The following tables present the Company’s assets and liabilities related to derivatives by counterparty, net of amounts available for offset under a master netting arrangement and net of any collateral received or pledged by the Company for such assets and liabilities as of March 31, 2026 and December 31, 2025: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | As of | | Counterparty | | Derivative Assets subject to Master Netting Agreement | | Derivatives available for Offset | | Non-cash Collateral Received | | Cash Collateral Received | | Net amount of Derivative Assets | | | | | | | | | | | | | | | March 31, 2026 | | JP Morgan Chase Bank N.A. | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | $ | — | | | December 31, 2025 | | JP Morgan Chase Bank N.A. | | 298 | | | (298) | | | — | | | — | | | — | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | As of | | Counterparty | | Derivative Liabilities subject to Master Netting Agreement | | Derivatives available for Offset | | Non-cash Collateral Pledged | | Cash Collateral Pledged | | Net amount of Derivative Liabilities | | | | | | | | | | | | | | | March 31, 2026 | | JP Morgan Chase Bank N.A. | | $ | 5,033 | | | $ | — | | | $ | — | | | $ | (5,033) | | | $ | — | | | December 31, 2025 | | JP Morgan Chase Bank N.A. | | 1,436 | | | (298) | | | — | | | (1,138) | | | — | |
|