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Commitments and Contingencies, Contractual Commitments (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Dec. 31, 2019
Dec. 31, 2018
Agency Business Commitments            
Cash collateral $ 94,847 $ 316,455 $ 94,847 $ 316,455 $ 210,875 $ 180,606
Debt Obligations            
2020 (six months ending December 31, 2020) 802,105   802,105      
2021 442,395   442,395      
2022 1,821,154   1,821,154      
2023 926,676   926,676      
2024 382,904   382,904      
Thereafter 501,845   501,845      
Total 4,877,079   4,877,079      
Minimum Annual Operating Lease Payments            
2020 (six months ending December 31, 2020) 2,547   2,547      
2021 3,124   3,124      
2022 2,775   2,775      
2023 2,052   2,052      
2024 1,459   1,459      
2025 1,503   1,503      
Thereafter 1,802   1,802      
Total 15,262   15,262      
Total            
2020 (six months ending December 31, 2020) 804,652   804,652      
2021 445,519   445,519      
2022 1,823,929   1,823,929      
2023 928,728   928,728      
2024 384,363   384,363      
2025 1,503   1,503      
Thereafter 503,647   503,647      
Total 4,892,341   4,892,341      
Operating lease expense 1,500 $ 1,500 3,100 $ 2,900    
Unfunded CLO Commitments            
Unfunded commitments related to structured loans and investments 150,900   150,900      
Fannie Mae            
Agency Business Commitments            
Minimum liquid assets to be maintained to meet operational liquidity requirements 15,400   $ 15,400      
Period of funding for collateral requirement     48 months      
Forward Contracts            
Agency Business Commitments            
Period of contractual commitment     60 days      
Restricted liquidity arrangement - loans sold under the Fannie Mae DUS program | Fannie Mae            
Agency Business Commitments            
Letter of credit assigned 45,000   $ 45,000      
Cash collateral 4,400   4,400      
Reserve required to fund additional restricted liquidity over the next 48 months 37,700   $ 37,700      
Period of additional funding for collateral requirement     48 months      
Cash collateral arrangement - purchase and loss obligations under Freddie Mac's SBL Program            
Agency Business Commitments            
Cash collateral per securitization 5,000   $ 5,000      
Outstanding letters of credit $ 5,000   $ 5,000