DEBT OBLIGATIONS - Carrying Value (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Debt Instrument [Roll Forward]
Beginning balance	$ 25,191,875	$ 35,636,373
Repayments	(69,206,600)	(122,526,887)	$ (196,120,793)
Ending balance	29,237,694	25,191,875	35,636,373
Excess MSRs
Debt Instrument [Roll Forward]
Beginning balance	275,088	217,300
Ending balance	237,835	275,088	217,300
MSRs
Debt Instrument [Roll Forward]
Beginning balance	2,691,791	2,640,036
Ending balance	4,234,771	2,691,791	2,640,036
Servicer advances
Debt Instrument [Roll Forward]
Beginning balance	3,008,719	3,181,672
Ending balance	2,711,691	3,008,719	3,181,672
Real Estate Securities
Debt Instrument [Roll Forward]
Beginning balance	13,499,636	22,799,196
Ending balance	9,043,412	13,499,636	22,799,196
Residential mortgage loans and REO
Debt Instrument [Roll Forward]
Beginning balance	5,087,882	5,981,480
Ending balance	11,298,745	5,087,882	5,981,480
Consumer Loans
Debt Instrument [Roll Forward]
Beginning balance	628,759	816,689
Ending balance	458,580	628,759	816,689
Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Beginning balance	0	0
Ending balance	1,252,660	0	$ 0
Secured Financing Agreements
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	7,090,577
Borrowings	195,904,761	176,681,783
Repayments	(199,951,591)	(187,047,368)
Capitalized deferred financing costs, net of amortization	1,457	(2,960)
Secured Financing Agreements | Excess MSRs
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	0
Borrowings	0	0
Repayments	0	0
Capitalized deferred financing costs, net of amortization	0	0
Secured Financing Agreements | MSRs
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	0
Borrowings	0	0
Repayments	0	0
Capitalized deferred financing costs, net of amortization	0	0
Secured Financing Agreements | Servicer advances
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	0
Borrowings	0	0
Repayments	0	0
Capitalized deferred financing costs, net of amortization	0	0
Secured Financing Agreements | Real Estate Securities
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	0
Borrowings	64,749,425	113,228,180
Repayments	(69,206,600)	(122,526,887)
Capitalized deferred financing costs, net of amortization	951	(853)
Secured Financing Agreements | Residential mortgage loans and REO
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	7,090,577
Borrowings	129,876,689	63,453,603
Repayments	(130,719,004)	(64,520,481)
Capitalized deferred financing costs, net of amortization	506	(2,107)
Secured Financing Agreements | Consumer Loans
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	0
Borrowings	0	0
Repayments	0	0
Capitalized deferred financing costs, net of amortization	0	0
Secured Financing Agreements | Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	0
Borrowings	1,278,647	0
Repayments	(25,987)	0
Capitalized deferred financing costs, net of amortization	0	0
Secured Notes and Bonds Payable
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	1,121,772
Borrowings	7,964,077	9,380,533
Repayments	(8,078,073)	(9,447,770)
Capitalized deferred financing costs, net of amortization	5,830	(6,800)
Discount on borrowings, net of amortization		(2,882)
Unrealized (gain) loss on notes, fair value	(12,991)	966
Secured Notes and Bonds Payable | Excess MSRs
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	0
Borrowings	0	193,357
Repayments	(37,253)	(135,569)
Capitalized deferred financing costs, net of amortization	0	0
Discount on borrowings, net of amortization		0
Unrealized (gain) loss on notes, fair value	0	0
Secured Notes and Bonds Payable | MSRs
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	1,045,000
Borrowings	4,042,325	3,575,811
Repayments	(3,549,148)	(3,517,429)
Capitalized deferred financing costs, net of amortization	4,803	(6,627)
Discount on borrowings, net of amortization		0
Unrealized (gain) loss on notes, fair value	0	0
Secured Notes and Bonds Payable | Servicer advances
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	76,772
Borrowings	2,971,974	4,072,560
Repayments	(3,346,873)	(4,245,295)
Capitalized deferred financing costs, net of amortization	1,099	(218)
Discount on borrowings, net of amortization		0
Unrealized (gain) loss on notes, fair value	0	0
Secured Notes and Bonds Payable | Real Estate Securities
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	0
Borrowings	0	0
Repayments	0	0
Capitalized deferred financing costs, net of amortization	0	0
Discount on borrowings, net of amortization		0
Unrealized (gain) loss on notes, fair value	0	0
Secured Notes and Bonds Payable | Residential mortgage loans and REO
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	0
Borrowings	949,778	875,758
Repayments	(974,176)	(697,789)
Capitalized deferred financing costs, net of amortization	(72)	45
Discount on borrowings, net of amortization		0
Unrealized (gain) loss on notes, fair value	(13,435)	(2,627)
Secured Notes and Bonds Payable | Consumer Loans
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	0
Borrowings	0	663,047
Repayments	(170,623)	(851,688)
Capitalized deferred financing costs, net of amortization	0	0
Discount on borrowings, net of amortization		(2,882)
Unrealized (gain) loss on notes, fair value	444	3,593
Secured Notes and Bonds Payable | Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Acquired borrowings, net of discount	0
Borrowings	0	0
Repayments	0	0
Capitalized deferred financing costs, net of amortization	0	0
Discount on borrowings, net of amortization		0
Unrealized (gain) loss on notes, fair value	$ 0	$ 0