XML 57 R47.htm IDEA: XBRL DOCUMENT v3.23.2
DERIVATIVE INSTRUMENTS - Schedule of Significant Unobservable Inputs used in Valuation (Details) - Barings LLC
$ in Thousands
Jun. 30, 2023
USD ($)
Dec. 31, 2022
USD ($)
MVC Credit Support Agreement    
Derivative [Line Items]    
Fair Value $ 15,650 $ 12,386
MVC Credit Support Agreement | Minimum | Discount Rate | Income Approach    
Derivative [Line Items]    
Measurement input 0.068 0.071
MVC Credit Support Agreement | Minimum | Time Until Exit (years) | Income Approach    
Derivative [Line Items]    
Measurement input 2.5  
MVC Credit Support Agreement | Maximum | Discount Rate | Income Approach    
Derivative [Line Items]    
Measurement input 0.078 0.081
MVC Credit Support Agreement | Maximum | Time Until Exit (years) | Income Approach    
Derivative [Line Items]    
Measurement input 5.5  
MVC Credit Support Agreement | Weighted Average | Discount Rate | Income Approach    
Derivative [Line Items]    
Measurement input 0.073 0.076
MVC Credit Support Agreement | Weighted Average | Time Until Exit (years) | Income Approach    
Derivative [Line Items]    
Measurement input 4.0  
Sierra Credit Support Agreement    
Derivative [Line Items]    
Fair Value $ 45,000 $ 40,700
Sierra Credit Support Agreement | Minimum | Enterprise Value | Simulation Analysis    
Derivative [Line Items]    
Measurement input 12 100
Sierra Credit Support Agreement | Minimum | Asset Volatility | Simulation Analysis    
Derivative [Line Items]    
Measurement input 0.400 0.375
Sierra Credit Support Agreement | Minimum | Time Until Exit (years) | Simulation Analysis    
Derivative [Line Items]    
Measurement input 0.0 0.0
Sierra Credit Support Agreement | Minimum | Recovery Rate | Simulation Analysis    
Derivative [Line Items]    
Measurement input 0.000 0.000
Sierra Credit Support Agreement | Maximum | Enterprise Value | Simulation Analysis    
Derivative [Line Items]    
Measurement input 138,800 403,500
Sierra Credit Support Agreement | Maximum | Asset Volatility | Simulation Analysis    
Derivative [Line Items]    
Measurement input 0.700 0.700
Sierra Credit Support Agreement | Maximum | Time Until Exit (years) | Simulation Analysis    
Derivative [Line Items]    
Measurement input 8.6 9.1
Sierra Credit Support Agreement | Maximum | Recovery Rate | Simulation Analysis    
Derivative [Line Items]    
Measurement input 0.700 0.700
Sierra Credit Support Agreement | Weighted Average | Enterprise Value | Simulation Analysis    
Derivative [Line Items]    
Measurement input 69,406 201,800
Sierra Credit Support Agreement | Weighted Average | Asset Volatility | Simulation Analysis    
Derivative [Line Items]    
Measurement input 0.550 0.538
Sierra Credit Support Agreement | Weighted Average | Time Until Exit (years) | Simulation Analysis    
Derivative [Line Items]    
Measurement input 4.3 4.6
Sierra Credit Support Agreement | Weighted Average | Recovery Rate | Simulation Analysis    
Derivative [Line Items]    
Measurement input 0.350 0.350