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Debt Obligations - Collateralized Loan Obligations (Details)
1 Months Ended 12 Months Ended
May 31, 2022
USD ($)
tranche
subsidiary
Feb. 28, 2022
USD ($)
subsidiary
tranche
Dec. 31, 2021
USD ($)
tranche
item
Dec. 31, 2022
USD ($)
Dec. 31, 2021
USD ($)
item
tranche
Dec. 31, 2020
USD ($)
tranche
item
Dec. 31, 2019
USD ($)
item
tranche
Debt Obligations              
Proceeds from issuance of securitized debt       $ 2,762,502,000 $ 4,281,512,000 $ 668,000,000  
Securitized debt     $ 5,892,810,000 $ 7,849,270,000 $ 5,892,810,000    
Weighted average rate (as a percent)     2.21% 6.54% 2.21%    
Payoffs and paydowns of collateralized loan obligations       $ 801,141,000 $ 889,150,000 283,125,000  
Credit and repurchase facilities, Principal/Notional Amount     $ 4,493,699,000 $ 3,856,009,000 $ 4,493,699,000    
Repayment of debt           $ 70,000,000  
Structured Transaction Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     2.34% 6.59% 2.34%    
Deferred financing fees     $ 7,700,000 $ 13,300,000 $ 7,700,000    
Weighted average note rate including certain fees and costs (as a percent)     2.51% 6.95% 2.51%    
Leverage (as a percent)     77.00% 73.00% 77.00%    
Credit and repurchase facilities, Principal/Notional Amount     $ 3,533,016,000 $ 3,549,694,000 $ 3,533,016,000    
Agency Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     1.75% 5.96% 1.75%    
Deferred financing fees     $ 4,400,000 $ 900,000 $ 4,400,000    
Credit and repurchase facilities, Principal/Notional Amount     960,683,000 306,315,000 960,683,000    
Secured Debt [Member]              
Debt Obligations              
Notional amount of secured floating rate notes       $ 315,800,000      
Leverage (as a percent)       75.00%      
Collateralized loan obligations              
Debt Obligations              
Debt, Face Value (UPB)       $ 7,649,188,000      
Securitized debt       $ 7,615,364,000      
Weighted average rate (as a percent)       6.10%      
Collateral Loans, Unpaid Principal       $ 8,619,210,000      
Collateral Loans, Carrying Value       8,586,139,000      
Cash, Restricted Cash       480,817,000      
Deferred financing fees     $ 31,900,000 $ 36,800,000 $ 31,900,000    
Weighted average note rate including certain fees and costs (as a percent)     1.86% 6.32% 1.86%    
Collateral at risk     $ 0 $ 0 $ 0    
CLO 19              
Debt Obligations              
Number of tranches of CLO notes issued | tranche 9            
Number of newly-formed wholly-owned subsidiaries | subsidiary 1            
Value of the tranches issued $ 1,050,000,000.00            
Debt, Face Value (UPB) $ 872,800,000     872,812,000      
Securitized debt       $ 866,605,000      
Weighted average rate (as a percent)       6.75%      
Collateral Loans, Unpaid Principal       $ 952,268,000      
Collateral Loans, Carrying Value       947,336,000      
Cash, Restricted Cash       64,300,000      
Replacement period 2 years            
Proceeds from issuance of collateralized loan obligations for acquiring additional loan obligations $ 73,100,000            
Maximum period to acquire additional loan obligations 180 days            
Weighted average note rate including certain fees and costs (as a percent) 2.36%            
Value of portfolio loans and cash as collateral $ 976,900,000            
Face value of loan obligations will be owned by the issuer $ 1,050,000,000.00            
Leverage (as a percent) 83.00%            
Credit and repurchase facilities, Principal/Notional Amount $ 177,200,000            
CLO 18              
Debt Obligations              
Number of tranches of CLO notes issued | tranche   8          
Number of newly-formed wholly-owned subsidiaries | subsidiary   2          
Proceeds from issuance of securitized debt   $ 1,860,000,000          
Debt, Face Value (UPB)   1,650,000,000   1,652,812,000      
Securitized debt   $ 210,100,000   $ 1,645,711,000      
Weighted average rate (as a percent)       6.19%      
Collateral Loans, Unpaid Principal       $ 1,899,174,000      
