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DEBT OBLIGATIONS - Borrowing Capacity (Details)
$ in Thousands
Mar. 31, 2021
USD ($)
Residential Mortgage Loans and REO  
Debt Instrument [Line Items]  
Borrowing Capacity $ 4,553,745
Balance Outstanding 1,503,861
Available Financing(A) 3,049,884
New loan originations  
Debt Instrument [Line Items]  
Borrowing Capacity 7,823,000
Balance Outstanding 3,638,280
Available Financing(A) 4,184,720
Excess MSRs  
Debt Instrument [Line Items]  
Borrowing Capacity 286,380
Balance Outstanding 265,899
Available Financing(A) 20,481
MSRs  
Debt Instrument [Line Items]  
Borrowing Capacity 3,667,277
Balance Outstanding 2,696,137
Available Financing(A) 971,140
Servicer advances  
Debt Instrument [Line Items]  
Borrowing Capacity 4,315,000
Balance Outstanding 2,898,333
Available Financing(A) 1,416,667
Debt Excess Borrowing Capacity  
Debt Instrument [Line Items]  
Borrowing Capacity 20,645,402
Balance Outstanding 11,002,510
Available Financing(A) $ 9,642,892