XML 87 R76.htm IDEA: XBRL DOCUMENT v3.21.2
Financial Instruments and Fair Value Measurements - Schedule of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2021
Dec. 31, 2020
Feb. 29, 2020
Derivatives, Fair Value [Line Items]      
Fair value, liability derivatives $ (54,827) $ (90,139)  
Derivative Asset 2 1  
Interest Rate Swaps      
Derivatives, Fair Value [Line Items]      
Aggregate Notional Amount   30,400 $ 50,000
Core Portfolio      
Derivatives, Fair Value [Line Items]      
Aggregate Notional Amount 539,636    
Fair value, derivatives, net (46,731) (74,990)  
Core Portfolio | Interest Rate Swaps | Other Liabilities      
Derivatives, Fair Value [Line Items]      
Aggregate Notional Amount 539,636    
Fair value, liability derivatives $ 46,731 74,990  
Core Portfolio | Interest Rate Swaps | Minimum | Other Liabilities      
Derivatives, Fair Value [Line Items]      
Derivative Effective Date 2012-12    
Derivative Maturity Date 2022-03    
Strike Rate 1.71%    
Core Portfolio | Interest Rate Swaps | Maximum | Other Liabilities      
Derivatives, Fair Value [Line Items]      
Derivative Effective Date 2020-07    
Derivative Maturity Date 2030-07    
Strike Rate 3.77%    
Fund Portfolio | Fund II      
Derivatives, Fair Value [Line Items]      
Aggregate Notional Amount $ 63,588    
Fair value, derivatives, net (23) (219)  
Fund Portfolio | Fund II | Interest Rate Swaps | Other Liabilities      
Derivatives, Fair Value [Line Items]      
Aggregate Notional Amount $ 18,588    
Derivative Effective Date 2014-10    
Derivative Maturity Date 2021-11    
Fair value, liability derivatives $ 23 219  
Fund Portfolio | Fund II | Interest Rate Swaps | Minimum | Other Liabilities      
Derivatives, Fair Value [Line Items]      
Strike Rate 1.49%    
Fund Portfolio | Fund II | Interest Rate Swaps | Maximum | Other Liabilities      
Derivatives, Fair Value [Line Items]      
Strike Rate 1.49%    
Fund Portfolio | Fund II | Interest Rate Caps | Other Assets      
Derivatives, Fair Value [Line Items]      
Aggregate Notional Amount $ 45,000    
Derivative Effective Date 2019-03    
Derivative Maturity Date 2022-03    
Derivative Asset $ 0 0  
Fund Portfolio | Fund II | Interest Rate Caps | Minimum | Other Assets      
Derivatives, Fair Value [Line Items]      
Strike Rate 3.50%    
Fund Portfolio | Fund II | Interest Rate Caps | Maximum | Other Assets      
Derivatives, Fair Value [Line Items]      
Strike Rate 3.50%    
Fund Portfolio | Fund III | Interest Rate Caps | Other Assets      
Derivatives, Fair Value [Line Items]      
Aggregate Notional Amount $ 35,970    
Derivative Effective Date 2021-01    
Derivative Maturity Date 2022-07    
Derivative Asset $ 0 0  
Fund Portfolio | Fund III | Interest Rate Caps | Minimum | Other Assets      
Derivatives, Fair Value [Line Items]      
Strike Rate 3.00%    
Fund Portfolio | Fund III | Interest Rate Caps | Maximum | Other Assets      
Derivatives, Fair Value [Line Items]      
Strike Rate 3.00%    
Fund Portfolio | Fund IV      
Derivatives, Fair Value [Line Items]      
Aggregate Notional Amount $ 113,723    
Fair value, derivatives, net (526) (1,712)  
Fund Portfolio | Fund IV | Interest Rate Swaps | Other Liabilities      
Derivatives, Fair Value [Line Items]      
Aggregate Notional Amount 42,385    
Fair value, liability derivatives $ 528 1,713  
Fund Portfolio | Fund IV | Interest Rate Swaps | Minimum | Other Liabilities      
Derivatives, Fair Value [Line Items]      
Derivative Effective Date 2017-03    
Derivative Maturity Date 2022-04    
Strike Rate 1.48%    
Fund Portfolio | Fund IV | Interest Rate Swaps | Maximum | Other Liabilities      
Derivatives, Fair Value [Line Items]      
Derivative Effective Date 2019-12    
Derivative Maturity Date 2022-12    
Strike Rate 2.61%    
Fund Portfolio | Fund IV | Interest Rate Caps | Other Assets      
Derivatives, Fair Value [Line Items]      
Aggregate Notional Amount $ 71,338    
Derivative Asset $ 2 1  
Fund Portfolio | Fund IV | Interest Rate Caps | Minimum | Other Assets      
Derivatives, Fair Value [Line Items]      
Derivative Effective Date 2020-12    
Derivative Maturity Date 2022-12    
Strike Rate 3.00%    
Fund Portfolio | Fund IV | Interest Rate Caps | Maximum | Other Assets      
Derivatives, Fair Value [Line Items]      
Derivative Effective Date 2021-07    
Derivative Maturity Date 2023-07    
Strike Rate 3.50%    
Fund Portfolio | Fund V      
Derivatives, Fair Value [Line Items]      
Aggregate Notional Amount $ 298,014    
Fair value, derivatives, net (7,545) (13,217)  
Fund Portfolio | Fund V | Interest Rate Swaps | Other Liabilities      
Derivatives, Fair Value [Line Items]      
Aggregate Notional Amount 298,014    
Fair value, liability derivatives $ 7,545 $ 13,217  
Fund Portfolio | Fund V | Interest Rate Swaps | Minimum | Other Liabilities      
Derivatives, Fair Value [Line Items]      
Derivative Effective Date 2018-06    
Derivative Maturity Date 2022-02    
Strike Rate 0.23%    
Fund Portfolio | Fund V | Interest Rate Swaps | Maximum | Other Liabilities      
Derivatives, Fair Value [Line Items]      
Derivative Effective Date 2021-02    
Derivative Maturity Date 2024-10    
Strike Rate 2.88%