XML 80 R63.htm IDEA: XBRL DOCUMENT v3.23.1
Securitized Debt Obligations, Net - Schedule of Information on Securitized Debt Obligations (Detail)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2023
USD ($)
loan
Dec. 31, 2022
USD ($)
loan
Debt Instrument [Line Items]    
Interest expense on securitized debt obligations $ 39,800 $ 87,600
Senior CLO Securities Outstanding    
Debt Instrument [Line Items]    
Count | loan 3 3
Principal Balance $ 2,671,734 $ 2,673,541
Book Value $ 2,664,208 $ 2,664,010
Senior CLO Securities Outstanding | 2021 FL4 Collateralized Loan Obligation    
Debt Instrument [Line Items]    
Count | loan 1 1
Principal Balance $ 803,750 $ 803,750
Book Value $ 800,192 $ 799,626
Senior CLO Securities Outstanding | 2020 FL3 Collateralized Loan Obligation    
Debt Instrument [Line Items]    
Count | loan 1 1
Principal Balance $ 808,750 $ 808,750
Book Value $ 807,428 $ 806,757
Senior CLO Securities Outstanding | 2020 FL2 Collateralized Loan Obligation    
Debt Instrument [Line Items]    
Count | loan 1 1
Principal Balance $ 1,059,234 $ 1,061,041
Book Value $ 1,056,588 $ 1,057,627
Underlying Collateral Assets    
Debt Instrument [Line Items]    
Count | loan 62 63
Principal Balance $ 3,316,109 $ 3,317,916
Book Value $ 3,316,109 $ 3,317,916
Underlying Collateral Assets | 2021 FL4 Collateralized Loan Obligation    
Debt Instrument [Line Items]    
Count | loan 29 30
Principal Balance $ 1,000,000 $ 1,000,000
Book Value $ 1,000,000 $ 1,000,000
Underlying Collateral Assets | 2020 FL3 Collateralized Loan Obligation    
Debt Instrument [Line Items]    
Count | loan 16 16
Principal Balance $ 1,000,000 $ 1,000,000
Book Value $ 1,000,000 $ 1,000,000
Underlying Collateral Assets | 2020 FL2 Collateralized Loan Obligation    
Debt Instrument [Line Items]    
Count | loan 17 17
Principal Balance $ 1,316,109 $ 1,317,916
Book Value $ 1,316,109 $ 1,317,916
LIBOR    
Debt Instrument [Line Items]    
One-month USD LIBOR 4.86% 4.39%
LIBOR | Senior CLO Securities Outstanding    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost 1.74% 1.73%
LIBOR | Senior CLO Securities Outstanding | 2021 FL4 Collateralized Loan Obligation    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost 1.57% 1.57%
LIBOR | Senior CLO Securities Outstanding | 2020 FL3 Collateralized Loan Obligation    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost 2.15% 2.14%
LIBOR | Senior CLO Securities Outstanding | 2020 FL2 Collateralized Loan Obligation    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost 1.55% 1.55%
LIBOR | Underlying Collateral Assets    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost 3.39% 3.38%
LIBOR | Underlying Collateral Assets | 2021 FL4 Collateralized Loan Obligation    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost 3.51% 3.47%
LIBOR | Underlying Collateral Assets | 2020 FL3 Collateralized Loan Obligation    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost 3.24% 3.25%
LIBOR | Underlying Collateral Assets | 2020 FL2 Collateralized Loan Obligation    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost 3.41% 3.42%
Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate    
Debt Instrument [Line Items]    
30 day average compounded SOFR reference rate 4.80% 4.36%