MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Investment in MSRs (Details) - USD ($) $ in Thousands		6 Months Ended
		Jun. 30, 2022	Dec. 31, 2021
Servicing Asset at Amortized Cost [Line Items]
Weighted Average Life (Years)		1 year 3 months 18 days
Mortgage servicing rights, at fair value		$ 8,626,409	$ 6,858,803
Residential mortgage loan repurchase liability	[1]	1,758,509	$ 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		$ 548,095,165
Weighted Average Life (Years)		7 years 6 months
Mortgage servicing rights, at fair value		$ 8,626,409
MSRs | Weighted Average
Servicing Asset at Amortized Cost [Line Items]
Discount rate		7.50%
MSRs | Minimum
Servicing Asset at Amortized Cost [Line Items]
Discount rate		7.00%
MSRs | Maximum
Servicing Asset at Amortized Cost [Line Items]
Discount rate		9.00%
Agency | MSRs
Servicing Asset at Amortized Cost [Line Items]
Residential mortgage loan UPB and other collateral		$ 374,752,192
Weighted Average Life (Years)		7 years 6 months
Mortgage servicing rights, at fair value		$ 5,845,943
Non-Agency | MSRs
Servicing Asset at Amortized Cost [Line Items]
Residential mortgage loan UPB and other collateral		$ 57,260,465
Weighted Average Life (Years)		7 years 6 months
Mortgage servicing rights, at fair value		$ 808,528
Ginnie Mae | MSRs
Servicing Asset at Amortized Cost [Line Items]
Residential mortgage loan UPB and other collateral		$ 116,082,508
Weighted Average Life (Years)		7 years 4 months 24 days
Mortgage servicing rights, at fair value		$ 1,971,938

[1] See Note 5 for details.