Consolidated Schedule of Investments (Interest Rate Swaps) - USD ($)		12 Months Ended
		Dec. 31, 2025		Dec. 31, 2024
Schedule of Investments [Line Items]
Notional Amount		$ 1,250,000,000		$ 950,000,000
Open Swap Contract, Identifier [Axis]: Cash collateral
Schedule of Investments [Line Items]
Fair Market Value		16,727,000
Cash collateral				46,601,000
Open Swap Contract, Identifier [Axis]: Derivative Interest Rate Swap
Schedule of Investments [Line Items]
Notional Amount		1,250,000,000		950,000,000
Fair Market Value		27,028,000		22,363,000
Change in Unrealized Gains / (Losses)		34,539,000		$ (2,807,000)
Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration]				Interest Expense, Operating
Open Swap Contract, Identifier [Axis]: Hedge Accounting Swaps
Schedule of Investments [Line Items]
Notional Amount		1,250,000,000		$ 950,000,000
Fair Market Value		10,301,000		(24,238,000)
Change in Unrealized Gains / (Losses)		$ 34,539,000		$ (2,807,000)
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 1.53% Maturity Date 8/15/2030
Schedule of Investments [Line Items]
Derivative, Basis Spread on Variable Rate	[1],[2]	1.53%
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.17% Maturity Date 8/1/2026
Schedule of Investments [Line Items]
Derivative, Basis Spread on Variable Rate		2.17%	[1],[2]	2.17%	[3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.44% Maturity Date 3/1/2029
Schedule of Investments [Line Items]
Derivative, Basis Spread on Variable Rate		2.44%	[1],[2]	2.44%	[3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.99% Maturity Date 8/14/2028
Schedule of Investments [Line Items]
Derivative, Basis Spread on Variable Rate		2.99%	[1],[2]	2.99%	[3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 2.5% Company Pays SOFR + 2.17% Maturity Date 8/1/2026
Schedule of Investments [Line Items]
Derivative, Basis Spread on Variable Rate		2.50%	[1],[2]	2.50%	[3],[4]
Maturity Date		Aug. 01, 2026	[1],[2]	Aug. 01, 2026	[3],[4]
Notional Amount		$ 300,000,000	[1],[2]	$ 300,000,000	[3],[4]
Fair Market Value		(5,785,000)	[1],[2]	(17,618,000)	[3],[4]
Change in Unrealized Gains / (Losses)		$ 11,833,000	[1],[2]	$ 8,493,000	[3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 5.625% Company Pays SOFR + 1.53% Maturity Date 8/15/2030
Schedule of Investments [Line Items]
Derivative, Basis Spread on Variable Rate	[1],[2]	5.625%
Maturity Date	[1],[2]	Aug. 15, 2030
Notional Amount	[1],[2]	$ 300,000,000
Fair Market Value	[1],[2]	8,284,000
Change in Unrealized Gains / (Losses)	[1],[2]	$ 8,284,000
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.125% Company Pays SOFR + 2.44% Maturity Date 3/1/2029
Schedule of Investments [Line Items]
Derivative, Basis Spread on Variable Rate		6.125%	[1],[2]	6.125%	[3],[4]
Maturity Date		Mar. 01, 2029	[1],[2]	Mar. 01, 2029	[3],[4]
Notional Amount		$ 350,000,000	[1],[2]	$ 350,000,000	[3],[4]
Fair Market Value		3,307,000	[1],[2]	(5,243,000)	[3],[4]
Change in Unrealized Gains / (Losses)		$ 8,550,000	[1],[2]	$ (5,243,000)	[3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.95% Company Pays SOFR + 2.99% Maturity Date 8/14/2028
Schedule of Investments [Line Items]
Derivative, Basis Spread on Variable Rate		6.95%	[1],[2]	6.95%	[3],[4]
Maturity Date		Aug. 14, 2028	[1],[2]	Aug. 14, 2028	[3],[4]
Notional Amount		$ 300,000,000	[1],[2]	$ 300,000,000	[3],[4]
Fair Market Value		4,495,000	[1],[2]	(1,377,000)	[3],[4]
Change in Unrealized Gains / (Losses)		$ 5,872,000	[1],[2]	$ (6,057,000)	[3],[4]

[1] Contains a variable rate structure. Bears interest at a rate determined by SOFR.

[2] 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 hedged item within interest expense.

[3] Contains a variable rate structure. Bears interest at a rate determined by SOFR.

[4] 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 hedged item within interest expense.