Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Derivatives Notional Amount (Details)

v3.20.1
DERIVATIVES - Derivatives Notional Amount (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Interest Rate Caps    
Derivative [Line Items]    
Derivative asset, notional amount $ 12,500 $ 12,500
Derivative, cap interest rate 4.00%  
Notional amount $ 12,500  
Weighted average maturity 8 months  
Interest Rate Swaps    
Derivative [Line Items]    
Derivative asset, notional amount $ 9,070,000 $ 4,900,000
Interest Rate Swaps | TBAs, short position    
Derivative [Line Items]    
Derivative, cap interest rate 0.80% 1.89%
Notional amount $ 4,700,000 $ 900,000
Weighted average maturity 36 months 87 months
Interest Rate Swaps | TBAs, long position    
Derivative [Line Items]    
Derivative, cap interest rate 2.96% 3.21%
Notional amount $ 4,400,000 $ 4,000,000
Weighted average maturity 37 months 36 months
Interest Rate Lock Commitments    
Derivative [Line Items]    
Derivative asset, notional amount $ 5,861,166 $ 4,043,935
Forward Loan Sale Commitments    
Derivative [Line Items]    
Derivative asset, notional amount 0 43,654
TBAs | TBAs, short position    
Derivative [Line Items]    
Derivative liability, notional amount 4,245,000 5,048,000
TBAs | TBAs, long position    
Derivative [Line Items]    
Derivative liability, notional amount $ 13,705,341 $ 11,692,212