Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Derivatives Gain (Losses) (Details)

v3.10.0.1
DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Sep. 30, 2018
Sep. 30, 2017
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments $ 24,299 $ 3,560 $ 27,985 $ (124)
Gain (loss) on settlement of investments, net 19,459 (18,756) 76,092 (58,326)
Total income (losses) 43,758 (15,196) 104,077 (58,450)
Gain (loss) on settlement of mortgage loan origination derivative instruments     (2,757)  
Interest Rate Caps        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments (2) (1,083) 436 (1,353)
Gain (loss) on settlement of investments, net 0 322 (603) (240)
Interest Rate Swaps        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments 18,785 5,300 19,668 349
Gain (loss) on settlement of investments, net (656) (2,499) 37,287 (12,097)
Interest Rate Lock Commitments        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments (2,247) 0 (2,247) 0
Forward Loan Sale Commitments        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments (17) 0 (17) 0
TBAs        
Derivative [Line Items]        
Unrealized gain (loss) on derivative instruments 7,780 (657) 10,145 880
Gain (loss) on settlement of investments, net $ 20,115 $ (16,579) $ 39,408 $ (45,989)