FAIR VALUE MEASUREMENTS - Carrying Values and Fair Values of Financial Assets Recorded at Fair Value on a Recurring Basis (Details) - USD ($) $ in Thousands	Sep. 30, 2022		Mar. 31, 2022	Dec. 31, 2021		Sep. 30, 2021	Dec. 31, 2020
Assets
Excess MSRs	$ 322,168			$ 344,947
Mortgage servicing rights, at fair value	8,895,074			6,858,803
Real estate and other securities	9,437,008			9,396,539
Residential mortgage loans, held-for-sale	4,037,411			11,347,845
Residential mortgage loans, held-for-sale, at fair value	3,933,392			11,214,924
Residential mortgage loans subject to repurchase	1,897,142	[1]		1,787,314	[1]	$ 1,826,620
Cash, cash equivalents and restricted cash	1,949,575			1,528,442		$ 1,561,423	$ 1,080,473
Derivative assets	353,073			138,173
Liabilities
Residential mortgage loan repurchase liability	1,900,000
Derivative liabilities	67,314			34,583
Recurring Basis
Assets
Excess MSRs, principal balance	70,067,350
MSRs and MSR financing receivables, principal balance	544,177,595
Servicer advance investments, principal balance	334,818
Real estate and other securities, principal balance	26,609,422
Residential mortgage loans, held-for-sale, principal balance	122,251
Residential mortgage loans, held-for-sale, at fair value, principal balance	4,126,288
Residential mortgage loans, held-for-investment, at fair value, principal balance	557,143
Residential mortgage loans, subject to repurchase, principal balance	1,897,142
Consumer loans, principal balance	353,163
Mortgage loans receivable, principal balance	1,919,913
Note receivable, principal balance	65,463
Loans receivable, principal balance	164,829
Cash, cash equivalents and restricted cash	1,949,575
Derivative assets, principal balance	32,522,492
Liabilities
Secured financing agreements, principal balance	13,657,210
Secured notes and bonds payable, principal amount	9,763,823
Unsecured senior notes, net of issuance costs, principal balance	544,612
Residential mortgage loan repurchase liability, principal balance	1,897,142
Derivative liabilities, principal amount	2,830,258
Recurring Basis | Mortgage Loans Receivable Securitization
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, asset value	46,000		$ 20,900
Recurring Basis | Asset-Backed Securities Issued
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, liability value	653,200
Recurring Basis | Level 3
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, asset value	13,817,904			13,425,847
Recurring Basis | Level 3 | Asset-Backed Securities Issued
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, liability value	341,287			$ 511,107
Recurring Basis | Carrying Value
Assets
Excess MSRs	322,168
Mortgage servicing rights, at fair value	8,895,074
Servicer advance investments	371,418
Real estate and other securities	9,437,008
Residential mortgage loans, held-for-sale	104,019
Residential mortgage loans, held-for-sale, at fair value	3,933,392
Residential mortgage loans, held-for-investment, at fair value	470,935
Residential mortgage loans subject to repurchase	1,897,142
Consumer loans	393,599
Mortgage loans receivable	1,919,913
Notes receivable	35,168
Loans receivable	164,335
Cash, cash equivalents and restricted cash	1,949,575
Other assets	27,765
Derivative assets	353,073
Assets, fair value	30,274,584
Liabilities
Secured financing agreements	13,655,247
Secured notes and bonds payable	9,653,664
Notes Payable, Fair Value Disclosure	544,612
Residential mortgage loan repurchase liability	1,897,142
Derivative liabilities	67,314
Liabilities, fair value	25,817,979
Recurring Basis | Fair Value
Assets
Excess MSRs	322,168
Mortgage servicing rights, at fair value	8,895,074
Servicer advance investments	371,418
Real estate and other securities	9,437,008
Residential mortgage loans, held-for-sale	104,019
Residential mortgage loans, held-for-sale, at fair value	3,933,392
Residential mortgage loans, held-for-investment, at fair value	470,935
Residential mortgage loans subject to repurchase	1,897,142
Consumer loans	393,599
Mortgage loans receivable	1,919,913
Notes receivable	35,168
Loans receivable	164,335
Cash, cash equivalents and restricted cash	1,949,575
Other assets	27,765
Derivative assets	353,073
Assets, fair value	30,274,584
Liabilities
Secured financing agreements	13,655,247
Secured notes and bonds payable	9,449,354
Notes Payable, Fair Value Disclosure	473,193
Residential mortgage loan repurchase liability	1,897,142
Derivative liabilities	67,314
Liabilities, fair value	25,542,250
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	1,949,575
Other assets	1,490
Derivative assets	0
Assets, fair value	1,951,065
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	8,497,960
Residential mortgage loans, held-for-sale	0
Residential mortgage loans, held-for-sale, at fair value	3,234,369
Residential mortgage loans, held-for-investment, at fair value	0
Residential mortgage loans subject to repurchase	1,897,142
Consumer loans	0
Mortgage loans receivable	349,911
Notes receivable	0
Loans receivable	0
Cash, cash equivalents and restricted cash	0
Other assets	0
Derivative assets	339,286
Assets, fair value	14,318,668
Liabilities
Secured financing agreements	13,655,247
Secured notes and bonds payable	0
Notes Payable, Fair Value Disclosure	0
Residential mortgage loan repurchase liability	1,897,142
Derivative liabilities	10,661
Liabilities, fair value	15,563,050
Recurring Basis | Fair Value | Level 3
Assets
Excess MSRs	322,168
Mortgage servicing rights, at fair value	8,895,074
Servicer advance investments	371,418
Real estate and other securities	939,048
Residential mortgage loans, held-for-sale	104,019
Residential mortgage loans, held-for-sale, at fair value	699,023
Residential mortgage loans, held-for-investment, at fair value	470,935
Residential mortgage loans subject to repurchase	0
Consumer loans	393,599
Mortgage loans receivable	1,570,002
Notes receivable	35,168
Loans receivable	164,335
Cash, cash equivalents and restricted cash	0
Other assets	26,275
Derivative assets	13,787
Assets, fair value	14,004,851
Liabilities
Secured financing agreements	0
Secured notes and bonds payable	9,449,354
Notes Payable, Fair Value Disclosure	473,193
Residential mortgage loan repurchase liability	0
Derivative liabilities	56,653
Liabilities, fair value	9,979,200
Recurring Basis | Fair Value | Fair Value Measured at Net Asset Value Per Share
Assets
Other assets	$ 28,500

[1] See Note 5 for details.