Collateral Loans, Carrying Value       1,891,215,000      
Cash, Restricted Cash       85,970,000      
Replacement period   2 years 6 months          
Proceeds from issuance of collateralized loan obligations for acquiring additional loan obligations   $ 347,300,000          
Maximum period to acquire additional loan obligations   180 days          
Notional amount of residual interest retained   $ 397,200,000          
Value of portfolio loans and cash as collateral   1,700,000,000          
Face value of loan obligations will be owned by the issuer   $ 2,050,000,000.00          
Leverage (as a percent)   81.00%          
CLO 18 | One-month LIBOR              
Debt Obligations              
Weighted average note rate including certain fees and costs (as a percent)   1.81%          
CLO 18 | Below investment grade              
Debt Obligations              
Notional amount of residual interest retained   $ 210,100,000          
CLO 17              
Debt Obligations              
Number of tranches of CLO notes issued | tranche     8        
Number of newly-formed wholly-owned subsidiaries | item     2        
Value of the tranches issued     $ 1,910,000,000   1,910,000,000    
Debt, Face Value (UPB)     1,714,125,000 1,714,125,000 1,714,125,000    
Securitized debt     $ 1,705,549,000 $ 1,707,676,000 $ 1,705,549,000    
Weighted average rate (as a percent)     1.81% 6.16% 1.81%    
Collateral Loans, Unpaid Principal     $ 1,914,280,000 $ 1,911,866,000 $ 1,914,280,000    
Collateral Loans, Carrying Value     1,903,997,000 1,904,732,000 1,903,997,000    
Cash, Restricted Cash     $ 118,520,000 145,726,000 118,520,000    
Replacement period     2 years 6 months        
Proceeds from issuance of collateralized loan obligations for acquiring additional loan obligations     $ 315,000,000.0        
Maximum period to acquire additional loan obligations     180 days        
Notional amount of residual interest retained     $ 385,900,000   385,900,000    
Value of portfolio loans and cash as collateral     1,790,000,000   1,790,000,000    
Face value of loan obligations will be owned by the issuer     $ 2,100,000,000   $ 2,100,000,000    
Leverage (as a percent)     82.00%   82.00%    
Credit and repurchase facilities, Principal/Notional Amount     $ 194,300,000   $ 194,300,000    
CLO 17 | One-month LIBOR              
Debt Obligations              
Weighted average note rate including certain fees and costs (as a percent)     1.68%   1.68%    
CLO 17 | Below investment grade              
Debt Obligations              
Notional amount of residual interest retained     $ 194,300,000   $ 194,300,000    
CLO 16              
Debt Obligations              
Number of tranches of CLO notes issued | tranche         8    
Number of newly-formed wholly-owned subsidiaries | item         2    
Value of the tranches issued     1,370,000,000   $ 1,370,000,000    
Debt, Face Value (UPB)     1,237,500,000 1,237,500,000 1,237,500,000    
Securitized debt     $ 1,230,093,000 $ 1,231,887,000 $ 1,230,093,000    
Weighted average rate (as a percent)     1.44% 5.79% 1.44%    
Collateral Loans, Unpaid Principal     $ 1,444,573,000 $ 1,307,244,000 $ 1,444,573,000    
Collateral Loans, Carrying Value     1,436,743,000 1,301,794,000 $ 1,436,743,000    
Cash, Restricted Cash       106,495,000      
Replacement period         2 years 6 months    
Proceeds from issuance of collateralized loan obligations for acquiring additional loan obligations         $ 313,000,000.0    
Maximum period to acquire additional loan obligations         180 days    
Notional amount of residual interest retained     262,500,000   $ 262,500,000    
Value of portfolio loans and cash as collateral     1,190,000,000   1,190,000,000    
Face value of loan obligations will be owned by the issuer     $ 1,500,000,000   $ 1,500,000,000    
Leverage (as a percent)     83.00%   83.00%    
Credit and repurchase facilities, Principal/Notional Amount     $ 135,000,000.0   $ 135,000,000.0    
CLO 16 | One-month LIBOR              
Debt Obligations              
