XML 69 R59.htm IDEA: XBRL DOCUMENT v3.20.2
Secured Debt Arrangements, Net - Summary of Outstanding Balances, Maximum and Average Balances of Borrowings (Details) - Line of Credit - USD ($)
$ in Thousands
 9 Months Ended 12 Months Ended
Sep. 30, 2020
Dec. 31, 2019
Line of Credit Facility [Line Items]    
Balance $ 3,478,083 $ 3,095,556
Amortized Cost of Collateral 5,405,220 4,852,087
JPMorgan    
Line of Credit Facility [Line Items]    
Balance 1,157,265 1,234,759
Amortized Cost of Collateral 1,976,965 1,845,400
Maximum Month-End Balance 1,192,288 1,234,759
Average Month-End Balance 1,106,461 947,400
DB    
Line of Credit Facility [Line Items]    
Balance 526,743 513,876
Amortized Cost of Collateral 804,835 766,676
Maximum Month-End Balance 526,743 757,117
Average Month-End Balance 501,470 604,067
Goldman    
Line of Credit Facility [Line Items]    
Balance 362,139 322,170
Amortized Cost of Collateral 548,671 513,559
Maximum Month-End Balance 362,139 324,821
Average Month-End Balance 343,882 246,318
CS Facility | USD    
Line of Credit Facility [Line Items]    
Balance 378,781 218,644
Amortized Cost of Collateral 523,272 308,884
Maximum Month-End Balance 378,781 218,644
Average Month-End Balance 339,425 182,646
CS Facility | Fx contracts - GBP    
Line of Credit Facility [Line Items]    
Balance   93,915
Amortized Cost of Collateral 0 129,723
Maximum Month-End Balance 90,111 150,811
Average Month-End Balance 57,459 134,694
HSBC Facility | USD    
Line of Credit Facility [Line Items]    
Balance 47,223 50,625
Amortized Cost of Collateral 67,203 66,960
Maximum Month-End Balance 50,625 50,625
Average Month-End Balance 48,357 50,625
HSBC Facility | Fx contracts - GBP    
Line of Credit Facility [Line Items]    
Balance 0 34,634
Amortized Cost of Collateral 0 49,976
Maximum Month-End Balance 34,500 50,784
Average Month-End Balance 32,900 42,296
HSBC Facility | Fx contracts - EUR    
Line of Credit Facility [Line Items]    
Balance 157,148 154,037
Amortized Cost of Collateral 204,040 190,780
Maximum Month-End Balance 160,034 154,037
Average Month-End Balance 152,982 151,889
Barclays Facility | USD    
Line of Credit Facility [Line Items]    
Balance 35,192  
Amortized Cost of Collateral 49,929  
Maximum Month-End Balance 35,193  
Average Month-End Balance 27,372  
Barclays Facility | Fx contracts - GBP    
Line of Credit Facility [Line Items]    
Balance 0 290,347
Amortized Cost of Collateral 0 738,455
Maximum Month-End Balance 666,810 290,347
Average Month-End Balance 347,590 139,004
Barclays Facility | Fx contracts - EUR    
Line of Credit Facility [Line Items]    
Balance 0 182,549
Amortized Cost of Collateral 0 241,674
Maximum Month-End Balance 180,595 182,549
Average Month-End Balance 94,028 $ 181,159
Barclays Securitization    
Line of Credit Facility [Line Items]    
Balance 813,592  
Amortized Cost of Collateral 1,230,305  
Maximum Month-End Balance 839,563  
Average Month-End Balance $ 814,844