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Consolidated Schedule of Investments (Interest Rate Swaps) (Unaudited) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2025
Dec. 31, 2024
Schedule of Investments [Line Items]    
Notional Amount $ 2,100,000 $ 1,350,000
Fair Market Value 78,603 43,371
Change in Unrealized Gains / (Losses) $ 56,146 $ (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    
Schedule of Investments [Line Items]    
Fair Market Value $ 47,671 $ 68,585
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.01% Maturity Date 7/15/2030    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate [1],[2] 2.01%  
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Pays SOFR + 2.22% Maturity Date 3/11/2029    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 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    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 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    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 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    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 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 [3],[4]
Fair Market Value (5,161) [1],[2] (24,135) [3],[4]
Change in Unrealized Gains / (Losses) $ 18,974 [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    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate [1],[2] 6.13%  
Maturity Date [1],[2] Jul. 15, 2030  
Notional Amount [1],[2] $ 750,000  
Fair Market Value [1],[2] 20,952  
Change in Unrealized Gains / (Losses) [1],[2] $ 20,952  
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Company Receives 6.50% Company Pays SOFR + 2.22% Maturity Date 3/11/2029    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 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 [3],[4]
Fair Market Value 4,087 [1],[2] 1,129 [3],[4]
Change in Unrealized Gains / (Losses) $ 2,958 [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    
Schedule of Investments [Line Items]    
Derivative, basis spread on variable rate 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 [3],[4]
Fair Market Value 11,054 [1],[2] (2,208) [3],[4]
Change in Unrealized Gains / (Losses) $ 13,262 [1],[2] $ (2,208) [3],[4]
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Maturity Date 1/15/2030    
Schedule of Investments [Line Items]    
Maturity Date Jan. 15, 2030 Jan. 15, 2030
Notional Amount $ 600,000  
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Maturity Date 3/11/2029    
Schedule of Investments [Line Items]    
Maturity Date Mar. 11, 2029 Mar. 11, 2029
Notional Amount $ 600,000  
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Maturity Date 3/11/2029 One    
Schedule of Investments [Line Items]    
Maturity Date Mar. 11, 2029 Mar. 11, 2029
Notional Amount $ 150,000  
Open Swap Contract, Identifier [Axis]: Interest Rate Swap Maturity Date 7/15/2030    
Schedule of Investments [Line Items]    
Maturity Date Jul. 15, 2030  
Notional Amount $ 750,000  
Open Swap Contract, Identifier [Axis]: Total Hedge Accounting Swaps    
Schedule of Investments [Line Items]    
Notional Amount 2,100,000 $ 1,350,000
Fair Market Value 30,932 (25,214)
Change in Unrealized Gains / (Losses) $ 56,146 $ (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.