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FAIR VALUE MEASUREMENTS - Estimated Fair Values of Financial Instruments (Details) - USD ($) $ in Thousands		Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Assets
Mortgage-backed securities	[1]	$ 63,655,674	$ 75,652,396
Loans
Mortgage servicing rights		544,562	100,895	$ 378,078
Assets transferred or pledged to securitization vehicles		6,086,308	6,910,020
Liabilities
Participations issued		1,049,066	39,198
Derivative liabilities
Interest rate swaps		747,036	1,006,492
Residential mortgage loans
Loans
Residential mortgage loans		7,768,507	3,595,061
Fair Value, Measurements, Recurring
Assets
Agency mortgage-backed securities		60,525,605	74,067,059
Credit risk transfer securities		936,228	532,403
Loans
Mortgage servicing rights		544,562	100,895
Interests in MSR		69,316
Assets transferred or pledged to securitization vehicles		6,086,308	6,035,671
Derivative assets
Other derivatives		170,370	171,134
Total assets		72,799,282	82,305,906
Liabilities
Debt issued by securitization vehicles		5,155,633	5,652,982
Participations issued		1,049,066	39,198
Derivative liabilities
Interest rate swaps		747,036	1,006,492
Other derivatives		134,501	26,853
Total liabilities		7,086,236	6,725,525
Fair Value, Measurements, Recurring | Non-Agency mortgage-backed securities
Assets
Mortgage-backed securities		1,663,336	972,192
Fair Value, Measurements, Recurring | Commercial mortgage-backed securities
Assets
Mortgage-backed securities		530,505	80,742
Fair Value, Measurements, Recurring | Residential mortgage loans
Loans
Residential mortgage loans		2,272,072	345,810
Residential mortgage loan warehouse facility		980
Fair Value, Measurements, Recurring | Level 1
Assets
Agency mortgage-backed securities		0	0
Credit risk transfer securities		0	0
Loans
Mortgage servicing rights		0	0
Interests in MSR		0
Assets transferred or pledged to securitization vehicles		0	0
Derivative assets
Other derivatives		9,028	506
Total assets		9,028	506
Liabilities
Debt issued by securitization vehicles		0	0
Participations issued		0	0
Derivative liabilities
Interest rate swaps		0	0
Other derivatives		129,134	19,413
Total liabilities		129,134	19,413
Fair Value, Measurements, Recurring | Level 1 | Non-Agency mortgage-backed securities
Assets
Mortgage-backed securities		0	0
Fair Value, Measurements, Recurring | Level 1 | Commercial mortgage-backed securities
Assets
Mortgage-backed securities		0	0
Fair Value, Measurements, Recurring | Level 1 | Residential mortgage loans
Loans
Residential mortgage loans		0	0
Residential mortgage loan warehouse facility		0
Fair Value, Measurements, Recurring | Level 2
Assets
Agency mortgage-backed securities		60,525,605	74,067,059
Credit risk transfer securities		936,228	532,403
Loans
Mortgage servicing rights		0	0
Interests in MSR		0
Assets transferred or pledged to securitization vehicles		6,086,308	6,035,671
Derivative assets
Other derivatives		161,342	170,628
Total assets		72,176,376	82,204,505
Liabilities
Debt issued by securitization vehicles		5,155,633	5,652,982
Participations issued		1,049,066	39,198
Derivative liabilities
Interest rate swaps		747,036	1,006,492
Other derivatives		5,367	7,440
Total liabilities		6,957,102	6,706,112
Fair Value, Measurements, Recurring | Level 2 | Non-Agency mortgage-backed securities
Assets
Mortgage-backed securities		1,663,336	972,192
Fair Value, Measurements, Recurring | Level 2 | Commercial mortgage-backed securities
Assets
Mortgage-backed securities		530,505	80,742
Fair Value, Measurements, Recurring | Level 2 | Residential mortgage loans
Loans
Residential mortgage loans		2,272,072	345,810
Residential mortgage loan warehouse facility		980
Fair Value, Measurements, Recurring | Level 3
Assets
Agency mortgage-backed securities		0	0
Credit risk transfer securities		0	0
Loans
Mortgage servicing rights		544,562	100,895
Interests in MSR		69,316
Assets transferred or pledged to securitization vehicles		0	0
Derivative assets
Other derivatives		0	0
Total assets		613,878	100,895
Liabilities
Debt issued by securitization vehicles		0	0
Participations issued		0	0
Derivative liabilities
Interest rate swaps		0	0
Other derivatives		0	0
Total liabilities		0	0
Fair Value, Measurements, Recurring | Level 3 | Non-Agency mortgage-backed securities
Assets
Mortgage-backed securities		0	0
Fair Value, Measurements, Recurring | Level 3 | Commercial mortgage-backed securities
Assets
Mortgage-backed securities		0	0
Fair Value, Measurements, Recurring | Level 3 | Residential mortgage loans
Loans
Residential mortgage loans		0	$ 0
Residential mortgage loan warehouse facility		$ 0
[1] (2) Excludes $44.2 million and $81.5 million at December 31, 2021 and 2020, respectively, of agency mortgage-backed securities, $350.4 million and $576.6 million at December 31, 2021 and 2020, respectively, of non-Agency mortgage-backed securities and $0.0 million and $391.0 million at December 31, 2021 and 2020, respectively, of commercial mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company’s Consolidated Statements of Financial Condition.

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