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FAIR VALUE - Financial Statement Items on Recurring Basis by Fair Value Hierarchy (Details) - USD ($) $ in Thousands | Sep. 30, 2021 | Dec. 31, 2020 | Sep. 30, 2020
--- | --- | --- | ---
Assets |  |  |
Loans held for sale | $ 8,873,736 | $ 6,955,424 |
Trading securities | 56,412 | 0 |
Derivative assets | 341,359 | 647,939 |
Servicing rights | 1,841,512 | 1,127,866 |
Liabilities |  |  |
Derivative liabilities | 48,899 | 168,169 |
Servicing rights | 4,800 |  | $ 3,500
Interest rate lock commitments |  |  |
Assets |  |  |
Derivative assets | 266,118 | 647,349 |
Liabilities |  |  |
Derivative liabilities | 6,908 | 304 |
Forward sales contracts |  |  |
Assets |  |  |
Derivative assets | 75,241 | 107 |
Liabilities |  |  |
Derivative liabilities | 39 | 163,566 |
Interest rate swap futures |  |  |
Assets |  |  |
Derivative assets | 0 | 483 |
Liabilities |  |  |
Derivative liabilities | 31,063 | 0 |
Put options on treasuries |  |  |
Assets |  |  |
Derivative assets | 0 | 0 |
Liabilities |  |  |
Derivative liabilities | 10,889 | 4,299 |
Fair Value, Recurring |  |  |
Assets |  |  |
Loans held for sale | 8,873,736 | 6,955,424 |
Trading securities | 56,412 |  |
Servicing rights | 1,841,512 | 1,127,866 |
Total assets at fair value | 11,113,019 | 8,731,229 |
Liabilities |  |  |
Servicing rights | 4,818 | 3,564 |
Total liabilities at fair value | 53,717 | 171,733 |
Fair Value, Recurring | Interest rate lock commitments |  |  |
Assets |  |  |
Derivative assets | 266,118 | 647,349 |
Liabilities |  |  |
Derivative liabilities | 6,908 | 304 |
Fair Value, Recurring | Forward sales contracts |  |  |
Assets |  |  |
Derivative assets | 75,241 | 107 |
Liabilities |  |  |
Derivative liabilities | 39 | 163,566 |
Fair Value, Recurring | Interest rate swap futures |  |  |
Assets |  |  |
Derivative assets |  | 483 |
Liabilities |  |  |
Derivative liabilities | 31,063 |  |
Fair Value, Recurring | Put options on treasuries |  |  |
Liabilities |  |  |
Derivative liabilities | 10,889 | 4,299 |
Fair Value, Recurring | Level 1 |  |  |
Assets |  |  |
Loans held for sale | 0 | 0 |
Trading securities | 0 |  |
Servicing rights | 0 | 0 |
Total assets at fair value | 0 | 483 |
Liabilities |  |  |
Servicing rights | 0 | 0 |
Total liabilities at fair value | 41,952 | 4,299 |
Fair Value, Recurring | Level 1 | Interest rate lock commitments |  |  |
Assets |  |  |
Derivative assets | 0 | 0 |
Liabilities |  |  |
Derivative liabilities | 0 | 0 |
Fair Value, Recurring | Level 1 | Forward sales contracts |  |  |
Assets |  |  |
Derivative assets | 0 | 0 |
Liabilities |  |  |
Derivative liabilities | 0 | 0 |
Fair Value, Recurring | Level 1 | Interest rate swap futures |  |  |
Assets |  |  |
Derivative assets |  | 483 |
Liabilities |  |  |
Derivative liabilities | 31,063 |  |
Fair Value, Recurring | Level 1 | Put options on treasuries |  |  |
Liabilities |  |  |
Derivative liabilities | 10,889 | 4,299 |
Fair Value, Recurring | Level 2 |  |  |
Assets |  |  |
Loans held for sale | 8,873,736 | 6,955,424 |
Trading securities | 56,412 |  |
Servicing rights | 0 | 0 |
Total assets at fair value | 9,005,389 | 6,955,531 |
Liabilities |  |  |
Servicing rights | 0 | 0 |
Total liabilities at fair value | 39 | 163,566 |
Fair Value, Recurring | Level 2 | Interest rate lock commitments |  |  |
Assets |  |  |
Derivative assets | 0 | 0 |
Liabilities |  |  |
Derivative liabilities | 0 | 0 |
Fair Value, Recurring | Level 2 | Forward sales contracts |  |  |
Assets |  |  |
Derivative assets | 75,241 | 107 |
Liabilities |  |  |
Derivative liabilities | 39 | 163,566 |
Fair Value, Recurring | Level 2 | Interest rate swap futures |  |  |
Assets |  |  |
Derivative assets |  | 0 |
Liabilities |  |  |
Derivative liabilities | 0 |  |
Fair Value, Recurring | Level 2 | Put options on treasuries |  |  |
Liabilities |  |  |
Derivative liabilities | 0 | 0 |
Fair Value, Recurring | Level 3 |  |  |
Assets |  |  |
Loans held for sale | 0 | 0 |
Trading securities | 0 |  |
Servicing rights | 1,841,512 | 1,127,866 |
Total assets at fair value | 2,107,630 | 1,775,215 |
Liabilities |  |  |
Servicing rights | 4,818 | 3,564 |
Total liabilities at fair value | 11,726 | 3,868 |
Fair Value, Recurring | Level 3 | Interest rate lock commitments |  |  |
Assets |  |  |
Derivative assets | 266,118 | 647,349 |
Liabilities |  |  |
Derivative liabilities | 6,908 | 304 |
Fair Value, Recurring | Level 3 | Forward sales contracts |  |  |
Assets |  |  |
Derivative assets | 0 | 0 |
Liabilities |  |  |
Derivative liabilities | 0 | 0 |
Fair Value, Recurring | Level 3 | Interest rate swap futures |  |  |
Assets |  |  |
Derivative assets |  | 0 |
Liabilities |  |  |
Derivative liabilities | 0 |  |
Fair Value, Recurring | Level 3 | Put options on treasuries |  |  |
Liabilities |  |  |
Derivative liabilities | $ 0 | $ 0 |

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