Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments - Derivate Instruments in Statement of Financial Position (Details)

v3.24.1.1.u2
Derivative Instruments - Derivate Instruments in Statement of Financial Position (Details) - USD ($)
$ in Thousands
Mar. 31, 2024
Dec. 31, 2023
Derivative Liabilities    
Gross Amount of (Liabilities) $ 13,562 $ 9,576
Derivative liability (12,124) (9,104)
Derivative Assets    
Derivative liabilities, at fair value 6,671 8,825
Derivative assets, at fair value 5,233 8,353
Foreign Exchange Forward    
Derivative Liabilities    
Gross Amount of (Liabilities) 2,265 9,533
Derivative Assets    
Derivative liabilities, at fair value 5,655 429
Foreign Exchange Forward | Goldman Sachs Bank USA    
Derivative Liabilities    
Gross Amount of Assets 383 35
Gross Amount of (Liabilities) 2,226 8,225
Derivative liability (1,843) (8,190)
Collateral Received/ Pledged 0 0
Net Amounts (1,843) (8,190)
Interest rate swap    
Derivative Liabilities    
Gross Amount of (Liabilities) 11,297 43
Derivative liability   8,353
Derivative Assets    
Derivative liabilities, at fair value 1,016 8,396
Interest rate swap | Goldman Sachs Bank USA    
Derivative Liabilities    
Gross Amount of Assets 1,016  
Gross Amount of (Liabilities) 4,932  
Derivative liability (3,916)  
Collateral Received/ Pledged 3,180  
Net Amounts (736)  
Derivative Assets    
Derivative liabilities, at fair value   8,396
Gross Amount of (Liabilities)   (43)
Derivative assets, at fair value   8,353
Collateral Received/ Pledged   0
Net Amounts   8,353
Interest rate swap | SMBC Capital Markets, Inc.    
Derivative Liabilities    
Gross Amount of Assets 0 394
Gross Amount of (Liabilities) 6,365 1,308
Derivative liability (6,365) (914)
Collateral Received/ Pledged 6,365 0
Net Amounts 0 $ (914)
Derivative Assets    
Derivative liabilities, at fair value 5,272  
Gross Amount of (Liabilities) (39)  
Derivative assets, at fair value 5,233  
Collateral Received/ Pledged 0  
Net Amounts $ 5,233