v3.26.1
Consolidated Schedule of Investments (Unaudited) - Interest Rate Swaps - USD ($)
$ in Thousands
 6 Months Ended 12 Months Ended
Jun. 30, 2026
Dec. 31, 2025
Open Swap Contract, Identifier [Axis]: Counterparty BNP Paribas Hedged Instrument 2029 Notes Company Receives 6.41% Company Pays S + 2.37% Maturity Date 5/17/2029    
Schedule of Investments [Line Items]    
Company Receives 6.41% [1],[2],[3],[4] 6.41% [5],[6],[7],[8]
Investment, Variable Interest Rate, Type [Extensible Enumeration] Secured Overnight Financing Rate (SOFR) [Member] Secured Overnight Financing Rate (SOFR) [Member]
Company Pays 2.37% [1],[2],[3],[4] 2.37% [5],[6],[7],[8]
Maturity Date May 17, 2029 [1],[2],[3],[4] May 17, 2029 [5],[6],[7],[8]
Notional Amount $ 350,000 [1],[2],[3],[4] $ 350,000 [5],[6],[7],[8]
Fair Value 245 [1],[2],[3],[4] 6,837 [5],[6],[7],[8]
Upfront Payments/Receipts 0 [1],[2],[3],[4] 0 [5],[6],[7],[8]
Change in Unrealized Appreciation/(Depreciation) $ (6,592) [1],[2],[3],[4] $ 6,392 [5],[6],[7],[8]
Open Swap Contract, Identifier [Axis]: Counterparty BNP Paribas Hedged Instrument 2030 Notes Company Receives 6.25% Company Pays S + 2.54% Maturity Date 5/19/2030    
Schedule of Investments [Line Items]    
Company Receives 6.25% [1],[2],[3],[4] 6.25% [5],[6],[7],[8]
Investment, Variable Interest Rate, Type [Extensible Enumeration] Secured Overnight Financing Rate (SOFR) [Member] Secured Overnight Financing Rate (SOFR) [Member]
Company Pays 2.54% [1],[2],[3],[4] 2.54% [5],[6],[7],[8]
Maturity Date May 19, 2030 [1],[2],[3],[4] May 19, 2030 [5],[6],[7],[8]
Notional Amount $ 350,000 [1],[2],[3],[4] $ 350,000 [5],[6],[7],[8]
Fair Value (3,418) [1],[2],[3],[4] 3,317 [5],[6],[7],[8]
Upfront Payments/Receipts 0 [1],[2],[3],[4] 0 [5],[6],[7],[8]
Change in Unrealized Appreciation/(Depreciation) $ (6,735) [1],[2],[3],[4] 3,317 [5],[6],[7],[8]
Open Swap Contract, Identifier [Axis]: Counterparty Wells Fargo Hedged Instrument 2031 Notes Company Receives 6.10% Company Pays S + 2.20% Maturity Date 07/15/2031    
Schedule of Investments [Line Items]    
Company Receives [1],[3],[4],[9] 6.10%  
Investment, Variable Interest Rate, Type [Extensible Enumeration] Secured Overnight Financing Rate (SOFR) [Member]  
Company Pays [1],[3],[4],[9] 2.20%  
Maturity Date [1],[3],[4],[9] Jul. 15, 2031  
Notional Amount [1],[3],[4],[9] $ 350,000  
Fair Value [1],[3],[4],[9] (1,070)  
Change in Unrealized Appreciation/(Depreciation) [1],[3],[4],[9] (1,070)  
Open Swap Contract, Identifier [Axis]: Interest Rate Swaps    
Schedule of Investments [Line Items]    
Notional Amount 1,050,000 [1],[3],[4] 700,000 [5],[6],[7],[8]
Fair Value (4,243) [1],[3],[4] 10,154 [5],[6],[7],[8]
Upfront Payments/Receipts 0 [1],[3],[4] 0 [5],[6],[7],[8]
Change in Unrealized Appreciation/(Depreciation) $ (14,397) [1],[3],[4] $ 9,709 [5],[6],[7],[8]
[1] Contains a variable rate structure. Bears interest at a rate determined by SOFR.
[2] For further details, see Note 6 “Debt” to our consolidated financial statements included in this report.
[3] 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 hedging item within interest expense.
[4] The Company's interest rate swaps are cleared over-the-counter.
[5] Contains a variable rate structure. Bears interest at a rate determined by SOFR.
[6] For further details, see Note 6 “Debt” to our consolidated financial statements included in this report.
[7] 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 hedging item within interest expense.
[8] The Company's interest rate swaps are cleared over-the-counter.
[9] For further details, see Note 12 “Subsequent Events” to our consolidated financial statements included in this report.