Weighted average rate (as a percent)     1.31%   1.31%    
CLO 16 | Below investment grade              
Debt Obligations              
Notional amount of residual interest retained     $ 135,000,000.0   $ 135,000,000.0    
CLO 15              
Debt Obligations              
Number of tranches of CLO notes issued | tranche         8    
Number of newly-formed wholly-owned subsidiaries | item         2    
Value of the tranches issued     747,800,000   $ 747,800,000    
Debt, Face Value (UPB)     674,412,000 674,412,000 674,412,000    
Securitized debt     $ 669,723,000 $ 671,532,000 $ 669,723,000    
Weighted average rate (as a percent)     1.49% 5.84% 1.49%    
Collateral Loans, Unpaid Principal     $ 785,761,000 $ 797,755,000 $ 785,761,000    
Collateral Loans, Carrying Value     782,682,000 795,078,000 782,682,000    
Cash, Restricted Cash     15,750,000 2,861,000 $ 15,750,000    
Replacement period         2 years 6 months    
Proceeds from issuance of collateralized loan obligations for acquiring additional loan obligations         $ 162,000,000.0    
Maximum period to acquire additional loan obligations         180 days    
Notional amount of residual interest retained     $ 140,600,000   $ 140,600,000    
Weighted average note rate including certain fees and costs (as a percent)     1.37%   1.37%    
Value of portfolio loans and cash as collateral     $ 653,000,000.0   $ 653,000,000.0    
Face value of loan obligations will be owned by the issuer     $ 815,000,000.0   $ 815,000,000.0    
Leverage (as a percent)     83.00%   83.00%    
Credit and repurchase facilities, Principal/Notional Amount     $ 73,400,000   $ 73,400,000    
CLO 15 | Below investment grade              
Debt Obligations              
Notional amount of residual interest retained     73,400,000   $ 73,400,000    
CLO 14              
Debt Obligations              
Number of tranches of CLO notes issued | tranche         8    
Number of newly-formed wholly-owned subsidiaries | item         2    
Value of the tranches issued     724,200,000   $ 724,200,000    
Debt, Face Value (UPB)     655,475,000 655,475,000 655,475,000    
Securitized debt     $ 650,947,000 $ 652,617,000 $ 650,947,000    
Weighted average rate (as a percent)     1.45% 5.80% 1.45%    
Collateral Loans, Unpaid Principal     $ 717,396,000 $ 732,247,000 $ 717,396,000    
Collateral Loans, Carrying Value     715,154,000 730,057,000 715,154,000    
Cash, Restricted Cash     53,342,000 37,090,000 $ 53,342,000    
Replacement period         2 years 6 months    
Proceeds from issuance of collateralized loan obligations for acquiring additional loan obligations         $ 149,800,000    
Maximum period to acquire additional loan obligations         180 days    
Notional amount of residual interest retained     129,500,000   $ 129,500,000    
Value of portfolio loans and cash as collateral     635,200,000   635,200,000    
Face value of loan obligations will be owned by the issuer     $ 785,000,000.0   $ 785,000,000.0    
Leverage (as a percent)     84.00%   84.00%    
Credit and repurchase facilities, Principal/Notional Amount     $ 68,700,000   $ 68,700,000    
CLO 14 | One-month LIBOR              
Debt Obligations              
Weighted average note rate including certain fees and costs (as a percent)     1.33%   1.33%    
CLO 14 | Below investment grade              
Debt Obligations              
Notional amount of residual interest retained     $ 68,700,000   $ 68,700,000    
CLO 13              
Debt Obligations              
Number of tranches of CLO notes issued | tranche           8  
Number of newly-formed wholly-owned subsidiaries | item           2  
Value of the tranches issued           $ 738,000,000.0  
Debt, Face Value (UPB)     668,000,000 462,769,000 668,000,000 $ 668,000,000.0  
Securitized debt     $ 665,006,000 $ 461,005,000 $ 665,006,000    
Weighted average rate (as a percent)     1.54% 6.03% 1.54%    
Collateral Loans, Unpaid Principal     $ 740,369,000 $ 552,182,000 $ 740,369,000    
Collateral Loans, Carrying Value     738,265,000 550,924,000 738,265,000    
