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Commitments and Contingencies, Contractual Commitments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2018
Dec. 31, 2017
Agency Business Commitments    
Cash collateral $ 131,659 $ 139,398
Debt Obligations    
Remainder of 2018 477,800  
2019 554,700  
2020 925,700  
2021 387,900  
2022 71,000  
Thereafter 314,700  
Unfunded CLO Commitments    
Unfunded commitments related to structured loans and investments 66,900  
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 $ 12,600  
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 $ 42,000  
Cash collateral 400  
Reserve required to fund additional restricted liquidity over the next 48 months $ 28,400  
Period of additional funding for collateral requirement 48 months