2021
AUD ($)
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Dec. 31, 2021
CAD ($)
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Dec. 31, 2021
DKK (kr)
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| Forward Foreign Currency Exchange Contracts |
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| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
$ (2,210)
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$ 6,080
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$ 7,565
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$ 26,685
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$ 5,321
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 1,458, Purchased And POUND STERLING 1,100, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
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$ 1,458
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| Currency Sold | £ |
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£ 1,100
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| Counterparty |
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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| Settlement Date |
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Feb. 18, 2022
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| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
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$ (31)
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 1,777, Purchased And POUND STERLING 1,530, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
$ 1,777
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$ 1,777
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| Currency Sold | £ |
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£ 1,530
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| Counterparty |
bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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| Settlement Date |
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Mar. 16, 2023
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 1,804, Purchased And CANADIAN DOLLARS 2,360, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
$ 1,804
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$ 1,804
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| Currency Sold |
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$ 2,360
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| Counterparty |
bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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| Settlement Date |
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Mar. 03, 2023
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 1,990, Purchased And EURO 1,900, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
$ 1,990
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$ 1,990
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| Currency Sold | € |
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€ 1,900
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| Counterparty |
Citibank
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Citibank
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Citibank
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Citibank
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Citibank
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Citibank
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Citibank
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Citibank
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| Settlement Date |
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Jan. 09, 2023
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 10,773, Purchased And EURO 9,890, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
$ 10,773
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$ 10,773
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| Currency Sold | € |
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€ 9,890
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| Counterparty |
bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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| Settlement Date |
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May 17, 2024
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 10,917, Purchased And POUND STERLING 9,440, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
$ 10,917
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$ 10,917
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| Currency Sold | £ |
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£ 9,440
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| Counterparty |
bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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| Settlement Date |
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Mar. 03, 2023
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 11,215, Purchased And POUND STERLING 9,000, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
$ 11,215
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$ 11,215
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| Currency Sold | £ |
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£ 9,000
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| Counterparty |
bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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| Settlement Date |
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Jun. 24, 2024
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 11,848, Purchased And POUND STERLING 9,890, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
$ 11,848
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$ 11,848
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| Currency Sold | £ |
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£ 9,890
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| Counterparty |
bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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| Settlement Date |
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Feb. 17, 2023
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 12,327, Purchased And AUSTRALIAN DOLLARS 17,960, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
$ 12,327
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$ 12,327
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| Currency Sold |
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$ 17,960
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| Counterparty |
bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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| Settlement Date |
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Jul. 28, 2025
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 12,327, Purchased And EURO 10,510, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
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$ 12,327
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| Currency Sold | € |
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€ 10,510
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| Counterparty |
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Citibank
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Citibank
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Citibank
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Citibank
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Citibank
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Citibank
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Citibank
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| Settlement Date |
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Sep. 02, 2022
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| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
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$ 305
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 14,330, Purchased And EURO 12,550, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
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$ 14,330
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| Currency Sold | € |
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€ 12,550
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| Counterparty |
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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| Settlement Date |
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Sep. 06, 2022
