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SECURED FINANCING - Narrative (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Repurchase Agreements:    
Repurchase agreements $ 59,512,597 $ 54,769,643
Repurchase agreements - weighted average remaining maturities 27 days 52 days
Repurchase agreement amount $ 1,800,000  
Remaining capacity of repurchase agreement 1,100,000  
Other secured financing $ 250,000 $ 903,255
Debt weighted average interest rate 7.07%  
Secured financings and interest rate swaps - collateral held, estimated fair value $ 62,200,000 59,200,000
Secured financings and interest rate swaps - collateral held, accrued interest $ 226,400 $ 160,800
Minimum    
Repurchase Agreements:    
Debt Instrument, Maturity 1 year  
Maximum    
Repurchase Agreements:    
Debt Instrument, Maturity 3 years  
Mortgage Servicing Rights Committed Credit Facility | Line of Credit    
Repurchase Agreements:    
Credit facility, maximum borrowing capacity $ 500,000