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DERIVATIVES - Derivatives Gain (Losses) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Derivative [Line Items]        
Change in fair value of derivative instruments $ (18,505) $ (41,365) $ (11,316) $ (41,564)
Gain on originated mortgage loans, held-for-sale, net 129,233 50,771 96,017 (29,363)
Change in fair value of derivative instruments 451,896 45,389 1,210,516 214,367
Gain (loss) on settlement of investments, net 12,722 (73,978) 292,667 (152,913)
Total gain (loss) 575,346 (19,183) 1,587,884 (9,473)
Settlement of derivatives (12,722) 73,978 (292,667) 152,913
Gain (loss) on settlement of mortgage loan origination derivative instruments 57,407 (105,594) 1,109,163 48,522
Servicing Revenue        
Derivative [Line Items]        
Settlement of derivatives 2,200 13,400 79,000 11,100
TBAs        
Derivative [Line Items]        
Change in fair value of derivative instruments (18,505) (14,156) (15,205) (14,355)
Gain on originated mortgage loans, held-for-sale, net 233,673 152,182 250,661 251,731
Change in fair value of derivative instruments 20,882 0 63,280 0
Gain (loss) on settlement of investments, net (21,533) (37,664) 294,707 (47,527)
Treasury futures        
Derivative [Line Items]        
Change in fair value of derivative instruments 0 (19,093) (1,746) (19,093)
Options on treasury futures        
Derivative [Line Items]        
Change in fair value of derivative instruments 0 (8,116) 5,635 (8,116)
Interest rate lock commitments        
Derivative [Line Items]        
Gain on originated mortgage loans, held-for-sale, net (104,440) (101,411) (154,644) (281,094)
Interest rate swaps        
Derivative [Line Items]        
Change in fair value of derivative instruments 431,014 45,389 1,147,236 214,367
Gain (loss) on settlement of investments, net $ 34,255 $ (36,314) $ (2,040) $ (105,386)