Annual report pursuant to Section 13 and 15(d)

DERIVATIVES - Schedule of Derivatives (Details)

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DERIVATIVES - Schedule of Derivatives (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Derivative [Line Items]    
Derivative assets $ 41,501 $ 10,893
Derivative liabilities 6,885 29,389
Interest Rate Caps    
Derivative [Line Items]    
Derivative assets 0 3
Interest Rate Swaps    
Derivative [Line Items]    
Derivative assets 155 0
Derivative liabilities 0 5,245
Variation margin accounts 171,800 106,100
Interest Rate Lock Commitments    
Derivative [Line Items]    
Derivative assets 41,346 10,851
Derivative liabilities 1,455 223
Forward Loan Sale Commitments    
Derivative [Line Items]    
Derivative assets 0 39
Derivative liabilities 27 0
TBAs    
Derivative [Line Items]    
Derivative assets 0 0
Derivative liabilities $ 5,403 $ 23,921