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| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
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$ 25
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 24,349, Purchased And POUND STERLING 19,320, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
$ 24,349
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$ 24,349
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| Currency Sold | £ |
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£ 19,320
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| Counterparty |
bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
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| Settlement Date |
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Nov. 17, 2023
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 27,411, Purchased And POUND STERLING 20,700, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
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$ 27,411
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| Currency Sold | £ |
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£ 20,700
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| Counterparty |
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
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| Settlement Date |
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Sep. 06, 2022
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| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
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$ 563
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 29,087, Purchased And POUND STERLING 20,990, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
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$ 29,087
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| Currency Sold | £ |
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£ 20,990
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| Counterparty |
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bcsf:BankOfNewYorkMellonMember
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bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
| Settlement Date |
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Sep. 02, 2022
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| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
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$ 721
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| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 35,821, Purchased And POUND STERLING 25,700, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
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$ 35,821
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| Currency Sold | £ |
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£ 25,700
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|
|
|
|
| Counterparty |
|
|
|
|
Citibank
|
|
|
|
|
|
|
Citibank
|
Citibank
|
Citibank
|
Citibank
|
Citibank
|
Citibank
|
| Settlement Date |
|
|
|
|
Feb. 18, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 1,035
|
|
|
|
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 37,234, Purchased And POUND STERLING 31,000, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 37,234
|
|
$ 37,234
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | £ |
|
|
|
|
|
|
£ 31,000
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
Citibank
|
|
Citibank
|
|
|
Citibank
|
Citibank
|
Citibank
|
Citibank
|
Citibank
|
Citibank
|
|
|
|
|
|
|
| Settlement Date |
|
|
Jan. 09, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 4,754, Purchased And EURO 3,251, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
|
|
|
|
$ 4,754
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | € |
|
|
|
|
|
|
|
|
|
|
|
€ 3,251
|
|
|
|
|
|
| Counterparty |
|
|
|
|
Citibank
|
|
|
|
|
|
|
Citibank
|
Citibank
|
Citibank
|
Citibank
|
Citibank
|
Citibank
|
| Settlement Date |
|
|
|
|
Sep. 06, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ (1,036)
|
|
|
|
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 4,945, Purchased And NORWEGIAN KRONE 48,400, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 4,945
|
|
$ 4,945
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | kr |
|
|
|
|
|
|
|
kr 48,400
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:BankOfNewYorkMellonMember
|
|
bcsf:BankOfNewYorkMellonMember
|
|
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Feb. 17, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 41,180, Purchased And EURO 40,810, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 41,180
|
|
$ 41,180
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | € |
|
|
|
|
|
€ 40,810
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:BankOfNewYorkMellonMember
|
|
bcsf:BankOfNewYorkMellonMember
|
|
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Mar. 03, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 481, Purchased And AUSTRALIAN DOLLARS 410, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
|
|
|
|
$ 481
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ 410
|
|
|
| Counterparty |
|
|
|
|
bcsf:BankOfNewYorkMellonMember
|
|
|
|
|
|
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
| Settlement Date |
|
|
|
|
Mar. 02, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 183
|
|
|
|
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 5,526, Purchased And AUSTRALIAN DOLLARS 7,750, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 5,526
|
|
$ 5,526
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
|
|
|
|
$ 7,750
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:BankOfNewYorkMellonMember
|
|
bcsf:BankOfNewYorkMellonMember
|
|
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Aug. 04, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 6,138, Purchased And POUND STERLING 5,000, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 6,138
|
|
$ 6,138
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | £ |
|
|
|
|
|
|
£ 5,000
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:BankOfNewYorkMellonMember
|
|
bcsf:BankOfNewYorkMellonMember
|
|
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Aug. 04, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 6,581, Purchased And EURO 6,400, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 6,581
|
|
$ 6,581
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | € |
|
|
|
|
|
€ 6,400
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:BankOfNewYorkMellonMember
|
|
bcsf:BankOfNewYorkMellonMember
|
|
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Jan. 09, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 6,954, Purchased And POUND STERLING 5,260, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
|
|
|
|
$ 6,954
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | £ |
|
|
|
|
|
|
|
|
|
|
|
|
£ 5,260
|
|
|
|
|
| Counterparty |
|
|
|
|
Citibank
|
|
|
|
|
|
|
Citibank
|
Citibank
|
Citibank
|
Citibank
|
Citibank
|
Citibank
|
| Settlement Date |
|
|
|
|
Feb. 23, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 166
|
|
|
|
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 7,894, Purchased And AUSTRALIAN DOLLARS 11,440, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 7,894
|
|
$ 7,894
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
|
|
|
|
$ 11,440
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:BankOfNewYorkMellonMember
|
|
bcsf:BankOfNewYorkMellonMember
|
|
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Mar. 03, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 75,862, Purchased And EURO 63,360, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
|
|
|
|
$ 75,862
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | € |
|
|
|
|
|
|
|
|
|
|
|
€ 63,360
|
|
|
|
|
|
| Counterparty |
|
|
|
|
bcsf:BankOfNewYorkMellonMember
|
|
|
|
|
|
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
bcsf:BankOfNewYorkMellonMember
|
| Settlement Date |
|
|
|
|
Sep. 02, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 3,390
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 3,968
|
|
$ 1,800
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: AUSTRALIAN DOLLARS 189, Purchased, EURO 121, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ 189
|
|
|
| Currency Sold | € |
|
|
|
|
|
|
|
|
|
|
|
€ 121
|
|
|
|
|
|
| Counterparty |
|
|
|
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: AUSTRALIAN DOLLARS 731, Purchased, US DOLLARS 532, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ 731
|
|
|
| Currency Sold |
|
|
|
|
$ 532
