v3.25.2
Derivative Financial Instruments - Schedule of Interest Rate Swaps (Details) - Interest Rate Swap [Member] - USD ($)
$ in Thousands
 6 Months Ended
Jun. 30, 2025
Dec. 31, 2024
Capital One, N.A. [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Trade date July 13, 2022  
Effective date Jul. 01, 2022  
Maturity date Feb. 11, 2027  
Notional value [1] $ 200,000 $ 200,000
Fair value [2] $ 6,331 10,113
Capital One, N.A. [Member] | Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
SOFR interest strike rate 1.527%  
JPMorgan Chase Bank, N.A. [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Trade date July 13, 2022  
Effective date Jul. 01, 2022  
Maturity date Aug. 08, 2026  
Notional value [1] $ 100,000 100,000
Fair value [2] $ 2,447 3,962
JPMorgan Chase Bank, N.A. [Member] | Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
SOFR interest strike rate 1.504%  
JPMorgan Chase Bank, N.A. #2 [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Trade date Aug. 19, 2022  
Effective date Sep. 01, 2022  
Maturity date May 02, 2027  
Notional value [1] $ 75,000 75,000
Fair value [2] $ 759 1,843
JPMorgan Chase Bank, N.A. #2 [Member] | Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
SOFR interest strike rate 2.904%  
Wells Fargo Bank, N.A. [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Trade date Aug. 19, 2022  
Effective date Sep. 01, 2022  
Maturity date May 02, 2027  
Notional value [1] $ 37,500 37,500
Fair value [2] $ 379 921
Wells Fargo Bank, N.A. [Member] | Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
SOFR interest strike rate 2.904%  
Capital One, N.A. #2 [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Trade date Aug. 19, 2022  
Effective date Sep. 01, 2022  
Maturity date May 02, 2027  
Notional value [1] $ 37,500 37,500
Fair value [2] $ 379 921
Capital One, N.A. #2 [Member] | Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
SOFR interest strike rate 2.904%  
Wells Fargo Bank, N.A.#2 [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Trade date [3] Nov. 10, 2023  
Effective date [3] Nov. 10, 2023  
Maturity date [3] Nov. 01, 2025  
Notional value [1],[3] $ 50,000 50,000
Fair value [2],[3] $ (86) (258)
Wells Fargo Bank, N.A.#2 [Member] | Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
SOFR interest strike rate [3] 4.75%  
JPMorgan Chase Bank, N.A. #3 [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Trade date [3] Nov. 10, 2023  
Effective date [3] Nov. 10, 2023  
Maturity date [3] Nov. 01, 2025  
Notional value [1],[3] $ 25,000 25,000
Fair value [2],[3] $ (44) (131)
JPMorgan Chase Bank, N.A. #3 [Member] | Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
SOFR interest strike rate [3] 4.758%  
Capital One, N.A. #3 [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Trade date [3] Nov. 10, 2023  
Effective date [3] Nov. 10, 2023  
Maturity date [3] Nov. 01, 2025  
Notional value [1],[3] $ 25,000 25,000
Fair value [2],[3] $ (44) $ (131)
Capital One, N.A. #3 [Member] | Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
SOFR interest strike rate [3] 4.758%  
[1] Represents the notional value of interest rate swaps effective as of June 30, 2025 and December 31, 2024.
[2] As of June 30, 2025, the fair value of five of the interest rate swaps were in an asset position of approximately $10.3 million and the remaining three interest rate swaps were in a liability position of approximately $0.2 million. As of December 31, 2024, the fair value of five of the interest rate swaps were in an asset position of approximately $17.8 million and the remaining three interest rate swaps were in a liability position of approximately $0.5 million.
[3] These interest rate swaps have been de-designated as a result of the hedge transactions related to these swaps no longer being probable of occurring.