XML 73 R60.htm IDEA: XBRL DOCUMENT v3.21.1
Fair Value Measurements - Effect of Fair Value Measured Assets and Liabilities on Consolidated Statements of Operations (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Unrealized gain (loss) on derivatives $ 919 $ 4,422
Unrealized gain (loss) on marketable securities 0 (1,477)
Derivative expense related to credit default swaps   268
Fair Value Measurements Recurring    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Unrealized gain (loss) on derivatives 919 4,422
Unrealized gain (loss) on marketable securities 0 (1,477)
Realized gain (loss) on marketable securities 0 2,104
Net 919 4,824
Fair Value Measurements Recurring | Interest rate derivatives - floors    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Unrealized gain (loss) on derivatives (71) 602
Realized gain (loss) on interest rate floors 0 (225)
Fair Value Measurements Recurring | Interest rate derivatives - caps    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Unrealized gain (loss) on derivatives (289) (52)
Fair Value Measurements Recurring | Credit default swaps    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Unrealized gain (loss) on derivatives 0 3,872
Fair Value Measurements Recurring | Embedded debt derivative    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Unrealized gain (loss) on derivatives 1,279 0
Fair Value Measurements Recurring | Derivative liabilities    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Liabilities 919 4,824
Fair Value Measurements Recurring | Derivative liabilities | Credit default swaps    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Liabilities 0 1,442
Fair Value Measurements Recurring | Derivative liabilities | Embedded debt derivative    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Liabilities 1,279 0
Fair Value Measurements Recurring | Derivative assets    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Assets (360) 2,755
Fair Value Measurements Recurring | Derivative assets | Interest rate derivatives - floors    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Assets (71) 377
Fair Value Measurements Recurring | Derivative assets | Interest rate derivatives - caps    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Assets (289) (52)
Fair Value Measurements Recurring | Derivative assets | Credit default swaps    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Assets 0 2,430
Fair Value Measurements Recurring | Non-derivative assets    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Assets (360) 3,382
Fair Value Measurements Recurring | Non-derivative assets | Equity    
Fair Value Assets And Liabilities Measured On Recurring And Nonrecurring Basis [Line Items]    
Assets $ 0 $ 627