Annual report pursuant to Section 13 and 15(d)

FAIR VALUE MEASUREMENT - Inputs Used in Valuing Investments (Details)

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FAIR VALUE MEASUREMENT - Inputs Used in Valuing Investments (Details)
$ in Thousands
Dec. 31, 2019
USD ($)
Dec. 31, 2018
USD ($)
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Mortgage-backed securities, fair value $ 659,738  
Nonrecurring | Fair Value    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans receivable, fair value 1,189,507 $ 689,075
Nonrecurring | Fair Value | Performing Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans receivable, fair value 707,106 307,135
Nonrecurring | Fair Value | Non-Performing Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans receivable, fair value $ 482,401 $ 381,940
Discount Rate | Nonrecurring    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.047 0.050
Discount Rate | Nonrecurring | Performing Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.042 0.044
Discount Rate | Nonrecurring | Non-Performing Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.055 0.055
Prepayment Rate | Nonrecurring    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.082 0.063
Prepayment Rate | Nonrecurring | Performing Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.117 0.105
Prepayment Rate | Nonrecurring | Non-Performing Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.030 0.029
Collateral Weighted Average Maturity Years | Nonrecurring    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Weighted Average Life (Years) 3 years 8 months 12 days 3 years 6 months
Collateral Weighted Average Maturity Years | Nonrecurring | Performing Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Weighted Average Life (Years) 4 years 1 month 6 days 4 years
Collateral Weighted Average Maturity Years | Nonrecurring | Non-Performing Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Weighted Average Life (Years) 3 years 1 month 6 days 3 years 1 month 6 days
CDR | Nonrecurring | Performing Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.026 0.030
CDR | Nonrecurring | Non-Performing Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.029 0.028
Loss Severity | Nonrecurring    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.284 0.314
Loss Severity | Nonrecurring | Performing Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.273 0.332
Loss Severity | Nonrecurring | Non-Performing Loans    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.300 0.300
Total Residential Mortgage Loans, held-for-sale, at fair value    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, fair value $ 3,514,382  
Residential Mortgage Loans Held-for-Investment, At Fair Value    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans, held-for-investment, fair value $ 484,443  
Residential Mortgage Loans Held-for-Investment, At Fair Value | Discount Rate    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans, held-for-investment, measurement input 0.055  
Residential Mortgage Loans Held-for-Investment, At Fair Value | Prepayment Rate    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans, held-for-investment, measurement input 0.062  
Residential Mortgage Loans Held-for-Investment, At Fair Value | CDR    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans, held-for-investment, measurement input 0.040  
Residential Mortgage Loans Held-for-Investment, At Fair Value | Loss Severity    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans, held-for-investment, measurement input 0.355  
IRLCs    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Derivative, fair value $ 39,891  
Minimum | Discount Rate    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Mortgage-backed securities, measurement input 0.0258  
Minimum | Prepayment Rate    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Mortgage-backed securities, measurement input 0.045  
Minimum | CDR    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Mortgage-backed securities, measurement input 0  
Minimum | Loss Severity    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Mortgage-backed securities, measurement input 0.30  
Minimum | IRLCs | Loan Funding Probability    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Derivative, Measurement Input 0.43  
Minimum | IRLCs | Initial Servicing Rights    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Derivative, Measurement Input 0.000625  
Maximum | Discount Rate    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Mortgage-backed securities, measurement input 0.075  
Maximum | Prepayment Rate    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Mortgage-backed securities, measurement input 0.15  
Maximum | CDR    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Mortgage-backed securities, measurement input 0.04  
Maximum | Loss Severity    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Mortgage-backed securities, measurement input 0.95  
Maximum | IRLCs | Loan Funding Probability    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Derivative, Measurement Input 1.00  
Maximum | IRLCs | Initial Servicing Rights    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Derivative, Measurement Input 0.0327  
Acquired Loans | Total Residential Mortgage Loans, held-for-sale, at fair value    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, fair value $ 3,024,288  
Acquired Loans | Total Residential Mortgage Loans, held-for-sale, at fair value | Discount Rate    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.040  
Acquired Loans | Total Residential Mortgage Loans, held-for-sale, at fair value | Prepayment Rate    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.075  
Acquired Loans | Total Residential Mortgage Loans, held-for-sale, at fair value | CDR    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.027  
Acquired Loans | Total Residential Mortgage Loans, held-for-sale, at fair value | Loss Severity    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.276  
Acquired Loans | Minimum | Total Residential Mortgage Loans, held-for-sale, at fair value | Discount Rate    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.030  
Acquired Loans | Minimum | Total Residential Mortgage Loans, held-for-sale, at fair value | Prepayment Rate    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.060  
Acquired Loans | Minimum | Total Residential Mortgage Loans, held-for-sale, at fair value | CDR    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.000  
Acquired Loans | Minimum | Total Residential Mortgage Loans, held-for-sale, at fair value | Loss Severity    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.000  
Acquired Loans | Maximum | Total Residential Mortgage Loans, held-for-sale, at fair value | Discount Rate    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.0450  
Acquired Loans | Maximum | Total Residential Mortgage Loans, held-for-sale, at fair value | Prepayment Rate    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.170  
Acquired Loans | Maximum | Total Residential Mortgage Loans, held-for-sale, at fair value | CDR    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.025  
Acquired Loans | Maximum | Total Residential Mortgage Loans, held-for-sale, at fair value | Loss Severity    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, measurement input 0.600  
Originated Loans | Total Residential Mortgage Loans, held-for-sale, at fair value    
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items]    
Loans held-for-sale, fair value $ 490,094