XML 96 R89.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Borrowings - CLO Term Loans (Details)
$ in Millions
12 Months Ended
Dec. 31, 2018
USD ($)
Dec. 31, 2019
USD ($)
Dec. 31, 2019
EUR (€)
Dec. 31, 2018
USD ($)
Dec. 31, 2017
USD ($)
Dec. 31, 2019
EUR (€)
Feb. 05, 2019
EUR (€)
Feb. 28, 2017
EUR (€)
Debt Instrument [Line Items]                
Debt principal amount $ 1,555.1 $ 1,985.7   $ 1,555.1        
Interest expense   82.1   82.2 $ 65.5      
Carrying value 1,550.4 $ 1,976.3   1,550.4        
LIBOR rate                
Debt Instrument [Line Items]                
Applicable margin over base rate   1.50% 1.50%          
CLO Term Loan Maturing November 17, 2031 | Euribor                
Debt Instrument [Line Items]                
Borrowings outstanding 77.0 $ 75.3   77.0        
Interest Rate   2.33%       2.33%    
CLO Term Loan Maturing April 22, 2031 | LIBOR rate                
Debt Instrument [Line Items]                
Borrowings outstanding 22.9 $ 22.9   22.9        
Interest Rate   3.90%       3.90%    
Applicable margin over base rate   1.932% 1.932%          
CLO Term Loan Maturing July 22, 2031 | LIBOR rate                
Debt Instrument [Line Items]                
Borrowings outstanding 23.0 $ 22.9   23.0        
Interest Rate   3.89%       3.89%    
Applicable margin over base rate   1.923% 1.923%          
CLO Term Loan Maturing April 21, 2027 | LIBOR rate                
Debt Instrument [Line Items]                
Borrowings outstanding 24.4 $ 0.0   24.4        
Applicable margin over base rate   1.536% 1.536%          
CLO Term Loan Maturing July 23, 2029 | LIBOR rate                
Debt Instrument [Line Items]                
Borrowings outstanding 22.8 $ 22.8   22.8        
Interest Rate   3.77%       3.77%    
Applicable margin over base rate   1.808% 1.808%          
CLO Term Loan Maturing August 3, 2022                
Debt Instrument [Line Items]                
Debt principal amount | €           € 17,400,000    
CLO Term Loan Maturing August 3, 2022 | Euribor                
Debt Instrument [Line Items]                
Borrowings outstanding 19.9 $ 19.5   19.9        
Interest Rate   1.75%       1.75%    
Applicable margin over base rate   1.75% 1.75%          
CLO Term Loan Maturing August 15, 2030 | LIBOR rate                
Debt Instrument [Line Items]                
Borrowings outstanding 22.5 $ 22.6   22.5        
Interest Rate   3.76%       3.76%    
Applicable margin over base rate   1.848% 1.848%          
CLO Term Loan Maturing January 16, 2030 | LIBOR rate                
Debt Instrument [Line Items]                
Borrowings outstanding 22.7 $ 22.7   22.7        
Interest Rate   3.73%       3.73%    
Applicable margin over base rate   1.7312% 1.7312%          
CLO Term Loan Maturing October 16, 2030 | LIBOR rate                
Debt Instrument [Line Items]                
Borrowings outstanding 19.1 $ 19.1   19.1        
Interest Rate   3.65%       3.65%    
Applicable margin over base rate   1.647% 1.647%          
CLO Term Loan Maturing January 19, 2029 | LIBOR rate                
Debt Instrument [Line Items]                
Borrowings outstanding 21.1 $ 20.8   21.1        
Interest Rate   3.37%       3.37%    
Applicable margin over base rate   1.365% 1.365%          
CLO Term Loan Maturing January 22, 2030 | LIBOR rate                
Debt Instrument [Line Items]                
Borrowings outstanding 19.2 $ 19.2   19.2        
Interest Rate   3.59%       3.59%    
Applicable margin over base rate   1.624% 1.624%          
CLO Term Loan Maturing January 15, 2031 | LIBOR rate                
Debt Instrument [Line Items]                
Borrowings outstanding 15.3 $ 15.3   15.3        
Interest Rate   3.55%       3.55%    
Applicable margin over base rate   1.552% 1.552%          
CLO Term Loan Effective 2019 Maturing March 2032                
Debt Instrument [Line Items]                
Borrowings outstanding 0.0 $ 20.8   0.0        
Debt interest rate adjustment, percentage   0.08% 0.08%          
Debt interest rate adjustment, maximum amount | €     € 54,120,000          
CLO Term Loan Effective 2019 Maturing March 2032 | Average effective interest rate                
Debt Instrument [Line Items]                
Interest Rate   2.62%       2.62%    
Applicable margin over base rate   0.50% 0.50%          
CLO Term Loan Effective 2019 Maturing August 2032                
Debt Instrument [Line Items]                
Borrowings outstanding 0.0 $ 21.0   0.0        
CLO Term Loan Effective 2019 Maturing August 2032 | Average effective interest rate                
Debt Instrument [Line Items]                
Interest Rate   2.52%       2.52%    
Applicable margin over base rate   0.50% 0.50%          
CLO Term Loans                
Debt Instrument [Line Items]                
Borrowings outstanding 309.9 $ 324.9   309.9        
Debt principal amount 309.9 324.9   309.9        
Interest expense   11.4   10.5 $ 4.0      
Carrying value $ 309.9 324.0   $ 309.9        
CLO Term Loan Maturing September 2029                
Debt Instrument [Line Items]                
Borrowings outstanding | €           € 67,100,000    
Euro CLO Financing                
Debt Instrument [Line Items]                
Debt principal amount | €               € 67,100,000
Carrying value   $ 75.3            
Debt instrument, prepayment terms, penalty period threshold   3 years 3 years          
Euro CLO Financing | Euribor                
Debt Instrument [Line Items]                
Applicable margin over base rate 2.33%              
CLO Financing Facility                
Debt Instrument [Line Items]                
Borrowing capacity | €             € 100,000,000.0  
Remaining borrowing capacity | €             € 64,800,000