Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Derivatives Notional Amount (Details)

v3.19.3
DERIVATIVES - Derivatives Notional Amount (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2019
Dec. 31, 2018
Interest Rate Caps    
Derivative [Line Items]    
Derivative asset, notional amount $ 50,000 $ 50,000
Derivative, cap interest rate 4.00%  
Notional amount $ 50,000  
Weighted average maturity 14 months  
Interest Rate Swaps    
Derivative [Line Items]    
Derivative liability, notional amount $ 7,780,000 4,725,000
Interest Rate Swaps | TBAs, short position    
Derivative [Line Items]    
Derivative, cap interest rate 1.51%  
Notional amount $ 3,300,000  
Weighted average maturity 65 months  
Interest Rate Swaps | TBAs, long position    
Derivative [Line Items]    
Derivative, cap interest rate 3.16%  
Notional amount $ 4,500,000  
Weighted average maturity 43 months  
Interest Rate Lock Commitments    
Derivative [Line Items]    
Derivative asset, notional amount $ 2,735,387 823,187
Forward Loan Sale Commitments    
Derivative [Line Items]    
Derivative asset, notional amount 6,893 30,274
TBAs | TBAs, short position    
Derivative [Line Items]    
Derivative liability, notional amount 5,488,000 5,904,300
TBAs | TBAs, long position    
Derivative [Line Items]    
Derivative liability, notional amount $ 9,709,894 $ 5,067,200