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DERIVATIVES - Derivatives Notional Amount (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Interest rate swaps    
Derivative [Line Items]    
Derivative asset, notional amount $ 15,410,000 $ 11,490,000
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 $ 15,400,000 $ 11,500,000
Derivative, cap interest rate 1.25% 1.10%
Weighted average maturity 42 months 42 months
Interest rate lock commitments    
Derivative [Line Items]    
Derivative asset, notional amount $ 10,043,200 $ 10,653,850
TBAs | TBAs, short position    
Derivative [Line Items]    
Derivative liability, notional amount 29,386,167 22,697,706
Treasury futures    
Derivative [Line Items]    
Derivative liability, notional amount 0 314,500
Options on treasury futures    
Derivative [Line Items]    
Derivative asset, notional amount $ 0 $ 3,200,000