XML 72 R61.htm IDEA: XBRL DOCUMENT v3.24.3
Fair Value Measurements - Schedule of Effect of Fair Value Measured Assets and Liabilities (Details) - Fair Value, Recurring - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2024
Sep. 30, 2023
Sep. 30, 2024
Sep. 30, 2023
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Net $ (735) $ 223 $ 523 $ 918
Net (735) 223 523 918
Non-derivative assets        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Gain (Loss) Recognized in Income, Asset (735) 69 511 645
Derivative        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Realized and unrealized gain (loss) on derivatives (1,746) (1,790) (3,698) (5,244)
Interest rate derivatives - caps        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Realized and unrealized gain (loss) on derivatives (1,746) (1,944) (3,710) (5,517)
Realized gain (loss) on credit default swaps 1,011 2,013 4,221 6,162
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 (735) 69 511 645
Warrants        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Realized and unrealized gain (loss) on derivatives 0 154 12 273
Warrants | Derivative liabilities        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Gain (Loss) Recognized in Income, Liability $ 0 $ 154 $ 12 $ 273