v3.26.1
Consolidated Schedule of Investments (Interest Rate Swaps) (Unaudited) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2026
Jun. 30, 2025
Jun. 30, 2026
Jun. 30, 2025
Dec. 31, 2025
Schedule of Investments [Line Items]          
Notional Amount $ 2,100,000 $ 2,100,000 $ 2,100,000 $ 2,100,000 $ 2,100,000
Fair Market Value 55,241   55,241   78,603
Change in Unrealized Gains / (Losses)     $ (39,345)   $ 56,146
Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration]     Interest Expense, Operating   Interest Expense, Operating
Open Swap Contract, Identifier [Axis]: Cash collateral          
Schedule of Investments [Line Items]          
Fair Market Value $ 63,654   $ 63,654   $ 47,671
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.01% Maturity Date 7/15/2030          
Schedule of Investments [Line Items]          
Derivative, basis spread on variable rate 2.01% [1],[2]   2.01% [1],[2]   2.01% [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.22% Maturity Date 3/11/2029          
Schedule of Investments [Line Items]          
Derivative, basis spread on variable rate 2.22% [1],[2]   2.22% [1],[2]   2.22% [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.51% Maturity Date 3/11/2029          
Schedule of Investments [Line Items]          
Derivative, basis spread on variable rate 2.51% [1],[2]   2.51% [1],[2]   2.51% [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.55% Maturity Date 1/15/2030          
Schedule of Investments [Line Items]          
Derivative, basis spread on variable rate 2.55% [1],[2]   2.55% [1],[2]   2.55% [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 5.75% Company Pays SOFR + 2.55% Maturity Date 1/15/2030          
Schedule of Investments [Line Items]          
Derivative, basis spread on variable rate 5.75% [1],[2]   5.75% [1],[2]   5.75% [3],[4]
Maturity Date     Jan. 15, 2030 [1],[2]   Jan. 15, 2030 [3],[4]
Notional Amount $ 600,000 [1],[2]   $ 600,000 [1],[2]   $ 600,000 [3],[4]
Fair Market Value $ (14,862) [1],[2]   (14,862) [1],[2]   (5,161) [3],[4]
Change in Unrealized Gains / (Losses)     $ (9,701) [1],[2]   $ 18,974 [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.13% Company Pays SOFR + 2.01% Maturity Date 7/15/2030          
Schedule of Investments [Line Items]          
Derivative, basis spread on variable rate 6.13% [1],[2]   6.13% [1],[2]   6.13% [3],[4]
Maturity Date     Jul. 15, 2030 [1],[2]   Jul. 15, 2030 [3],[4]
Notional Amount $ 750,000 [1],[2]   $ 750,000 [1],[2]   $ 750,000 [3],[4]
Fair Market Value $ 5,305 [1],[2]   5,305 [1],[2]   20,952 [3],[4]
Change in Unrealized Gains / (Losses)     $ (15,647) [1],[2]   $ 20,952 [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.5% Company Pays SOFR + 2.22% Maturity Date 3/11/2029          
Schedule of Investments [Line Items]          
Derivative, basis spread on variable rate [1],[2] 6.50%   6.50%    
Maturity Date [1],[2]     Mar. 11, 2029    
Notional Amount [1],[2] $ 150,000   $ 150,000    
Fair Market Value [1],[2] $ 1,124   1,124    
Change in Unrealized Gains / (Losses) [1],[2]     $ (2,963)    
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.5% Company Pays SOFR + 2.51% Maturity Date 3/11/2029          
Schedule of Investments [Line Items]          
Derivative, basis spread on variable rate [1],[2] 6.50%   6.50%    
Maturity Date [1],[2]     Mar. 11, 2029    
Notional Amount [1],[2] $ 600,000   $ 600,000    
Fair Market Value [1],[2] $ 20   20    
Change in Unrealized Gains / (Losses) [1],[2]     $ (11,034)    
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.50% Company Pays SOFR + 2.22% Maturity Date 3/11/2029          
Schedule of Investments [Line Items]          
Derivative, basis spread on variable rate [3],[4]         6.50%
Maturity Date [3],[4]         Mar. 11, 2029
Notional Amount [3],[4]         $ 150,000
Fair Market Value [3],[4]         4,087
Change in Unrealized Gains / (Losses) [3],[4]         $ 2,958
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.50% Company Pays SOFR + 2.51% Maturity Date 3/11/2029          
Schedule of Investments [Line Items]          
Derivative, basis spread on variable rate [3],[4]         6.50%
Maturity Date [3],[4]         Mar. 11, 2029
Notional Amount [3],[4]         $ 600,000
Fair Market Value [3],[4]         11,054
Change in Unrealized Gains / (Losses) [3],[4]         13,262
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Maturity Date 1/15/2030          
Schedule of Investments [Line Items]          
Maturity Date Jan. 15, 2030 Jan. 15, 2030 Jan. 15, 2030 Jan. 15, 2030  
Notional Amount $ 600,000 $ 600,000 $ 600,000 $ 600,000  
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Maturity Date 3/11/2029          
Schedule of Investments [Line Items]          
Maturity Date Mar. 11, 2029 Mar. 11, 2029 Mar. 11, 2029 Mar. 11, 2029  
Notional Amount $ 600,000 $ 600,000 $ 600,000 $ 600,000  
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Maturity Date 3/11/2029 One          
Schedule of Investments [Line Items]          
Maturity Date Mar. 11, 2029 Mar. 11, 2029 Mar. 11, 2029 Mar. 11, 2029  
Notional Amount $ 150,000 $ 150,000 $ 150,000 $ 150,000  
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Maturity Date 7/15/2030          
Schedule of Investments [Line Items]          
Maturity Date Jul. 15, 2030 Jul. 15, 2030 Jul. 15, 2030 Jul. 15, 2030  
Notional Amount $ 750,000 $ 750,000 $ 750,000 $ 750,000  
Open Swap Contract, Identifier [Axis]: Total Hedge Accounting Swaps          
Schedule of Investments [Line Items]          
Notional Amount 2,100,000   2,100,000   2,100,000
Fair Market Value $ (8,413)   (8,413)   30,932
Change in Unrealized Gains / (Losses)     $ (39,345)   $ 56,146
[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.