v3.26.1
Consolidated Schedule of Investments (Interest Rate Swaps) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2025
Dec. 31, 2024
Schedule of Investments [Line Items]    
Notional Amount $ 1,065,000 $ 165,000
Fair Market Value 11,220 (449)
Change in Unreaized Gains / (Losses) 8,919 (859)
Open Swap Contract, Identifier [Axis]: Cash collateral    
Schedule of Investments [Line Items]    
Fair Market Value $ 3,160 $ 410
Open Swap Contract, Identifier [Axis]: Interest rate swap    
Schedule of Investments [Line Items]    
Company Receives 7.11% 7.11%
Company Pays 3.117% 3.117%
Investment, Variable Interest Rate, Type [Extensible Enumeration]   us-gaap:SecuredOvernightFinancingRateSofrMember
Maturity Date May 20, 2030 May 20, 2030
Notional Amount $ 165,000 $ 165,000
Fair Market Value 3,302 (859)
Change in Unreaized Gains / (Losses) $ 4,161 $ (859)
Open Swap Contract, Identifier [Axis]: Interest rate swap one    
Schedule of Investments [Line Items]    
Company Receives 6.25%  
Company Pays 2.4115%  
Maturity Date May 31, 2030  
Notional Amount $ 500,000  
Fair Market Value 7,051  
Change in Unreaized Gains / (Losses) $ 7,051  
Open Swap Contract, Identifier [Axis]: Interest rate swap two    
Schedule of Investments [Line Items]    
Company Receives 6.13%  
Company Pays 2.715%  
Maturity Date Feb. 05, 2031  
Notional Amount $ 400,000  
Fair Market Value (2,293)  
Change in Unreaized Gains / (Losses) (2,293)  
Open Swap Contract, Identifier [Axis]: Total Hedge Accounting Swaps    
Schedule of Investments [Line Items]    
Notional Amount 1,065,000  
Fair Market Value 8,060  
Change in Unreaized Gains / (Losses) $ 8,919