Certain information with respect to the Company’s borrowings as of March 31, 2013 is summarized in the following table (dollar amounts in thousands):

	Outstanding Borrowings		Weighted Average Borrowing Rate		Weighted Average Remaining Maturity (in days)	Collateral(1)
CLO 2005-1 senior secured notes	$	374,482	0.69	%	1,487	$	405,834
CLO 2005-2 senior secured notes	432,932		0.65		1,701	565,936
CLO 2006-1 senior secured notes	566,661		0.68		1,973	803,977
CLO 2007-1 senior secured notes	2,075,040		0.84		2,967	2,310,115
CLO 2007-1 junior secured notes(2)	296,925		—		2,967	330,562
CLO 2007-A senior secured notes	580,409		1.48		1,659	677,212
CLO 2007-A junior secured notes(3)	26,164		—		1,659	30,527
CLO 2011-1 senior debt	322,020		1.65		1,963	401,169
CLO 2012-1 senior secured notes	362,387		2.58		4,277	304,139
CLO 2012-1 junior secured notes(4)	21,500		—		4,277	17,793
Total collateralized loan obligation secured debt	5,058,520					5,847,264
CLO 2007-1 junior secured notes to affiliates(5)	162,430		—		2,967	180,831
CLO 2007-A junior secured notes to affiliates(6)	31,491		—		1,659	36,743
Total collateralized loan obligation junior secured notes to affiliates	193,921					217,574
Senior secured credit facility	—		2.53		974	—
2015 Asset-based borrowing facility	46,089		2.20		949	224,378
2018 Asset-based borrowing facility(7)	—		—		1,794	—
Total credit facilities	46,089					224,378
8.375% Senior notes	250,751		8.38		10,456	—
7.500% Senior notes	111,451		7.50		10,581	—
Junior subordinated notes	283,517		5.42		8,622	—
Total borrowings	$	5,944,249				$	6,289,216

(1) Collateral for borrowings consists of the estimated fair value of certain corporate loans, securities available-for-sale and equity investments at estimated fair value. Also includes the carrying value of oil and gas assets.

(2) CLO 2007-1 junior secured notes consist of $291.1 million of mezzanine notes with a weighted average borrowing rate of 3.4% and $5.8 million of subordinated notes that do not have a contractual coupon rate, but instead receive a pro rata amount of the net distributions from CLO 2007-1.

(3) CLO 2007-A junior secured notes consist of $21.6 million of mezzanine notes with a weighted average borrowing rate of 7.1% and $4.6 million of subordinated notes that do not have a contractual coupon rate, but instead receive a pro rata amount of the net distributions from CLO 2007-A.

(4) CLO 2012-1 junior secured notes represent subordinated notes that do not have a contractual coupon rate, but instead receive a pro rata amount of the net distributions from CLO 2012-1.

(5) CLO 2007-1 junior secured notes to affiliates consist of $32.1 million of mezzanine notes with a weighted average borrowing rate of 9.8% and $130.3 million of subordinated notes that do not have a contractual coupon rate, but instead receive a pro rata amount of the net distributions from CLO 2007-1.

(6) CLO 2007-A junior secured notes to affiliates consist of $21.0 million of mezzanine notes with a weighted average borrowing rate of 7.8% and $10.5 million of subordinated notes that do not have a contractual coupon rate, but instead receive a pro rata amount of the net distributions from CLO 2007-A.

(7) Borrowing rates range from 1.75% to 2.75% plus LIBOR per annum based on the amount outstanding.

Certain information with respect to the Company’s borrowings as of December 31, 2012 is summarized in the following table (dollar amounts in thousands):

	Outstanding Borrowings		Weighted Average Borrowing Rate		Weighted Average Remaining Maturity (in days)	Collateral(1)
CLO 2005-1 senior secured notes	$	427,317	0.69	%	1,577	$	510,187
CLO 2005-2 senior secured notes	470,516		0.66		1,791	618,000
CLO 2006-1 senior secured notes	601,091		0.69		2,063	846,365
CLO 2007-1 senior secured notes	2,075,040		0.86		3,057	2,298,373
CLO 2007-1 junior secured notes(2)	209,555		—		3,057	232,109
CLO 2007-A senior secured notes	601,375		1.50		1,749	698,569
CLO 2007-A junior secured notes(3)	10,179		—		1,749	11,824
CLO 2011-1 senior debt	343,485		1.67		2,053	421,584
CLO 2012-1 senior secured notes(4)	362,280		2.58		4,367	40,180
CLO 2012-1 junior secured notes(4)	21,500		—		4,367	2,351
Total collateralized loan obligation secured debt	5,122,338					5,679,542
CLO 2007-1 junior secured notes to affiliates(5)	249,115		—		3,057	275,927
CLO 2007-A junior secured notes to affiliates(6)	47,442		—		1,749	55,110
Total collateralized loan obligation junior secured notes to affiliates	296,557					331,037
Senior secured credit facility	—		2.56		1,064	—
2015 Asset-based borrowing facility	107,789		2.71		1,039	227,415
Total credit facilities	107,789					227,415
7.5% Convertible senior notes	166,028		7.50		1,476	—
8.375% Senior notes	250,735		8.38		10,546	—
7.500% Senior notes	111,443		7.50		10,671	—
Junior subordinated notes	283,517		5.43		8,712	—
Total borrowings	$	6,338,407				$	6,237,994

(2) CLO 2007-1 junior secured notes consist of $203.7 million of mezzanine notes with a weighted average borrowing rate of 2.8% and $5.8 million of subordinated notes that do not have a contractual coupon rate, but instead receive a pro rata amount of the net distributions from CLO 2007-1.

(3) CLO 2007-A junior secured notes consist of $5.6 million of mezzanine notes with a weighted average borrowing rate of 7.0% and $4.6 million of subordinated notes that do not have a contractual coupon rate, but instead receive a pro rata amount of the net distributions from CLO 2007-A.

(4) CLO 2012-1 junior secured notes represent subordinated notes that do not have a contractual coupon rate, but instead receive a pro rata amount of the net distributions from CLO 2012-1. In addition to the fair value of collateral, CLO 2012-1 held $357.7 million of principal cash as of December 31, 2012 as it was closed on December 21, 2012.

(5) CLO 2007-1 junior secured notes to affiliates consist of $118.8 million of mezzanine notes with a weighted average borrowing rate of 6.3% and $130.3 million of subordinated notes that do not have a contractual coupon rate, but instead receive a pro rata amount of the net distributions from CLO 2007-1.

(6) CLO 2007-A junior secured notes to affiliates consist of $36.9 million of mezzanine notes with a weighted average borrowing rate of 7.5% and $10.5 million of subordinated notes that do not have a contractual coupon rate, but instead receive a pro rata amount of the net distributions from CLO 2007-A.