XML 48 R33.htm IDEA: XBRL DOCUMENT
v3.24.0.1

Derivative Instruments (Tables) | 12 Months Ended
--- | ---
Dec. 31, 2023
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Derivative Instruments | The following tables present the fair value and aggregate unrealized appreciation (depreciation) of the MVC Credit Support Agreement as of December 31, 2023 and 2022:
As of December 31, 2023 Description ($ in thousands) |  |  | Counterparty |  |  |  | Settlement Date |  | Notional Amount |  | Value |  | Unrealized Appreciation (Depreciation)
MVC Credit Support Agreement |  |  | Barings LLC |  |  |  | 01/01/31 |  | $ | 23,000 |  |  | $ | 17,300 |  |  | $ | 3,700 |
Total MVC Credit Support Agreement |  |  |  |  |  |  |  |  |  | $ | 3,700 |
As of December 31, 2022 Description ($ in thousands) |  |  | Counterparty |  |  |  | Settlement Date |  | Notional Amount |  | Value |  | Unrealized Appreciation (Depreciation)
MVC Credit Support Agreement |  |  | Barings LLC |  |  |  | 01/01/31 |  | $ | 23,000 |  |  | $ | 12,386 |  |  | $ | (1,214) |
Total MVC Credit Support Agreement |  |  |  |  |  |  |  |  |  | $ | (1,214) |
The following tables presents the fair value and aggregate unrealized appreciation (depreciation) of the Sierra Credit Support Agreement as of December 31, 2023 and December 31, 2022:
As of December 31, 2023 Description ($ in thousands) |  |  | Counterparty |  |  |  | Settlement Date |  | Notional Amount |  | Value |  | Unrealized Appreciation (Depreciation)
Sierra Credit Support Agreement |  |  | Barings LLC |  |  |  | 04/01/32 |  | $ | 100,000 |  |  | $ | 40,500 |  |  | $ | (3,900) |
Total Sierra Credit Support Agreement |  |  |  |  |  |  |  |  |  | $ | (3,900) |
As of December 31, 2022 Description ($ in thousands) |  |  | Counterparty |  |  |  | Settlement Date |  | Notional Amount |  | Value |  | Unrealized Appreciation (Depreciation)
Sierra Credit Support Agreement |  |  | Barings LLC |  |  |  | 04/01/32 |  | $ | 100,000 |  |  | $ | 40,700 |  |  | $ | (3,700) |
Total Sierra Credit Support Agreement |  |  |  |  |  |  |  |  |  | $ | (3,700) |
Schedule of Fair Value Measurement Inputs and Valuation Techniques | The following tables summarize the significant unobservable inputs the Adviser used in the valuation of the Company’s Level 3 debt and equity securities as of December 31, 2023 and 2022. The weighted average range of unobservable inputs is based on fair value of investments.
December 31, 2023: ($ in thousands) | Fair Value |  | Valuation Model |  | Level 3 Input |  | Range of Inputs |  | Weighted Average |  | Impact to Valuation from an Increase in Input
Senior debt and 1 st lien notes(1) | $ | 1,399,907 |  |  | Yield Analysis |  | Market Yield |  | 7.8% – 19.6% |  | 11.7% |  | Decrease
32,150 |  |  | Market Approach |  | Adjusted EBITDA Multiple |  | 1.1x – 12.5x |  | 3.7x |  | Increase
136,594 |  |  | Recent Transaction |  | Transaction Price |  | 95.0% – 100.0% |  | 97.9% |  | Increase
Subordinated debt and 2 nd lien notes(2) | 167,250 |  |  | Yield Analysis |  | Market Yield |  | 8.5% – 18.9% |  | 13.5% |  | Decrease
39,826 |  |  | Market Approach |  | Adjusted EBITDA Multiple |  | 7.0x – 12.3x |  | 8.2x |  | Increase
5,875 |  |  | Recent Transaction |  | Transaction Price |  | 98.0% – 100.0% |  | 99.3% |  | Increase
Structured products(3) | 30,529 |  |  | Yield Analysis |  | Market Yield |  | 9.2% – 10.3% |  | 9.7% |  | Decrease
Equity shares(4) | 8,788 |  |  | Yield Analysis |  | Market Yield |  | 14.6% |  | 14.6% |  | Decrease
