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DEBT OBLIGATIONS, NET - Schedule of Company's Debt Obligations (Details)
3 Months Ended 12 Months Ended
Jan. 04, 2018
Mar. 31, 2019
USD ($)
Extension
Mar. 31, 2018
Extension
Dec. 31, 2018
USD ($)
Extension
Dec. 27, 2018
USD ($)
Dec. 21, 2017
USD ($)
Oct. 17, 2017
USD ($)
Assets Sold under Agreements to Repurchase [Line Items]              
Debt Obligations Outstanding   $ 1,030,082,000   $ 663,686,000      
Debt obligations   4,732,290,000          
Carrying Amount of Collateral   0   0      
Committed Loan Repurchase Facility              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   1,750,000,000   1,750,000,000 $ 100,000,000    
Debt Obligations Outstanding   611,406,000   497,531,000      
Committed but Unfunded   1,138,594,000   1,252,469,000      
Carrying Amount of Collateral   902,725,000   744,310,000      
Fair Value of Collateral   906,784,000   745,103,000      
Length of additional extension maturity periods 1 year            
Committed Loan Repurchase Facility | 2/24/2022              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   600,000,000          
Debt Obligations Outstanding   200,501,000          
Committed but Unfunded   399,499,000          
Carrying Amount of Collateral   278,295,000          
Fair Value of Collateral   $ 277,743,000          
Number of extension maturity periods | Extension   2          
Length of extension options   12 months          
Committed Loan Repurchase Facility | 2/24/2022 | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   4.23%          
Committed Loan Repurchase Facility | 2/24/2022 | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   4.73%          
Committed Loan Repurchase Facility | 5/24/2019              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   $ 350,000,000   350,000,000      
Debt Obligations Outstanding   63,996,000   63,679,000      
Committed but Unfunded   286,004,000   286,321,000      
Carrying Amount of Collateral   93,537,000   87,385,000      
Fair Value of Collateral   $ 95,234,000   $ 88,762,000      
Committed Loan Repurchase Facility | 5/24/2019 | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   4.70%   4.68%      
Committed Loan Repurchase Facility | 5/24/2019 | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   5.05%   4.98%      
Committed Loan Repurchase Facility | 4/10/2020              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   $ 300,000,000          
Debt Obligations Outstanding   109,811,000          
Committed but Unfunded   190,189,000          
Carrying Amount of Collateral   191,439,000          
Fair Value of Collateral   $ 191,699,000          
Number of additional extension maturity periods | Extension   1          
Additional length of period of extension options   364 days          
Committed Loan Repurchase Facility | 4/10/2020 | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   4.48%          
Committed Loan Repurchase Facility | 4/10/2020 | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   4.98%          
Committed Loan Repurchase Facility | 5/6/2021              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   $ 300,000,000   $ 300,000,000      
Debt Obligations Outstanding   117,275,000   79,886,000      
Committed but Unfunded   182,725,000   220,114,000      
Carrying Amount of Collateral   173,142,000   117,382,000      
Fair Value of Collateral   $ 173,142,000   $ 117,366,000      
Number of extension maturity periods | Extension   1   1      
Length of extension options   12 months   12 months      
Number of additional extension maturity periods | Extension   2   2      
Length of additional extension maturity periods   6 months   6 months      
Committed Loan Repurchase Facility | 5/6/2021 | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   4.50%   4.44%      
Committed Loan Repurchase Facility | 5/6/2021 | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   5.00%   4.94%      
Committed Loan Repurchase Facility | 7/20/2021              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   $ 100,000,000   $ 100,000,000      
Debt Obligations Outstanding   54,893,000   52,738,000      
Committed but Unfunded   45,107,000   47,262,000      
Carrying Amount of Collateral   79,822,000   72,154,000      
Fair Value of Collateral   $ 79,822,000   $ 72,154,000      
Number of extension maturity periods | Extension   1   1      
Length of extension options   12 months   12 months      
Committed Loan Repurchase Facility | 7/20/2021 | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   4.61%   4.58%      
Committed Loan Repurchase Facility | 7/20/2021 | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   4.98%   4.96%      
Committed Loan Repurchase Facility | 12/26/2019              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   $ 100,000,000   $ 100,000,000      
