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MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Investment in MSRs (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2023
Dec. 31, 2022
Servicing Asset at Amortized Cost [Line Items]    
Weighted Average Life (Years) 1 year  
Fair value $ 8,694,868 $ 8,889,403
Residential mortgage loan repurchase liability [1] 1,443,546 $ 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 $ 530,921,220  
Weighted Average Life (Years) 7 years 10 months 24 days  
Fair value $ 8,694,868  
MSRs | Weighted Average    
Servicing Asset at Amortized Cost [Line Items]    
Discount rate 8.50%  
MSRs | Minimum    
Servicing Asset at Amortized Cost [Line Items]    
Discount rate 7.90%  
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 $ 354,510,758  
Weighted Average Life (Years) 8 years 1 month 6 days  
Fair value $ 5,393,329  
Non-Agency | MSRs    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Residential Mortgage Loans $ 50,056,162  
Weighted Average Life (Years) 6 years 10 months 24 days  
Fair value $ 704,873  
Ginnie Mae | MSRs    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Residential Mortgage Loans $ 126,354,300  
Weighted Average Life (Years) 7 years 8 months 12 days  
Fair value $ 2,596,666  
[1] See Note 5 for details.