FAIR VALUE MEASUREMENTS - Carrying Values and Fair Values of Financial Assets Recorded at Fair Value on a Recurring Basis (Details) - USD ($) $ in Thousands	Mar. 31, 2022		Dec. 31, 2021		Mar. 31, 2021	Dec. 31, 2020
Assets
Excess MSRs	$ 341,187		$ 344,947
Mortgage servicing rights, at fair value	7,964,465		6,858,803
Real estate and other securities	9,509,930		9,396,539
Residential mortgage loans, held-for-sale	7,202,475		11,347,845
Residential mortgage loans, held-for-sale, at fair value	7,076,916		11,214,924
Residential mortgage loans subject to repurchase	1,700,426	[1]	1,787,314	[1]	$ 1,493,449
Cash, cash equivalents and restricted cash	1,966,214		1,528,442		$ 1,174,518	$ 1,080,473
Derivative assets	522,862		138,173
Liabilities
Residential mortgage loan repurchase liability	1,700,000
Derivative liabilities	87,150		34,583
Recurring Basis
Assets
Excess MSRs, principal balance	76,449,293
MSRs and MSR financing receivables, principal balance	549,109,009
Servicer advance investments, principal balance	354,566
Real estate and other securities, principal balance	26,160,486
Residential mortgage loans, held-for-sale, principal balance	138,377
Residential mortgage loans, held-for-sale, at fair value, principal balance	7,174,521
Residential mortgage loans, held-for-investment, at fair value, principal balance	605,417
Residential mortgage loans, subject to repurchase, principal balance	1,700,426
Consumer loans, principal balance	414,888
Mortgage loans receivable, principal balance	1,650,091
Note receivable, principal balance	61,561
Loans receivable, principal balance	173,087
Cash, cash equivalents and restricted cash	1,966,214
Derivative assets, principal balance	49,804,667
Liabilities
Secured financing agreements, principal balance	17,284,620
Secured notes and bonds payable, principal amount	9,302,873
Unsecured senior notes, net of issuance costs, principal balance	543,728
Residential mortgage loan repurchase liability, principal balance	1,700,426
Derivative liabilities, principal amount	5,034,700
Recurring Basis | Mortgage Loans Receivable Securitization
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, asset value	32,500
Recurring Basis | Asset-Backed Securities Issued
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, liability value	762,400
Recurring Basis | Level 3
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, asset value	13,665,561		13,425,847
Recurring Basis | Level 3 | Asset-Backed Securities Issued
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, liability value	438,359		$ 511,107
Recurring Basis | Carrying Value
Assets
Excess MSRs	341,187
Mortgage servicing rights, at fair value	7,964,465
Servicer advance investments	390,770
Real estate and other securities	9,509,930
Residential mortgage loans, held-for-sale	125,559
Residential mortgage loans, held-for-sale, at fair value	7,076,916
Residential mortgage loans, held-for-investment, at fair value	547,404
Residential mortgage loans subject to repurchase	1,700,426
Consumer loans	462,055
Mortgage loans receivable	1,670,415
Notes receivable	61,509
Loans receivable	173,667
Cash, cash equivalents and restricted cash	1,966,214
Other assets	34,242
Derivative assets	522,861
Assets, fair value	32,547,620
Liabilities
Secured financing agreements	17,281,873
Secured notes and bonds payable	9,279,595
Notes Payable, Fair Value Disclosure	543,728
Residential mortgage loan repurchase liability	1,700,426
Derivative liabilities	87,149
Liabilities, fair value	28,892,771
Recurring Basis | Fair Value
Assets
Excess MSRs	341,187
Mortgage servicing rights, at fair value	7,964,465
Servicer advance investments	390,770
Real estate and other securities	9,509,930
Residential mortgage loans, held-for-sale	126,233
Residential mortgage loans, held-for-sale, at fair value	7,076,916
Residential mortgage loans, held-for-investment, at fair value	547,404
Residential mortgage loans subject to repurchase	1,700,426
Consumer loans	462,055
Mortgage loans receivable	1,670,415
Notes receivable	61,509
Loans receivable	173,667
Cash, cash equivalents and restricted cash	1,966,214
Other assets	34,242
Derivative assets	522,861
Assets, fair value	32,548,294
Liabilities
Secured financing agreements	17,281,873
Secured notes and bonds payable	9,194,694
Notes Payable, Fair Value Disclosure	528,770
Residential mortgage loan repurchase liability	1,700,426
Derivative liabilities	87,150
Liabilities, fair value	28,792,913
Recurring Basis | Fair Value | Level 1
Assets
Excess MSRs	0
Mortgage servicing rights, at fair value	0
Servicer advance investments	0
Real estate and other securities	0
Residential mortgage loans, held-for-sale	0
Residential mortgage loans, held-for-sale, at fair value	0
Residential mortgage loans, held-for-investment, at fair value	0
Residential mortgage loans subject to repurchase	0
Consumer loans	0
Mortgage loans receivable	0
Notes receivable	0
Loans receivable	0
Cash, cash equivalents and restricted cash	1,966,214
Other assets	1,521
Derivative assets	0
Assets, fair value	1,967,735
Liabilities
Secured financing agreements	0
Secured notes and bonds payable	0
Notes Payable, Fair Value Disclosure	0
Residential mortgage loan repurchase liability	0
Derivative liabilities	0
Liabilities, fair value	0
Recurring Basis | Fair Value | Level 2
Assets
Excess MSRs	0
Mortgage servicing rights, at fair value	0
Servicer advance investments	0
Real estate and other securities	8,532,760
Residential mortgage loans, held-for-sale	0
Residential mortgage loans, held-for-sale, at fair value	5,688,947
Residential mortgage loans, held-for-investment, at fair value	0
Residential mortgage loans subject to repurchase	1,700,426
Consumer loans	0
Mortgage loans receivable	295,142
Notes receivable	0
Loans receivable	0
Cash, cash equivalents and restricted cash	0
Other assets	0
Derivative assets	478,528
Assets, fair value	16,695,803
Liabilities
Secured financing agreements	17,281,873
Secured notes and bonds payable	1,074,062
Notes Payable, Fair Value Disclosure	0
Residential mortgage loan repurchase liability	1,700,426
Derivative liabilities	26,909
Liabilities, fair value	20,083,270
Recurring Basis | Fair Value | Level 3
Assets
Excess MSRs	341,187
Mortgage servicing rights, at fair value	7,964,465
Servicer advance investments	390,770
Real estate and other securities	977,170
Residential mortgage loans, held-for-sale	126,233
Residential mortgage loans, held-for-sale, at fair value	1,387,969
Residential mortgage loans, held-for-investment, at fair value	547,404
Residential mortgage loans subject to repurchase	0
Consumer loans	462,055
Mortgage loans receivable	1,375,273
Notes receivable	61,509
Loans receivable	173,667
Cash, cash equivalents and restricted cash	0
Other assets	32,721
Derivative assets	44,333
Assets, fair value	13,884,756
Liabilities
Secured financing agreements	0
Secured notes and bonds payable	8,120,632
Notes Payable, Fair Value Disclosure	528,770
Residential mortgage loan repurchase liability	0
Derivative liabilities	60,241
Liabilities, fair value	8,709,643
Recurring Basis | Fair Value | Fair Value Measured at Net Asset Value Per Share
Assets
Other assets	$ 28,600

[1] See Note 5 for details.