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Debt - Schedule of Repurchase Transactions and Facilities (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Debt Instrument [Line Items]    
Amount of Collateral $ 580,167 $ 745,211
Master Repurchase Agreement    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity 918,521 886,134
Amount Outstanding 414,114 534,089
Amount of Collateral $ 580,167 $ 745,211
Percentage of Collateral Coverage 140.00% 140.00%
Interest rate 3.77% 4.80%
Master Repurchase Agreement | January 11, 2019    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 8,956
Amount Outstanding   8,956
Amount of Collateral   $ 12,834
Percentage of Collateral Coverage   143.00%
Interest rate   4.41%
Master Repurchase Agreement | February 1, 2019    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 13,322
Amount Outstanding   13,322
Amount of Collateral   $ 17,174
Percentage of Collateral Coverage   129.00%
Interest rate   4.53%
Master Repurchase Agreement | March 25, 2019 | Class A Notes    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 6,396
Amount Outstanding   6,396
Amount of Collateral   $ 8,376
Percentage of Collateral Coverage   131.00%
Interest rate   4.34%
Master Repurchase Agreement | March 25, 2019 | Class B Notes    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 7,020
Amount Outstanding   7,020
Amount of Collateral   $ 10,024
Percentage of Collateral Coverage   143.00%
Interest rate   4.49%
Master Repurchase Agreement | March 28, 2019    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 12,539
Amount Outstanding   12,539
Amount of Collateral   $ 15,846
Percentage of Collateral Coverage   126.00%
Interest rate   4.40%
Master Repurchase Agreement | April 25, 2019 | Class A Notes    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 5,865
Amount Outstanding   5,865
Amount of Collateral   $ 7,580
Percentage of Collateral Coverage   129.00%
Interest rate   4.65%
Master Repurchase Agreement | April 25, 2019 | Class B-1 Certificates    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 10,549
Amount Outstanding   10,549
Amount of Collateral   $ 15,145
Percentage of Collateral Coverage   144.00%
Interest rate   4.85%
Master Repurchase Agreement | May 8, 2019 | 2017-B    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 10,933
Amount Outstanding   10,933
Amount of Collateral   $ 15,618
Percentage of Collateral Coverage   143.00%
Interest rate   4.84%
Master Repurchase Agreement | May 8, 2019 | Class B Notes    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 18,226
Amount Outstanding   18,226
Amount of Collateral   $ 26,036
Percentage of Collateral Coverage   143.00%
Interest rate   4.74%
Master Repurchase Agreement | June 6, 2019 | Class A Notes    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 44,224
Amount Outstanding   44,224
Amount of Collateral   $ 58,965
Percentage of Collateral Coverage   133.00%
Interest rate   4.65%
Master Repurchase Agreement | June 6, 2019 | Class B Notes    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 3,786
Amount Outstanding   3,786
Amount of Collateral   $ 5,408
Percentage of Collateral Coverage   143.00%
Interest rate   4.80%
Master Repurchase Agreement | June 7, 2019    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 50,294
Amount Outstanding   50,294
Amount of Collateral   $ 66,747
Percentage of Collateral Coverage   133.00%
Interest rate   4.47%
Master Repurchase Agreement | June 21, 2019 | Class A Notes    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 32,393
Amount Outstanding   32,393
Amount of Collateral   $ 43,390
Percentage of Collateral Coverage   134.00%
Interest rate   4.62%
Master Repurchase Agreement | June 21, 2019 | Class B Notes    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 2,771
Amount Outstanding   2,771
Amount of Collateral   $ 4,050
Percentage of Collateral Coverage   146.00%
Interest rate   4.77%
Master Repurchase Agreement | June 28, 2019    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 8,860
Amount Outstanding   8,860
Amount of Collateral   $ 13,275
Percentage of Collateral Coverage   150.00%
Interest rate   4.64%
Master Repurchase Agreement | July 12 2019    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 250,000
Amount Outstanding   195,644
Amount of Collateral   $ 289,908
Percentage of Collateral Coverage   148.00%
Interest rate   5.00%
Master Repurchase Agreement | September 24, 2019    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity   $ 400,000
Amount Outstanding   102,311
Amount of Collateral   $ 134,835
Percentage of Collateral Coverage   132.00%
Interest rate   4.89%
Master Repurchase Agreement | January 3, 2020 | Ajax Mortgage Loan Trust 2019-A    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 11,966  
Amount Outstanding 11,966  
Amount of Collateral $ 15,742  
Percentage of Collateral Coverage 132.00%  
Interest rate 3.45%  