Debt Obligations Outstanding   64,930,000   0      
Committed but Unfunded   35,070,000   100,000,000      
Carrying Amount of Collateral   86,490,000   0      
Fair Value of Collateral   $ 89,144,000   0      
Committed Loan Repurchase Facility | 12/26/2019 | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   4.48%          
Committed Loan Repurchase Facility | 12/26/2019 | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   4.73%          
Committed Loan Repurchase Facility | 3/4/2021 | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   2.38%          
Committed Loan Repurchase Facility | 3/4/2021 | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   3.39%          
Committed Loan Repurchase Facility | 4/7/2019              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing       300,000,000      
Debt Obligations Outstanding       120,631,000      
Committed but Unfunded       179,369,000      
Carrying Amount of Collateral       204,747,000      
Fair Value of Collateral       $ 205,219,000      
Number of extension maturity periods | Extension       1      
Length of extension options       364 days      
Number of additional extension maturity periods | Extension       1      
Additional length of period of extension options       364 days      
Committed Loan Repurchase Facility | 4/7/2019 | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate       4.46%      
Committed Loan Repurchase Facility | 4/7/2019 | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate       4.96%      
Committed Loan Repurchase Facility | 10/1/2020              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing       $ 600,000,000      
Debt Obligations Outstanding       180,597,000      
Committed but Unfunded       419,403,000      
Carrying Amount of Collateral       262,642,000      
Fair Value of Collateral       $ 261,602,000      
Number of extension maturity periods | Extension       2      
Length of extension options       12 months      
Committed Loan Repurchase Facility | 10/1/2020 | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate       4.21%      
Committed Loan Repurchase Facility | 10/1/2020 | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate       4.96%      
Committed Securities Repurchase Facility              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   $ 400,000,000          
Committed Securities Repurchase Facility | 3/4/2021              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   400,000,000          
Debt Obligations Outstanding   93,849,000          
Committed but Unfunded   306,151,000          
Carrying Amount of Collateral   113,224,000          
Fair Value of Collateral   113,224,000          
Committed Securities Repurchase Facility | 9/30/2019              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing       $ 400,000,000      
Debt Obligations Outstanding       0      
Committed but Unfunded       400,000,000      
Carrying Amount of Collateral       0      
Fair Value of Collateral       0      
Uncommitted Securities Repurchase Facility | Various Date              
Assets Sold under Agreements to Repurchase [Line Items]              
Debt Obligations Outstanding   324,827,000   166,154,000      
Carrying Amount of Collateral   368,046,000   187,803,000      
Fair Value of Collateral   368,046,000   187,803,000      
Purchase, not reflected in consolidated financial statement   3,100,000   3,000,000      
Securities phased in secondary market   $ 6,000,000   $ 6,000,000      
Uncommitted Securities Repurchase Facility | Various Date | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   3.08%   2.99%      
Uncommitted Securities Repurchase Facility | Various Date | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   4.23%   4.55%      
Total Repurchase Facilities              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   $ 2,150,000,000   $ 2,150,000,000      
Debt Obligations Outstanding   1,030,082,000   663,685,000      
Committed but Unfunded   1,444,745,000   1,652,469,000      
Carrying Amount of Collateral   1,383,995,000   932,113,000      
Fair Value of Collateral   $ 1,388,054,000   $ 932,906,000      
Revolving Credit Facility | 5/24/2019              
Assets Sold under Agreements to Repurchase [Line Items]              
Number of extension maturity periods | Extension   2   2      
Length of extension options   12 months   12 months      
Revolving Credit Facility | 2/11/2019              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   $ 266,430,000   $ 266,430,000      
Debt Obligations Outstanding   0   0      
Committed but Unfunded   $ 266,430,000   266,430,000      
Length of extension options   12 months          
Number of additional extension maturity periods | Extension   3          
Revolving Credit Facility | 2/11/2018              
Assets Sold under Agreements to Repurchase [Line Items]              
