Quarterly report pursuant to Section 13 or 15(d)

Consolidated Statements of Financial Condition (Variable Interest Entities)

v3.21.2
Consolidated Statements of Financial Condition (Variable Interest Entities) - USD ($)
$ in Thousands
Jun. 30, 2021
Dec. 31, 2020
ASSETS    
Restricted cash $ 354,390 $ 306,262
Mortgage loans held for investment, at fair value 1,225,090 730,821
TOTAL ASSETS 22,227,938 19,565,155
LIABILITIES    
Nonrecourse debt, at fair value 5,425,732 5,271,842
TOTAL LIABILITIES 19,848,643 18,770,884
Variable Interest Entity, Primary Beneficiary    
ASSETS    
Restricted cash 334,984 293,580
Other assets 76,056 79,528
TOTAL ASSETS 5,835,661 5,769,275
LIABILITIES    
Payables and other liabilities 117 291
TOTAL LIABILITIES 5,360,720 5,258,045
Net fair value of assets subject to nonrecourse debt 474,941 511,230
Variable Interest Entity, Primary Beneficiary | 2021 FASST HB1    
ASSETS    
Mortgage loans held for investment, at fair value 506,482  
LIABILITIES    
Nonrecourse debt, at fair value 537,618  
Variable Interest Entity, Primary Beneficiary | 2019 FASST JR2    
ASSETS    
Mortgage loans held for investment, at fair value 437,641 488,760
LIABILITIES    
Nonrecourse debt, at fair value 425,568 463,568
Variable Interest Entity, Primary Beneficiary | 2018 FASST JR1    
ASSETS    
Mortgage loans held for investment, at fair value 395,716 449,069
LIABILITIES    
Nonrecourse debt, at fair value 405,161 450,268
Variable Interest Entity, Primary Beneficiary | 2019 FASST JR3    
ASSETS    
Mortgage loans held for investment, at fair value 370,209 450,703
LIABILITIES    
Nonrecourse debt, at fair value 374,391 423,406
Variable Interest Entity, Primary Beneficiary | 2020 FASST HB2    
ASSETS    
Mortgage loans held for investment, at fair value 397,121 398,480
LIABILITIES    
Nonrecourse debt, at fair value 445,758 472,074
Variable Interest Entity, Primary Beneficiary | 2020 FASST JR3    
ASSETS    
Mortgage loans held for investment, at fair value 341,385 372,015
LIABILITIES    
Nonrecourse debt, at fair value 316,738 337,024
Variable Interest Entity, Primary Beneficiary | 2019 FASST JR4    
ASSETS    
Mortgage loans held for investment, at fair value 331,302 377,265
LIABILITIES    
Nonrecourse debt, at fair value 316,203 350,514
Variable Interest Entity, Primary Beneficiary | 2020 FASST JR2    
ASSETS    
Mortgage loans held for investment, at fair value 312,160 341,439
LIABILITIES    
Nonrecourse debt, at fair value 280,978 297,046
Variable Interest Entity, Primary Beneficiary | 2020 FASST S3    
ASSETS    
Mortgage loans held for investment, at fair value 313,728 316,774
LIABILITIES    
Nonrecourse debt, at fair value 286,549 294,226
Variable Interest Entity, Primary Beneficiary | 2019 FASST JR1    
ASSETS    
Mortgage loans held for investment, at fair value 295,605 331,244
LIABILITIES    
Nonrecourse debt, at fair value 301,889 326,367
Variable Interest Entity, Primary Beneficiary | 2018 FASST JR2    
ASSETS    
Mortgage loans held for investment, at fair value 234,665 264,622
LIABILITIES    
Nonrecourse debt, at fair value 240,078 265,695
Variable Interest Entity, Primary Beneficiary | 2020 FASST JR1    
ASSETS    
Mortgage loans held for investment, at fair value 0 263,266
LIABILITIES    
Nonrecourse debt, at fair value 0 238,438
Variable Interest Entity, Primary Beneficiary | 2020 FASST JR4    
ASSETS    
Mortgage loans held for investment, at fair value 228,248 237,100
LIABILITIES    
Nonrecourse debt, at fair value 198,582 217,362
Variable Interest Entity, Primary Beneficiary | 2020 FASST S1    
ASSETS    
Mortgage loans held for investment, at fair value 173,955 189,243
LIABILITIES    
Nonrecourse debt, at fair value 169,769 181,630
Variable Interest Entity, Primary Beneficiary | 2020 RTL1 ANTLR    
ASSETS    
Mortgage loans held for investment, at fair value   137,989
LIABILITIES    
Nonrecourse debt, at fair value 0 140,441
Variable Interest Entity, Primary Beneficiary | 2018 RTL1 ANTLR    
ASSETS    
Mortgage loans held for investment, at fair value 0 82,393
LIABILITIES    
Nonrecourse debt, at fair value 0 80,767
Variable Interest Entity, Primary Beneficiary | 2019 RTL1 ANTLR    
ASSETS    
Mortgage loans held for investment, at fair value 0 118,161
LIABILITIES    
Nonrecourse debt, at fair value 0 121,580
Variable Interest Entity, Primary Beneficiary | 2021 FASST JR1    
ASSETS    
Mortgage loans held for investment, at fair value 562,333  
LIABILITIES    
Nonrecourse debt, at fair value 507,721  
Variable Interest Entity, Primary Beneficiary | 2020 FASST HB1    
ASSETS    
Mortgage loans held for investment, at fair value 0 265,923
LIABILITIES    
Nonrecourse debt, at fair value 0 298,913
Variable Interest Entity, Primary Beneficiary | 2020 FASST S2    
ASSETS    
Mortgage loans held for investment, at fair value 289,129 311,721
LIABILITIES    
Nonrecourse debt, at fair value 287,139 $ 298,435
Variable Interest Entity, Primary Beneficiary | 2021 RTL1 ANTLR    
ASSETS    
Mortgage loans held for investment, at fair value 234,942  
LIABILITIES    
Nonrecourse debt, at fair value $ 266,461