Master Repurchase Agreement | January 3, 2020 | Ajax Mortgage Loan Trust 2019-B    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 4,096  
Amount Outstanding 4,096  
Amount of Collateral $ 5,261  
Percentage of Collateral Coverage 128.00%  
Interest rate 3.45%  
Master Repurchase Agreement | January 3, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2019-A    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 10,648  
Amount Outstanding 10,648  
Amount of Collateral $ 14,058  
Percentage of Collateral Coverage 132.00%  
Interest rate 3.45%  
Master Repurchase Agreement | January 3, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2019-B    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 1,644  
Amount Outstanding 1,644  
Amount of Collateral $ 2,388  
Percentage of Collateral Coverage 145.00%  
Interest rate 3.55%  
Master Repurchase Agreement | January 3, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2018-D    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 5,175  
Amount Outstanding 5,175  
Amount of Collateral $ 6,855  
Percentage of Collateral Coverage 132.00%  
Interest rate 3.45%  
Master Repurchase Agreement | January 3, 2020 | Class A Notes | 2018-A    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 6,093  
Amount Outstanding 6,093  
Amount of Collateral $ 9,038  
Percentage of Collateral Coverage 148.00%  
Interest rate 3.45%  
Master Repurchase Agreement | January 3, 2020 | Class B Notes | Ajax Mortgage Loan Trust 2019-A    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 5,485  
Amount Outstanding 5,485  
Amount of Collateral $ 7,050  
Percentage of Collateral Coverage 129.00%  
Interest rate 3.45%  
Master Repurchase Agreement | January 3, 2020 | Class B Notes | Ajax Mortgage Loan Trust 2019-B    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 1,576  
Amount Outstanding 1,576  
Amount of Collateral $ 2,287  
Percentage of Collateral Coverage 145.00%  
Interest rate 3.55%  
Master Repurchase Agreement | January 3, 2020 | Class B 1 Notes | Ajax Mortgage Loan Trust 2017-B    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 8,411  
Amount Outstanding 8,411  
Amount of Collateral $ 11,098  
Percentage of Collateral Coverage 132.00%  
Interest rate 3.45%  
Master Repurchase Agreement | January 10, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2019-G    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 21,088  
Amount Outstanding 21,088  
Amount of Collateral $ 28,284  
Percentage of Collateral Coverage 134.00%  
Interest rate 3.47%  
Master Repurchase Agreement | January 10, 2020 | Class B Notes | Ajax Mortgage Loan Trust 2019-G    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 1,808  
Amount Outstanding 1,808  
Amount of Collateral $ 2,640  
Percentage of Collateral Coverage 146.00%  
Interest rate 3.57%  
Master Repurchase Agreement | January 13, 2020 | Class B Notes | Ajax Mortgage Loan Trust 2017-C    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 8,956  
Amount Outstanding 8,956  
Amount of Collateral $ 13,016  
Percentage of Collateral Coverage 145.00%  
Interest rate 4.16%  
Master Repurchase Agreement | January 21, 2020 | Class A Notes    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 10,305  
Amount Outstanding 10,305  
Amount of Collateral $ 13,521  
Percentage of Collateral Coverage 131.00%  
Interest rate 3.41%  
Master Repurchase Agreement | January 21, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2018-G    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 15,718  
Amount Outstanding 15,718  
Amount of Collateral $ 20,623  
Percentage of Collateral Coverage 131.00%  
Interest rate 3.41%  
Master Repurchase Agreement | January 21, 2020 | Class A Notes | 2018-B    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 2,784  
Amount Outstanding 2,784  
Amount of Collateral $ 4,050  
Percentage of Collateral Coverage 145.00%  
Interest rate 3.51%  
Master Repurchase Agreement | January 21, 2020 | Class B Notes | Ajax Mortgage Loan Trust 2018-G    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 5,840  
Amount Outstanding 5,840  
Amount of Collateral $ 7,324  
Percentage of Collateral Coverage 125.00%  
Interest rate 3.41%  
Master Repurchase Agreement | January 28, 2020 | Class B Notes | Ajax Mortgage Loan Trust 2019-E    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 2,520  
Amount Outstanding 2,520  
Amount of Collateral $ 3,381  
Percentage of Collateral Coverage 134.00%  
Interest rate 2.99%  
Master Repurchase Agreement | January 28, 2020 | Class B 2 Notes | Ajax Mortgage Loan Trust 2017-B    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 5,318  
Amount Outstanding 5,318  
Amount of Collateral $ 7,464  
Percentage of Collateral Coverage 140.00%  
Interest rate 3.19%  
Master Repurchase Agreement | February 3, 2020 | Class M1 Notes | Ajax Mortgage Loan Trust 2017-B    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 7,568  
Amount Outstanding 7,568  
