XML 73 R64.htm IDEA: XBRL DOCUMENT v3.23.2
Secured Debt Arrangements, Net - Summary of Outstanding Balances, Maximum and Average Balances of Borrowings (Details) - Line of Credit - USD ($)
$ in Thousands
 6 Months Ended 12 Months Ended
Jun. 30, 2023
Dec. 31, 2022
Line of Credit Facility [Line Items]    
Balance $ 5,379,274 $ 5,309,302
Amortized Cost of Collateral 7,701,979 7,674,266
JPMorgan    
Line of Credit Facility [Line Items]    
Balance 1,203,342 1,373,598
Amortized Cost of Collateral 2,007,473 2,376,154
Maximum Month-End Balance 1,324,226 1,584,171
Average Month-End Balance 1,252,739 1,411,644
DB    
Line of Credit Facility [Line Items]    
Balance 335,296 385,818
Amortized Cost of Collateral 517,796 565,387
Maximum Month-End Balance 385,818 432,455
Average Month-End Balance 365,437 400,337
Goldman    
Line of Credit Facility [Line Items]    
Balance 23,693 70,249
Amortized Cost of Collateral 45,517 116,619
Maximum Month-End Balance 70,249 164,607
Average Month-End Balance 42,567 140,599
CS Facility | USD    
Line of Credit Facility [Line Items]    
Balance 677,372 632,747
Amortized Cost of Collateral 939,806 855,119
Maximum Month-End Balance 688,126 633,143
Average Month-End Balance 666,770 541,245
HSBC Facility | Fx contracts - EUR    
Line of Credit Facility [Line Items]    
Balance 661,209 637,313
Amortized Cost of Collateral 849,742 813,716
Maximum Month-End Balance 661,206 660,004
Average Month-End Balance 649,642 501,674
Barclays Facility | USD    
Line of Credit Facility [Line Items]    
Balance 111,909 111,909
Amortized Cost of Collateral 138,795 138,510
Maximum Month-End Balance 111,909 172,693
Average Month-End Balance 111,909 102,664
MUFG Facility | USD    
Line of Credit Facility [Line Items]    
Balance 204,240 194,272
Amortized Cost of Collateral 276,238 261,319
Maximum Month-End Balance 204,240 194,272
Average Month-End Balance 199,342 156,499
Churchill | USD    
Line of Credit Facility [Line Items]    
Balance 129,129  
Amortized Cost of Collateral 171,275  
Maximum Month-End Balance 130,000  
Average Month-End Balance 129,564  
Santander Facility | USD    
Line of Credit Facility [Line Items]    
Balance 75,000 53,320
Amortized Cost of Collateral 99,472 71,093
Maximum Month-End Balance 55,157 53,320
Average Month-End Balance 54,150 50,450
Santander Facility | Fx contracts - EUR    
Line of Credit Facility [Line Items]    
Balance 54,897  
Amortized Cost of Collateral 73,196  
Maximum Month-End Balance 55,157  
Average Month-End Balance 54,150  
Barclays Securitization    
Line of Credit Facility [Line Items]    
Balance 1,903,187 1,850,076
Amortized Cost of Collateral 2,582,669 2,476,349
Maximum Month-End Balance 1,915,643 1,963,837
Average Month-End Balance $ 1,877,903 $ 1,828,794