Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Derivatives Gain (Losses) (Details)

v3.20.1
DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Derivative [Line Items]    
Unrealized gain (loss) on derivative instruments $ (39,982) $ (25,760)
Gain (loss) on settlement of investments, net (84,712) (93,076)
Gain on originated mortgage loans, held-for-sale, net (48,075) 1,993
Total income (losses) (172,769) (116,843)
Loss on settlement of mortgage loan origination derivative instruments 46,314 11,423
Interest Rate Caps    
Derivative [Line Items]    
Unrealized gain (loss) on derivative instruments 0 2,776
Interest Rate Swaps    
Derivative [Line Items]    
Unrealized gain (loss) on derivative instruments (39,982) (3)
Gain (loss) on settlement of investments, net (13,652) (16,378)
Interest Rate Lock Commitments    
Derivative [Line Items]    
Unrealized gain (loss) on derivative instruments 0 (28,533)
Gain on originated mortgage loans, held-for-sale, net 91,249 3,208
Forward Loan Sale Commitments    
Derivative [Line Items]    
Gain on originated mortgage loans, held-for-sale, net 27 (21)
TBAs    
Derivative [Line Items]    
Gain (loss) on settlement of investments, net (71,060) (76,698)
Gain on originated mortgage loans, held-for-sale, net $ (139,351) $ (1,194)