DEBT OBLIGATIONS - Carrying Value of Debt Obligations (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2021	Mar. 31, 2020
Debt Instrument [Roll Forward]
Beginning balance	$ 25,191,875
Repayments	(20,311,180)	$ (93,283,204)
Ending balance	26,630,335
Excess MSRs
Debt Instrument [Roll Forward]
Beginning balance	275,088
Ending balance	265,899
MSRs
Debt Instrument [Roll Forward]
Beginning balance	2,691,791
Ending balance	2,685,492
Servicer advances
Debt Instrument [Roll Forward]
Beginning balance	3,008,719
Ending balance	2,890,156
Real Estate Securities
Debt Instrument [Roll Forward]
Beginning balance	13,499,636
Ending balance	14,382,063
Residential Mortgage Loans and REO
Debt Instrument [Roll Forward]
Beginning balance	5,087,882
Ending balance	5,815,714
Consumer Loans
Debt Instrument [Roll Forward]
Beginning balance	628,759
Ending balance	591,011
Repurchase Agreements
Debt Instrument [Roll Forward]
Borrowings	49,744,829
Repayments	(47,772,605)
Capitalized deferred financing costs, net of amortization	2,556
Repurchase Agreements | Excess MSRs
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	0
Capitalized deferred financing costs, net of amortization	0
Repurchase Agreements | MSRs
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	0
Capitalized deferred financing costs, net of amortization	0
Repurchase Agreements | Servicer advances
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	0
Capitalized deferred financing costs, net of amortization	0
Repurchase Agreements | Real Estate Securities
Debt Instrument [Roll Forward]
Borrowings	21,192,890
Repayments	(20,311,180)
Capitalized deferred financing costs, net of amortization	717
Repurchase Agreements | Residential Mortgage Loans and REO
Debt Instrument [Roll Forward]
Borrowings	28,551,939
Repayments	(27,461,425)
Capitalized deferred financing costs, net of amortization	1,839
Repurchase Agreements | Consumer Loans
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	0
Capitalized deferred financing costs, net of amortization	0
Notes Payable
Debt Instrument [Roll Forward]
Borrowings	1,408,913
Repayments	(1,952,033)
Discount on borrowings, net of amortization	0
Unrealized loss on notes, fair value	4,422
Capitalized deferred financing costs, net of amortization	2,378
Notes Payable | Excess MSRs
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	(9,189)
Discount on borrowings, net of amortization	0
Unrealized loss on notes, fair value	0
Capitalized deferred financing costs, net of amortization	0
Notes Payable | MSRs
Debt Instrument [Roll Forward]
Borrowings	684,030
Repayments	(692,816)
Discount on borrowings, net of amortization	0
Unrealized loss on notes, fair value	0
Capitalized deferred financing costs, net of amortization	2,487
Notes Payable | Servicer advances
Debt Instrument [Roll Forward]
Borrowings	724,883
Repayments	(843,337)
Discount on borrowings, net of amortization	0
Unrealized loss on notes, fair value	0
Capitalized deferred financing costs, net of amortization	(109)
Notes Payable | Real Estate Securities
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	0
Discount on borrowings, net of amortization	0
Unrealized loss on notes, fair value	0
Capitalized deferred financing costs, net of amortization	0
Notes Payable | Residential Mortgage Loans and REO
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	(365,473)
Discount on borrowings, net of amortization	0
Unrealized loss on notes, fair value	952
Capitalized deferred financing costs, net of amortization	0
Notes Payable | Consumer Loans
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	(41,218)
Discount on borrowings, net of amortization	0
Unrealized loss on notes, fair value	3,470
Capitalized deferred financing costs, net of amortization	$ 0