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
|
|
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 1,099, Purchased, BRITISH POUNDS 940, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
€ 1,099
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | £ |
|
|
|
|
|
|
£ 940
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:MorganStanleyMember
|
|
bcsf:MorganStanleyMember
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Feb. 17, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 27
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 1,932, Purchased, AUSTRALIAN DOLLARS 2,872, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
€ 1,932
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
|
|
|
|
$ 2,872
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:MorganStanleyMember
|
|
bcsf:MorganStanleyMember
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Oct. 18, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 56
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 15,594, Purchased, US DOLLARS 18,205, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
|
|
|
|
|
|
€ 15,594
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
$ 18,205
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
|
|
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ (477)
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 2,038, Purchased, AUSTRALIAN DOLLARS 3,166, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
|
|
|
|
|
|
€ 2,038
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ 3,166
|
|
|
| Counterparty |
|
|
|
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 16
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 2,530, Purchased, US DOLLARS 2,610, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
€ 2,530
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold |
$ 2,610
|
|
$ 2,610
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:MorganStanleyMember
|
|
bcsf:MorganStanleyMember
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Jan. 09, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ (130)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 23,474, Purchased, US DOLLARS 24,060, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
€ 23,474
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold |
$ 24,060
|
|
$ 24,060
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:StandardCharteredBankMember
|
|
bcsf:StandardCharteredBankMember
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Oct. 18, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ (1,050)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 479, Purchased, CANADIAN DOLLARS 640, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
€ 479
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
|
|
|
|
|
$ 640
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:MorganStanleyMember
|
|
bcsf:MorganStanleyMember
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Mar. 27, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 11
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 5,224, Purchased, BRITISH POUNDS 4,459, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
€ 5,224
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | £ |
|
|
|
|
|
|
£ 4,459
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:MorganStanleyMember
|
|
bcsf:MorganStanleyMember
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Oct. 18, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 140
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 5,379, Purchased, US DOLLARS 6,110, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
|
|
|
|
|
|
€ 5,379
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
$ 6,110
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
|
|
|
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 5
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 669, Purchased, CANADIAN DOLLARS 885, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
€ 669
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
|
|
|
|
|
$ 885
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:StandardCharteredBankMember
|
|
bcsf:StandardCharteredBankMember
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Oct. 18, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 16
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 683, Purchased, CANADIAN DOLLARS 982, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
|
|
|
|
|
|
€ 683
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ 982
|
|
| Counterparty |
|
|
|
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ (2)
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 7,922, Purchased, US DOLLARS 7,880, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
€ 7,922
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold |
$ 7,880
|
|
$ 7,880
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:MorganStanleyMember
|
|
bcsf:MorganStanleyMember
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Dec. 09, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ (80)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 8,236, Purchased, BRITISH POUNDS 6959, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
|
|
|
|
|
|
€ 8,236
|
|
|
|
|
|
| Currency Sold | £ |
|
|
|
|
|
|
|
|
|
|
|
|
£ 6,959
|
|
|
|
|
| Counterparty |
|
|
|
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ (57)
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 829, Purchased, NORWEGIAN KRONE 8,444, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
€ 829
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | kr |
|
|
|
|
|
|
|
kr 8,444
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:StandardCharteredBankMember
|
|
bcsf:StandardCharteredBankMember
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Oct. 18, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 36
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 874, Purchased, DANISH KRONE 6,502, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
€ 874
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | kr |
|
|
|
|
|
|
|
|
|
|
kr 6,502
|
|
|
|
|
|
|
| Counterparty |
bcsf:StandardCharteredBankMember
|
|
bcsf:StandardCharteredBankMember
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Oct. 18, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 884, Purchased, NORWEGIAN KRONE 8,626, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
|
|
|
|
|
|
€ 884
|
|
|
|
|
|
| Currency Sold | kr |
|
|
|
|
|
|
|
|
|
|
|
|
|
kr 8,626
|
|
|
|
| Counterparty |
|
|
|
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 27
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: EURO 892_20211231, Purchased, DANISH KRONE 6,643, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased | € |
|
|
|
|
|
|
|
|
|
|
|
€ 892
|
|
|
|
|
|
| Currency Sold | kr |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
kr 6,643
|
| Counterparty |
|
|
|
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ (1)
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 1,801, Purchased, CANADIAN DOLLARS 2,456, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 1,801
|
|
$ 1,801
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
|
|
|
|
|
$ 2,456
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:MorganStanleyMember
|
|
bcsf:MorganStanleyMember
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Mar. 27, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 19
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 2,650, Purchased, CANADIAN DOLLARS 3,425, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 2,650
|
|
$ 2,650
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
|
|
|
|
|
$ 3,425
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:StandardCharteredBankMember
|
|
bcsf:StandardCharteredBankMember
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Oct. 18, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 173
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 20,718, Purchased, BRITISH POUNDS 17,261, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 20,718
|
|
$ 20,718
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | £ |
|
|
|
|
|
|
£ 17,261
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:GoldmanSachsMember
|
|
bcsf:GoldmanSachsMember
|
|
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Oct. 18, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 1,438
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 3,087, Purchased, CANADIAN DOLLARS 3,803, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
|
|
|
|
$ 3,087
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ 3,803
|
