Fair Value Measurements (Details) - USD ($)
$ in Thousands |
12 Months Ended |
|
Dec. 31, 2021 |
Dec. 31, 2020 |
Dec. 31, 2019 |
Jan. 01, 2022 |
| Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |
|
|
|
|
| Significance of current credit spreads to level 3 input considerations (as a percent) |
10.00%
|
|
|
|
| LIBOR interest rate forward curve (as a percent) |
0.101%
|
0.144%
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Unrealized gain (loss) on investment in Ashford Inc. |
$ 0
|
$ 0
|
$ 7,872
|
|
| Unrealized gain (loss) on derivatives |
32
|
4,959
|
(1,103)
|
|
| Ashford Inc. |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Realized gain (loss) on investment in Ashford Inc. |
0
|
0
|
(13,424)
|
|
| Subsequent Event |
|
|
|
|
| Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |
|
|
|
|
| LIBOR interest rate forward curve (as a percent) |
|
|
|
1.50%
|
| Credit default swaps | Derivative assets |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Derivative cost |
|
191
|
253
|
|
| Fair Value, Recurring |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Net |
32
|
24
|
(6,933)
|
|
| Fair Value, Recurring | Ashford Inc. |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Unrealized gain (loss) on investment in Ashford Inc. |
0
|
0
|
|
|
| Fair Value, Recurring | Derivative assets |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Gain (Loss) Recognized in Income, Asset |
(62)
|
24
|
(1,381)
|
|
| Fair Value, Recurring | Non-derivative assets |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Gain (Loss) Recognized in Income, Asset |
(62)
|
24
|
(6,933)
|
|
| Unrealized gain (loss) on investment in Ashford Inc. |
0
|
0
|
(5,552)
|
|
| Fair Value, Recurring | Derivative |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Unrealized gain (loss) on derivatives |
32
|
4,959
|
(1,103)
|
|
| Fair Value, Recurring | Interest rate derivatives - floors |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Unrealized gain (loss) on derivatives |
0
|
3,615
|
126
|
|
| Realized gain (loss) on interest rate floors |
0
|
(3,615)
|
(278)
|
|
| Fair Value, Recurring | Interest rate derivatives - floors | Derivative assets |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Gain (Loss) Recognized in Income, Asset |
0
|
0
|
(152)
|
|
| Fair Value, Recurring | Interest rate derivatives - caps |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Unrealized gain (loss) on derivatives |
(62)
|
(93)
|
(134)
|
|
| Fair Value, Recurring | Interest rate derivatives - caps | Derivative assets |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Gain (Loss) Recognized in Income, Asset |
(62)
|
(93)
|
(134)
|
|
| Fair Value, Recurring | Credit default swaps |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Unrealized gain (loss) on derivatives |
0
|
1,437
|
(1,095)
|
|
| Realized gain (loss) on credit default swaps |
0
|
(1,320)
|
0
|
|
| Fair Value, Recurring | Credit default swaps | Derivative assets |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Gain (Loss) Recognized in Income, Asset |
0
|
117
|
(1,095)
|
|
| Fair Value, Recurring | Warrants |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Unrealized gain (loss) on derivatives |
94
|
0
|
0
|
|
| Fair Value, Recurring | Warrants | Derivative liabilities |
|
|
|
|
| Effect of Fair Value Hedges on Results of Operations [Abstract] |
|
|
|
|
| Gain (Loss) Recognized in Income, Liability |
$ 94
|
$ 0
|
$ 0
|
|