Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVES - Derivatives Notional Amount (Details)

v3.21.2
DERIVATIVES - Derivatives Notional Amount (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2021
Dec. 31, 2020
Interest rate swaps    
Derivative [Line Items]    
Derivative asset, notional amount $ 11,890,000 $ 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 $ 11,900,000 $ 6,500,000
Derivative, cap interest rate 1.47% 2.21%
Weighted average maturity 34 months 47 months
Interest rate lock commitments    
Derivative [Line Items]    
Derivative asset, notional amount $ 16,611,634 $ 15,031,345
TBAs | TBAs, short position    
Derivative [Line Items]    
Derivative liability, notional amount 35,056,236 23,529,408
Treasury futures    
Derivative [Line Items]    
Derivative liability, notional amount 655,400 0
Options on treasury futures    
Derivative [Line Items]    
Derivative asset, notional amount $ 4,200,000 $ 0