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VARIABLE INTEREST ENTITIES (Tables) | 6 Months Ended
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Jun. 30, 2019
Organization, Consolidation and Presentation of Financial Statements [Abstract] |
Statement of Financial Condition of VIEs Reflected in Consolidated Statements of Financial Condition | The statements of financial condition of the Company’s VIEs, excluding the CLO, credit facility VIEs and OBX Trusts as the transfers of loans did not meet the criteria to be accounted for as sales, that are reflected in the Company’s Consolidated Statements of Financial Condition at June 30, 2019 and December 31, 2018 are as follows:
June 30, 2019
| Commercial Trusts |  | Residential Trusts |  | MSR Silo
Assets | (dollars in thousands)
Cash and cash equivalents | $ | — |  |  | $ | — |  |  | $ | 48,323 |
Loans | — |  |  | — |  |  | 119,746 |
Assets transferred or pledged to securitization vehicles | 1,314,702 |  |  | 95,817 |  |  | — |
Mortgage servicing rights | — |  |  | — |  |  | 425,328 |
Interest receivable | 5,411 |  |  | 489 |  |  | — |
Other assets | — |  |  | — |  |  | 26,800 |
Total assets | $ | 1,320,113 |  |  | $ | 96,306 |  |  | $ | 620,197 |
Liabilities |  |  |  |  |  |  |  |
Debt issued by securitization vehicles (non-recourse) | $ | 1,191,231 |  |  | $ | 75,347 |  |  | $ | — |
Other secured financing | — |  |  | — |  |  | 69,870 |
Payable for unsettled trades | — |  |  | — |  |  | 20,330 |
Interest payable | 2,000 |  |  | 179 |  |  | — |
Other liabilities | — |  |  | 190 |  |  | 2,081 |
Total liabilities | $ | 1,193,231 |  |  | $ | 75,716 |  |  | $ | 92,281 |
December 31, 2018
| Commercial Trusts |  | Residential Trusts |  | MSR Silo
Assets | (dollars in thousands)
Cash and cash equivalents | $ | — |  |  | $ | — |  |  | $ | 30,444 |
Loans | — |  |  | — |  |  | 97,464 |
Assets transferred or pledged to securitization vehicles | 2,738,369 |  |  | 105,003 |  |  | — |
Mortgage servicing rights | — |  |  | — |  |  | 557,813 |
Interest receivable | 11,451 |  |  | 539 |  |  | — |
Other assets | — |  |  | 4 |  |  | 28,756 |
Total assets | $ | 2,749,820 |  |  | $ | 105,546 |  |  | $ | 714,477 |
Liabilities |  |  |  |  |  |  |
Debt issued by securitization vehicles (non-recourse) | $ | 2,509,264 |  |  | $ | 71,324 |  |  | $ | — |
Other secured financing | — |  |  | — |  |  | 68,385 |
Interest payable | 4,594 |  |  | 238 |  |  | — |
Other liabilities | — |  |  | — |  |  | 1,975 |
Total liabilities | $ | 2,513,858 |  |  | $ | 71,562 |  |  | $ | 70,360 |
Geographic Concentrations Based on Unpaid Principal Balances | The following table provides the geographic concentrations based on the unpaid principal balances at June 30, 2019 and December 31, 2018 for the residential mortgage loans, including loans transferred or pledged to securitization vehicles:
Geographic Concentrations of Residential Mortgage Loans
June 30, 2019 |  | December 31, 2018
Property location | % of Balance |  | Property location | % of Balance
California | 52.5% |  | California | 53.7%
New York | 10.1% |  | Florida | 7.1%
Florida | 6.2% |  | New York | 6.6%
All other (none individually greater than 5%) | 31.2% |  | All other (none individually greater than 5%) | 32.6%
Total | 100.0% |  |  | 100.0%
The geographic concentrations of credit risk exceeding 5% of the total loan unpaid principal balances related to the Company’s VIEs, excluding the credit facility VIEs, OBX Trusts and CLO, at June 30, 2019 are as follows: Securitized Loans at Fair Value Geographic Concentration of Credit Risk
Commercial Trusts |  | Residential Trusts
Property Location |  | Principal Balance |  | % of Balance |  | Property Location |  | Principal Balance |  | % of Balance
(dollars in thousands)
California |  | $ | 492,586 |  |  | 22.7 | % |  | California |  | $ | 39,860 |  |  | 42.4 | %
Texas |  | 473,786 |  |  | 21.9 | % |  | Texas |  | 13,168 |  |  | 14.0 | %
Florida |  | 143,025 |  |  | 6.6 | % |  | Illinois |  | 7,148 |  |  | 7.6 | %
Other (1) |  | 1,058,775 |  |  | 48.8 | % |  | Washington |  | 6,452 |  |  | 6.9 | %
Total |  | $ | 2,168,172 |  |  | 100.0 | % |  | Other (1) |  | 27,293 |  |  | 29.1 | %
|  |  |  |  |  |  |  | Total |  | $ | 93,921 |  |  | 100.0 | %
(1) No individual state greater than 5%.

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