XML 64 R53.htm IDEA: XBRL DOCUMENT v3.23.2
Fair Value Measurements - Schedule of Effect of Fair Value Measured Assets and Liabilities (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2023
Jun. 30, 2022
Jun. 30, 2023
Jun. 30, 2022
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Realized and unrealized gain (loss) on derivatives $ 1,029 $ 1,208 $ 695 $ 1,616
Fair Value, Recurring        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Net 1,029 1,208 695 1,616
Fair Value, Recurring | Non-derivative assets        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Gain (Loss) Recognized in Income, Asset 1,013 43 576 886
Fair Value, Recurring | Derivative        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Realized and unrealized gain (loss) on derivatives (1,253) 1,208 (3,454) 1,616
Fair Value, Recurring | Interest rate derivatives - caps        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Realized and unrealized gain (loss) on derivatives (1,269) 43 (3,573) 886
Realized gain (loss) on credit default swaps 2,282 0 4,149 0
Fair Value, Recurring | Interest rate derivatives - caps | Derivative assets        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Gain (Loss) Recognized in Income, Asset 1,013 43 576 886
Fair Value, Recurring | Warrants        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Realized and unrealized gain (loss) on derivatives 16 1,165 119 730
Fair Value, Recurring | Warrants | Derivative liabilities        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Gain (Loss) Recognized in Income, Liability $ 16 $ 1,165 $ 119 $ 730