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RESIDENTIAL MORTGAGE LOANS - Carrying Value of Mortgage Loans (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2021
USD ($)
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]  
Balance, beginning $ 5,215,703
Transfer of loans to real estate owned (8,701)
Balance, ending 5,923,555
Residential Portfolio Segment  
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]  
Originations 27,119,215
Sales (28,467,064)
Purchases/additional fundings 2,090,474
Proceeds from repayments (123,234)
Transfer of loans to other assets 1,230
Transfer of loans to real estate owned (5,926)
Valuation (provision) reversal on loans 15,556
Changes in instrument-specific credit risk 51,184
Other factors 8,990
Residential Mortgage Loans, Held-for-Investment, at Fair Value | Residential Portfolio Segment  
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]  
Balance, beginning 674,179
Originations 0
Sales 0
Purchases/additional fundings 0
Proceeds from repayments (26,212)
Transfer of loans to other assets 0
Transfer of loans to real estate owned (1,441)
Valuation (provision) reversal on loans 0
Changes in instrument-specific credit risk 13,919
Other factors (3,693)
Balance, ending 656,752
Residential Mortgage Loans, Held-for-Sale | Acquired Loans, at Lower Cost or Fair Value | Residential Portfolio Segment  
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]  
Balance, beginning 509,887
Originations 0
Sales (188,855)
Purchases/additional fundings 0
Proceeds from repayments (10,194)
Transfer of loans to other assets 199
Transfer of loans to real estate owned (3,514)
Valuation (provision) reversal on loans 15,556
Changes in instrument-specific credit risk 0
Other factors 0
Balance, ending 323,079
Residential Mortgage Loans, Held-for-Sale | Acquired Loans | Residential Portfolio Segment  
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]  
Balance, beginning 4,705,816
Originations 27,119,215
Sales (28,278,209)
Purchases/additional fundings 2,090,474
Proceeds from repayments (86,828)
Transfer of loans to other assets 1,031
Transfer of loans to real estate owned (971)
Valuation (provision) reversal on loans 0
Changes in instrument-specific credit risk 37,265
Other factors 12,683
Balance, ending 5,600,476
Total Residential Mortgage Loans | Residential Portfolio Segment  
SEC Schedule, 12-29, Real Estate Companies, Investment in Movement in Mortgage Loans on Real Estate [Roll Forward]  
Balance, beginning 5,889,882
Balance, ending $ 6,580,307