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DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Derivative [Line Items]        
Derivative instruments $ 23,089 $ 41,389 $ 4,213 $ (25,037)
Gain (loss) on settlement of investments, net (23,192) (14,147) (133,099) (152,424)
Gain on originated mortgage loans, held-for-sale, net 76,006 17,119 182,672 23,049
Total income (losses) 75,903 44,361 53,786 (154,412)
Loss on settlement of mortgage loan origination derivative instruments 68,789 32,138 290,670 61,879
Interest rate caps        
Derivative [Line Items]        
Derivative instruments 0 0 0 (3)
Interest rate swaps        
Derivative [Line Items]        
Derivative instruments 23,089 42,306 4,213 (26,893)
Gain (loss) on settlement of investments, net (23,192) (10,338) (62,039) (32,529)
Interest rate lock commitments        
Derivative [Line Items]        
Gain on originated mortgage loans, held-for-sale, net 82,019 3,002 206,073 13,911
TBAs        
Derivative [Line Items]        
Derivative instruments 0 (917) 0 1,859
Gain (loss) on settlement of investments, net 0 (3,809) (71,060) (119,895)
Gain on originated mortgage loans, held-for-sale, net (6,013) 14,389 (23,428) 9,208
Forward loan sale commitments        
Derivative [Line Items]        
Gain on originated mortgage loans, held-for-sale, net $ 0 $ (272) $ 27 $ (70)