EXPENSES, CHANGE IN FAIR VALUE OF INVESTMENTS AND OTHER - Schedule of Change in Fair Value of Investments (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2022	Jun. 30, 2021	Jun. 30, 2022	Jun. 30, 2021
Other Income and Expenses [Abstract]
Excess MSRs	$ 1,066	$ (4,211)	$ (1,564)	$ (8,829)
Excess MSRs, equity method investees	156	(568)	1,859	2,597
Servicer advance investments	(1,314)	(4,502)	(1,797)	(4,873)
Real estate and other securities	(379,656)	156,792	(984,951)	(341,547)
Residential mortgage loans	(25,477)	121,242	(132,397)	181,416
Consumer loans	(7,196)	(1,626)	(20,929)	(7,630)
Mortgage loans receivable	(5,542)	0	0	0
Derivative instruments	183,923	(37,227)	758,620	168,978
Change in fair value of investments, net	$ (234,040)	$ 229,900	$ (381,159)	$ (9,888)