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FAIR VALUE MEASUREMENTS - Estimated Fair Values for All Financial Assets and Liabilities (Detail) - USD ($) $ in Thousands | Jun. 30, 2019 | Dec. 31, 2018
--- | --- | ---
Financial assets |  |  |  |
Residential mortgages loans | [1] | $ 3,546,468 | $ 4,585,975 | [2]
Mortgage servicing rights |  | 425,328 | 557,813 | [2]
Interest rate swaps |  | 5,440 | 48,114 |
Financial liabilities |  |  |  |
Other secured financing |  | 4,127,989 | 4,183,311 | [2]
Securitized debt of consolidated VIEs |  | 3,470,168 | 3,347,062 | [2]
Interest rate swaps |  | 677,295 | 420,365 |
Carrying Value | Level 2 |  |  |  |
Financial assets |  |  |  |
Corporate debt, held for investment |  | 1,792,837 | 1,887,182 |
Corporate debt held for sale, net |  | 26,906 | 0 |
Financial liabilities |  |  |  |
Repurchase agreements |  | 105,181,241 | 81,115,874 |
Other secured financing |  | 4,127,989 | 4,183,311 |
Carrying Value | Level 3 |  |  |  |
Financial assets |  |  |  |
Commercial real estate debt and preferred equity, held for investment (1) |  | 1,413,605 | 1,296,803 |
Commercial loans held for sale, net |  | 41,896 | 42,184 |
Financial liabilities |  |  |  |
Mortgage payable |  | 498,772 | 511,056 |
Fair Value | Level 2 |  |  |  |
Financial assets |  |  |  |
Corporate debt, held for investment |  | 1,770,850 | 1,863,524 |
Corporate debt held for sale, net |  | 26,906 | 0 |
Financial liabilities |  |  |  |
Repurchase agreements |  | 105,181,241 | 81,115,874 |
Other secured financing |  | 4,128,155 | 4,183,805 |
Fair Value | Level 3 |  |  |  |
Financial assets |  |  |  |
Commercial real estate debt and preferred equity, held for investment (1) |  | 1,421,826 | 1,303,487 |
Commercial loans held for sale, net |  | 41,896 | 42,184 |
Financial liabilities |  |  |  |
Mortgage payable |  | $ 524,723 | $ 507,770 |
[1] | (4) Includes $119.7 million and $97.5 million of residential mortgage loans held for sale, $41.9 million and $42.2 million of commercial mortgage loans held for sale and $26.9 million and $0 of corporate loans held for sale at June 30, 2019 and December 31, 2018, respectively.
[2] | (1) Derived from the audited consolidated financial statements at December 31, 2018.

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