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DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Derivative [Line Items]    
Change in fair value of derivative instruments $ 7,189 $ (8,823)
Gain on originated mortgage loans, held-for-sale, net 118,438 173,033
Change in fair value of derivative instruments 574,697 206,205
Gain (loss) on settlement of investments, net 47,475 (27,373)
Total gain (loss) 747,799 343,042
Settlement of derivatives 47,475 (27,373)
Gain (loss) on settlement of mortgage loan origination derivative instruments 524,823 40,121
Servicing Revenue    
Derivative [Line Items]    
Settlement of derivatives (76,800) 0
TBAs    
Derivative [Line Items]    
Change in fair value of derivative instruments 3,300 (8,823)
Gain on originated mortgage loans, held-for-sale, net 246,123 408,015
Change in fair value of derivative instruments 110,363 0
Gain (loss) on settlement of investments, net 73,154 6,453
Treasury futures    
Derivative [Line Items]    
Change in fair value of derivative instruments (1,746) 0
Options on treasury futures    
Derivative [Line Items]    
Change in fair value of derivative instruments 5,635 0
Interest rate lock commitments    
Derivative [Line Items]    
Gain on originated mortgage loans, held-for-sale, net (127,685) (234,982)
Interest rate swaps    
Derivative [Line Items]    
Change in fair value of derivative instruments 464,334 206,205
Gain (loss) on settlement of investments, net $ (25,679) $ (33,826)