Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Derivatives Gain (Losses) (Details)

v3.19.3
DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments $ 58,508 $ 24,299 $ (1,988) $ 27,985
Gain (loss) on settlement of investments, net (14,147) 19,459 (152,424) 76,092
Total income (losses) 44,361 43,758 (154,412) 104,077
Loss on settlement of mortgage loan origination derivative instruments 32,138 2,757 61,879 2,757
Interest Rate Caps        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments 0 (2) (3) 436
Gain (loss) on settlement of investments, net 0 0 0 (603)
Interest Rate Swaps        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments 42,306 18,785 (26,893) 19,668
Gain (loss) on settlement of investments, net (10,338) (656) (32,529) 37,287
Interest Rate Lock Commitments        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments 3,002 (2,247) 13,911 (2,247)
Forward Loan Sale Commitments        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments (272) (17) (70) (17)
TBAs        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments 13,472 7,780 11,067 10,145
Gain (loss) on settlement of investments, net $ (3,809) $ 20,115 $ (119,895) $ 39,408