Annual report pursuant to Section 13 and 15(d)

Consolidated Schedule of Investments (Interest Rate Swaps)

v3.24.1
Consolidated Schedule of Investments (Interest Rate Swaps) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2023
Dec. 31, 2022
Schedule of Investments [Line Items]    
Notional Amount $ 896,635 $ 286,395
Derivative liabilities, at fair value (9,104) (2,136)
Derivative assets, at fair value (Note 6) 8,353 991
Interest rate swap    
Schedule of Investments [Line Items]    
Notional Amount 802,500 $ 162,500
Derivative liabilities, at fair value $ 8,353  
Interest Rate Swap One    
Schedule of Investments [Line Items]    
Company Receives 8.37% 8.37%
Company Pays 4.08% 4.08%
Notional Amount $ 85,000 $ 85,000
Derivative liabilities, at fair value $ (43)  
Derivative assets, at fair value (Note 6)   $ 314
Interest Rate Swap Two    
Schedule of Investments [Line Items]    
Company Receives 8.43% 8.43%
Company Pays 4.42% 4.42%
Notional Amount $ 77,500 $ 77,500
Derivative liabilities, at fair value $ 733  
Derivative assets, at fair value (Note 6)   $ 677
Interest Rate Swap Three    
Schedule of Investments [Line Items]    
Company Receives 8.12%  
Company Pays 3.76%  
Notional Amount $ 276,000  
Derivative liabilities, at fair value $ 562  
Interest Rate Swap Four    
Schedule of Investments [Line Items]    
Company Receives 8.18%  
Company Pays 4.24%  
Notional Amount $ 124,000  
Derivative liabilities, at fair value $ 538  
Interest Rate Swap Five    
Schedule of Investments [Line Items]    
Company Receives 8.67%  
Company Pays 4.31%  
Notional Amount $ 75,000  
Derivative liabilities, at fair value $ 1,275  
Interest Rate Swap Six    
Schedule of Investments [Line Items]    
Company Receives 8.80%  
Company Pays 4.54%  
Notional Amount $ 250,000  
Derivative liabilities, at fair value $ 5,288