Cash, Restricted Cash     48,543,000 37,875,000 48,543,000    
Replacement period           3 years  
Proceeds from issuance of collateralized loan obligations for acquiring additional loan obligations           $ 159,500,000  
Maximum period to acquire additional loan obligations           180 days  
Notional amount of residual interest retained           $ 132,000,000.0  
Value of portfolio loans and cash as collateral           640,500,000  
Face value of loan obligations will be owned by the issuer           $ 800,000,000.0  
Leverage (as a percent)           84.00%  
Credit and repurchase facilities, Principal/Notional Amount           $ 70,000,000.0  
Repayment of debt       205,200,000      
CLO 13 | One-month LIBOR              
Debt Obligations              
Weighted average note rate including certain fees and costs (as a percent)           1.41%  
CLO 13 | Below investment grade              
Debt Obligations              
Notional amount of residual interest retained           $ 70,000,000.0  
CLO 12              
Debt Obligations              
Number of tranches of CLO notes issued | tranche             8
Number of newly-formed wholly-owned subsidiaries | item             2
Proceeds from issuance of securitized debt             $ 124,100,000
Value of the tranches issued             585,800,000
Debt, Face Value (UPB)     534,193,000 379,283,000 534,193,000   534,200,000
Securitized debt     $ 531,939,000 $ 378,331,000 $ 531,939,000   $ 51,600,000
Weighted average rate (as a percent)     1.62% 6.09% 1.62%    
Collateral Loans, Unpaid Principal     $ 557,249,000 $ 466,474,000 $ 557,249,000    
Collateral Loans, Carrying Value     555,974,000 465,003,000 555,974,000    
Cash, Restricted Cash     35,635,000 500,000 35,635,000    
Replacement period             3 years
Maximum period to acquire additional loan obligations             180 days
Notional amount of residual interest retained             $ 100,800,000
Value of portfolio loans and cash as collateral             510,900,000
Face value of loan obligations will be owned by the issuer             $ 635,000,000.0
Leverage (as a percent)             84.00%
Repayment of debt       154,900,000      
CLO 12 | One-month LIBOR              
Debt Obligations              
Weighted average note rate including certain fees and costs (as a percent)             1.50%
CLO 12 | Below investment grade              
Debt Obligations              
Notional amount of residual interest retained             $ 51,600,000
CLO 10              
Debt Obligations              
Value of the tranches issued   441,000,000.0          
Debt, Face Value (UPB)     441,000,000   441,000,000    
Securitized debt     $ 439,553,000   $ 439,553,000    
Weighted average rate (as a percent)     1.57%   1.57%    
Collateral Loans, Unpaid Principal     $ 485,460,000   $ 485,460,000    
Collateral Loans, Carrying Value     483,995,000   483,995,000    
Cash, Restricted Cash     57,706,000   57,706,000    
Value of portfolio loans and cash as collateral   $ 1,400,000          
CLO 11 and CLO 9              
Debt Obligations              
Debt Instrument Redemption Value     889,200,000   889,200,000    
Deferred fees expensed as interest expense         3,400,000    
CLO 8              
Debt Obligations              
Debt Instrument Redemption Value           282,900,000  
Deferred fees expensed as interest expense           $ 1,500,000  
CLO VII              
Debt Obligations              
Proceeds from issuance of collateralized loan obligations for acquiring additional loan obligations       230,000,000.0 133,700,000    
Q Series securitization              
Debt Obligations              
Debt, Face Value (UPB)       236,878,000      
Securitized debt       $ 233,906,000      
Weighted average rate (as a percent)       6.30%      
Collateral Loans, Unpaid Principal       $ 315,837,000      
Collateral Loans, Carrying Value       $ 313,965,000      
Weighted average note rate including certain fees and costs (as a percent)       6.66%      
