DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2019	Sep. 30, 2018	Sep. 30, 2019	Sep. 30, 2018
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	$ 58,508	$ 24,299	$ (1,988)	$ 27,985
Gain (loss) on settlement of investments, net	(14,147)	19,459	(152,424)	76,092
Total income (losses)	44,361	43,758	(154,412)	104,077
Loss on settlement of mortgage loan origination derivative instruments	32,138	2,757	61,879	2,757
Interest Rate Caps
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	0	(2)	(3)	436
Gain (loss) on settlement of investments, net	0	0	0	(603)
Interest Rate Swaps
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	42,306	18,785	(26,893)	19,668
Gain (loss) on settlement of investments, net	(10,338)	(656)	(32,529)	37,287
Interest Rate Lock Commitments
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	3,002	(2,247)	13,911	(2,247)
Forward Loan Sale Commitments
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	(272)	(17)	(70)	(17)
TBAs
Derivative [Line Items]
Unrealized gain (loss) on derivative instruments	13,472	7,780	11,067	10,145
Gain (loss) on settlement of investments, net	$ (3,809)	$ 20,115	$ (119,895)	$ 39,408