XML 83 R66.htm IDEA: XBRL DOCUMENT v3.24.2
Securitized Debt Obligations, Net (Detail)
$ in Thousands
3 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2024
USD ($)
Jun. 30, 2023
USD ($)
Jun. 30, 2024
USD ($)
loan
Jun. 30, 2023
USD ($)
Dec. 31, 2023
USD ($)
loan
Debt Instrument [Line Items]          
Debt Instrument, Variable Interest Rate, Type [Extensible Enumeration]     Secured Overnight Financing Rate (SOFR)   Secured Overnight Financing Rate (SOFR)
Securitized debt obligations, net          
Debt Instrument [Line Items]          
Count | loan     3   3
Count | loan     56   56
Principal Balance $ 2,328,492   $ 2,328,492   $ 2,507,514
Principal Balance, Collateral assets 2,972,867   2,972,867   3,151,889
Book Value 2,327,774   2,327,774   2,505,417
Book Value, Collateral assets 2,972,867   $ 2,972,867   $ 3,151,889
Wtd. Avg. Yield/Cost, Loan Obligation     1.54%   1.79%
Wtd. Avg. Yield/Cost, Collateral Assets     3.00%   2.99%
Interest expense on debt 40,200 $ 43,300 $ 81,700 $ 83,100  
2021 FL4 Senior Collateralized Loan Obligation | Securitized debt obligations, net          
Debt Instrument [Line Items]          
Count | loan     1   1
Principal Balance 785,452   $ 785,452   $ 803,750
Book Value 784,778   $ 784,778   $ 801,800
Wtd. Avg. Yield/Cost, Loan Obligation     1.47%   1.70%
2021 FL4 Underlying Collateral Assets | Securitized debt obligations, net          
Debt Instrument [Line Items]          
Count | loan     26   26
Principal Balance, Collateral assets 981,703   $ 981,703   $ 1,000,000
Book Value, Collateral assets 981,703   $ 981,703   $ 1,000,000
Wtd. Avg. Yield/Cost, Collateral Assets     3.26%   3.28%
2020 FL3 Senior Collateralized Loan Obligation | Securitized debt obligations, net          
Debt Instrument [Line Items]          
Count | loan     1   1
Principal Balance 689,384   $ 689,384   $ 714,352
Book Value 689,384   $ 689,384   $ 714,352
Wtd. Avg. Yield/Cost, Loan Obligation     1.84%   2.18%
2020 FL3 Underlying Collateral Assets | Securitized debt obligations, net          
Debt Instrument [Line Items]          
Count | loan     15   15
Principal Balance, Collateral assets 880,634   $ 880,634   $ 905,602
Book Value, Collateral assets 880,634   $ 880,634   $ 905,602
Wtd. Avg. Yield/Cost, Collateral Assets     2.93%   2.87%
2020 FL2 Senior Collateralized Loan Obligation | Securitized debt obligations, net          
Debt Instrument [Line Items]          
Count | loan     1   1
Principal Balance 853,656   $ 853,656   $ 989,412
Book Value 853,612   $ 853,612   $ 989,265
Wtd. Avg. Yield/Cost, Loan Obligation     1.36%   1.57%
2020 FL2 Underlying Collateral Assets | Securitized debt obligations, net          
Debt Instrument [Line Items]          
Count | loan     15   15
Principal Balance, Collateral assets 1,110,530   $ 1,110,530   $ 1,246,287
Book Value, Collateral assets $ 1,110,530   $ 1,110,530   $ 1,246,287
Wtd. Avg. Yield/Cost, Collateral Assets     2.86%   2.85%