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FAIR VALUE MEASUREMENTS - Estimated Fair Values for All Financial Assets and Liabilities (Detail) - USD ($) $ in Thousands | Mar. 31, 2019 | Dec. 31, 2018
--- | --- | ---
Financial assets |  |  |  |
Residential mortgages loans | [1] | $ 3,879,324 | $ 4,585,975 | [2]
Mortgage servicing rights |  | 500,745 | 557,813 | [2]
Interest rate swaps |  | 26,020 | 48,114 |
Financial liabilities |  |  |  |
Other secured financing |  | 4,144,623 | 4,183,311 | [2]
Securitized debt of consolidated VIEs |  | 3,693,766 | 3,347,062 | [2]
Interest rate swaps |  | 509,485 | 420,365 |
Carrying Value | Level 2 |  |  |  |
Financial assets |  |  |  |
Corporate debt |  | 1,758,082 | 1,887,182 |
Corporate debt held for sale, net |  | 44,525 | 0 |
Financial liabilities |  |  |  |
Repurchase agreements |  | 88,554,170 | 81,115,874 |
Other secured financing |  | 4,144,623 | 4,183,311 |
Carrying Value | Level 3 |  |  |  |
Financial assets |  |  |  |
Commercial real estate debt and preferred equity, held for investment |  | 722,962 | 1,296,803 |
Commercial loans held for sale, net |  | 42,035 | 42,184 |
Financial liabilities |  |  |  |
Mortgage payable |  | 510,386 | 511,056 |
Fair Value | Level 2 |  |  |  |
Financial assets |  |  |  |
Corporate debt |  | 1,742,320 | 1,863,524 |
Corporate debt held for sale, net |  | 44,525 | 0 |
Financial liabilities |  |  |  |
Repurchase agreements |  | 88,554,170 | 81,115,874 |
Other secured financing |  | 4,144,491 | 4,183,805 |
Fair Value | Level 3 |  |  |  |
Financial assets |  |  |  |
Commercial real estate debt and preferred equity, held for investment |  | 726,687 | 1,303,487 |
Commercial loans held for sale, net |  | 42,035 | 42,184 |
Financial liabilities |  |  |  |
Mortgage payable |  | $ 519,748 | $ 507,770 |
[1] | (4) Includes $101.3 million and $97.5 million of residential mortgage loans held for sale, $42.0 million and $42.2 million of commercial mortgage loans held for sale and $44.5 million and $0 of corporate loans held for sale at March 31, 2019 and December 31, 2018, respectively.
[2] | (1) Derived from the audited consolidated financial statements at December 31, 2018.

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