Consolidated Schedule of Investments (Interest Rate Swaps) (Unaudited) - USD ($) $ in Thousands		3 Months Ended			6 Months Ended			12 Months Ended
		Jun. 30, 2025		Jun. 30, 2024	Jun. 30, 2025		Jun. 30, 2024	Dec. 31, 2024
Notional Amount		$ 2,100,000			$ 2,100,000			$ 1,350,000
Fair Market Value		141,033			141,033			43,371
Change in Unrealized Gains / (Losses)					$ 56,705			$ (25,214)
Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration]					Interest Expense, Operating			Interest Expense, Operating
Open Swap Contract, Identifier [Axis]: Cash collateral
Fair Market Value		$ 109,542			$ 109,542			$ 68,585
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.01% Maturity Date 7/15/2030
Derivative, basis spread on variable rate	[1],[2]	2.01%			2.01%
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.22% Maturity Date 3/11/2029
Derivative, basis spread on variable rate		2.22%	[1],[2]		2.22%	[1],[2]		2.22%	[3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.51% Maturity Date 3/11/2029
Derivative, basis spread on variable rate		2.51%	[1],[2]		2.51%	[1],[2]		2.51%	[3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.55% Maturity Date 1/15/2030
Derivative, basis spread on variable rate		2.55%	[1],[2]		2.55%	[1],[2]		2.55%	[3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 5.75% Company Pays SOFR + 2.55% Maturity Date 1/15/2030
Derivative, basis spread on variable rate		5.75%	[1],[2]		5.75%	[1],[2]		5.75%	[3],[4]
Maturity Date					Jan. 15, 2030	[1],[2]		Jan. 15, 2030	[3],[4]
Notional Amount		$ 600,000	[1],[2]		$ 600,000	[1],[2]		$ 600,000	[3],[4]
Fair Market Value		$ (6,582)	[1],[2]		(6,582)	[1],[2]		(24,135)	[3],[4]
Change in Unrealized Gains / (Losses)					$ 17,553	[1],[2]		$ (24,135)	[3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.13% Company Pays SOFR + 2.01% Maturity Date 7/15/2030
Derivative, basis spread on variable rate	[1],[2]	6.13%			6.13%
Maturity Date	[1],[2]				Jul. 15, 2030
Notional Amount	[1],[2]	$ 750,000			$ 750,000
Fair Market Value	[1],[2]	$ 22,402			22,402
Change in Unrealized Gains / (Losses)	[1],[2]				$ 22,402
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.50% Company Pays SOFR + 2.22% Maturity Date 3/11/2029
Derivative, basis spread on variable rate		6.50%	[1],[2]		6.50%	[1],[2]		6.50%	[3],[4]
Maturity Date					Mar. 11, 2029	[1],[2]		Mar. 11, 2029	[3],[4]
Notional Amount		$ 150,000	[1],[2]		$ 150,000	[1],[2]		$ 150,000	[3],[4]
Fair Market Value		$ 4,346	[1],[2]		4,346	[1],[2]		1,129	[3],[4]
Change in Unrealized Gains / (Losses)					$ 3,217	[1],[2]		$ 1,129	[3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.50% Company Pays SOFR + 2.51% Maturity Date 3/11/2029
Derivative, basis spread on variable rate		6.50%	[1],[2]		6.50%	[1],[2]		6.50%	[3],[4]
Maturity Date					Mar. 11, 2029	[1],[2]		Mar. 11, 2029	[3],[4]
Notional Amount		$ 600,000	[1],[2]		$ 600,000	[1],[2]		$ 600,000	[3],[4]
Fair Market Value		$ 11,325	[1],[2]		11,325	[1],[2]		(2,208)	[3],[4]
Change in Unrealized Gains / (Losses)					$ 13,533	[1],[2]		(2,208)	[3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Maturity Date 1/15/2030
Maturity Date		Jan. 15, 2030			Jan. 15, 2030
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Maturity Date 3/11/2029
Maturity Date		Mar. 11, 2029		Mar. 11, 2029	Mar. 11, 2029		Mar. 11, 2029
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Maturity Date 3/11/2029 One
Maturity Date		Mar. 11, 2029		Mar. 11, 2029	Mar. 11, 2029		Mar. 11, 2029
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Maturity Date 7/15/2030
Maturity Date		Jul. 15, 2030			Jul. 15, 2030
Open Swap Contract, Identifier [Axis]: Total Hedge Accounting Swaps
Notional Amount		$ 2,100,000			$ 2,100,000			1,350,000
Fair Market Value		$ 31,491			31,491			(25,214)
Change in Unrealized Gains / (Losses)					$ 56,705			$ (25,214)

[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.