XML 86 R51.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Residential (Details)
$ in Thousands
1 Months Ended 12 Months Ended
May 31, 2019
USD ($)
Dec. 31, 2019
USD ($)
loan
Dec. 31, 2018
USD ($)
loan
Sep. 30, 2019
USD ($)
Variable Interest Entity [Line Items]        
Repurchase agreements   $ 2,824,801 $ 2,818,837  
Principal amount of delinquent loans   19,233    
Principal balance   $ 2,676,231    
Residential Whole Loans        
Variable Interest Entity [Line Items]        
Number of Loans | loan   3,529 2,782  
Fair value   $ 1,200,566 $ 1,041,885  
Principal balance   1,325,443 1,023,524  
Residential Bridge Loans        
Variable Interest Entity [Line Items]        
Fair value   $ 33,269 211,999  
Variable Interest Entity, Primary Beneficiary, Aggregated Disclosure | Residential Whole Loans        
Variable Interest Entity [Line Items]        
Number of Loans | loan   9    
Variable Interest Entity, Primary Beneficiary, Aggregated Disclosure | Residential Bridge Loans        
Variable Interest Entity [Line Items]        
Number of Loans | loan   68    
VIE | Residential Whole Loans        
Variable Interest Entity [Line Items]        
Repurchase agreements   $ 209,900 $ 618,700  
Number of Loans | loan   3,520    
Mortgage loans on real estate, number of loans   12 0  
Principal amount of delinquent loans   $ 7,100    
Mortgage loans on real estate, number of loans, nonperforming, percentage   0.50%    
VIE | Residential Bridge Loans        
Variable Interest Entity [Line Items]        
Repurchase agreements   $ 32,100 $ 207,500  
Number of Loans | loan   76 520  
Mortgage loans on real estate, number of loans     3  
Principal amount of delinquent loans     $ 1,100  
Mortgage loans on real estate, number of loans, nonperforming, percentage   32.60% 2.30%  
Principal amount at fair value of delinquent loans   $ 12,100    
Principal balance   $ 37,196 $ 222,257  
Original LTV, collateral dependent   72.10% 70.00%  
Other Real Estate, Foreclosed Assets, and Repossessed Assets   $ 3,300    
RCR Trust | Residential Whole Loans        
Variable Interest Entity [Line Items]        
Repurchase agreements   164,300 $ 250,400  
RNR Trust | Residential Whole Loans        
Variable Interest Entity [Line Items]        
Repurchase agreements   8,100 15,100  
Arroyo Mortgage Trust 2019-2 | Residential Whole Loans        
Variable Interest Entity [Line Items]        
Repurchase agreements   919,000   $ 919,000
RBR Trust | Residential Whole Loans        
Variable Interest Entity [Line Items]        
Repurchase agreements   91,700    
Estimated Fair Value | Residential Whole Loans        
Variable Interest Entity [Line Items]        
Fair value   1,375,860 1,041,885  
Estimated Fair Value | Residential Bridge Loans        
Variable Interest Entity [Line Items]        
Fair value   33,269 $ 211,999  
Estimated Fair Value | VIE | Residential Whole Loans        
Variable Interest Entity [Line Items]        
Fair value   $ 6,700    
Estimated Fair Value | VIE | Residential Bridge Loans        
Variable Interest Entity [Line Items]        
Mortgage loans on real estate, number of loans   27 9  
Principal amount of delinquent loans     $ 4,000  
Fair value   $ 11,400 $ 3,800  
Arroyo Trust | Arroyo Mortgage Trust 2019-2 | Residential Whole Loans        
Variable Interest Entity [Line Items]        
Transfer of residential mortgage-backed securitization $ 945,500