|
| Counterparty |
|
|
|
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 75
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 3,285, Purchased, NORWEGIAN KRONE 32,686, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 3,285
|
|
$ 3,285
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | kr |
|
|
|
|
|
|
|
kr 32,686
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:StandardCharteredBankMember
|
|
bcsf:StandardCharteredBankMember
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Oct. 18, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 282
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 3,466, Purchased, DANISH KRONE 25,168, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 3,466
|
|
$ 3,466
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | kr |
|
|
|
|
|
|
|
|
|
|
kr 25,168
|
|
|
|
|
|
|
| Counterparty |
bcsf:StandardCharteredBankMember
|
|
bcsf:StandardCharteredBankMember
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Oct. 18, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 148
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 3,993, Purchased, NORWEGIAN KRONE 33,392, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
|
|
|
|
$ 3,993
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | kr |
|
|
|
|
|
|
|
|
|
|
|
|
|
kr 33,392
|
|
|
|
| Counterparty |
|
|
|
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 209
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 33,462, Purchased, EURO 28,674, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
|
|
|
|
$ 33,462
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | € |
|
|
|
|
|
|
|
|
|
|
|
€ 28,674
|
|
|
|
|
|
| Counterparty |
|
|
|
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 863
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 37,224, Purchased, BRITISH POUNDS 26,939, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
|
|
|
|
$ 37,224
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | £ |
|
|
|
|
|
|
|
|
|
|
|
|
£ 26,939
|
|
|
|
|
| Counterparty |
|
|
|
|
bcsf:GoldmanSachsMember
|
|
|
|
|
|
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 756
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 4,033, Purchased, DANISH KRONE 25,714, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
|
|
|
|
$ 4,033
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | kr |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
kr 25,714
|
| Counterparty |
|
|
|
|
bcsf:StandardCharteredBankMember
|
|
|
|
|
|
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
bcsf:StandardCharteredBankMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 102
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 45,228, Purchased, EURO 44,150, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 45,228
|
|
$ 45,228
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | € |
|
|
|
|
|
€ 44,150
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:MorganStanleyMember
|
|
bcsf:MorganStanleyMember
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Oct. 18, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 1,952
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 5,022, Purchased, EURO 4,420, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
|
|
|
|
$ 5,022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | € |
|
|
|
|
|
|
|
|
|
|
|
€ 4,420
|
|
|
|
|
|
| Counterparty |
|
|
|
|
bcsf:GoldmanSachsMember
|
|
|
|
|
|
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
bcsf:GoldmanSachsMember
|
| Settlement Date |
|
|
|
|
Jan. 21, 2022
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ (3)
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 5,084, Purchased, EURO 5,150, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 5,084
|
|
$ 5,084
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | € |
|
|
|
|
|
€ 5,150
|
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:MorganStanleyMember
|
|
bcsf:MorganStanleyMember
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Jan. 09, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ (3)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 5,938, Purchased, BRITISH POUNDS 4,970, Sold |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Exchange Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Purchased |
$ 5,938
|
|
$ 5,938
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Currency Sold | £ |
|
|
|
|
|
|
£ 4,970
|
|
|
|
|
|
|
|
|
|
|
| Counterparty |
bcsf:MorganStanleyMember
|
|
bcsf:MorganStanleyMember
|
|
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
|
|
|
|
|
|
| Settlement Date |
|
|
Feb. 17, 2023
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
$ 386
|
|
|
|
|
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| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 609, Purchased, EURO 540, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
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$ 609
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| Currency Sold | € |
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€ 540
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| Counterparty |
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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| Settlement Date |
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Jan. 21, 2022
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| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
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|
$ (5)
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| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 7,663, Purchased, AUSTRALIAN DOLLARS 11,118, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
$ 7,663
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$ 7,663
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| Currency Sold |
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$ 11,118
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| Counterparty |
bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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| Settlement Date |
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Oct. 18, 2022
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| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
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|
$ 547
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| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 9,207, Purchased, AUSTRALIAN DOLLARS 12,254, Sold |
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| Forward Foreign Currency Exchange Contracts |
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| Currency Purchased |
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$ 9,207
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| Currency Sold |
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$ 12,254
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| Counterparty |
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|
bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
| Settlement Date |
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|
Jan. 21, 2022
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| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
|
|
|
$ 299
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| International Senior Loan Program, LLC | Open Forward Foreign Currency Contract, Identifier [Axis]: US DOLLARS 948, Purchased, EURO 840, Sold |
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| Forward Foreign Currency Exchange Contracts |
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|
|
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| Currency Purchased |
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|
$ 948
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| Currency Sold | € |
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€ 840
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| Counterparty |
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bcsf:MorganStanleyMember
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bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
bcsf:MorganStanleyMember
|
| Settlement Date |
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|
Jan. 21, 2022
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|
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| Net change in unrealized appreciation (depreciation) on forward currency exchange contracts |
|
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|
$ (7)
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