328,210 |  |  | Market Approach |  | Adjusted EBITDA Multiple |  | 4.5x – 30.0x |  | 10.6x |  | Increase
1,771 |  |  | Market Approach |  | Revenue Multiple |  | 6.5x – 9.5x |  | 6.9x |  | Increase
12,159 |  |  | Discounted Cash Flow Analysis |  | Discount Rate |  | 14.2% |  | 14.2% |  | Decrease
3,196 |  |  | Net Asset Approach |  | Liabilities |  | $(55,281.8) |  | $(55,281.8) |  | Decrease
3 |  |  | Expected Recovery |  | Expected Recovery |  | $2.5 |  | $2.5 |  | Increase
12,947 |  |  | Recent Transaction |  | Transaction Price |  | $1.00 – $10.00 |  | $9.5 |  | Increase
Equity warrants | 2,389 |  |  | Market Approach |  | Adjusted EBITDA Multiple |  | 6.3x – 12.5x |  | 7.3x |  | Increase
3 |  |  | Expected Recovery |  | Expected Recovery |  | $3.0 |  | $3.0 |  | Increase
(1)Excludes investments with an aggregate fair value amounting to $25,146, which the Company valued using unadjusted prices from independent pricing services and independent indicative broker quotes where pricing inputs are not readily available. (2)Excludes investments with an aggregate fair value amounting to $10,847, which the Company valued using unadjusted prices from independent pricing services and independent indicative broker quotes where pricing inputs are not readily available. (3)Excludes investments with an aggregate fair value amounting to $12,443, which the Company valued using unadjusted prices from independent pricing services and independent indicative broker quotes where pricing inputs are not readily available. (4)Excludes investments with an aggregate fair value amounting to $7,498, which the Company valued using unadjusted prices from independent pricing services and independent indicative broker quotes where pricing inputs are not readily available. During the year ended December 31, 2023, one equity position with a fair value of $5.3 million and six senior debt and first lien note positions with a fair value of $20.0 million transitioned from a yield analysis to a market approach valuation model. In addition, one senior debt and first lien note position with a fair value of $9.9 million and one structured product position with a fair value of $3.3 million transitioned from a discounted cash flow analysis to a broker quote valuation model. Lastly, one equity position with a fair value of nil transitioned from an expected recovery to a market approach valuation model. The changes in approach were driven by considerations given to the financial performance of each portfolio company.
December 31, 2022: ($ in thousands) | Fair Value |  | Valuation Model |  | Level 3 Input |  | Range of Inputs |  | Weighted Average |  | Impact to Valuation from an Increase in Input
Senior debt and 1 st lien notes(1) | $ | 1,305,819 |  |  | Yield Analysis |  | Market Yield |  | 7.7% – 37.3% |  | 11.7% |  | Decrease
14,794 |  |  | Market Approach |  | Adjusted EBITDA Multiple |  | 6.0x |  | 6.0x |  | Increase
1,263 |  |  | Market Approach |  | Revenue Multiple |  | 0.2x |  | 0.2x |  | Increase
13,153 |  |  | Discounted Cash Flow Analysis |  | Discount Rate |  | 13.0% |  | 13.0% |  | Decrease
233,824 |  |  | Recent Transaction |  | Transaction Price |  | 96.7% – 100.0% |  | 97.5% |  | Increase
Subordinated debt and 2 nd lien notes(2) | 182,856 |  |  | Yield Analysis |  | Market Yield |  | 8.4% – 16.6% |  | 13.1% |  | Decrease
35,536 |  |  | Market Approach |  | Adjusted EBITDA Multiple |  | 6.5x – 9.0x |  | 7.4x |  | Increase
2,186 |  |  | Market Approach |  | Revenue Multiple |  | 0.5x |  | 0.5x |  | Increase
