Quarterly report pursuant to Section 13 or 15(d)

Consolidated Schedule of Investments (Interest Rate Swaps)

v3.24.3
Consolidated Schedule of Investments (Interest Rate Swaps) - USD ($)
$ in Thousands
 9 Months Ended 12 Months Ended
Sep. 30, 2024
Dec. 31, 2023
Notional Amount $ 1,798,966 $ 896,635
Derivative liabilities, at fair value (Note 6) 41,614 9,104
Interest rate swap    
Notional Amount 1,752,500 802,500
Derivative liabilities, at fair value (Note 6) $ 37,863 $ (8,353)
Interest rate swap one    
Company Receives 8.37% 8.37%
Company Pays 4.08% 4.08%
Notional Amount $ 85,000 $ 85,000
Derivative liabilities, at fair value (Note 6) $ 21 $ 43
Interest rate swap two    
Company Receives 8.43% 8.43%
Company Pays 4.42% 4.42%
Notional Amount $ 77,500 $ 77,500
Derivative liabilities, at fair value (Note 6) $ (940) $ (733)
Interest rate swap three    
Company Receives 8.12% 8.12%
Company Pays 3.76% 3.76%
Notional Amount $ 276,000 $ 276,000
Derivative liabilities, at fair value (Note 6) $ (2,355) $ (562)
Interest rate swap four    
Company Receives 8.18% 8.18%
Company Pays 4.24% 4.24%
Notional Amount $ 124,000 $ 124,000
Derivative liabilities, at fair value (Note 6) $ (1,985) $ (538)
Interest rate swap five    
Company Receives 8.67% 8.67%
Company Pays 4.31% 4.31%
Notional Amount $ 75,000 $ 75,000
Derivative liabilities, at fair value (Note 6) $ (1,857) $ (1,275)
Interest rate swap six    
Company Receives 8.80% 8.80%
Company Pays 4.54% 4.54%
Notional Amount $ 250,000 $ 250,000
Derivative liabilities, at fair value (Note 6) $ (7,608) $ (5,288)
Interest rate swap seven    
Company Receives 6.75%  
Company Pays 2.88%  
Notional Amount $ 550,000  
Derivative liabilities, at fair value (Note 6) $ (9,417)  
Interest rate swap eight    
Company Receives 6.25%  
Company Pays 2.06%  
Notional Amount $ 400,000  
Derivative liabilities, at fair value (Note 6) $ (13,722)