Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE MEASUREMENT - Schedule of Inputs Used In Valuing Residential Mortgage Loans, Derivatives, and Mortgage Backed Securities (Details)

v3.19.3
FAIR VALUE MEASUREMENT - Schedule of Inputs Used In Valuing Residential Mortgage Loans, Derivatives, and Mortgage Backed Securities (Details)
$ in Thousands
Sep. 30, 2019
USD ($)
Dec. 31, 2018
USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities, fair value $ 16,853,910 $ 11,636,581
Residential Mortgage Loans Held-for-Sale, At Fair Value    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held-for-sale, fair value 4,334,192  
Residential Mortgage Loans, Held-for-Investment, at Fair Value    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans, held-for-investment, fair value $ 113,133  
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for investment, measurement input 0.0375  
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Prepayment Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for investment, measurement input 0.080  
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Delinquency    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for investment, measurement input 0.005  
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Loss Severity    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for investment, measurement input 0.200  
IRLCs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative, fair value $ 24,538  
IRLCs | Minimum | Loan Funding Probability    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative, measurement input 0.54  
IRLCs | Minimum | Fair Value of Initial Servicing Rights    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative, measurement input 0  
IRLCs | Maximum | Loan Funding Probability    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative, measurement input 1.00  
IRLCs | Maximum | Fair Value of Initial Servicing Rights    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Derivative, measurement input 0.0315  
Mortgage-Backed Securities Issued    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Fair Value $ 474,309  
Mortgage-Backed Securities Issued | Minimum | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.0305  
Mortgage-Backed Securities Issued | Minimum | Prepayment Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.07  
Mortgage-Backed Securities Issued | Minimum | Delinquency    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.0000  
Mortgage-Backed Securities Issued | Minimum | Loss Severity    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.10  
Mortgage-Backed Securities Issued | Maximum | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.0675  
Mortgage-Backed Securities Issued | Maximum | Prepayment Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.15  
Mortgage-Backed Securities Issued | Maximum | Delinquency    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.0200  
Mortgage-Backed Securities Issued | Maximum | Loss Severity    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Securities, measurement input 0.25  
Receivables Acquired with Deteriorated Credit Quality | Residential Mortgage Loans Held-for-Sale, At Fair Value    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held-for-sale, fair value $ 3,916,826  
Receivables Acquired with Deteriorated Credit Quality | Residential Mortgage Loans Held-for-Sale, At Fair Value | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for sale, measurement input 0.0420  
Receivables Acquired with Deteriorated Credit Quality | Residential Mortgage Loans Held-for-Sale, At Fair Value | Prepayment Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for sale, measurement input 0.074  
Receivables Acquired with Deteriorated Credit Quality | Residential Mortgage Loans Held-for-Sale, At Fair Value | Delinquency    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for sale, measurement input 0.016  
Receivables Acquired with Deteriorated Credit Quality | Residential Mortgage Loans Held-for-Sale, At Fair Value | Loss Severity    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for sale, measurement input 0.285  
Originated | Residential Mortgage Loans Held-for-Sale, At Fair Value    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held-for-sale, fair value $ 417,366  
Originated | Residential Mortgage Loans Held-for-Sale, At Fair Value | Minimum | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for sale, measurement input 0.0300  
Originated | Residential Mortgage Loans Held-for-Sale, At Fair Value | Minimum | Prepayment Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for sale, measurement input 0.0600  
Originated | Residential Mortgage Loans Held-for-Sale, At Fair Value | Minimum | Delinquency    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for sale, measurement input 0.0000  
Originated | Residential Mortgage Loans Held-for-Sale, At Fair Value | Minimum | Loss Severity    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for sale, measurement input 0.000  
Originated | Residential Mortgage Loans Held-for-Sale, At Fair Value | Maximum | Discount Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for sale, measurement input 0.0450  
Originated | Residential Mortgage Loans Held-for-Sale, At Fair Value | Maximum | Prepayment Rate    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for sale, measurement input 0.1600  
Originated | Residential Mortgage Loans Held-for-Sale, At Fair Value | Maximum | Delinquency    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for sale, measurement input 0.0350  
Originated | Residential Mortgage Loans Held-for-Sale, At Fair Value | Maximum | Loss Severity    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Loans held for sale, measurement input 0.500