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Commitments and Contingencies, Contractual Commitments (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2018
Dec. 31, 2017
Agency Business Commitments    
Cash collateral $ 202,736 $ 139,398
Debt Obligations    
Remainder of 2018 565,900  
2019 356,200  
2020 972,000,000  
2021 872,300  
2022 244,200  
Thereafter 401,400  
Unfunded CLO Commitments    
Unfunded commitments related to structured loans and investments 68,600  
Cash collateral arrangement - purchase and loss obligations under Freddie Mac's SBL Program    
Agency Business Commitments    
Cash collateral per securitization 5,000  
Outstanding letters of credit $ 5,000  
Forward Contracts    
Agency Business Commitments    
Period of contractual commitment 60 days  
Fannie Mae    
Agency Business Commitments    
Minimum liquid assets to be maintained to meet operational liquidity requirements $ 12,900  
Period of funding for collateral requirement 48 months  
Fannie Mae | Restricted liquidity arrangement - loans sold under the Fannie Mae DUS program    
Agency Business Commitments    
Letter of credit assigned $ 44,000  
Reserve required to fund additional restricted liquidity over the next 48 months $ 29,700  
Period of additional funding for collateral requirement 48 months