513 |  |  | Recent Transaction |  | Transaction Price |  | 97.3% |  | 97.3% |  | Increase
Structured Products(3) | 3,792 |  |  | Discounted Cash Flow Analysis |  | Discount Rate |  | 10.4% |  | 10.4% |  | Decrease
5,239 |  |  | Recent Transaction |  | Transaction Price |  | 100.0% |  | 100.0% |  | Increase
Equity shares(4) | 12,600 |  |  | Yield Analysis |  | Market Yield |  | 15.7% – 17.8% |  | 16.7% |  | Decrease
259,219 |  |  | Market Approach |  | Adjusted EBITDA Multiple |  | 4.0x – 43.0x |  | 9.4x |  | Increase
1,321 |  |  | Market Approach |  | Revenue Multiple |  | 0.2x – 7.0x |  | 6.8x |  | Increase
221 |  |  | Market Approach |  | Adjusted EBITDA/Revenue Multiple Blend |  | 5.8x |  | 5.8x |  | Increase
1,932 |  |  | Net Asset Approach |  | Liabilities |  | $(8,941.8) |  | $(8,941.8) |  | Decrease
112 |  |  | Expected Recovery |  | Expected Recovery |  | $2.5 – $110 |  | $107.6 |  | Increase
4,921 |  |  | Recent Transaction |  | Transaction Price |  | $0.00 – $1,015.13 |  | $521.22 |  | Increase
Equity warrants | 1,054 |  |  | Market Approach |  | Adjusted EBITDA Multiple |  | 4.0x – 17.5x |  | 7.3x |  | Increase
3 |  |  | Expected Recovery |  | Expected Recovery |  | $3.0 |  | $3.0 |  | Increase
(1)Excludes investments with an aggregate fair value amounting to $22,503, which the Adviser valued using unadjusted prices from independent pricing services and independent indicative broker quotes where pricing inputs are not readily available. (2)Excludes investments with an aggregate fair value amounting to $13,123, which the Adviser valued using unadjusted prices from independent pricing services and independent indicative broker quotes where pricing inputs are not readily available. (3)Excludes investments with an aggregate fair value amounting to $8,796, which the Adviser valued using unadjusted prices from independent pricing services and independent indicative broker quotes where pricing inputs are not readily available. (4)Excludes investments with an aggregate fair value amounting to $2,741, which the Adviser valued using unadjusted prices from independent pricing services and independent indicative broker quotes where pricing inputs are not readily available. The following tables summarize the significant unobservable inputs the Adviser used in the valuation of the Company’s Level 3 MVC Credit Support Agreement as of December 31, 2023 and 2022. The average range of unobservable inputs is based on fair value of the MVC Credit Support Agreement.
December 31, 2023: ($ in thousands) | Fair Value |  | Valuation Model |  | Level 3 Input |  | Range of Inputs |  | Average |  | Impact to Valuation from an Increase in Input
MVC Credit Support Agreement | $ | 17,300 |  |  | Income Approach |  | Discount Rate |  | 6.7% - 7.7% |  | 7.2% |  | Decrease
|  | Time Until Exit (years) |  | 2.5 - 5.5 |  | 4.0 |  | Decrease
December 31, 2022: ($ in thousands) | Fair Value |  | Valuation Model |  | Level 3 Input |  | Range of Inputs |  | Average |  | Impact to Valuation from an Increase in Input
MVC Credit Support Agreement | $ | 12,386 |  |  | Income Approach |  | Discount Rate |  | 7.1% - 8.1% |  | 7.6% |  | Decrease
The following tables summarize the significant unobservable inputs the Adviser used in the valuation of the Company’s Level 3 Sierra Credit Support Agreement as of December 31, 2023 and December 31, 2022. The average range of unobservable inputs is based on fair value of the Sierra Credit Support Agreement.
