XML 27 R60.htm IDEA: XBRL DOCUMENT v3.20.1
Borrowings - Cabot Securitisation Senior Facility (Details)
$ in Thousands
3 Months Ended
Feb. 18, 2020
GBP (£)
Mar. 31, 2020
GBP (£)
Mar. 31, 2019
Mar. 31, 2020
USD ($)
Dec. 31, 2019
GBP (£)
Dec. 31, 2019
USD ($)
Nov. 30, 2018
GBP (£)
Debt Instrument [Line Items]              
Book value | $       $ 4,614,954   $ 4,909,950  
Cabot securitisation senior facilities              
Debt Instrument [Line Items]              
Facility agreement, borrowing capacity £ 350.0 £ 300,000,000.0     £ 300.0    
Increase in borrowing capacity 50.0            
Proceeds from borrowing £ 50.0            
Credit facility, outstanding amount   350,000,000.0   435,100   $ 464,092  
Book value   £ 377,600,000   $ 469,400      
Weighted average interest rate (as a percent)   3.52% 3.76%        
Cabot securitisation senior facilities | Sterling Overnight Index Average (SONIA) | Debt Instrument, Redemption, Period One              
Debt Instrument [Line Items]              
Basis spread on variable rate (as a percent) 3.06%            
Cabot securitisation senior facilities | Minimum | Sterling Overnight Index Average (SONIA) | Debt Instrument, Redemption, Period Two              
Debt Instrument [Line Items]              
Basis spread on variable rate (as a percent) 0.00%            
Cabot securitisation senior facilities | Maximum | Sterling Overnight Index Average (SONIA) | Debt Instrument, Redemption, Period Two              
Debt Instrument [Line Items]              
Basis spread on variable rate (as a percent) 1.00%            
Cabot Securitisation Non-Recourse Asset-Backed Senior Facility              
Debt Instrument [Line Items]              
Facility agreement, borrowing capacity             £ 50,000,000.0
Repayment of borrowings £ 50.0