v3.26.3
Derivative Financial Instruments (Tables)
 9 Months Ended
Sep. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amounts of Outstanding Derivative Positions
The following table presents the outstanding derivative financial instruments as of September 30, 2026:

September 30, 2026
Derivative TypeNumber of ContractsNotional AmountMaturityWeighted Average
Maturity (Years)
Forward Contracts - GBP5£63,481 
February 2029 - November 2029
2.5
Forward Contracts - EUR6€40,786 
April 2028 - November 2029
2.5


The following table presents the outstanding derivative financial instruments as of December 31, 2025:

December 31, 2025
Derivative TypeNumber of ContractsNotional AmountMaturityWeighted Average
Maturity (Years)
Forward Contracts - GBP2£28,358 May 2029 - November 20293.4
Forward Contracts - EUR2€24,746 September 2028 - November 20293.3
Schedule Of Derivatives Financial Instruments The following table presents the effect of the derivative financial instruments on the Condensed Consolidated Statements of Income for the three and nine months ended September 30, 2026:
Three Months Ended September 30,Nine Months Ended September 30,
Location of Gain (Loss) Recognized2026202520262025
Realized gain (loss) on derivative instrumentsGain (loss) on foreign currency forward contracts$(5)$— $1,090 $— 
Unrealized gain (loss) on derivative instrumentsGain (loss) on foreign currency forward contracts85 — 1,573 — 
Forward points on derivative instruments(A)
Gain (loss) on foreign currency forward contracts61 — 137 — 
Total$141 $— $2,800 $— 

(A)    Represents the amortization of forward points on foreign currency forward contracts, reflecting interest rate differentials between applicable base rates of foreign currency investments and the prevailing U.S. interest rate.