Annual report pursuant to Section 13 and 15(d)

Variable Interest Entities (Tables)

v3.8.0.1
Variable Interest Entities (Tables)
12 Months Ended
Dec. 31, 2017
Variable Interest Entities [Abstract]  
Schedule of Variable Interest Entities
The following table presents a summary of the assets and liabilities of all consolidated trusts as reported on the consolidated balance sheets as of December 31, 2017 and December 31, 2016:
(in thousands)
December 31,
2017
 
December 31,
2016
Residential mortgage loans held-for-investment in securitization trusts
$

 
$
3,271,317

Accrued interest receivable

 
18,928

Total Assets
$

 
$
3,290,245

Collateralized borrowings in securitization trusts
$

 
$
3,037,196

Accrued interest payable

 
8,708

Other liabilities

 
12,374

Total Liabilities
$

 
$
3,058,278