Amount of Collateral $ 9,702  
Percentage of Collateral Coverage 128.00%  
Interest rate 4.19%  
Master Repurchase Agreement | February 3, 2020 | Class M2 Notes | Ajax Mortgage Loan Trust 2017-B    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 6,664  
Amount Outstanding 6,664  
Amount of Collateral $ 9,537  
Percentage of Collateral Coverage 143.00%  
Interest rate 4.19%  
Master Repurchase Agreement | February 24, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2017-D    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 41,412  
Amount Outstanding 41,412  
Amount of Collateral $ 54,828  
Percentage of Collateral Coverage 132.00%  
Interest rate 2.92%  
Master Repurchase Agreement | March 25, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2018-C    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 7,075  
Amount Outstanding 7,075  
Amount of Collateral $ 10,024  
Percentage of Collateral Coverage 142.00%  
Interest rate 3.96%  
Master Repurchase Agreement | March 25, 2020 | Class B Notes | Ajax Mortgage Loan Trust 2018-C    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 5,851  
Amount Outstanding 5,851  
Amount of Collateral $ 7,423  
Percentage of Collateral Coverage 127.00%  
Interest rate 3.81%  
Master Repurchase Agreement | March 26, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2019-E    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 27,075  
Amount Outstanding 27,075  
Amount of Collateral $ 34,591  
Percentage of Collateral Coverage 128.00%  
Interest rate 3.81%  
Master Repurchase Agreement | March 27, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2018-D    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 2,915  
Amount Outstanding 2,915  
Amount of Collateral $ 3,709  
Percentage of Collateral Coverage 127.00%  
Interest rate 3.79%  
Master Repurchase Agreement | June 3, 2020    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 1,132  
Amount of Collateral $ 1,607  
Percentage of Collateral Coverage 142.00%  
Interest rate 3.79%  
Master Repurchase Agreement | June 3, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2017-D    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 6,097  
Amount Outstanding 6,097  
Amount of Collateral $ 7,891  
Percentage of Collateral Coverage 129.00%  
Interest rate 3.64%  
Master Repurchase Agreement | June 3, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2018-F    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 2,332  
Amount Outstanding 2,332  
Amount of Collateral $ 3,360  
Percentage of Collateral Coverage 144.00%  
Interest rate 3.79%  
Master Repurchase Agreement | June 3, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2018-E    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 4,704  
Amount Outstanding 4,704  
Amount of Collateral $ 6,106  
Percentage of Collateral Coverage 130.00%  
Interest rate 3.64%  
Master Repurchase Agreement | June 3, 2020 | Class B Notes | Ajax Mortgage Loan Trust 2018-F    
Debt Instrument [Line Items]    
Amount Outstanding $ 1,132  
Master Repurchase Agreement | June 3, 2020 | Class B Notes | Ajax Mortgage Loan Trust 2018-E    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity 3,053  
Amount Outstanding 3,053  
Amount of Collateral $ 4,035  
Percentage of Collateral Coverage 132.00%  
Interest rate 3.64%  
Master Repurchase Agreement | June 19, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2019-H    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 13,447  
Amount Outstanding 13,447  
Amount of Collateral $ 18,076  
Percentage of Collateral Coverage 134.00%  
Interest rate 3.55%  
Master Repurchase Agreement | June 19, 2020 | Class B Notes | Ajax Mortgage Loan Trust 2019-H    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 1,155  
Amount Outstanding 1,155  
Amount of Collateral $ 1,687  
Percentage of Collateral Coverage 146.00%  
Interest rate 3.70%  
Master Repurchase Agreement | June 30, 2020 | Class A Notes | Ajax Mortgage Loan Trust 2019-C    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 5,286  
Amount Outstanding 5,286  
Amount of Collateral $ 7,044  
Percentage of Collateral Coverage 133.00%  
Interest rate 3.57%  
Master Repurchase Agreement | June 30, 2020 | Class B Notes | Ajax Mortgage Loan Trust 2019-C    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 3,324  
Amount Outstanding 3,324  
Amount of Collateral $ 4,667  
Percentage of Collateral Coverage 140.00%  
Interest rate 3.72%  
Master Repurchase Agreement | July 10, 2020    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 250,000  
Amount Outstanding 28,931  
Amount of Collateral $ 57,397  
Percentage of Collateral Coverage 198.00%  
Interest rate 4.28%  
Master Repurchase Agreement | September 24, 2020    
Debt Instrument [Line Items]    
Maximum Borrowing Capacity $ 400,000  
Amount Outstanding 116,662  
Amount of Collateral $ 164,403  
Percentage of Collateral Coverage 141.00%  
Interest rate 4.24%