DEBT OBLIGATIONS - Carrying Value of Debt Obligations (Details) $ in Thousands	6 Months Ended
	Jun. 30, 2022 USD ($)
Debt Instrument [Roll Forward]
Beginning balance	$ 29,237,694
Ending balance	23,289,260
Excess MSRs
Debt Instrument [Roll Forward]
Beginning balance	237,835
Ending balance	228,497
MSRs
Debt Instrument [Roll Forward]
Beginning balance	4,234,771
Ending balance	4,657,497
Servicer advances
Debt Instrument [Roll Forward]
Beginning balance	2,711,691
Ending balance	2,491,186
Real Estate Securities
Debt Instrument [Roll Forward]
Beginning balance	9,043,412
Ending balance	7,661,865
Residential Mortgage Loans and REO
Debt Instrument [Roll Forward]
Beginning balance	10,940,823
Ending balance	5,681,657
Consumer Loans
Debt Instrument [Roll Forward]
Beginning balance	458,580
Ending balance	357,663
SFR properties
Debt Instrument [Roll Forward]
Beginning balance	357,922
Ending balance	732,258
Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Beginning balance	1,252,660
Ending balance	1,478,637
Secured Financing Agreements
Debt Instrument [Roll Forward]
Beginning balance	20,592,884
Borrowings	72,931,759
Repayments	(79,558,933)
Capitalized deferred financing costs, net of amortization	1,524
Ending balance	13,967,234
Secured Financing Agreements | Excess MSRs
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	0
Capitalized deferred financing costs, net of amortization	0
Secured Financing Agreements | MSRs
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	0
Capitalized deferred financing costs, net of amortization	0
Secured Financing Agreements | Servicer advances
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	0
Capitalized deferred financing costs, net of amortization	0
Secured Financing Agreements | Real Estate Securities
Debt Instrument [Roll Forward]
Borrowings	21,936,667
Repayments	(23,318,214)
Capitalized deferred financing costs, net of amortization	0
Secured Financing Agreements | Residential Mortgage Loans and REO
Debt Instrument [Roll Forward]
Borrowings	49,939,478
Repayments	(55,170,640)
Capitalized deferred financing costs, net of amortization	1,524
Secured Financing Agreements | Consumer Loans
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	0
Capitalized deferred financing costs, net of amortization	0
Secured Financing Agreements | SFR properties
Debt Instrument [Roll Forward]
Beginning balance	158,515
Borrowings	188,390
Repayments	(111,418)
Capitalized deferred financing costs, net of amortization	0
Ending balance	235,487
Secured Financing Agreements | Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Borrowings	867,224
Repayments	(958,661)
Capitalized deferred financing costs, net of amortization	0
Secured Notes and Bonds Payable
Debt Instrument [Roll Forward]
Borrowings	2,929,949
Repayments	(2,220,042)
Unrealized gain on notes, fair value	(35,151)
Capitalized deferred financing costs, net of amortization	2,460
Secured Notes and Bonds Payable | Excess MSRs
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	(9,338)
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	0
Secured Notes and Bonds Payable | MSRs
Debt Instrument [Roll Forward]
Borrowings	915,000
Repayments	(493,604)
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	1,330
Secured Notes and Bonds Payable | Servicer advances
Debt Instrument [Roll Forward]
Borrowings	1,296,071
Repayments	(1,517,932)
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	1,356
Secured Notes and Bonds Payable | Real Estate Securities
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	0
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	0
Secured Notes and Bonds Payable | Residential Mortgage Loans and REO
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	(31,996)
Unrealized gain on notes, fair value	2,468
Capitalized deferred financing costs, net of amortization	0
Secured Notes and Bonds Payable | Consumer Loans
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	(69,946)
Unrealized gain on notes, fair value	(30,971)
Capitalized deferred financing costs, net of amortization	0
Secured Notes and Bonds Payable | SFR properties
Debt Instrument [Roll Forward]
Borrowings	394,816
Repayments	(97,226)
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	(226)
Secured Notes and Bonds Payable | Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Borrowings	324,062
Repayments	0
Unrealized gain on notes, fair value	(6,648)
Capitalized deferred financing costs, net of amortization	$ 0