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Securitized Debt Obligations, Net - Schedule of Information on Securitized Debt Obligations (Detail)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2020
USD ($)
Loans
Dec. 31, 2019
USD ($)
Loans
Financing Provided [Member]    
Debt Instrument [Line Items]    
Count | Loans [1] 3 2
Principal Balance [1] $ 2,253,008 $ 1,189,642
Book Value [1] $ 2,239,640 $ 1,187,084
Financing Provided [Member] | 2020 Collateralized Loan Obligation [Member]    
Debt Instrument [Line Items]    
Count | Loans 1  
Principal Balance $ 1,243,125  
Book Value $ 1,231,186  
Financing Provided [Member] | 2017 Collateralized Loan Obligations [Member]    
Debt Instrument [Line Items]    
Count | Loans 1 1
Principal Balance $ 474,620 $ 715,022
Book Value $ 474,597 $ 712,517
Financing Provided [Member] | Single Asset Securitization [Member]    
Debt Instrument [Line Items]    
Count | Loans 1 1
Principal Balance $ 535,263 $ 474,620
Book Value $ 533,857 $ 474,567
Collateral Assets [Member]    
Debt Instrument [Line Items]    
Count | Loans 51 19
Principal Balance $ 2,934,647 $ 1,609,260
Book Value $ 2,934,003 $ 1,607,782
Collateral Assets [Member] | 2020 Collateralized Loan Obligation [Member]    
Debt Instrument [Line Items]    
Count | Loans 34  
Principal Balance $ 1,500,000  
Book Value $ 1,500,000  
Collateral Assets [Member] | 2017 Collateralized Loan Obligations [Member]    
Debt Instrument [Line Items]    
Count | Loans 16 18
Principal Balance $ 717,763 $ 897,522
Book Value $ 717,763 $ 897,522
Collateral Assets [Member] | Single Asset Securitization [Member]    
Debt Instrument [Line Items]    
Count | Loans [2] 1 1
Principal Balance $ 716,884 $ 711,738
Book Value $ 716,240 $ 710,260
LIBOR [Member] | Financing Provided [Member]    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost [1],[3] 1.59% 1.84%
LIBOR [Member] | Financing Provided [Member] | 2020 Collateralized Loan Obligation [Member]    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost [3] 1.47%  
Term 2038-02  
LIBOR [Member] | Financing Provided [Member] | 2017 Collateralized Loan Obligations [Member]    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost [3] 1.82% 1.98%
Term 2035-06 2035-06
LIBOR [Member] | Financing Provided [Member] | Single Asset Securitization [Member]    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost [3] 1.63% 1.64%
Term 2033-06 2033-06
LIBOR [Member] | Collateral Assets [Member]    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost [3] 3.36% 3.51%
LIBOR [Member] | Collateral Assets [Member] | 2020 Collateralized Loan Obligation [Member]    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost [3] 3.22%  
Term 2023-12  
LIBOR [Member] | Collateral Assets [Member] | 2017 Collateralized Loan Obligations [Member]    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost [3] 3.35% 3.43%
Term 2023-01 2022-09 [4]
LIBOR [Member] | Collateral Assets [Member] | Single Asset Securitization [Member]    
Debt Instrument [Line Items]    
Wtd. Avg. Yield/Cost [2],[3] 3.60% 3.60%
Term 2023-06 2023-06
[1] During the three months ended March 31, 2020 and 2019, we recorded $7.4 million and $13.5 million, respectively, of interest expense related to our securitized debt obligations.
[2] The collateral assets for the 2017 Single Asset Securitization include the total loan amount, of which we securitized $500.0 million.
[3] As of both March 31, 2020 and December 31, 2019, all of our loans financed by securitized debt obligations earned a floating rate of interest. In addition to cash coupon, all-in yield includes the amortization of deferred origination and extension fees, loan origination costs, purchase discounts, and accrual of exit fees. All-in yield for the total portfolio assume applicable floating benchmark rates for weighted-average calculation.
[4] Loan term represents weighted-average final maturity, assuming all extension options are exercised by the borrower. Repayments of securitized debt obligations are tied to timing of the related collateral loan asset repayments. The term of these obligations represents the rated final distribution date of the securitizations.