Annual report pursuant to Section 13 and 15(d)

DEBT OBLIGATIONS - Schedule of Borrowing Capacity (Details)

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DEBT OBLIGATIONS - Schedule of Borrowing Capacity (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2019
USD ($)
Residential mortgage loans and REO  
Debt Instrument [Line Items]  
Borrowing Capacity $ 6,296,106
Balance Outstanding 3,685,133
Available Financing 2,610,973
New Loan Originations  
Debt Instrument [Line Items]  
Borrowing Capacity 4,433,000
Balance Outstanding 1,433,380
Available Financing 2,999,620
Non-Agency RMBS  
Debt Instrument [Line Items]  
Borrowing Capacity 650,000
Balance Outstanding 529,096
Available Financing 120,904
Excess MSRs  
Debt Instrument [Line Items]  
Borrowing Capacity 150,000
Balance Outstanding 0
Available Financing 150,000
MSRs  
Debt Instrument [Line Items]  
Borrowing Capacity 1,575,000
Balance Outstanding 1,309,484
Available Financing 265,516
Servicer Advances  
Debt Instrument [Line Items]  
Borrowing Capacity 1,645,000
Balance Outstanding 1,289,521
Available Financing $ 355,479
Unused borrowing capacity fee 0.02%
Residential Mortgage Loans  
Debt Instrument [Line Items]  
Borrowing Capacity $ 650,000
Balance Outstanding 199,132
Available Financing 450,868
Consumer loan bonds  
Debt Instrument [Line Items]  
Borrowing Capacity 150,000
Balance Outstanding 0
Available Financing 150,000
Debt Borrowing Capacity  
Debt Instrument [Line Items]  
Borrowing Capacity 15,549,106
Balance Outstanding 8,445,746
Available Financing $ 7,103,360