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Secured Borrowings (Details)
$ in Thousands
1 Months Ended 3 Months Ended 6 Months Ended
Mar. 31, 2020
USD ($)
Option
Feb. 29, 2020
USD ($)
Jan. 31, 2020
Jun. 30, 2020
USD ($)
Jun. 30, 2019
USD ($)
Jun. 30, 2020
USD ($)
Jun. 30, 2019
USD ($)
Dec. 31, 2019
USD ($)
Aug. 31, 2019
USD ($)
Secured Borrowings                  
Carrying Value       $ 8,836,320   $ 8,836,320   $ 8,906,048  
Loss on extinguishment of debt       (2,207) $ (2,816) (2,377) $ (6,114)    
Payment of debt           3,716,558 $ 2,679,056    
Revolving credit facility                  
Secured Borrowings                  
Maximum borrowing capacity       $ 120,000   $ 120,000      
Revolving credit facility | LIBOR                  
Secured Borrowings                  
Pricing margin (as a percent)           3.00%      
Woodstar I Portfolio                  
Secured Borrowings                  
Pricing margin (as a percent)       2.71%          
Maximum Facility Size       $ 217,100   $ 217,100      
Loss on extinguishment of debt       $ 2,200          
Maturity period       10 years          
Payment of debt       $ 117,000          
Revolving Credit Agreement                  
Secured Borrowings                  
Maximum Facility Size       300,000   300,000      
Maximum facility size subject to certain conditions       650,000   $ 650,000      
Infrastructure Acquisition Facility                  
Secured Borrowings                  
Pricing margin (as a percent)           1.75%      
Increase in spread in a subsequent period           0.25%      
Property Mortgages - Fixed rate                  
Secured Borrowings                  
Maturity period           7 years 7 months 6 days      
Collateralized Loan Obligation                  
Secured Borrowings                  
Principal Amount                 $ 86,600
Principal amount of notes                 1,100,000
Principal amount of notes purchased by third-party investors                 936,400
Liquidation preference                 $ 77,000
Additional Contribution to CLO       85,300          
Term loan facility                  
Secured Borrowings                  
Maximum borrowing capacity       397,000   $ 397,000      
Term loan facility | LIBOR                  
Secured Borrowings                  
Pricing margin (as a percent)           2.50%      
Commercial Loans                  
Secured Borrowings                  
Maximum Facility Size       8,900,000   $ 8,900,000      
Carrying Value       965,900   965,900      
Maximum borrowing capacity       $ 950,000   $ 950,000      
Commercial Loans | LIBOR | Weighted-average                  
Secured Borrowings                  
Interest rate (as a percent)       1.86%   1.86%      
Residential Loans                  
Secured Borrowings                  
Maximum borrowing capacity       $ 400,000   $ 400,000      
Infrastructure Loans                  
Secured Borrowings                  
Extension term   1 year              
CMBS/RMBS                  
Secured Borrowings                  
Interest rate (as a percent)       3.50%   3.50%      
Maximum Facility Size       $ 0   $ 0      
Carrying Value       175,900   175,900      
Amount outstanding on a repurchase facility not subject to margin calls       175,900   175,900      
Amount outstanding on repurchase facility       $ 41,300   $ 41,300      
Pro rata share owned by a non-controlling partner in a consolidated joint venture       49.00%   49.00%      
CMBS/RMBS | LIBOR | Weighted-average                  
Secured Borrowings                  
Interest rate (as a percent)       1.78%   1.78%      
CMBS/RMBS | Certain Facilities                  
Secured Borrowings                  
Carrying Value       $ 310,600   $ 310,600      
Rolling maturity period           11 months      
Maturity period           12 months      
Primary beneficiary                  
Secured Borrowings                  
Equity Method Investment, Ownership Percentage     51.00%            
Secured Borrowings                  
Secured Borrowings                  
Pledged Asset Carrying Value       12,137,247   $ 12,137,247      
Maximum Facility Size       18,466,600   18,466,600      
Principal Amount       8,921,996   8,921,996   9,000,125  
Unamortized net discount       (10,189)   (10,189)   (8,347)  
Unamortized deferred financing costs       (75,487)   (75,487)   (85,730)  
Carrying Value       8,836,320   8,836,320   8,906,048  
Increase in available borrowings $ 250,000                
Secured Borrowings | Revolving credit facility                  
Secured Borrowings                  
Equity interests in certain subsidiaries used to secure facilities           3,800,000      
Secured Borrowings | Other Secured Financing                  
Secured Borrowings                  
Pledged Asset Carrying Value       4,360,309   4,360,309      
Maximum Facility Size       7,251,259   7,251,259      
Principal Amount       4,031,297   4,031,297   4,390,668  
Secured Borrowings | Revolving Credit Agreement                  
Secured Borrowings                  
Pledged Asset Carrying Value       33,445   33,445      
Maximum Facility Size       650,000   650,000      
Principal Amount       29,333   $ 29,333   198,955  
Secured Borrowings | Revolving Credit Agreement | LIBOR                  
Secured Borrowings                  
Pricing margin (as a percent)           2.25%      
Secured Borrowings | Commercial Financing Facility                  
Secured Borrowings                  
Pledged Asset Carrying Value       91,214   $ 91,214      
