XML 78 R64.htm IDEA: XBRL DOCUMENT v3.23.3
Securitized Debt Obligations, Net - Schedule of Information on Securitized Debt Obligations (Detail)
$ in Thousands
3 Months Ended 9 Months Ended 12 Months Ended
Sep. 30, 2023
USD ($)
Sep. 30, 2022
USD ($)
Sep. 30, 2023
USD ($)
loan
Sep. 30, 2022
USD ($)
Dec. 31, 2022
USD ($)
loan
Debt Instrument [Line Items]          
Interest expense on securitized debt obligations $ 44,500 $ 26,100 $ 127,600 $ 52,600  
Senior CLO Securities Outstanding          
Debt Instrument [Line Items]          
Count | loan     3   3
Principal Balance 2,512,511   $ 2,512,511   $ 2,673,541
Book Value 2,509,254   $ 2,509,254   $ 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 801,392   $ 801,392   $ 799,626
Senior CLO Securities Outstanding | 2020 FL3 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Count | loan     1   1
Principal Balance 716,342   $ 716,342   $ 808,750
Book Value 716,284   $ 716,284   $ 806,757
Senior CLO Securities Outstanding | 2020 FL2 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Count | loan     1   1
Principal Balance 992,419   $ 992,419   $ 1,061,041
Book Value 991,578   $ 991,578   $ 1,057,627
Underlying Collateral Assets          
Debt Instrument [Line Items]          
Count | loan     58   63
Principal Balance 3,156,886   $ 3,156,886   $ 3,317,916
Book Value 3,156,886   $ 3,156,886   $ 3,317,916
Underlying Collateral Assets | 2021 FL4 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Count | loan     27   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     15   16
Principal Balance 907,592   $ 907,592   $ 1,000,000
Book Value 907,592   $ 907,592   $ 1,000,000
Underlying Collateral Assets | 2020 FL2 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Count | loan     16   17
Principal Balance 1,249,294   $ 1,249,294   $ 1,317,916
Book Value $ 1,249,294   $ 1,249,294   $ 1,317,916
LIBOR | Senior CLO Securities Outstanding          
Debt Instrument [Line Items]          
Wtd. Avg. Yield/Cost     1.78%   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     2.18%   2.14%
LIBOR | Senior CLO Securities Outstanding | 2020 FL2 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Wtd. Avg. Yield/Cost     1.57%   1.55%
LIBOR | Underlying Collateral Assets          
Debt Instrument [Line Items]          
Wtd. Avg. Yield/Cost     3.21%   3.38%
LIBOR | Underlying Collateral Assets | 2021 FL4 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Wtd. Avg. Yield/Cost     3.35%   3.47%
LIBOR | Underlying Collateral Assets | 2020 FL3 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Wtd. Avg. Yield/Cost     3.04%   3.25%
LIBOR | Underlying Collateral Assets | 2020 FL2 Collateralized Loan Obligation          
Debt Instrument [Line Items]          
Wtd. Avg. Yield/Cost     3.25%   3.42%