MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Investment in MSRs (Details) - USD ($) $ in Thousands		9 Months Ended
		Sep. 30, 2022	Dec. 31, 2021
Servicing Asset at Amortized Cost [Line Items]
Weighted Average Life (Years)		1 year 1 month 6 days
Mortgage servicing rights, at fair value		$ 8,895,074	$ 6,858,803
Residential mortgage loan repurchase liability	[1]	1,897,142	$ 1,787,314
Mortgage Servicing Rights and Mortgage Servicing Rights Financing Receivable
Servicing Asset at Amortized Cost [Line Items]
Residential mortgage loan UPB and other collateral		$ 544,177,595
Weighted Average Life (Years)		7 years 1 month 6 days
Mortgage servicing rights, at fair value		$ 8,895,074
MSRs | Weighted Average
Servicing Asset at Amortized Cost [Line Items]
Discount rate		8.30%
MSRs | Minimum
Servicing Asset at Amortized Cost [Line Items]
Discount rate		7.60%
MSRs | Maximum
Servicing Asset at Amortized Cost [Line Items]
Discount rate		9.80%
Agency | MSRs
Servicing Asset at Amortized Cost [Line Items]
Residential mortgage loan UPB and other collateral		$ 369,056,523
Weighted Average Life (Years)		7 years 4 months 24 days
Mortgage servicing rights, at fair value		$ 6,018,491
Non-Agency | MSRs
Servicing Asset at Amortized Cost [Line Items]
Residential mortgage loan UPB and other collateral		$ 55,380,229
Weighted Average Life (Years)		5 years
Mortgage servicing rights, at fair value		$ 810,719
Ginnie Mae | MSRs
Servicing Asset at Amortized Cost [Line Items]
Residential mortgage loan UPB and other collateral		$ 119,740,843
Weighted Average Life (Years)		7 years 1 month 6 days
Mortgage servicing rights, at fair value		$ 2,065,864

[1] See Note 5 for details.