Number of extension maturity periods | Extension     3        
Length of extension options     12 months        
Mortgage Loan Financing | Various Date              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   $ 739,500,000   743,902,000      
Debt Obligations Outstanding   739,500,000   743,902,000      
Committed but Unfunded   0   0      
Carrying Amount of Collateral   931,275,000   939,362,000      
Fair Value of Collateral   $ 1,110,970,000   $ 1,108,968,000      
Mortgage Loan Financing | Various Date | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   4.25%   4.25%      
Mortgage Loan Financing | Various Date | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   7.00%   7.00%      
CLO Debt | Various Date              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   $ 497,334,000   $ 601,543,000      
Debt Obligations Outstanding   497,334,000   601,543,000      
Committed but Unfunded   0   0      
Carrying Amount of Collateral   680,031,000   710,502,000   $ 431,500,000 $ 456,900,000
Fair Value of Collateral   680,452,000   710,737,000      
Unamortized debt issuance costs   $ 1,900,000   $ 2,600,000      
CLO Debt | Various Date | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   3.36%   3.34%      
CLO Debt | Various Date | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   6.08%   6.06%      
Participation Financing - Mortgage Loan Receivable              
Assets Sold under Agreements to Repurchase [Line Items]              
Debt Obligations Outstanding   $ 2,400,000   $ 2,500,000      
Participation Financing - Mortgage Loan Receivable | 6/6/2019              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   2,393,000   2,453,000      
Debt Obligations Outstanding   2,393,000   2,453,000      
Committed but Unfunded   $ 0   $ 0      
Stated interest rate on debt instrument (as a percent)   17.00%   17.00%      
Carrying Amount of Collateral   $ 2,393,000   $ 2,453,000      
Fair Value of Collateral   2,393,000   2,453,000      
Borrowings from the FHLB | Various Date              
Assets Sold under Agreements to Repurchase [Line Items]              
Committed Financing   1,945,795,000   1,933,522,000      
Debt Obligations Outstanding   1,291,449,000   1,286,000,000      
Committed but Unfunded   654,346,000   647,522,000      
Carrying Amount of Collateral   1,608,381,000   1,652,952,000      
Fair Value of Collateral   1,618,235,000   1,655,150,000      
Purchase, not reflected in consolidated financial statement   $ 10,000,000   $ 9,700,000      
Borrowings from the FHLB | Various Date | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   1.47%   1.18%      
Borrowings from the FHLB | Various Date | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Interest rate   3.08%   3.01%      
Senior Unsecured Notes              
Assets Sold under Agreements to Repurchase [Line Items]              
Unamortized debt issuance costs   $ 10,509,000          
Senior Unsecured Notes | Various Date              
Assets Sold under Agreements to Repurchase [Line Items]              
Debt issued   1,166,201,000   $ 1,166,201,000      
Senior Unsecured Notes   1,155,692,000   1,154,991,000      
Committed but Unfunded   0   0      
Unamortized debt issuance costs   $ 10,500,000   $ 11,200,000      
Senior Unsecured Notes | Various Date | Minimum              
Assets Sold under Agreements to Repurchase [Line Items]              
Stated interest rate on debt instrument (as a percent)   5.25%   5.25%      
Senior Unsecured Notes | Various Date | Maximum              
Assets Sold under Agreements to Repurchase [Line Items]              
Stated interest rate on debt instrument (as a percent)   5.875%   5.875%      
Total Debt Obligations              
Assets Sold under Agreements to Repurchase [Line Items]              
Debt issued   $ 6,783,493,000   $ 6,864,051,000      
Debt obligations   4,732,290,000   4,452,574,000      
Committed but Unfunded   2,365,521,000   2,566,421,000      
Carrying Amount of Collateral   4,621,579,000   4,237,382,000      
Fair Value of Collateral   4,815,608,000   $ 4,410,214,000      
Secured And Unsecured Debt Obligations [Member]              
Assets Sold under Agreements to Repurchase [Line Items]              
Debt issued   6,767,653,000          
Debt obligations   4,716,450,000          
Committed but Unfunded   2,365,521,000          
Carrying Amount of Collateral   4,606,075,000          
Fair Value of Collateral   4,800,104,000          
Liability For Transfers Not Considered Sales              
Assets Sold under Agreements to Repurchase [Line Items]              
Debt issued   15,840,000          
Debt obligations   15,840,000          
Committed but Unfunded   $ 0          
Stated interest rate on debt instrument (as a percent)   5.29%          
Carrying Amount of Collateral   $ 15,504,000          
Fair Value of Collateral   $ 15,504,000