Quarterly report pursuant to Section 13 or 15(d)

Consolidated Schedule of Investments (Interest Rate Swaps)

v3.23.3
Consolidated Schedule of Investments (Interest Rate Swaps) - USD ($)
$ in Thousands
 9 Months Ended 12 Months Ended
Sep. 30, 2023
Dec. 31, 2022
Notional Amount $ 288,841 $ 286,395
Derivative liabilities, at fair value (13,629) (2,136)
Derivative assets, at fair value (Note 6) 3,699 991
Interest Rate Swap    
Notional Amount   162,500
Derivative liabilities, at fair value (13,629)  
Derivative assets, at fair value (Note 6) $ 3,699 $ 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 $ (1,576)  
Derivative assets, at fair value (Note 6)   $ 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 $ (1,910)  
Derivative assets, at fair value (Note 6)   $ 677
Interest Rate Swap Three    
Company Receives 8.12%  
Company Pays 3.76%  
Notional Amount $ 276,000  
Derivative liabilities, at fair value $ (3,524)  
Interest Rate Swap Four    
Company Receives 8.18%  
Company Pays 4.24%  
Notional Amount $ 124,000  
Derivative liabilities, at fair value $ (3,052)  
Interest Rate Swap Five    
Company Receives 8.67%  
Company Pays 4.31%  
Notional Amount $ 75,000  
Derivative liabilities, at fair value $ (665)  
Interest Rate Swap Six    
Company Receives 8.80%  
Company Pays 4.54%  
Notional Amount $ 250,000  
Derivative liabilities, at fair value $ (2,902)