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Debt Obligations, Credit and Repurchase Facilities (Details) - USD ($)
1 Months Ended 6 Months Ended
Mar. 31, 2021
Feb. 28, 2021
Jan. 31, 2021
Mar. 31, 2021
Jan. 31, 2021
Jun. 30, 2021
May 31, 2021
Dec. 31, 2020
Debt Obligations                
Debt Carrying Value           $ 2,015,188,000   $ 2,234,883,000
Collateral Carrying Value           $ 2,757,662,000   2,724,420,000
Weighted Average Note Rate (as a percent)           2.32%    
Joint Repurchase Facility                
Debt Obligations                
Maximum borrowing capacity           $ 2,000,000,000.00    
Committed amount           50,000,000.0    
Matures in March 2021           $ 5.75    
Maximum advance rate           80.00%    
$400M repurchase facility                
Debt Obligations                
Line of Credit Facility, Interest Rate at Period End     1.75%   1.75%      
Repurchase facility - securities | B Piece bonds                
Debt Obligations                
Collateral Carrying Value           $ 53,100,000   58,500,000
$400 million credit facility                
Debt Obligations                
Debt Carrying Value           400,000,000.0    
Collateral Carrying Value           725,000,000.0    
$200M credit facility                
Debt Obligations                
Debt Carrying Value             $ 200,000,000.0  
Collateral Carrying Value             $ 250,000,000.0  
Structured Business                
Debt Obligations                
Debt Carrying Value           1,623,398,000   1,282,845,000
Collateral Carrying Value           $ 2,310,652,000   $ 1,755,825,000
Weighted Average Note Rate (as a percent)           2.48%    
Weighted average note rate including certain fees and costs (as a percent)           2.73%   2.97%
Unamortized deferred finance costs           $ 4,000,000.0   $ 3,300,000
Leverage on loans and investment portfolio financed through credit facilities and repurchase agreements, excluding securities repurchase facility, working capital line of credit and security agreements used to finance leasehold and capital expenditure improvements at corporate office (as a percent)               69.00%
Structured Business | $1.8B joint repurchase facility                
Debt Obligations                
Debt Carrying Value           660,685,000   $ 681,006,000
Collateral Carrying Value           $ 947,249,000   1,054,562,000
Weighted Average Note Rate (as a percent)           2.51%    
Maximum borrowing capacity           $ 1,800,000,000   1,800,000,000
Structured Business | $400M repurchase facility                
Debt Obligations                
Variable rate, spread (as a percent)         1.75%      
LIBOR Floor rate     0.35%   0.35%      
Maximum borrowing capacity     $ 400,000,000.0   $ 400,000,000.0      
Decrease in interest rate (as a percent)     2.00%          
Utilization of credit facility     $ 250,000,000.0   $ 250,000,000.0      
Structured Business | $400M repurchase facility | Minimum                
Debt Obligations                
Variable rate, spread (as a percent)         2.00%      
Structured Business | $400M repurchase facility | Maximum                
Debt Obligations                
Variable rate, spread (as a percent)         2.20%      
Structured Business | $725M repurchase facility                
Debt Obligations                
Debt Carrying Value           335,477,000   191,622,000
Collateral Carrying Value           $ 466,109,000   259,559,000
Weighted Average Note Rate (as a percent)           2.10%    
Maximum borrowing capacity           $ 725,000,000   725,000,000
Structured Business | $200 million repurchase facility                
Debt Obligations                
Maximum borrowing capacity $ 200,000,000.0     $ 200,000,000.0        
Structured Business | $200 million repurchase facility | LIBOR                
Debt Obligations                
Maximum advance rate       80.00%        
Structured Business | $200 million repurchase facility | Minimum | LIBOR                
Debt Obligations                
Fixed interest rate (as a percent) 1.75%     1.75%        
Structured Business | $200 million repurchase facility | Maximum | LIBOR                
Debt Obligations                
Fixed interest rate (as a percent) 2.75%     2.75%        
Structured Business | $250M repurchase facility                
Debt Obligations                
Debt Carrying Value           104,251,000    
Collateral Carrying Value           $ 260,922,000    
Weighted Average Note Rate (as a percent)           1.87%    
Maximum borrowing capacity           $ 250,000,000   250,000,000
Structured Business | $198.7M repurchase facility                
Debt Obligations                
Debt Carrying Value           139,441,000   71,627,000
Collateral Carrying Value           $ 164,583,000   87,242,000
Weighted Average Note Rate (as a percent)           3.04%    
Maximum borrowing capacity           $ 198,700,000   198,700,000
Structured Business | $187.3M loan specific credit facilities                
Debt Obligations                
Debt Carrying Value           187,059,000   148,615,000
Collateral Carrying Value           $ 251,550,000   198,550,000
Weighted Average Note Rate (as a percent)           3.04%    
Maximum borrowing capacity           $ 187,300,000   187,300,000
Structured Business | $150M credit facility                
Debt Obligations                
Debt Carrying Value           8,576,000   23,606,000
Collateral Carrying Value $ 150,000,000.0     $ 150,000,000.0   $ 15,132,000   31,809,000
Weighted Average Note Rate (as a percent)           3.90%    
LIBOR Floor rate 0.15%              
Maximum borrowing capacity           $ 150,000,000   150,000,000
Structured Business | $100 million credit facility                
Debt Obligations                
Maximum borrowing capacity           100,000,000   100,000,000
Structured Business | $100 million credit facility - one                
