v3.26.1
Consolidated Schedule of Investments (Interest Rate Swaps) - USD ($)
 6 Months Ended 12 Months Ended
Jun. 30, 2026
Dec. 31, 2025
Schedule of Investments [Line Items]    
Notional Amount $ 1,550,000,000  
Open Swap Contract, Identifier [Axis]: Cash collateral    
Schedule of Investments [Line Items]    
Fair Market Value   $ 16,727,000
Cash collateral 40,055,000  
Open Swap Contract, Identifier [Axis]: Derivative Interest Rate Swap    
Schedule of Investments [Line Items]    
Notional Amount 1,550,000,000 1,250,000,000
Fair Market Value 36,250,000 27,028,000
Change in Unrealized Gains / (Losses) $ (14,106,000) 34,539,000
Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration] Interest Expense, Operating  
Open Swap Contract, Identifier [Axis]: Hedge Accounting Swaps    
Schedule of Investments [Line Items]    
Notional Amount $ 1,550,000,000 1,250,000,000
Fair Market Value (3,805,000) 10,301,000
Change in Unrealized Gains / (Losses) $ (14,106,000) $ 34,539,000
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 1.53% Maturity Date 8/15/2030    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 1.53% [1],[2] 1.53% [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 1.85% Maturity Date 8/15/2031    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate [1],[2] 1.85%  
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.17% Maturity Date 8/1/2026    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 2.17% [1],[2] 2.17% [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.44% Maturity Date 3/1/2029    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 2.44% [1],[2] 2.44% [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.99% Maturity Date 8/14/2028    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 2.99% [1],[2] 2.99% [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 2.5% Company Pays SOFR + 2.17% Maturity Date 8/1/2026    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 2.50% [1],[2] 2.50% [3],[4]
Maturity Date Aug. 01, 2026 [1],[2] Aug. 01, 2026 [3],[4]
Notional Amount $ 300,000,000 [1],[2] $ 300,000,000 [3],[4]
Fair Market Value (1,097,000) [1],[2] (5,785,000) [3],[4]
Change in Unrealized Gains / (Losses) $ 4,688,000 [1],[2] $ 11,833,000 [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 5.625% Company Pays SOFR + 1.53% Maturity Date 8/15/2030    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 5.625% [1],[2] 5.625% [3],[4]
Maturity Date Aug. 15, 2030 [1],[2] Aug. 15, 2030 [3],[4]
Notional Amount $ 300,000,000 [1],[2] $ 300,000,000 [3],[4]
Fair Market Value 2,028,000 [1],[2] 8,284,000 [3],[4]
Change in Unrealized Gains / (Losses) $ (6,256,000) [1],[2] $ 8,284,000 [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 5.625% Company Pays SOFR + 1.85% Maturity Date 8/15/2031    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate [1],[2] 5.65%  
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 5.650% Company Pays SOFR + 1.85% Maturity Date 8/15/2031    
Schedule of Investments [Line Items]    
Maturity Date [1],[2] Aug. 15, 2031  
Notional Amount [1],[2] $ 300,000,000  
Fair Market Value [1],[2] (1,693,000)  
Change in Unrealized Gains / (Losses) [1],[2] $ (1,693,000)  
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.125% Company Pays SOFR + 2.44% Maturity Date 3/1/2029    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 6.125% [1],[2] 6.125% [3],[4]
Maturity Date Mar. 01, 2029 [1],[2] Mar. 01, 2029 [3],[4]
Notional Amount $ 350,000,000 [1],[2] $ 350,000,000 [3],[4]
Fair Market Value (2,605,000) [1],[2] 3,307,000 [3],[4]
Change in Unrealized Gains / (Losses) $ (5,912,000) [1],[2] $ 8,550,000 [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.95% Company Pays SOFR + 2.99% Maturity Date 8/14/2028    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 6.95% [1],[2] 6.95% [3],[4]
Maturity Date Aug. 14, 2028 [1],[2] Aug. 14, 2028 [3],[4]
Notional Amount $ 300,000,000 [1],[2] $ 300,000,000 [3],[4]
Fair Market Value (438,000) [1],[2] 4,495,000 [3],[4]
Change in Unrealized Gains / (Losses) $ (4,933,000) [1],[2] $ 5,872,000 [3],[4]
[1] Contains a variable rate structure. Bears interest at a rate determined by SOFR.
[2] Instrument is used in a hedge accounting relationship. The associated change in fair value is recorded along with the change in fair value of the hedged item within interest expense.
[3] Contains a variable rate structure. Bears interest at a rate determined by SOFR.
[4] Instrument is used in a hedge accounting relationship. The associated change in fair value is recorded along with the change in fair value of the hedged item within interest expense.