Consolidated Schedule of Investments - Interest Rate Swap Contracts (Unaudited) (Parentheticals) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
Jun. 30, 2026	Dec. 31, 2025
Open Swap Contract, Identifier [Axis]: Counterparty Regions Bank Hedged Instrument Series D Notes
Company Receives	5.80%	5.80%
Investment, Variable Interest Rate, Type [Extensible Enumeration]	Secured Overnight Financing Rate (SOFR) [Member]	Secured Overnight Financing Rate (SOFR) [Member]
Company Pays	2.37%	2.37%
Maturity Date	Jun. 30, 2028	Jun. 30, 2028
Notional Amount	$ 60,000	$ 60,000
Fair Value	(819)	(24)
Unrealized Appreciation (Depreciation)	(819)	(24)
Upfront Payments / Receipts	$ 0	$ 0
Open Swap Contract, Identifier [Axis]: Counterparty Regions Bank Hedged Instrument Series E Notes
Company Receives	6.15%	6.15%
Investment, Variable Interest Rate, Type [Extensible Enumeration]	Secured Overnight Financing Rate (SOFR) [Member]	Secured Overnight Financing Rate (SOFR) [Member]
Company Pays	2.6565%	2.6565%
Maturity Date	Oct. 15, 2030	Oct. 15, 2030
Notional Amount	$ 100,000	$ 100,000
Fair Value	(2,082)	(275)
Unrealized Appreciation (Depreciation)	(2,082)	(275)
Upfront Payments / Receipts	0	0
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Contracts
Notional Amount	160,000	160,000
Fair Value	(2,901)	(299)
Unrealized Appreciation (Depreciation)	$ (2,901)	$ (299)

Derivative upfront payments (receipts).

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The percentage points added to the reference rate to compute the variable rate on the interest rate derivative.

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Date derivative contract ends, in YYYY-MM-DD format.

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Nominal or face amount used to calculate payment on derivative.

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Fair value as of the balance sheet date of interest rate derivative assets, net of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized on the balance sheet.

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Indicates type of variable interest rate of investment.

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Percentage added to reference rate used to compute variable rate on loan receivable.

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