EXPENSES, CHANGE IN FAIR VALUE OF INVESTMENTS AND OTHER - Schedule of Change in Fair Value of Investments (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2022	Sep. 30, 2021	Sep. 30, 2022	Sep. 30, 2021
Other Income and Expenses [Abstract]
Excess MSRs	$ (3,857)	$ (4,837)	$ (5,421)	$ (13,666)
Excess MSRs, equity method investees	(3,823)	(1,176)	(1,964)	1,421
Servicer advance investments	(1,031)	(1,662)	(2,828)	(6,535)
Real estate and other securities	572,799	5,538	(412,152)	(336,009)
Residential mortgage loans	(41,799)	(26,432)	(174,196)	154,984
Consumer loans	(5,845)	(5,708)	(26,774)	(13,338)
Mortgage loans receivable	0	0	0	0
Derivative instruments	451,896	45,389	1,210,516	214,367
Change in fair value of investments, net	968,340	$ 11,112	587,181	$ 1,224
Unrealized loss	949,200
Mark to market adjustments	$ 385,600		$ 385,600