Quarterly report pursuant to Section 13 or 15(d)

RESIDENTIAL MORTGAGE LOANS - Carrying Value of Mortgage Loans (Details)

v3.21.2
RESIDENTIAL MORTGAGE LOANS - Carrying Value of Mortgage Loans (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2021
USD ($)
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]  
Balance, beginning $ 5,215,703
Transfer of loans to REO (27,020)
Balance, ending 14,117,300
Residential Portfolio Segment  
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]  
Balance, beginning 5,889,882
Caliber acquisition (Note 1) 7,685,681
Originations 84,990,504
Sales (89,351,346)
Purchases/additional fundings 5,797,205
Proceeds from repayments (478,819)
Transfer of loans to other assets 8,284
Transfer of loans to REO (23,519)
Valuation (provision) reversal on loans 39,456
Changes in instrument-specific credit risk (12,088)
Other factors 167,072
Balance, ending 14,712,312
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Residential Portfolio Segment  
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]  
Balance, beginning 674,179
Caliber acquisition (Note 1) 0
Originations 0
Sales 0
Purchases/additional fundings 0
Proceeds from repayments (91,074)
Transfer of loans to other assets 0
Transfer of loans to REO (13,121)
Valuation (provision) reversal on loans 0
Changes in instrument-specific credit risk (1,841)
Other factors 26,869
Balance, ending 595,012
Residential Mortgage Loans, Held-for-Sale | Acquired Loans, at Lower of Cost or Fair Value | Residential Portfolio Segment  
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]  
Balance, beginning 509,887
Caliber acquisition (Note 1) 0
Originations 0
Sales (370,743)
Purchases/additional fundings 0
Proceeds from repayments (26,988)
Transfer of loans to other assets 294
Transfer of loans to REO (7,163)
Valuation (provision) reversal on loans 39,456
Changes in instrument-specific credit risk 0
Other factors 0
Balance, ending 144,743
Residential Mortgage Loans, Held-for-Sale | Acquired Loans | Residential Portfolio Segment  
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]  
Balance, beginning 4,705,816
Caliber acquisition (Note 1) 7,685,681
Originations 84,990,504
Sales (88,980,603)
Purchases/additional fundings 5,797,205
Proceeds from repayments (360,757)
Transfer of loans to other assets 7,990
Transfer of loans to REO (3,235)
Valuation (provision) reversal on loans 0
Changes in instrument-specific credit risk (10,247)
Other factors 140,203
Balance, ending $ 13,972,557