Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Derivatives Gain (Losses) (Details)

v3.19.2
DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments $ (36,729) $ 1,240 $ (60,496) $ 3,686
Gain (loss) on settlement of investments, net (45,201) 19,270 (138,277) 56,633
Total income (losses) (81,930) 20,510 (198,773) 60,319
Loss on settlement of mortgage loan origination derivative instruments 18,318   29,741  
Interest Rate Caps        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments 0 (48) (3) 438
Gain (loss) on settlement of investments, net 0 130 0 (603)
Interest Rate Swaps        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments (40,666) 917 (69,199) 883
Gain (loss) on settlement of investments, net (5,813) 15,283 (22,191) 37,943
Interest Rate Lock Commitments        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments 7,701 0 10,909 0
Forward Loan Sale Commitments        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments 223 0 202 0
TBAs        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments (3,987) 371 (2,405) 2,365
Gain (loss) on settlement of investments, net $ (39,388) $ 3,857 $ (116,086) $ 19,293