DEBT OBLIGATIONS - Carrying Value of Debt Obligations (Details) $ in Thousands	9 Months Ended
	Sep. 30, 2022 USD ($)
Debt Instrument [Roll Forward]
Beginning balance	$ 29,237,694
Ending balance	23,308,911
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	4,566,704
Servicer advances
Debt Instrument [Roll Forward]
Beginning balance	2,711,691
Ending balance	2,441,345
Real Estate Securities
Debt Instrument [Roll Forward]
Beginning balance	9,043,412
Ending balance	8,836,461
Residential Mortgage Loans and REO
Debt Instrument [Roll Forward]
Beginning balance	10,940,823
Ending balance	4,512,658
Consumer Loans
Debt Instrument [Roll Forward]
Beginning balance	458,580
Ending balance	320,001
SFR properties
Debt Instrument [Roll Forward]
Beginning balance	357,922
Ending balance	813,915
Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Beginning balance	1,252,660
Ending balance	1,589,330
Secured Financing Agreements
Debt Instrument [Roll Forward]
Beginning balance	20,592,884
Borrowings	106,010,197
Repayments	(112,949,603)
Capitalized deferred financing costs, net of amortization	1,769
Ending balance	13,655,247
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	39,713,905
Repayments	(39,920,856)
Capitalized deferred financing costs, net of amortization	0
Secured Financing Agreements | Residential Mortgage Loans and REO
Debt Instrument [Roll Forward]
Borrowings	64,580,729
Repayments	(70,979,422)
Capitalized deferred financing costs, net of amortization	1,769
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]
Borrowings	201,918
Repayments	(360,433)
Capitalized deferred financing costs, net of amortization	0
Secured Financing Agreements | Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Borrowings	1,513,645
Repayments	(1,688,892)
Capitalized deferred financing costs, net of amortization	0
Secured Notes and Bonds Payable
Debt Instrument [Roll Forward]
Borrowings	4,278,008
Repayments	(3,174,439)
Discount on borrowings, net of amortization	(42,030)
Unrealized gain on notes, fair value	(50,279)
Capitalized deferred financing costs, net of amortization	(2,406)
Secured Notes and Bonds Payable | Excess MSRs
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	(9,338)
Discount on borrowings, net of amortization	0
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	945,000
Repayments	(615,406)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	2,339
Secured Notes and Bonds Payable | Servicer advances
Debt Instrument [Roll Forward]
Borrowings	1,928,999
Repayments	(2,201,378)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	2,033
Secured Notes and Bonds Payable | Real Estate Securities
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	0
Discount on borrowings, net of amortization	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	(32,355)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	1,114
Capitalized deferred financing costs, net of amortization	0
Secured Notes and Bonds Payable | Consumer Loans
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	(99,331)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	(39,248)
Capitalized deferred financing costs, net of amortization	0
Secured Notes and Bonds Payable | SFR properties
Debt Instrument [Roll Forward]
Borrowings	879,947
Repayments	(216,631)
Discount on borrowings, net of amortization	(42,030)
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	(6,778)
Secured Notes and Bonds Payable | Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Borrowings	524,062
Repayments	0
Unrealized gain on notes, fair value	(12,145)
Capitalized deferred financing costs, net of amortization	$ 0