XML 64 R45.htm IDEA: XBRL DOCUMENT v3.24.3
Fair Value Measurements - Unobservable Inputs (Details)
$ in Thousands
Sep. 30, 2024
USD ($)
Dec. 31, 2023
USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value $ 11,978,616 $ 9,868,440
Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 11,871,994 9,710,582
First lien debt | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 11,712,831 9,564,203
First lien debt | Yield Analysis | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 11,480,452 9,533,700
First lien debt | Market Approach | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 65,163  
First lien debt | Asset Recoverability | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 70,858 $ 30,503
First lien debt | Market Quotations | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value $ 96,358  
First lien debt | Low | Yield Analysis | Level 3 | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.0462 0.0768
First lien debt | Low | Market Approach | Level 3 | Performance Multiple    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 10.7  
First lien debt | Low | Asset Recoverability | Level 3 | Market Multiple    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 8 10.5
First lien debt | Low | Market Quotations | Level 3 | Broker quoted price    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 96.75  
First lien debt | High | Yield Analysis | Level 3 | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.1750 0.3089
First lien debt | High | Market Approach | Level 3 | Performance Multiple    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 10.7  
First lien debt | High | Asset Recoverability | Level 3 | Market Multiple    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 11.25 10.5
First lien debt | High | Market Quotations | Level 3 | Broker quoted price    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 99.5  
First lien debt | Weighted Average | Yield Analysis | Level 3 | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.0941 0.1031
First lien debt | Weighted Average | Market Approach | Level 3 | Performance Multiple    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 10.7  
First lien debt | Weighted Average | Asset Recoverability | Level 3 | Market Multiple    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 9.72 10.5
First lien debt | Weighted Average | Market Quotations | Level 3 | Broker quoted price    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 98.92  
Second lien debt | Yield Analysis | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value $ 42,415 $ 41,515
Second lien debt | Low | Yield Analysis | Level 3 | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.0894 0.1018
Second lien debt | High | Yield Analysis | Level 3 | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.1614 0.1438
Second lien debt | Weighted Average | Yield Analysis | Level 3 | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.1269 0.1269
Unsecured debt | Yield Analysis | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value $ 12,724 $ 9,924
Unsecured debt | Low | Yield Analysis | Level 3 | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.1277 0.1490
Unsecured debt | High | Yield Analysis | Level 3 | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.1395 0.1490
Unsecured debt | Weighted Average | Yield Analysis | Level 3 | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.1379 0.1490
Investments in equity | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value $ 104,024 $ 94,940
Investments in equity | Yield Analysis | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 25,750 6,402
Investments in equity | Market Approach | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value 63,431 60,007
Investments in equity | Option Pricing Model | Level 3    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value $ 14,843 $ 28,531
Investments in equity | Low | Yield Analysis | Level 3 | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.0874 0.1075
Investments in equity | Low | Market Approach | Level 3 | Performance Multiple    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 6.55 6.40
Investments in equity | Low | Option Pricing Model | Level 3 | Expected Volatility    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.3200 0.3200
Investments in equity | High | Yield Analysis | Level 3 | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.1791 0.1792
Investments in equity | High | Market Approach | Level 3 | Performance Multiple    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 31.5 30.00
Investments in equity | High | Option Pricing Model | Level 3 | Expected Volatility    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.5600 0.5500
Investments in equity | Weighted Average | Yield Analysis | Level 3 | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.1170 0.1417
Investments in equity | Weighted Average | Market Approach | Level 3 | Performance Multiple    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 12.39 11.47
Investments in equity | Weighted Average | Option Pricing Model | Level 3 | Expected Volatility    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Measurement input 0.3832 0.4286