XML 298 R98.htm IDEA: XBRL DOCUMENT v3.20.2
DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Derivative [Line Items]        
Change in fair value of derivative instruments $ 21,106 $ (40,666) $ (18,876) $ (66,426)
Gain (loss) on settlement of investments, net (25,195) (45,201) (109,907) (138,277)
Gain on originated mortgage loans, held-for-sale, net 154,741 3,937 106,666 5,930
Total income (losses) 150,652 (81,930) (22,117) (198,773)
Loss on settlement of mortgage loan origination derivative instruments 175,568 18,318 221,881 29,741
Interest Rate Caps        
Derivative [Line Items]        
Change in fair value of derivative instruments 0 0 0 (3)
Interest Rate Swaps        
Derivative [Line Items]        
Change in fair value of derivative instruments 21,106 (40,666) (18,876) (69,199)
Gain (loss) on settlement of investments, net (25,195) (5,813) (38,847) (22,191)
Interest Rate Lock Commitments        
Derivative [Line Items]        
Gain on originated mortgage loans, held-for-sale, net 32,806 7,701 124,054 10,909
Forward Loan Sale Commitments        
Derivative [Line Items]        
Gain on originated mortgage loans, held-for-sale, net 0 223 27 202
TBAs        
Derivative [Line Items]        
Change in fair value of derivative instruments 0 0 0 2,776
Gain (loss) on settlement of investments, net 0 (39,388) (71,060) (116,086)
Gain on originated mortgage loans, held-for-sale, net $ 121,935 $ (3,987) $ (17,415) $ (5,181)