XML 72 R61.htm IDEA: XBRL DOCUMENT v3.24.1.u1
Debt Obligations - Collateralized Loan Obligations (Details)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2024
USD ($)
loan
Dec. 31, 2023
USD ($)
loan
Debt Obligations    
Debt, Carrying Value $ 6,691,958 $ 6,935,010
Debt, Wtd. Avg. Rate 7.72%  
Total securitized debt    
Debt Obligations    
Debt, Face Value $ 6,710,119 6,956,284
Debt, Carrying Value $ 6,691,958 $ 6,935,010
Debt, Wtd. Avg. Rate 7.14% 7.15%
Collateral, Loans, UPB $ 7,651,637 $ 7,845,925
Collateral, Loans, Carrying Value 7,637,139 7,826,794
Collateral, Cash, Restricted Cash $ 469,322 $ 529,812
Weighted average note rate including certain fees and costs, percentage 7.35% 7.37%
Collateralized loan obligations    
Debt Obligations    
Debt, Face Value $ 6,526,671 $ 6,741,006
Debt, Carrying Value $ 6,509,825 $ 6,721,356
Debt, Wtd. Avg. Rate 7.13% 7.14%
Collateral, Loans, UPB $ 7,407,039 $ 7,558,887
Collateral, Loans, Carrying Value 7,393,212 7,540,741
Collateral, Cash, Restricted Cash 469,322 529,812
Deferred financing fees $ 18,200 $ 21,300
Number of loans under the loan portfolio | loan 21 12
Collateral at risk $ 651,100 $ 308,300
Proceeds from issuance of collateralized loan obligations for acquiring additional loan obligations 59,100 63,900
CLO 19    
Debt Obligations    
Debt, Face Value 872,812 872,812
Debt, Carrying Value $ 868,814 $ 868,359
Debt, Wtd. Avg. Rate 7.80% 7.84%
Collateral, Loans, UPB $ 999,513 $ 1,031,772
Collateral, Loans, Carrying Value 997,140 1,028,669
Collateral, Cash, Restricted Cash 25,097 4,527
CLO 18    
Debt Obligations    
Debt, Face Value 1,652,812 1,652,812
Debt, Carrying Value $ 1,648,440 $ 1,647,885
Debt, Wtd. Avg. Rate 7.25% 7.29%
Collateral, Loans, UPB $ 1,751,575 $ 1,784,921
Collateral, Loans, Carrying Value 1,748,518 1,780,930
Collateral, Cash, Restricted Cash 280,922 244,629
CLO 17    
Debt Obligations    
Debt, Face Value 1,714,125 1,714,125
Debt, Carrying Value $ 1,710,343 $ 1,709,800
Debt, Wtd. Avg. Rate 7.11% 7.14%
Collateral, Loans, UPB $ 1,931,235 $ 1,870,388
Collateral, Loans, Carrying Value 1,927,741 1,865,878
Collateral, Cash, Restricted Cash 121,339 203,938
CLO 16    
Debt Obligations    
Debt, Face Value 1,237,500 1,237,500
Debt, Carrying Value $ 1,234,248 $ 1,233,769
Debt, Wtd. Avg. Rate 6.74% 6.76%
Collateral, Loans, UPB $ 1,432,124 $ 1,456,872
Collateral, Loans, Carrying Value 1,429,369 1,453,297
Collateral, Cash, Restricted Cash 21,800 847
CLO 15    
Debt Obligations    
Debt, Face Value 582,218 674,412
Debt, Carrying Value $ 581,595 $ 673,367
Debt, Wtd. Avg. Rate 6.84% 6.82%
Collateral, Loans, UPB $ 720,663 $ 734,120
Collateral, Loans, Carrying Value 719,523 732,498
Collateral, Cash, Restricted Cash 0 42,600
CLO 14    
Debt Obligations    
Debt, Face Value 467,204 589,345
Debt, Carrying Value $ 466,385 $ 588,176
Debt, Wtd. Avg. Rate 6.90% 6.82%
Collateral, Loans, UPB $ 571,929 $ 680,814
Collateral, Loans, Carrying Value 570,921 679,469
Collateral, Cash, Restricted Cash 20,164 33,271
Q Series securitization    
Debt Obligations    
Debt, Face Value 183,448 215,278
Debt, Carrying Value $ 182,133 $ 213,654
Debt, Wtd. Avg. Rate 7.34% 7.38%
Collateral, Loans, UPB $ 244,598 $ 287,038
Collateral, Loans, Carrying Value 243,927 286,053
Collateral, Cash, Restricted Cash $ 0 $ 0
Weighted average note rate including certain fees and costs, percentage 8.06% 7.99%