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Commitments and Contingencies - Contractual Commitments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Dec. 31, 2022
Dec. 31, 2021
Agency Business Commitments        
Restricted cash $ 704,844 $ 517,090 $ 713,808 $ 486,690
Total        
2023 (nine months ending December 31, 2023) 1,951,731      
2024 3,006,520      
2025 1,911,367      
2026 4,915,290      
2027 993,582      
2028 187,301      
Thereafter 174,827      
Total 13,140,618      
Operating lease expense 2,600 $ 2,400    
Unfunded CLO Commitments        
Unfunded commitments related to structured loans and investments 1,050,000      
Fannie Mae Mortgage        
Agency Business Commitments        
Minimum liquid assets to be maintained to meet operational liquidity requirements $ 18,800      
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 Mortgage        
Agency Business Commitments        
Letter of credit required $ 67,300      
Letter of credit assigned 64,000      
Restricted cash 2,500      
Reserve required to fund additional restricted liquidity over the next 48 months $ 35,700      
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      
Outstanding letters of credit 5,000      
Minimum capital arrangement - Seller/servicer agreements with secondary market investors        
Minimum Annual Operating Lease Payments        
2023 (nine months ending December 31, 2023) 7,076      
2024 9,180      
2025 9,318      
2026 9,363      
2027 7,929      
2028 7,301      
Thereafter 20,491      
Total 70,658      
Loss sharing arrangement        
Debt Obligations        
2023 (nine months ending December 31, 2023) 1,944,655      
2024 2,997,340      
2025 1,902,049      
2026 4,905,927      
2027 985,653      
2028 180,000      
Thereafter 154,336      
Total $ 13,069,960