v3.25.3
Consolidated Schedule of Investments - Interest Rate Swaps
$ in Thousands
 9 Months Ended
Sep. 30, 2025
USD ($)
Schedule of Investments [Line Items]  
Unrealized Appreciation (Depreciation) $ (477)
Open Swap Contract, Identifier [Axis]: Interest Rate Swaps  
Schedule of Investments [Line Items]  
Notional Amount 800,000
Fair Market Value (2,661)
Upfront Payments / Receipts 0
Unrealized Appreciation (Depreciation) $ (2,661)
Open Swap Contract, Identifier [Axis]: Interest Rate Swaps Counterparty Bank of America Hedged Item 2027 Notes Company Receives 6.38% Company Pays S + 2.80% Frequency Semiannual Maturity Date 03/11/27  
Schedule of Investments [Line Items]  
Derivative, Basis Spread on Variable Rate 2.80%
Company Receives,Rate Percentage 6.38%
Frequency Semiannual
Maturity Date Mar. 11, 2027
Notional Amount $ 400,000
Fair Market Value 133
Upfront Payments / Receipts 0
Unrealized Appreciation (Depreciation) $ 133
Open Swap Contract, Identifier [Axis]: Interest Rate Swaps Counterparty Bank of America Hedged Item 2030 Notes Company Receives 5.65% Company Pays S + 2.36% Frequency Semiannual Maturity Date 08/09/30  
Schedule of Investments [Line Items]  
Derivative, Basis Spread on Variable Rate 2.36%
Company Receives,Rate Percentage 5.65%
Frequency Semiannual
Maturity Date Aug. 09, 2030
Notional Amount $ 400,000
Fair Market Value (2,794)
Upfront Payments / Receipts 0
Unrealized Appreciaton (Depreciation) $ (2,794)