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Other Assets (Tables)
6 Months Ended
Jun. 30, 2020
Other Assets [Abstract]  
Schedule of Other Assets
 
June 30, 2020
 
December 31, 2019
Contingent loan repurchase asset
$
614,447

 
$
492,900

Derivatives, at fair value
22,852

 
6,007

Prepaid expenses
17,692

 
21,996

Prepaid representation, warranty and indemnification claims - Agency MSR sale
15,173

 
15,173

Prepaid lender fees, net
13,214

 
8,647

REO
7,469

 
8,556

Security deposits
2,141

 
2,163

Deferred tax asset, net
1,742

 
2,169

Mortgage backed securities, at fair value
1,726

 
2,075

Interest-earning time deposits
369

 
390

Other
3,657

 
3,164

 
$
700,482

 
$
563,240