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DERIVATIVES - Derivatives Notional Amount (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2021
Dec. 31, 2020
Interest rate swaps    
Derivative [Line Items]    
Derivative asset, notional amount $ 10,045,000 $ 6,515,000
Interest rate swaps | TBAs, short position    
Derivative [Line Items]    
Notional amount $ 0 $ 0
Derivative, cap interest rate 0.00% 0.00%
Weighted average maturity 0 months 0 months
Interest rate swaps | TBAs, long position    
Derivative [Line Items]    
Notional amount $ 10,000,000 $ 6,500,000
Derivative, cap interest rate 1.46% 2.21%
Weighted average maturity 32 months 47 months
Interest rate lock commitments    
Derivative [Line Items]    
Derivative asset, notional amount $ 10,828,734 $ 15,031,345
TBAs | TBAs, short position    
Derivative [Line Items]    
Derivative liability, notional amount $ 23,334,246 $ 23,529,408