SERVICER ADVANCE INVESTMENTS - Summary of Investments in Servicer Advances (Details) - USD ($) $ in Thousands	Sep. 30, 2023	Dec. 31, 2022
Investments in and Advances to Affiliates [Line Items]
Outstanding Servicer Advances	$ 387,669	$ 398,820
Face Amount of Secured Notes and Bonds Payable	23,677,829
Servicer advance investments | Servicer Advances
Investments in and Advances to Affiliates [Line Items]
UPB of Underlying Residential Mortgage Loans	15,654,419	17,033,753
Outstanding Servicer Advances	$ 314,165	$ 341,628
Servicer Advances to UPB of Underlying Residential Mortgage Loans	2.00%	2.00%
Face Amount of Secured Notes and Bonds Payable	$ 275,952	$ 319,276
Gross Loan-to-Value	84.10%	90.20%
Net Loan-to-Value	81.90%	88.30%
Gross Cost of Funds	7.50%	6.50%
Net Cost of Funds	6.90%	5.90%