XML 82 R65.htm IDEA: XBRL DOCUMENT v3.23.2
Securitized Debt Obligations, Net - Schedule of Information on Securitized Debt Obligations (Detail)
$ in Thousands
3 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2023
USD ($)
Jun. 30, 2022
USD ($)
Jun. 30, 2023
USD ($)
loan
Jun. 30, 2022
USD ($)
Dec. 31, 2022
USD ($)
loan
Debt Instrument [Line Items]          
Interest expense on securitized debt obligations $ 43,300 $ 15,500 $ 83,100 $ 26,500  
Senior CLO Securities Outstanding          
Debt Instrument [Line Items]          
Count | loan     3   3
Principal Balance 2,671,734   $ 2,671,734   $ 2,673,541
Book Value 2,666,414   $ 2,666,414   $ 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   $ 803,750
Book Value 800,779   $ 800,779   $ 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   $ 808,750
Book Value 808,171   $ 808,171   $ 806,757
Senior CLO Securities Outstanding | 2020 FL2 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Count | loan     1   1
Principal Balance 1,059,234   $ 1,059,234   $ 1,061,041
Book Value 1,057,464   $ 1,057,464   $ 1,057,627
Underlying Collateral Assets          
Debt Instrument [Line Items]          
Count | loan     61   63
Principal Balance 3,316,109   $ 3,316,109   $ 3,317,916
Book Value 3,316,109   $ 3,316,109   $ 3,317,916
Underlying Collateral Assets | 2021 FL4 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Count | loan     28   30
Principal Balance 1,000,000   $ 1,000,000   $ 1,000,000
Book Value 1,000,000   $ 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   $ 1,000,000
Book Value 1,000,000   $ 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   $ 1,316,109   $ 1,317,916
Book Value $ 1,316,109   $ 1,316,109   $ 1,317,916
LIBOR | Senior CLO Securities Outstanding          
Debt Instrument [Line Items]          
Wtd. Avg. Yield/Cost     1.77%   1.73%
LIBOR | Senior CLO Securities Outstanding | 2021 FL4 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Wtd. Avg. Yield/Cost     1.69%   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     3.25%   3.38%
LIBOR | Underlying Collateral Assets | 2021 FL4 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Wtd. Avg. Yield/Cost     3.46%   3.47%
LIBOR | Underlying Collateral Assets | 2020 FL3 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Wtd. Avg. Yield/Cost     3.07%   3.25%
LIBOR | Underlying Collateral Assets | 2020 FL2 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Wtd. Avg. Yield/Cost     3.25%   3.42%