Maximum Facility Size       73,650   73,650      
Principal Amount       73,650   $ 73,650      
Maturity period 2 years                
Number of extension options | Option 3                
Extended term / option 1 year                
Secured Borrowings | Commercial Financing Facility | LIBOR                  
Secured Borrowings                  
Pricing margin (as a percent)           1.75%      
Secured Borrowings | Commercial Financing Facility | GBP LIBOR                  
Secured Borrowings                  
Pricing margin (as a percent)   1.75%              
Secured Borrowings | Infrastructure Acquisition Facility                  
Secured Borrowings                  
Pledged Asset Carrying Value       723,690   $ 723,690      
Maximum Facility Size       737,137   737,137      
Principal Amount       583,005   583,005   603,642  
Secured Borrowings | Infrastructure Financing Facilities                  
Secured Borrowings                  
Pledged Asset Carrying Value       567,315   567,315      
Maximum Facility Size       1,250,000   1,250,000      
Principal Amount       462,568   $ 462,568   428,206  
Maximum borrowing capacity $ 750,000                
Secured Borrowings | Infrastructure Financing Facilities | LIBOR                  
Secured Borrowings                  
Pricing margin (as a percent)           2.11%      
Secured Borrowings | Property Mortgages - Fixed rate                  
Secured Borrowings                  
Pricing margin (as a percent)           3.81%      
Pledged Asset Carrying Value       1,302,670   $ 1,302,670      
Maximum Facility Size       1,078,072   1,078,072      
Principal Amount       1,077,979   1,077,979   1,196,492  
Secured Borrowings | Property Mortgages - Variable rate                  
Secured Borrowings                  
Pledged Asset Carrying Value       951,634   951,634      
Maximum Facility Size       945,400   945,400      
Principal Amount       926,262   $ 926,262   696,503  
Secured Borrowings | Property Mortgages - Variable rate | LIBOR                  
Secured Borrowings                  
Pricing margin (as a percent)           2.53%      
Secured Borrowings | Term Loan and Revolver                  
Secured Borrowings                  
Maximum Facility Size       517,000   $ 517,000      
Principal Amount       397,000   $ 397,000   399,000  
Secured Borrowings | FHLB                  
Secured Borrowings                  
Pricing margin (as a percent)           1.99%      
Pledged Asset Carrying Value       690,341   $ 690,341      
Maximum Facility Size       2,000,000   2,000,000      
Principal Amount       481,500   481,500   867,870  
Secured Borrowings | Collateralized Loan Obligation                  
Secured Borrowings                  
Maximum borrowing capacity $ 2,000,000                
Additional extension term 4 years                
Secured Borrowings | Repurchase Agreements                  
Secured Borrowings                  
Pledged Asset Carrying Value       7,776,938   7,776,938      
Maximum Facility Size       11,215,341   11,215,341      
Principal Amount       4,890,699   4,890,699   4,609,457  
Secured Borrowings | Commercial Loans                  
Secured Borrowings                  
Pledged Asset Carrying Value       6,293,458   6,293,458      
Maximum Facility Size       9,181,700   9,181,700      
Principal Amount       4,024,642   4,024,642   3,640,620  
Maximum borrowing capacity   $ 1,800,000              
Increase in available borrowings   $ 200,000              
Secured Borrowings | Residential Loans                  
Secured Borrowings                  
Pledged Asset Carrying Value       10,172   10,172      
Maximum Facility Size       400,000   400,000      
Principal Amount       7,669   $ 7,669   11,835  
Secured Borrowings | Residential Loans | LIBOR                  
Secured Borrowings                  
Pricing margin (as a percent)           2.58%      
Secured Borrowings | Infrastructure Loans                  
Secured Borrowings                  
Pledged Asset Carrying Value       194,283   $ 194,283      
Maximum Facility Size       500,000   500,000      
Principal Amount       160,483   $ 160,483   188,198  
Secured Borrowings | Infrastructure Loans | LIBOR                  
Secured Borrowings                  
Pricing margin (as a percent)           2.00%      
Secured Borrowings | Conduit Loans                  
Secured Borrowings                  
Pledged Asset Carrying Value       182,001   $ 182,001      
Maximum Facility Size       350,000   350,000      
Principal Amount       134,874   $ 134,874   86,575  
Extension term   1 year              
Extended term / option   1 year              
Secured Borrowings | Conduit Loans | LIBOR                  
Secured Borrowings                  
Pricing margin (as a percent)           1.86%      
Secured Borrowings | CMBS/RMBS                  
Secured Borrowings                  
Pledged Asset Carrying Value       1,097,024   $ 1,097,024      
Maximum Facility Size       783,641   783,641      
Principal Amount       $ 563,031   $ 563,031   $ 682,229  
Maturity period     12 months            
Secured Borrowings | CMBS/RMBS | One-month LIBOR | Minimum                  
Secured Borrowings                  
Pricing margin (as a percent)     1.35%            
Secured Borrowings | CMBS/RMBS | One-month LIBOR | Maximum                  
Secured Borrowings                  
Pricing margin (as a percent)     1.85%            
Repurchase Agreements | Collateralized Loan Obligation                  
Secured Borrowings                  
Maximum borrowing capacity $ 500,000