Debt Obligations                
Debt Carrying Value           58,625,000   39,346,000
Collateral Carrying Value           $ 83,800,000   47,912,000
Weighted Average Note Rate (as a percent)           1.88%    
Maximum borrowing capacity           $ 100,000,000   100,000,000
Structured Business | $100 million credit facility - two                
Debt Obligations                
Debt Carrying Value           9,936,000    
Collateral Carrying Value           $ 13,773,000    
Weighted Average Note Rate (as a percent)           4.06%    
Structured Business | $100 million repurchase facility                
Debt Obligations                
Debt Carrying Value           $ 48,847,000   31,780,000
Collateral Carrying Value           $ 61,211,000   40,551,000
Weighted Average Note Rate (as a percent)           1.88%    
Maximum borrowing capacity           $ 100,000,000   100,000,000
Structured Business | $50 million credit facility - one                
Debt Obligations                
Debt Carrying Value           22,407,000   15,992,000
Collateral Carrying Value           $ 28,009,000   21,300,000
Weighted Average Note Rate (as a percent)           2.13%    
Maximum borrowing capacity           $ 50,000,000   50,000,000
Structured Business | $30M working capital facility                
Debt Obligations                
Debt Carrying Value               30,000,000
Maximum borrowing capacity           30,000,000   30,000,000
Structured Business | $50 million credit facility - two                
Debt Obligations                
Debt Carrying Value $ 50,000,000.0     50,000,000.0        
Structured Business | $25 million credit facility                
Debt Obligations                
Debt Carrying Value           12,583,000   9,323,000
Collateral Carrying Value           $ 18,314,000   14,340,000
Weighted Average Note Rate (as a percent)           2.38%    
Maximum borrowing capacity           $ 25,000,000   25,000,000
Structured Business | $1M master security agreements                
Debt Obligations                
Debt Carrying Value           $ 944,000   1,441,000
Weighted Average Note Rate (as a percent)           4.01%    
Maximum borrowing capacity           $ 1,000,000   1,000,000
Structured Business | Repurchase facilities - securities (3)                
Debt Obligations                
Debt Carrying Value           $ 34,567,000   38,487,000
Weighted Average Note Rate (as a percent)           3.55%    
Structured Business | Repurchase facility - securities                
Debt Obligations                
Debt Carrying Value               10,000,000.0
Structured Business | $21.6 million credit facility                
Debt Obligations                
Fixed interest rate (as a percent)   3.00%            
Committed amount   $ 21,600,000            
Structured Business | 18.2 million credit facility                
Debt Obligations                
Maximum borrowing capacity $ 18,200,000     $ 18,200,000        
Structured Business | 18.2 million credit facility | Prime Rate                
Debt Obligations                
LIBOR Floor rate       3.25%        
Agency Business                
Debt Obligations                
Debt Carrying Value           $ 391,790,000   952,038,000
Collateral Carrying Value           $ 447,010,000   968,595,000
Weighted Average Note Rate (as a percent)           1.64%    
Unamortized deferred finance costs           $ 2,200,000   600,000
Agency Business | $400M repurchase facility                
Debt Obligations                
Debt Carrying Value           119,382,000   174,515,000
Collateral Carrying Value           $ 119,398,000   174,555,000
Weighted Average Note Rate (as a percent)           1.60%    
Maximum borrowing capacity           $ 400,000,000   400,000,000
Agency Business | $150M credit facility                
Debt Obligations                
Debt Carrying Value           15,073,000   49,632,000
Collateral Carrying Value           $ 15,073,000   49,754,000
Weighted Average Note Rate (as a percent)           1.65%    
Variable rate, spread (as a percent) 0.002%              
LIBOR Floor rate 0.0025%              
Maximum borrowing capacity $ 150,000,000.0     $ 150,000,000.0   $ 150,000,000   150,000,000
Additional borrowing capacity $ 200,000,000.0     $ 200,000,000.0        
Agency Business | $100 million credit facility                
Debt Obligations                
Debt Carrying Value           2,592,000   88,896,000
Collateral Carrying Value           $ 2,600,000   88,911,000
Weighted Average Note Rate (as a percent)           1.65%    
Maximum borrowing capacity           $ 100,000,000   100,000,000
Agency Business | $750M ASAP agreement                
Debt Obligations                
Debt Carrying Value           76,943,000   301,455,000
Collateral Carrying Value           $ 76,943,000   302,491,000
Weighted Average Note Rate (as a percent)           1.40%    
Maximum borrowing capacity           $ 750,000,000   750,000,000
Agency Business | $200M joint repurchase facility                
Debt Obligations                
Debt Carrying Value           104,876,000   42,808,000
Collateral Carrying Value           $ 135,934,000   56,186,000
Weighted Average Note Rate (as a percent)           1.85%    
Maximum borrowing capacity           $ 200,000,000   200,000,000
Agency Business | $200M credit facility                
Debt Obligations                
Debt Carrying Value           71,656,000   294,732,000
Collateral Carrying Value           $ 95,575,000   296,698,000
Weighted Average Note Rate (as a percent)           1.60%    
Maximum borrowing capacity           $ 200,000,000   200,000,000
Agency Business | $1.3 million repurchase facility                
Debt Obligations                
Debt Carrying Value           1,268,000    
Collateral Carrying Value           $ 1,487,000    
Weighted Average Note Rate (as a percent)           3.00%    
Maximum borrowing capacity           $ 1,300,000   $ 1,300,000