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MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Investment in MSRs (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2023
Dec. 31, 2022
Servicing Asset at Amortized Cost [Line Items]    
Weighted Average Life (Years) 1 year 1 month 6 days  
Carrying Value $ 8,886,209 $ 8,889,403
Residential mortgage loan repurchase liability [1] 1,189,907 $ 1,219,890
Mortgage Servicing Rights and Mortgage Servicing Rights Financing Receivable    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Residential Mortgage Loans $ 535,865,895  
Weighted Average Life (Years) 7 years 2 months 12 days  
Carrying Value $ 8,886,209  
MSRs | Weighted Average    
Servicing Asset at Amortized Cost [Line Items]    
Discount rate 8.40%  
MSRs | Minimum    
Servicing Asset at Amortized Cost [Line Items]    
Discount rate 7.60%  
MSRs | Maximum    
Servicing Asset at Amortized Cost [Line Items]    
Discount rate 10.80%  
Agency | MSRs    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Residential Mortgage Loans $ 360,605,371  
Weighted Average Life (Years) 7 years 4 months 24 days  
Carrying Value $ 5,996,278  
Non-Agency | MSRs    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Residential Mortgage Loans $ 52,614,283  
Weighted Average Life (Years) 6 years 4 months 24 days  
Carrying Value $ 748,723  
Ginnie Mae | MSRs    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Residential Mortgage Loans $ 122,646,241  
Weighted Average Life (Years) 7 years 1 month 6 days  
Carrying Value $ 2,141,208  
[1] See Note 5 for details.