Quarterly report pursuant to Section 13 or 15(d)

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

v3.24.3
Derivative Instruments - Derivate Instruments in Statement of Financial Position (Details) - USD ($)
$ in Thousands
Sep. 30, 2024
Dec. 31, 2023
Derivative Liabilities    
Gross Amount of (Liabilities) $ 41,709 $ 9,576
Derivative liability (41,614) (9,104)
Derivative Assets    
Gross Amount of Assets 37,958 8,825
Derivative assets, at fair value 37,863 8,353
Foreign Exchange Forward    
Derivative Liabilities    
Gross Amount of (Liabilities) 41,688 9,533
Derivative Assets    
Gross Amount of Assets 74 429
Gross Amount of (Liabilities)   9,104
Foreign Exchange Forward | Goldman Sachs Bank USA    
Derivative Liabilities    
Gross amount of liabilities   35
Gross Amount of (Liabilities)   8,225
Derivative liability   (8,190)
Collateral Received/ Pledged   0
Net Amounts   (8,190)
Interest rate swap    
Derivative Liabilities    
Gross Amount of (Liabilities) 21 43
Derivative liability (37,863) 8,353
Derivative Assets    
Gross Amount of Assets 37,884 8,396
Interest rate swap | Goldman Sachs Bank USA    
Derivative Liabilities    
Gross amount of liabilities 28  
Gross Amount of (Liabilities) 8,493  
Derivative liability (8,465)  
Collateral Received/ Pledged 0  
Net Amounts (8,465)  
Derivative Assets    
Gross Amount of Assets 28,467 8,396
Gross Amount of (Liabilities) (21) (43)
Derivative assets, at fair value 28,446 8,353
Collateral Received/ Pledged (28,446) 0
Net Amounts 0 8,353
Interest rate swap | SMBC Capital Markets, Inc.    
Derivative Liabilities    
Gross amount of liabilities 46 394
Gross Amount of (Liabilities) 33,195 1,308
Derivative liability (33,149) (914)
Collateral Received/ Pledged 0 0
Net Amounts (33,149) $ (914)
Derivative Assets    
Gross Amount of Assets 9,417  
Gross Amount of (Liabilities) 0  
Derivative assets, at fair value 9,417  
Collateral Received/ Pledged (9,417)  
Net Amounts $ 0