XML 45 R33.htm IDEA: XBRL DOCUMENT v3.24.1.u1
Secured Financing Agreements - Schedule of Long-term Debt Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2024
Dec. 31, 2023
Total/weighted average    
Debt Instrument [Line Items]    
Maximum Facility Size $ 695,000 $ 695,000
Principal Balance 422,592 455,814
Carrying Value $ 421,171 $ 454,422
Coupon Rate 7.50% 7.53%
Remaining Maturity (years) 9 months 18 days 10 months 24 days
Principal Balance $ 590,632 $ 629,892
Total/weighted average | SOFR | Minimum    
Debt Instrument [Line Items]    
Coupon Rate 1.83%  
Total/weighted average | SOFR | Maximum    
Debt Instrument [Line Items]    
Coupon Rate 2.90%  
Citibank Master Repurchase Facility | Master Repurchase Facility    
Debt Instrument [Line Items]    
Maximum Facility Size $ 215,000 215,000
Principal Balance 57,893 91,115
Carrying Value $ 57,642 $ 90,811
Coupon Rate 7.45% 7.47%
Remaining Maturity (years) 7 months 6 days 8 months 12 days
Principal Balance $ 102,161 $ 142,465
UBS Master Repurchase Facility | Master Repurchase Facility    
Debt Instrument [Line Items]    
Maximum Facility Size 205,000 205,000
Principal Balance 181,381 181,381
Carrying Value $ 181,188 $ 181,162
Coupon Rate 7.68% 7.72%
Remaining Maturity (years) 8 months 12 days 9 months 18 days
Principal Balance $ 242,110 $ 241,887
BMO Facility | Master Repurchase Facility    
Debt Instrument [Line Items]    
Maximum Facility Size 150,000 150,000
Principal Balance 87,767 87,767
Carrying Value $ 87,525 $ 87,451
Coupon Rate 7.24% 7.29%
Remaining Maturity (years) 1 year 1 year 3 months 18 days
Principal Balance $ 118,835 $ 118,471
Wells Fargo Master Repurchase Facility | Wells Fargo Master Repurchase Facility    
Debt Instrument [Line Items]    
Maximum Facility Size 125,000 125,000
Principal Balance 95,551 95,551
Carrying Value $ 94,816 $ 94,998
Coupon Rate 7.40% 7.44%
Remaining Maturity (years) 10 months 24 days 1 year 1 month 6 days
Principal Balance $ 127,526 $ 127,069