Quarterly report pursuant to Section 13 or 15(d)

Consolidated Schedule of Investments (Interest Rate Swaps)

v3.23.2
Consolidated Schedule of Investments (Interest Rate Swaps) - USD ($)
$ in Thousands
 6 Months Ended 12 Months Ended
Jun. 30, 2023
Dec. 31, 2022
Notional Amount $ 109,749 $ 286,395
Derivative liabilities, at fair value (6,275) (2,136)
Derivative assets, at fair value 0 991
Interest Rate Swap    
Notional Amount   162,500
Derivative liabilities, at fair value $ (5,044)  
Derivative assets, at fair value   $ 991
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 $ (918)  
Derivative assets, at fair value   $ 314
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 $ (433)  
Derivative assets, at fair value   $ 677
Interest Rate Swap Three    
Company Receives 8.12%  
Company Pays 3.76%  
Notional Amount $ 276,000  
Derivative liabilities, at fair value $ (2,393)  
Interest Rate Swap Four    
Company Receives 8.18%  
Company Pays 4.24%  
Notional Amount $ 124,000  
Derivative liabilities, at fair value $ (1,300)