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)

v3.20.1
FAIR VALUE MEASUREMENT - Schedule of Inputs Used In Valuing Residential Mortgage Loans, Derivatives, and Mortgage Backed Securities (Details)
$ in Thousands
Mar. 31, 2020
USD ($)
Residential Mortgage Loans Held-for-Sale, At Fair Value  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held-for-sale, fair value $ 1,650,492
Residential Mortgage Loans, Held-for-Investment, at Fair Value  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans, held-for-investment, fair value $ 824,183
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Minimum | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for investment, measurement input 0.040
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Minimum | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for investment, measurement input 0.030
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Minimum | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for investment, measurement input 0.020
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Minimum | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for investment, measurement input 0.200
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Maximum | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for investment, measurement input 0.105
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Maximum | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for investment, measurement input 0.150
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Maximum | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for investment, measurement input 0.029
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Maximum | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for investment, measurement input 0.479
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Weighted Average | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for investment, measurement input 0.082
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Weighted Average | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for investment, measurement input 0.066
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Weighted Average | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for investment, measurement input 0.024
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Weighted Average | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for investment, measurement input 0.366
IRLCs  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative, fair value $ 131,140
IRLCs | Minimum | Loan Funding Probability  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative, measurement input 0.430
IRLCs | Minimum | Fair Value of Initial Servicing Rights  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative, measurement input 0.0002
IRLCs | Maximum | Loan Funding Probability  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative, measurement input 1.000
IRLCs | Maximum | Fair Value of Initial Servicing Rights  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative, measurement input 0.0306
IRLCs | Weighted Average | Loan Funding Probability  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative, measurement input 0.765
IRLCs | Weighted Average | Fair Value of Initial Servicing Rights  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative, measurement input 0.01398
Mortgage-Backed Securities Issued  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, fair value $ 272,292
Mortgage-Backed Securities Issued | Minimum | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, measurement input 0.040
Mortgage-Backed Securities Issued | Minimum | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, measurement input 0.033
Mortgage-Backed Securities Issued | Minimum | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, measurement input 0.020
Mortgage-Backed Securities Issued | Minimum | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, measurement input 0.200
Mortgage-Backed Securities Issued | Maximum | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, measurement input 0.073
Mortgage-Backed Securities Issued | Maximum | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, measurement input 0.150
Mortgage-Backed Securities Issued | Maximum | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, measurement input 0.028
Mortgage-Backed Securities Issued | Maximum | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, measurement input 0.300
Mortgage-Backed Securities Issued | Weighted Average | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, measurement input 0.062
Mortgage-Backed Securities Issued | Weighted Average | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, measurement input 0.075
Mortgage-Backed Securities Issued | Weighted Average | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, measurement input 0.025
Mortgage-Backed Securities Issued | Weighted Average | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Securities, measurement input 0.265
Purchased Credit Deteriorated | Residential Mortgage Loans Held-for-Sale, At Fair Value  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held-for-sale, fair value $ 1,527,770
Purchased Credit Deteriorated | 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 0.041
Purchased Credit Deteriorated | 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 0.000
Purchased Credit Deteriorated | 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 0.000
Purchased Credit Deteriorated | 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
Purchased Credit Deteriorated | 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 0.110
Purchased Credit Deteriorated | 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 0.141
Purchased Credit Deteriorated | 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 0.347
Purchased Credit Deteriorated | 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 0.600
Purchased Credit Deteriorated | Residential Mortgage Loans Held-for-Sale, At Fair Value | Weighted Average | Discount Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for sale, measurement input 0.064
Purchased Credit Deteriorated | Residential Mortgage Loans Held-for-Sale, At Fair Value | Weighted Average | Prepayment Rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for sale, measurement input 0.051
Purchased Credit Deteriorated | Residential Mortgage Loans Held-for-Sale, At Fair Value | Weighted Average | Delinquency  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for sale, measurement input 0.040
Purchased Credit Deteriorated | Residential Mortgage Loans Held-for-Sale, At Fair Value | Weighted Average | Loss Severity  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Loans held for sale, measurement input 0.269
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 $ 122,722
Originated | 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 70.0
Originated | 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 141
Originated | 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 0.012
Originated | 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 0.500