Annual report pursuant to Section 13 and 15(d)

INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS AND REAL ESTATE OWNED - Schedule of Gain on Sale of Originated Mortgage Loans, Net (Details)

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INVESTMENTS IN RESIDENTIAL MORTGAGE LOANS AND REAL ESTATE OWNED - Schedule of Gain on Sale of Originated Mortgage Loans, Net (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2019
Sep. 30, 2019
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Sep. 30, 2018
Jun. 30, 2018
Mar. 31, 2018
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Long Lived Assets Held-for-sale [Line Items]                      
Gain on loans originated and sold                 $ 53,554 $ 47,172  
Gain (loss) on settlement of mortgage loan origination derivative instruments                 (53,374) 1,234  
MSRs retained on transfer of loans                 374,450 35,311  
Other                 42,912 14,057  
Realized gain on sale of originated mortgage loans, net                 417,542 97,774  
Change in fair value of derivative instruments (Note 11)                 29,152 (5,324) $ 0
Gain on originated mortgage loans, held-for-sale, net $ 180,520 $ 126,747 $ 101,018 $ 67,170 $ 49,091 $ 47,054 $ 0 $ 0 475,455 96,145 0
Loan origination fees and direct loan origination costs                 421,300 21,800  
TBAs and Forward Loan Sale Commitments                      
Long Lived Assets Held-for-sale [Line Items]                      
Change in fair value of derivative instruments (Note 11)                 3,001 (5,347)  
Interest Rate Lock Commitments                      
Long Lived Assets Held-for-sale [Line Items]                      
Change in fair value of derivative instruments (Note 11)                 26,151 23 $ 0
Originated Loans                      
Long Lived Assets Held-for-sale [Line Items]                      
Change in fair value                 $ 28,761 $ 3,695