MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Investment in MSRs and MSR Financing Receivables (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2021		Dec. 31, 2020		Dec. 31, 2019
Schedule of Mortgage Servicing Rights [Line Items]
Weighted Average Life (Years)	1 year 3 months 18 days
Carrying Value	$ 6,858,803		$ 4,585,841		$ 5,686,233
Residential mortgage loans subject to repurchase	$ 1,787,314	[1]	$ 1,452,005	[1]	$ 172,336
MSRs | Weighted Average
Schedule of Mortgage Servicing Rights [Line Items]
Discount rate	7.40%		8.10%
MSRs | Minimum
Schedule of Mortgage Servicing Rights [Line Items]
Discount rate	6.90%		7.30%
MSRs | Maximum
Schedule of Mortgage Servicing Rights [Line Items]
Discount rate	12.50%		13.00%
Mortgage Servicing Rights Financing Receivable
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages	$ 548,613,089		$ 435,435,827
Weighted Average Life (Years)	6 years 3 months 18 days		5 years 4 months 24 days
Carrying Value	$ 6,858,803		$ 4,585,841
Agency | MSRs
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages	$ 374,815,579		$ 305,718,556
Weighted Average Life (Years)	6 years 1 month 6 days		5 years 1 month 6 days
Carrying Value	$ 4,443,713		$ 2,849,003
Non-Agency | MSRs
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages	$ 63,851,154		$ 72,610,446
Weighted Average Life (Years)	8 years 3 months 18 days		7 years 10 months 24 days
Carrying Value	$ 943,210		$ 1,064,403
Ginnie Mae | MSRs
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages	$ 109,946,356		$ 57,106,825
Weighted Average Life (Years)	5 years 8 months 12 days		4 years 1 month 6 days
Carrying Value	$ 1,471,880		$ 672,435

[1] See Note 6 for details.