v3.26.1
Consolidated Schedule of Investments - Interest Rate Swaps
€ in Thousands, £ in Thousands
 6 Months Ended 12 Months Ended
Jun. 30, 2026
USD ($)
Dec. 31, 2025
USD ($)
Jun. 30, 2026
EUR (€)
Jun. 30, 2026
USD ($)
Jun. 30, 2026
GBP (£)
Dec. 31, 2025
EUR (€)
Dec. 31, 2025
USD ($)
Dec. 31, 2025
GBP (£)
Open Swap Contract, Identifier [Axis]: Euro Interest Rate Swaps, Floating Rate Receive, Floating Rate Index EuroSTR, Floating Payment Frequency Annual, Fixed Pay Rate 2.150%, Maturity Date 12/1/2030, Counterparty Goldman Sachs                
Summary of Investment Holdings [Line Items]                
Fixed Rate     2.15% 2.15% 2.15% 2.15% 2.15% 2.15%
Derivative maturity date Dec. 01, 2030 Dec. 01, 2030            
Notional Amount | €     € 11,900     € 600    
Upfront Premiums Received / (Paid) $ (208,824) $ 60            
Unrealized appreciation/ (depreciation) 153,275 5,143            
Open Swap Contract, Identifier [Axis]: Interest Rate Swaps, Hedge Accounting                
Summary of Investment Holdings [Line Items]                
Unrealized appreciation/ (depreciation) 295,552 1,017,060 [1]            
Open Swap Contract, Identifier [Axis]: Interest Rate Swaps, Non-Hedge Accounting                
Summary of Investment Holdings [Line Items]                
Unrealized appreciation/ (depreciation) 562,071              
Open Swap Contract, Identifier [Axis]: Interest Rate Swaps, Non-hedging Accounting                
Summary of Investment Holdings [Line Items]                
Unrealized appreciation/ (depreciation)   (98,811)            
Open Swap Contract, Identifier [Axis]: Total Interest Rate Swaps                
Summary of Investment Holdings [Line Items]                
Unrealized appreciation/ (depreciation) $ 857,623 $ 918,249            
Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration] Liabilities Liabilities            
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% 4.992% 4.992% 4.992% 4.992%
Derivative maturity date Sep. 28, 2027 Sep. 28, 2027            
Notional Amount | £         £ 2,300     £ 2,300
Upfront Premiums Received / (Paid) $ (133,945) $ (133,945)            
Unrealized appreciation/ (depreciation) $ 68,568 $ 91,397            
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% 4.992%
Derivative maturity date Sep. 28, 2027 Sep. 28, 2027            
Notional Amount | £         £ 2,300     £ 2,300
Upfront Premiums Received / (Paid) $ 0 $ 0            
Unrealized appreciation/ (depreciation) $ (68,576) $ (91,397)            
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% [2] 4.00% [2] 4.00% [2] 4.00% [1] 4.00% [1] 4.00% [1]
Derivative maturity date Nov. 04, 2026 [2] Nov. 04, 2026 [1]            
Notional Amount       $ 145,000,000 [2]     $ 145,000,000  
Upfront Premiums Received / (Paid) $ (367,503) [2] $ (367,503) [1]            
Unrealized appreciation/ (depreciation) $ 562,071 [2] $ 1,017,060 [1]            
Open Swap Contract, Identifier [Axis]: US Interest Rate Swaps Floating Rate Receive Floating Rate Index SOFR Floating Payment Frequency Annual Fixed Pay Rate 3.348% Maturity Date 9/22/2027 Counterparty Goldman Sachs                
Summary of Investment Holdings [Line Items]                
Fixed Rate     3.348% 3.348% 3.348% 3.348% 3.348% 3.348%
Derivative maturity date Sep. 22, 2027 Sep. 22, 2027            
Notional Amount       $ 9,600,000     $ 9,600,000  
Upfront Premiums Received / (Paid) $ (635) $ (635)            
Unrealized appreciation/ (depreciation) $ 113,985 $ 30,980            
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% 3.78% 3.78% 3.78% 3.78%
Derivative maturity date Mar. 10, 2030 Mar. 10, 2030            
Notional Amount       $ 5,900,000     $ 12,500,000  
Upfront Premiums Received / (Paid) $ 37,909 $ 70,509            
Unrealized appreciation/ (depreciation) $ 28,300 $ (134,934)            
[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).