XML 79 R67.htm IDEA: XBRL DOCUMENT v3.22.1
Variable Interest Entities and Noncontrolling Interests - Other variable interest entity disclosures (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Variable Interest Entity [Line Items]    
Total VIE Assets $ 45,677,941 $ 45,100,945
Maximum Exposure to Loss, Total 3,472,261 3,248,206
Variable Interest Entity, Not Primary Beneficiary    
Variable Interest Entity [Line Items]    
Total VIE Assets 4,273,436 4,336,596
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (3,696) (4,434)
Maximum Exposure to Loss - Off-Balance Sheet 40,775 42,202
Maximum Exposure to Loss, Total 37,079 37,768
Remaining Coverage, Amount 331,022  
Variable Interest Entity, Not Primary Beneficiary | 2017-1 Ltd. (Oct-17)    
Variable Interest Entity [Line Items]    
Total VIE Assets 81,415 108,368
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (90) (159)
Maximum Exposure to Loss - Off-Balance Sheet 380 424
Maximum Exposure to Loss, Total 290 265
Variable Interest Entity, Not Primary Beneficiary | 2018-1 Ltd. (Apr-18)    
Variable Interest Entity [Line Items]    
Total VIE Assets 147,647 181,136
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (384) (528)
Maximum Exposure to Loss - Off-Balance Sheet 1,176 1,268
Maximum Exposure to Loss, Total 792 740
Variable Interest Entity, Not Primary Beneficiary | 2018-3 Ltd. (Oct-18)    
Variable Interest Entity [Line Items]    
Total VIE Assets 283,088 302,563
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (707) (1,018)
Maximum Exposure to Loss - Off-Balance Sheet 1,953 2,496
Maximum Exposure to Loss, Total 1,246 1,478
Variable Interest Entity, Not Primary Beneficiary | 2019-1 Ltd. (Mar-19)    
Variable Interest Entity [Line Items]    
Total VIE Assets 157,397 181,324
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (135) (380)
Maximum Exposure to Loss - Off-Balance Sheet 1,407 5,807
Maximum Exposure to Loss, Total 1,272 5,427
Variable Interest Entity, Not Primary Beneficiary | 2019-2 Ltd. (Apr-19)    
Variable Interest Entity [Line Items]    
Total VIE Assets 398,316 398,316
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (379) (515)
Maximum Exposure to Loss - Off-Balance Sheet 5,906 3,998
Maximum Exposure to Loss, Total 5,527 3,483
Variable Interest Entity, Not Primary Beneficiary | 2019-3 Ltd. (Jul-19)    
Variable Interest Entity [Line Items]    
Total VIE Assets 347,583 409,859
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (298) (584)
Maximum Exposure to Loss - Off-Balance Sheet 2,783 3,190
Maximum Exposure to Loss, Total 2,485 2,606
Variable Interest Entity, Not Primary Beneficiary | 2019-4 Ltd. (Oct-19)    
Variable Interest Entity [Line Items]    
Total VIE Assets 352,232 411,954
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (251) (462)
Maximum Exposure to Loss - Off-Balance Sheet 4,728 4,759
Maximum Exposure to Loss, Total 4,477 4,297
Variable Interest Entity, Not Primary Beneficiary | Bellemeade 2020-2 Ltd (Sep-20)    
Variable Interest Entity [Line Items]    
Total VIE Assets 185,380 217,766
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (36) (177)
Maximum Exposure to Loss - Off-Balance Sheet 1,800 1,984
Maximum Exposure to Loss, Total 1,764 1,807
Remaining Coverage, Amount [1] 784  
Variable Interest Entity, Not Primary Beneficiary | Bellemeade 2020-3 Ltd    
Variable Interest Entity [Line Items]    
Total VIE Assets 324,869 348,818
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability 47 (128)
Maximum Exposure to Loss - Off-Balance Sheet 5,088 5,793
Maximum Exposure to Loss, Total 5,135 5,665
Remaining Coverage, Amount [1] 12,175  
Variable Interest Entity, Not Primary Beneficiary | Bellemeade 2020-4 Ltd    
Variable Interest Entity [Line Items]    
Total VIE Assets 145,747 176,826
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability 56 (50)
Maximum Exposure to Loss - Off-Balance Sheet 1,528 1,630
Maximum Exposure to Loss, Total 1,584 1,580
Remaining Coverage, Amount [1] 7,249  
Variable Interest Entity, Not Primary Beneficiary | Bellemeade 2021-1 Ltd    
Variable Interest Entity [Line Items]    
Total VIE Assets 543,457 568,986
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (600) (303)
Maximum Exposure to Loss - Off-Balance Sheet 3,596 3,283
Maximum Exposure to Loss, Total 2,996 2,980
Remaining Coverage, Amount [1] 54,795  
Variable Interest Entity, Not Primary Beneficiary | Bellemeade 2021-2 Ltd. (Jun-21)    
Variable Interest Entity [Line Items]    
Total VIE Assets 514,932 522,807
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (111) 281
Maximum Exposure to Loss - Off-Balance Sheet 4,392 4,124
Maximum Exposure to Loss, Total 4,281 4,405
Remaining Coverage, Amount [1] 91,241  
Variable Interest Entity, Not Primary Beneficiary | Bellemeade 2021-3 Ltd    
Variable Interest Entity [Line Items]    
Total VIE Assets 507,873 507,873
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (779) (411)
Maximum Exposure to Loss - Off-Balance Sheet 3,574 3,446
Maximum Exposure to Loss, Total 2,795 $ 3,035
Remaining Coverage, Amount [1] 131,518  
Variable Interest Entity, Not Primary Beneficiary | Bellemeade 2022-1 Ltd.    
Variable Interest Entity [Line Items]    
Total VIE Assets 283,500  
Maximum Exposure to Loss - On-Balance Sheet (Asset) Liability (29)  
Maximum Exposure to Loss - Off-Balance Sheet 2,464  
Maximum Exposure to Loss, Total 2,435  
Remaining Coverage, Amount [1] $ 33,260  
[1] Coverage from a separate panel of reinsurers remaining at March 31, 2022.