December 31, 2023: ($ in thousands) | Fair Value |  | Valuation Model |  | Level 3 Input |  | Range of Inputs |  | Average |  | Impact to Valuation from an Increase in Input
Sierra Credit Support Agreement | $ | 40,500 |  |  | Simulation Analysis |  | Enterprise Value |  | $91 - $159,700 |  | $79,900 |  | Decrease
|  | Asset Volatility |  | 35.0% - 50.0% |  | 42.5% |  | Increase
|  | Time Until Exit (years) |  | 0 - 8.1 |  | 4.1 |  | Decrease
|  | Discount Rate |  | 5.7% |  | 5.7% |  | Decrease
|  | Recovery Rate |  | 0.0% - 70.0% |  | 35.0% |  | Decrease
December 31, 2022: ($ in thousands) | Fair Value |  | Valuation Model |  | Level 3 Input |  | Range of Inputs |  | Average |  | Impact to Valuation from an Increase in Input
Sierra Credit Support Agreement | $ | 40,700 |  |  | Simulation Analysis |  | Enterprise Value |  | $100 - $403,500 |  | $201,800 |  | Decrease
|  | Asset Volatility |  | 37.5% - 70.0% |  | 53.8% |  | Increase
|  | Time Until Exit (years) |  | 0.0 - 9.1 |  | 4.6 |  | Decrease
|  | Recovery Rate |  | 0.0% - 70.0% |  | 35.0% |  | Decrease
Schedule of Foreign Currency Forward Contracts | The following tables present the Company’s foreign currency forward contracts as of December 31, 2023 and 2022:
As of December 31, 2023 Description ($ in thousands) |  | Notional Amount to be Purchased |  | Notional Amount to be Sold |  | Maturity Date |  | Gross Amount of Recognized Assets (Liabilities) |  |  |  | Balance Sheet Location of Net Amounts
Foreign currency forward contract (AUD) |  | $830 |  | A$1,264 |  | 01/10/24 |  | $ | (33) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (AUD) |  | $41,568 |  | A$64,984 |  | 01/10/24 |  | (2,784) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (CAD) |  | $126 |  | C$173 |  | 01/10/24 |  | (4) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (CAD) |  | $7,032 |  | C$9,597 |  | 01/10/24 |  | (247) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (DKK) |  | $9 |  | 65kr. |  | 01/10/24 |  | — |  |  |  |  | Derivative liabilities
Foreign currency forward contract (DKK) |  | $7 |  | 47kr. |  | 01/10/24 |  | — |  |  |  |  | Derivative liabilities
Foreign currency forward contract (DKK) |  | $333 |  | 2,354kr. |  | 01/10/24 |  | (16) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (EUR) |  | $86,266 |  | €81,489 |  | 01/10/24 |  | (3,775) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (NZD) |  | $159 |  | NZ$271 |  | 01/10/24 |  | (12) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (NZD) |  | $170 |  | NZ$270 |  | 01/10/24 |  | (1) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (NZD) |  | $8,287 |  | NZ$13,912 |  | 01/10/24 |  | (522) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (NOK) |  | $72 |  | kr740 |  | 01/10/24 |  | (1) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (NOK) |  | $3,920 |  | kr42,309 |  | 01/10/24 |  | (247) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (GBP) |  | $60,925 |  | £50,203 |  | 01/10/24 |  | (3,077) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (SEK) |  | $24 |  | 261kr |  | 01/10/24 |  | (2) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (SEK) |  | $1,190 |  | 12,500kr |  | 01/10/24 |  | (51) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (SEK) |  | $203 |  | 2,228kr |  | 01/10/24 |  | (18) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (CHF) |  | $124 |  | 104Fr. |  | 01/10/24 |  | 1 |  |  |  |  | Derivative assets
Foreign currency forward contract (CHF) |  | $5,966 |  | 5,418Fr. |  | 01/10/24 |  | (475) |  |  |  |  | Derivative liabilities
Total |  |  |  |  |  | $ | (11,264) |  |  |  |  |
As of December 31, 2022 Description ($ in thousands) |  | Notional Amount to be Purchased |  | Notional Amount to be Sold |  | Maturity Date |  | Gross Amount of Recognized Assets (Liabilities) |  |  |  | Balance Sheet Location of Net Amounts
Foreign currency forward contract (AUD) |  | A$72,553 |  | $48,701 |  | 01/09/23 |  | $ | 511 |  |  |  |  | Derivative assets
Foreign currency forward contract (AUD) |  | $47,177 |  | A$72,553 |  | 01/09/23 |  | (2,035) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (AUD) |  | $47,055 |  | A$69,919 |  | 04/11/23 |  | (548) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (CAD) |  | C$225 |  | $165 |  | 01/09/23 |  | 1 |  |  |  |  | Derivative assets
Foreign currency forward contract (CAD) |  | C$9,285 |  | $6,819 |  | 01/09/23 |  | 34 |  |  |  |  | Derivative assets
Foreign currency forward contract (CAD) |  | $4,578 |  | C$6,207 |  | 01/09/23 |  | (3) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (CAD) |  | $2,415 |  | C$3,303 |  | 01/09/23 |  | (22) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (CAD) |  | $6,865 |  | C$9,339 |  | 04/11/23 |  | (34) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (DKK) |  | 2,260kr. |  | $323 |  | 01/09/23 |  | 2 |  |  |  |  | Derivative assets
