v3.25.2
Consolidated Schedule of Investments - Interest Rate Swaps
 6 Months Ended 12 Months Ended
Jun. 30, 2025
USD ($)
Dec. 31, 2024
USD ($)
Jun. 30, 2025
GBP (£)
Dec. 31, 2024
GBP (£)
Dec. 31, 2024
EUR (€)
Summary of Investment Holdings [Line Items]          
Unrealized appreciation/ (depreciation) $ 797,356 $ 189,160      
Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration] Liabilities Liabilities      
Open Swap Contract, Identifier [Axis]: Euro Interest Rate Swaps, Floating Rate Receive, Floating Rate Index EuroSTR, Floating Payment Frequency Annual, Fixed Pay Rate 2.180%, Maturity Date 11/1/2029, Counterparty Goldman Sachs          
Summary of Investment Holdings [Line Items]          
Fixed Rate   2.18%   2.18% 2.18%
Derivative maturity date   Nov. 01, 2029      
Notional Amount | €         € 2,200,000
Upfront Premiums Received / (Paid)   $ (280)      
Unrealized appreciation/ (depreciation)   $ (10,074)      
Open Swap Contract, Identifier [Axis]: Euro Interest Rate Swaps, Floating Rate Receive, Floating Rate Index EuroSTR, Floating Payment Frequency Annual, Fixed Pay Rate 3.029%, Maturity Date 5/22/2026, Counterparty Goldman Sachs          
Summary of Investment Holdings [Line Items]          
Fixed Rate   3.029%   3.029% 3.029%
Derivative maturity date   May 22, 2026      
Notional Amount | €         € 100,000
Upfront Premiums Received / (Paid)   $ (36,459)      
Unrealized appreciation/ (depreciation)   $ (2,182)      
Open Swap Contract, Identifier [Axis]: Euro Interest Rate Swaps, Floating Rate Receive, Floating Rate Index EuroSTR, Floating Payment Frequency Annual, Fixed Pay Rate 3.029%, Maturity Date 5/22/2026, Counterparty Goldman Sachs One          
Summary of Investment Holdings [Line Items]          
Fixed Rate   3.029%   3.029% 3.029%
Derivative maturity date   May 22, 2026      
Notional Amount | €         € 100,000
Upfront Premiums Received / (Paid)   $ 0      
Unrealized appreciation/ (depreciation)   (62)      
Open Swap Contract, Identifier [Axis]: Interest Rate Swaps, Hedge Accounting          
Summary of Investment Holdings [Line Items]          
Unrealized appreciation/ (depreciation) $ 880,238 [1] 17,406 [2]      
Open Swap Contract, Identifier [Axis]: Interest Rate Swaps, Non-Hedge Accounting          
Summary of Investment Holdings [Line Items]          
Unrealized appreciation/ (depreciation) $ (82,882)        
Open Swap Contract, Identifier [Axis]: Interest Rate Swaps, Non-hedging Accounting          
Summary of Investment Holdings [Line Items]          
Unrealized appreciation/ (depreciation)   $ 171,754      
Open Swap Contract, Identifier [Axis]: K Interest Rate Swaps Floating Rate Receive Floating Rate Index SONIA Floating Payment Frequency Annual Fixed Pay Rate 4.992%, Maturity Date 9/28/2027 Counterparty Goldman Sachs          
Summary of Investment Holdings [Line Items]          
Fixed Rate   4.992%   4.992% 4.992%
Derivative maturity date   Sep. 28, 2027      
Notional Amount | £       £ 2,300,000  
Upfront Premiums Received / (Paid)   $ (133,945)      
Unrealized appreciation/ (depreciation)   $ 66,305      
Open Swap Contract, Identifier [Axis]: UK Interest Rate Swaps Floating Rate Pay Floating Rate Index SONIA Floating Payment Frequency Annual Fixed Pay Rate 4.992%, Maturity Date 9/28/2027 Counterparty Goldman Sachs          
Summary of Investment Holdings [Line Items]          
Fixed Rate 4.992%   4.992%    
Derivative maturity date Sep. 28, 2027        
Notional Amount | £     £ 2,300,000    
Upfront Premiums Received / (Paid) $ (133,945)        
Unrealized appreciation/ (depreciation) $ 107,090        
