Quarterly report pursuant to Section 13 or 15(d)

MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Investment in MSRs (Details)

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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, 2021
Dec. 31, 2020
Sep. 30, 2020
Servicing Asset at Amortized Cost [Line Items]      
Weighted Average Life (Years) 1 year 1 month 6 days    
Mortgage servicing rights, at fair value $ 6,565,267 $ 4,585,841  
Residential mortgage loans subject to repurchase 1,826,620 [1] $ 1,452,005 [1] $ 1,458,325
Ginnie Mae Loans      
Servicing Asset at Amortized Cost [Line Items]      
Residential mortgage loans subject to repurchase 1,800,000    
Mortgage Servicing Rights and Mortgage Servicing Rights Financing Receivable      
Servicing Asset at Amortized Cost [Line Items]      
Residential mortgage loan UPB $ 549,824,561    
Weighted Average Life (Years) 6 years 1 month 6 days    
Mortgage servicing rights, at fair value $ 6,565,267    
MSRs | Weighted Average      
Servicing Asset at Amortized Cost [Line Items]      
Discount rate 7.40%    
MSRs | Minimum      
Servicing Asset at Amortized Cost [Line Items]      
Discount rate 6.90%    
MSRs | Maximum      
Servicing Asset at Amortized Cost [Line Items]      
Discount rate 12.50%    
Agency | MSRs      
Servicing Asset at Amortized Cost [Line Items]      
Residential mortgage loan UPB $ 374,945,577    
Weighted Average Life (Years) 5 years 10 months 24 days    
Mortgage servicing rights, at fair value $ 4,273,376    
Non-Agency | MSRs      
Servicing Asset at Amortized Cost [Line Items]      
Residential mortgage loan UPB $ 68,903,562    
Weighted Average Life (Years) 8 years    
Mortgage servicing rights, at fair value $ 966,051    
Ginnie Mae | MSRs      
Servicing Asset at Amortized Cost [Line Items]      
Residential mortgage loan UPB $ 105,975,422    
Weighted Average Life (Years) 5 years 4 months 24 days    
Mortgage servicing rights, at fair value $ 1,325,840    
[1] See Note 5 for details.