Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Derivatives Gain (Losses) (Details)

v3.19.1
DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Derivative [Line Items]    
Unrealized gain (loss) on derivative instruments $ (23,767) $ 2,446
Gain (loss) on settlement of investments, net (93,076) 37,363
Total income (losses) (116,843) 39,809
Gain (loss) on settlement of mortgage loan origination derivative instruments (11,423)  
Interest Rate Caps    
Derivative [Line Items]    
Unrealized gain (loss) on derivative instruments (3) 486
Gain (loss) on settlement of investments, net 0 (733)
Interest Rate Swaps    
Derivative [Line Items]    
Unrealized gain (loss) on derivative instruments (28,533) (34)
Gain (loss) on settlement of investments, net (16,378) 22,660
Interest Rate Lock Commitments    
Derivative [Line Items]    
Unrealized gain (loss) on derivative instruments 3,208 0
Forward Loan Sale Commitments    
Derivative [Line Items]    
Unrealized gain (loss) on derivative instruments (21) 0
TBAs    
Derivative [Line Items]    
Unrealized gain (loss) on derivative instruments 1,582 1,994
Gain (loss) on settlement of investments, net $ (76,698) $ 15,436