Open Swap Contract, Identifier [Axis]: UK Interest Rate Swaps Floating Rate Receive Floating Rate Index SONIA Floating Payment Frequency Annual Fixed Pay Rate 4.992%, Maturity Date 9/28/2027 Counterparty Goldman Sachs          
Summary of Investment Holdings [Line Items]          
Fixed Rate 4.992% 4.992% 4.992% 4.992% 4.992%
Derivative maturity date Sep. 28, 2027 Sep. 28, 2027      
Notional Amount | £     £ 2,300,000 £ 2,300,000  
Upfront Premiums Received / (Paid) $ 0      
Unrealized appreciation/ (depreciation) $ (107,097) $ (66,307)      
Open Swap Contract, Identifier [Axis]: US Interest Rate Swaps Floating Rate Pay Floating Rate Index SOFR Floating Payment Frequency Annual Fixed Pay Rate 4.000%, Maturity Date 11/4/2026 Counterparty Goldman Sachs          
Summary of Investment Holdings [Line Items]          
Fixed Rate 4.00% [1] 4.00% [2] 4.00% [1] 4.00% [2] 4.00% [2]
Derivative maturity date Nov. 04, 2026 [1] Nov. 04, 2026 [2]      
Notional Amount $ 145,000,000 $ 145,000,000      
Upfront Premiums Received / (Paid) (367,503) [1] (367,503) [2]      
Unrealized appreciation/ (depreciation) $ 880,238 [1] $ 17,406 [2]      
Open Swap Contract, Identifier [Axis]: US Interest Rate Swaps Floating Rate Receive Floating Rate Index SOFR Floating Payment Frequency Annual Fixed Pay Rate 3.780%, Maturity Date 3/10/2030 Counterparty Goldman Sachs          
Summary of Investment Holdings [Line Items]          
Fixed Rate 3.78%   3.78%    
Derivative maturity date Mar. 10, 2030        
Notional Amount $ 5,900,000        
Upfront Premiums Received / (Paid) (2,048)        
Unrealized appreciation/ (depreciation) $ (82,875)        
Open Swap Contract, Identifier [Axis]: US Interest Rate Swaps, Floating Rate Pay, Floating Rate Index SOFR, Floating Payment Frequency Annual, Fixed Pay Rate 4.000%, Maturity Date 6/30/2025, Counterparty Goldman Sachs          
Summary of Investment Holdings [Line Items]          
Fixed Rate   4.00%   4.00% 4.00%
Derivative maturity date   Jun. 30, 2025      
Notional Amount   $ 72,500,000      
Upfront Premiums Received / (Paid)   6,695      
Unrealized appreciation/ (depreciation)   $ (268,042)      
Open Swap Contract, Identifier [Axis]: US Interest Rate Swaps, Floating Rate Receive, Floating Rate Index SOFR, Floating Payment Frequency Annual, Fixed Pay Rate 4.000%, Maturity Date 6/30/2025, Counterparty Goldman Sachs          
Summary of Investment Holdings [Line Items]          
Fixed Rate   4.00%   4.00% 4.00%
Derivative maturity date   Jun. 30, 2025      
Notional Amount   $ 72,500,000      
Upfront Premiums Received / (Paid)   (198,976)      
Unrealized appreciation/ (depreciation)   $ 268,064      
Open Swap Contract, Identifier [Axis]: US Interest Rate Swaps, Floating Rate Receive, Floating Rate Index SOFR, Floating Payment Frequency Annual, Fixed Pay Rate 4.202%, Maturity Date 12/22/2025, Counterparty Goldman Sachs          
Summary of Investment Holdings [Line Items]          
Fixed Rate   4.202%   4.202% 4.202%
Derivative maturity date   Dec. 22, 2025      
Notional Amount   $ 300,000      
Upfront Premiums Received / (Paid)   49,003      
Unrealized appreciation/ (depreciation)   $ 184,052      
[1] Designated as hedging instruments in a fair value hedge, utilizing hedge accounting. The associated change in fair value is recorded along with the change in fair value of the hedged item within interest expense (see Note 6 and Note 7).
[2] Designated as hedging instruments in a fair value hedge, utilizing hedge accounting. The associated change in fair value is recorded along with the change in fair value of the hedged item within interest expense (see Note 6 and Note 7).