Foreign currency forward contract (DKK) |  | $300 |  | 2,260kr. |  | 01/09/23 |  | (24) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (DKK) |  | $329 |  | 2,290kr. |  | 04/11/23 |  | (2) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (EUR) |  | €106,443 |  | $113,101 |  | 01/09/23 |  | 541 |  |  |  |  | Derivative assets
Foreign currency forward contract (EUR) |  | €1,511 |  | $1,500 |  | 01/09/23 |  | 113 |  |  |  |  | Derivative assets
Foreign currency forward contract (EUR) |  | $106,563 |  | €107,954 |  | 01/09/23 |  | (8,692) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (EUR) |  | $109,735 |  | €102,649 |  | 04/11/23 |  | (547) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (NZD) |  | NZ$4,000 |  | $2,581 |  | 01/09/23 |  | (51) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (NZD) |  | NZ$15,175 |  | $9,538 |  | 01/09/23 |  | 60 |  |  |  |  | Derivative assets
Foreign currency forward contract (NZD) |  | $208 |  | NZ$351 |  | 01/09/23 |  | (14) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (NZD) |  | $10,767 |  | NZ$18,824 |  | 01/09/23 |  | (1,139) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (NZD) |  | $9,644 |  | NZ$15,333 |  | 04/11/23 |  | (62) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (NOK) |  | kr37,773 |  | $3,835 |  | 01/09/23 |  | — |  |  |  |  | Derivative liabilities
Foreign currency forward contract (NOK) |  | $3,538 |  | kr37,773 |  | 01/09/23 |  | (297) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (NOK) |  | $4,050 |  | kr39,732 |  | 04/11/23 |  | (1) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (GBP) |  | £37,951 |  | $45,898 |  | 01/09/23 |  | (240) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (GBP) |  | $39,500 |  | £34,951 |  | 01/09/23 |  | (2,549) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (GBP) |  | $3,396 |  | £3,000 |  | 01/09/23 |  | (213) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (GBP) |  | $47,147 |  | £38,899 |  | 04/11/23 |  | 243 |  |  |  |  | Derivative assets
Foreign currency forward contract (SEK) |  | 2,182kr. |  | $210 |  | 01/09/23 |  | — |  |  |  |  | Derivative liabilities
Foreign currency forward contract (SEK) |  | $197 |  | 2,182kr. |  | 01/09/23 |  | (13) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (SEK) |  | $217 |  | 2,247kr. |  | 04/11/23 |  | — |  |  |  |  | Derivative assets
Foreign currency forward contract (CHF) |  | 3,803Fr. |  | $4,110 |  | 01/09/23 |  | 3 |  |  |  |  | Derivative assets
Foreign currency forward contract (CHF) |  | $618 |  | 600Fr. |  | 01/09/23 |  | (31) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (CHF) |  | $3,305 |  | 3,203Fr. |  | 01/09/23 |  | (158) |  |  |  |  | Derivative liabilities
Foreign currency forward contract (CHF) |  | $4,194 |  | 3,841Fr. |  | 04/11/23 |  | (2) |  |  |  |  | Derivative liabilities
Total |  |  |  |  |  | $ | (15,169) |  |  |  |  |

X
- References No definition available. + Details
Name: | us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstract
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (bbb) -SubTopic 10 -Topic 820 -Publisher FASB -URI https://asc.fasb.org//1943274/2147482106/820-10-50-2 + Details
Name: | us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisValuationTechniquesTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Section 50 -Paragraph 2 -SubTopic 10 -Topic 815 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-2 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-1A Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-1B Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 8 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-8 Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4B Reference 6: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-1 Reference 7: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4 Reference 8: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-5 Reference 9: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4C + Details
Name: | us-gaap_ScheduleOfDerivativeInstrumentsTextBlock
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration

X
- Definition Tabular disclosure of the presentation of foreign exchange contracts on the statement of financial position, including the fair value amounts and location of such amounts. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (c)(1) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4B + Details
Name: | us-gaap_ScheduleOfForeignExchangeContractsStatementOfFinancialPositionTableTextBlock
Namespace Prefix: | us-gaap_
Data Type: | dtr-types:textBlockItemType
Balance Type: | na
Period Type: | duration