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Commitments and Contingencies, Contractual Commitments (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Dec. 31, 2020
Dec. 31, 2019
Agency Business Commitments            
Cash collateral $ 249,090 $ 94,847 $ 249,090 $ 94,847 $ 197,470 $ 210,875
Debt Obligations            
2021 (six months ending December 31, 2021) 859,768   859,768      
2022 2,496,580   2,496,580      
2023 1,371,081   1,371,081      
2024 1,017,797   1,017,797      
2025 256,723   256,723      
2026 340,026   340,026      
Thereafter 463,903   463,903      
Total 6,805,878   6,805,878      
Minimum Annual Operating Lease Payments            
2021 (six months ending December 31, 2021) 3,408   3,408      
2022 8,257   8,257      
2023 8,031   8,031      
2024 7,926   7,926      
2025 7,978   7,978      
2026 8,282   8,282      
Thereafter 26,098   26,098      
Total 69,980   69,980      
Total            
2021 863,176   863,176      
2022 2,504,837   2,504,837      
2023 1,379,112   1,379,112      
2024 1,025,723   1,025,723      
2025 264,701   264,701      
2026 348,308   348,308      
Thereafter 490,001   490,001      
Total 6,875,858   6,875,858      
Operating lease expense 2,400 $ 1,500 4,700 $ 3,100    
Unfunded CLO Commitments            
Unfunded commitments related to structured loans and investments 524,700   524,700   $ 353,800  
Fannie Mae            
Agency Business Commitments            
Minimum liquid assets to be maintained to meet operational liquidity requirements 19,100   $ 19,100      
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 14,600   14,600      
Reserve required to fund additional restricted liquidity over the next 48 months 47,700   $ 47,700      
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