Total securitized debt              
Debt Obligations              
Debt, Face Value (UPB)     5,924,705,000 $ 7,886,066,000 5,924,705,000    
Securitized debt     $ 5,892,810,000 $ 7,849,270,000 $ 5,892,810,000    
Weighted average rate (as a percent)     1.59% 6.11% 1.59%    
Collateral Loans, Unpaid Principal     $ 6,645,088,000 $ 8,935,047,000 $ 6,645,088,000    
Collateral Loans, Carrying Value     6,616,810,000 8,900,104,000 6,616,810,000    
Cash, Restricted Cash     $ 329,496,000 $ 480,817,000 $ 329,496,000    
Joint Repurchase Facility 1.00 Billion [Member] | Structured Transaction Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     2.04% 6.39% 2.04%    
Credit and repurchase facilities, Principal/Notional Amount     $ 676,608,000 $ 499,891,000 $ 676,608,000    
$225M credit facility | Structured Transaction Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     2.79% 6.90% 2.79%    
Credit and repurchase facilities, Principal/Notional Amount     $ 28,213,000 $ 47,398,000 $ 28,213,000    
$200M credit facility | Agency Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     1.60% 5.76% 1.60%    
Credit and repurchase facilities, Principal/Notional Amount     $ 115,351,000 $ 31,519,000 $ 115,351,000    
$50M credit facility | Structured Transaction Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     2.13% 6.48% 2.13%    
Credit and repurchase facilities, Principal/Notional Amount     $ 29,200,000 $ 29,200,000 $ 29,200,000    
$50M credit facility | Agency Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     1.40% 5.65% 1.40%    
Credit and repurchase facilities, Principal/Notional Amount     $ 9,295,000 $ 14,671,000 $ 9,295,000    
$25M credit facility | Structured Transaction Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     4.06% 6.99% 4.06%    
Credit and repurchase facilities, Principal/Notional Amount     $ 1,235,000 $ 19,177,000 $ 1,235,000    
$1M master security agreement | Structured Transaction Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     4.01%   4.01%    
Credit and repurchase facilities, Principal/Notional Amount     $ 635,000   $ 635,000    
Repurchase facility - securities | Structured Transaction Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     3.40% 6.99% 3.40%    
Credit and repurchase facilities, Principal/Notional Amount     $ 30,849,000 $ 12,832,000 $ 30,849,000    
$750M ASAP agreement | Agency Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     1.40% 5.21% 1.40%    
Value of portfolio loans and cash as collateral       $ 750,000,000.0      
Credit and repurchase facilities, Principal/Notional Amount     $ 182,130,000 $ 29,476,000 $ 182,130,000    
$500M joint repurchase facility | Agency Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     2.11% 6.52% 2.11%    
Credit and repurchase facilities, Principal/Notional Amount     $ 399,470,000 $ 105,275,000 $ 399,470,000    
$150M credit facility | Agency Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     1.51% 5.76% 1.51%    
Credit and repurchase facilities, Principal/Notional Amount     $ 16,657,000 $ 57,974,000 $ 16,657,000    
$1.3M repurchase facility (2) | Agency Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     3.00% 6.66% 3.00%    
Credit and repurchase facilities, Principal/Notional Amount     $ 1,253,000 $ 534,000 $ 1,253,000    
$25M credit facility. | Structured Transaction Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     2.38%   2.38%    
Credit and repurchase facilities, Principal/Notional Amount     $ 10,285,000   $ 10,285,000    
Warehouse Repurchase Facility 500 Million [Member] | Structured Transaction Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)       7.16%      
Credit and repurchase facilities, Principal/Notional Amount       $ 155,121,000      
Warehouse Repurchase Facility 500 Million [Member] | Agency Business Segment [Member]              
Debt Obligations              
Weighted average rate (as a percent)     1.58% 5.73% 1.58%    
Credit and repurchase facilities, Principal/Notional Amount     $ 236,527,000 $ 66,866,000 $ 236,527,000