XML 64 R50.htm IDEA: XBRL DOCUMENT v3.10.0.1
Summary of Repurchase Agreements Secured by CMBS, Short-term Borrowings, and Counterparty Concentration (Details) - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2018
Dec. 31, 2017
Repurchase Agreement Counterparty [Line Items]    
Commitment Amount $ 3,610,303 $ 3,376,158
Short-term Debt    
Repurchase Agreement Counterparty [Line Items]    
Commitment Amount 2,841,642 2,726,942
UPB of Collateral 2,474,090 2,762,214
Carrying Value of Collateral 2,469,068 2,753,549
Amounts Payable under Repurchase Agreements 1,652,385 1,839,319
Net Counterparty Exposure $ 816,683 $ 914,230
Days to Extended Maturity 1099 days 933 days
CMBS | Short-term Debt    
Repurchase Agreement Counterparty [Line Items]    
Commitment Amount $ 200,000 $ 200,000
UPB of Collateral 38,710 47,750
Carrying Value of Collateral 37,468 47,888
Amounts Payable under Repurchase Agreements 35,049 43,305
Net Counterparty Exposure $ 2,419 $ 4,583
Days to Extended Maturity 64 days 64 days
Goldman Sachs | CMBS | Short-term Debt    
Repurchase Agreement Counterparty [Line Items]    
Commitment Amount $ 100,000 $ 100,000
UPB of Collateral 38,710 39,332
Carrying Value of Collateral 37,468 39,213
Amounts Payable under Repurchase Agreements 35,049 35,426
Net Counterparty Exposure $ 2,419 $ 3,787
Percent of Stockholders' Equity 0.20% 0.30%
Days to Extended Maturity 64 days 61 days
Royal Bank of Canada | CMBS | Short-term Debt    
Repurchase Agreement Counterparty [Line Items]    
Commitment Amount $ 100,000 $ 100,000
UPB of Collateral   8,418
Carrying Value of Collateral   8,675
Amounts Payable under Repurchase Agreements   7,879
Net Counterparty Exposure   $ 796
Percent of Stockholders' Equity   0.10%
Days to Extended Maturity   79 days