FAIR VALUE MEASUREMENTS - Carrying Values and Fair Values of Financial Assets and Liabilities Recorded at Fair Value on a Recurring Basis (Details) - USD ($) $ in Thousands	Dec. 31, 2022		Mar. 31, 2022	Dec. 31, 2021		Dec. 31, 2020	Dec. 31, 2019
Investments in:
MSRs and MSR financing receivables	$ 8,889,403			$ 6,858,803		$ 4,585,841
Real estate and other securities	8,289,277			9,396,539
Residential mortgage loans, held-for-sale	3,398,298			11,347,845
Residential mortgage loans, held-for-sale, at fair value	3,297,271			11,214,924
Residential mortgage loans subject to repurchase	1,219,890	[1]		1,787,314	[1]	1,452,005
Derivative assets	52,229			138,173
Restricted cash	281,126			195,867
Liabilities:
Derivative liabilities	18,064			34,583
Total cash, cash equivalents and restricted cash	1,617,634			1,528,442		1,080,473	$ 690,934
Recurring Basis
Investments in:
Excess MSRs, principal balance	67,454,370			80,461,630
MSRs and MSR financing receivables, principal balance	539,897,324			548,613,089
Servicer advance investments, principal balance	341,628			369,440
Real estate and other securities, principal balance	25,370,934			24,314,300
Residential mortgage loans, held-for-sale, principal balance	117,847			144,967
Residential mortgage loans, held for sale, at fair value, principal balance	3,387,888			10,955,534
Residential mortgage loans, held-for-investment, at fair value, principal balance	538,710			623,937
Residential mortgage loans subject to repurchase, principal balance	1,219,890			1,787,314
Consumer loans, principal balance	330,428			449,875
Derivative assets, principal balance	33,174,574			47,080,263
Mortgage loans receivable, principal balance	2,064,028			1,473,894
Notes receivable, principal balance	63,114			60,373
Loans receivable, principal balance	94,631			228,692
Cash and cash equivalents	1,336,508			1,332,575
Restricted cash	281,126			195,867
Liabilities:
Secured financing agreements, principal balance	11,260,242			20,596,842
Secured notes and bonds payable, principal balance	10,200,390			8,676,644
Unsecured senior notes, net of issuance costs, principal balance	545,056			543,293
Residential mortgage loan repurchase liability, principal balance	1,219,890			1,787,314
Derivative liabilities, principal balance	1,062,894			1,275,793
Recurring Basis | Mortgage Loans Receivable Securitization
Liabilities:
Fair value, measurement with unobservable inputs reconciliation, recurring basis, asset value	45,800		$ 20,900
Recurring Basis | Asset-Backed Securities Issued
Liabilities:
Fair value, measurement with unobservable inputs reconciliation, recurring basis, liability value	632,400			511,100
Recurring Basis | Level 3
Liabilities:
Fair value, measurement with unobservable inputs reconciliation, recurring basis, asset value	13,455,778			13,425,847		10,063,098
Recurring Basis | Level 3 | Asset-Backed Securities Issued
Liabilities:
Fair value, measurement with unobservable inputs reconciliation, recurring basis, liability value	319,486			511,107		$ 1,662,852
Recurring Basis | Carrying Value
Investments in:
Excess MSRs	321,803			344,947
MSRs and MSR financing receivables	8,889,403			6,858,803
Servicer advance investments	398,820			421,807
Real estate and other securities	8,289,277			9,396,539
Residential mortgage loans, held-for-sale	101,027			132,921
Residential mortgage loans, held-for-sale, at fair value	3,297,271			11,214,924
Residential mortgage loans, held-for-investment, at fair value	452,519			569,933
Residential mortgage loans subject to repurchase	1,219,890			1,787,314
Consumer loans	363,756			507,291
Derivative assets	52,229			138,173
Mortgage loans receivable	2,064,028			1,515,762
Note receivable	0			60,549
Loans receivable	94,401			229,631
Cash and cash equivalents	1,336,508			1,332,575
Restricted cash	281,126			195,867
Other assets	23,370			39,229
Assets, fair value	27,185,428			34,746,265
Liabilities:
Secured financing agreements	11,257,737			20,592,884
Secured notes and bonds payable	10,098,942			8,644,810
Unsecured senior notes, net of issuance costs	545,056			543,293
Residential mortgage loan repurchase liability	1,219,890			1,787,314
Derivative liabilities	18,064			34,583
Contingent consideration				4,951
Liabilities, fair value	23,139,689			31,607,835
Recurring Basis | Fair Value
Investments in:
Excess MSRs	321,803			344,947
MSRs and MSR financing receivables	8,889,403			6,858,803
Servicer advance investments	398,820			421,807
Real estate and other securities	8,289,277			9,396,539
Residential mortgage loans, held-for-sale	101,196			134,655
Residential mortgage loans, held-for-sale, at fair value	3,297,271			11,214,924
Residential mortgage loans, held-for-investment, at fair value	452,519			569,933
Residential mortgage loans subject to repurchase	1,219,890			1,787,314
Consumer loans	363,756			507,291
Derivative assets	52,229			138,173
Mortgage loans receivable	2,064,028			1,515,762
Note receivable	0			60,549
Loans receivable	94,401			49,889
Cash and cash equivalents	1,336,508			1,332,575
Restricted cash	281,126			195,867
Other assets	23,370			39,229
Assets, fair value	27,185,597			34,747,999
Liabilities:
Secured financing agreements	11,257,737			20,596,842
Secured notes and bonds payable	9,911,778			8,662,463
Unsecured senior notes, net of issuance costs	493,064			541,516
Residential mortgage loan repurchase liability	1,219,890			1,787,314
Derivative liabilities	18,064			34,583
Contingent consideration				4,951
Liabilities, fair value	22,900,533			31,639,734
Recurring Basis | Fair Value | Level 1
Investments in:
Excess MSRs	0			0
MSRs and MSR financing receivables	0			0
Servicer advance investments	0			0
Real estate and other securities	0			0
Residential mortgage loans, held-for-sale	0			0
Residential mortgage loans, held-for-sale, at fair value	0			0
Residential mortgage loans, held-for-investment, at fair value	0			0
Residential mortgage loans subject to repurchase	0			0
Consumer loans	0			0
Derivative assets	0			0
Mortgage loans receivable	0			0
Note receivable	0			0
Loans receivable	0			0
Cash and cash equivalents	1,336,508			1,332,575
Restricted cash	281,126			195,867
Other assets	0			3,134
Assets, fair value	1,617,634			1,531,576
Liabilities:
Secured financing agreements	0			0
Secured notes and bonds payable	0			0
Unsecured senior notes, net of issuance costs	0			0
Residential mortgage loan repurchase liability	0			0
Derivative liabilities	0			0
Contingent consideration				0
Liabilities, fair value	0			0
Recurring Basis | Fair Value | Level 2
Investments in:
Excess MSRs	0			0
MSRs and MSR financing receivables	0			0
Servicer advance investments	0			0
Real estate and other securities	7,338,417			8,444,597
Residential mortgage loans, held-for-sale	0			0
Residential mortgage loans, held-for-sale, at fair value	3,035,894			9,361,520
Residential mortgage loans, held-for-investment, at fair value	0			0
Residential mortgage loans subject to repurchase	1,219,890			1,787,314
Consumer loans	0			0
Derivative assets	36,214			23,302
Mortgage loans receivable	349,975			0
Note receivable	0			0
Loans receivable	0			0
Cash and cash equivalents	0			0
Restricted cash	0			0
Other assets	0			0
Assets, fair value	11,980,390			19,616,733
Liabilities:
Secured financing agreements	11,257,737			20,596,842
Secured notes and bonds payable	0			0
Unsecured senior notes, net of issuance costs	0			0
Residential mortgage loan repurchase liability	1,219,890			1,787,314
Derivative liabilities	10,835			31,490
Contingent consideration				0
Liabilities, fair value	12,488,462			22,415,646
Recurring Basis | Fair Value | Level 3
Investments in:
Excess MSRs	321,803			344,947
MSRs and MSR financing receivables	8,889,403			6,858,803
Servicer advance investments	398,820			421,807
Real estate and other securities	950,860			951,942
Residential mortgage loans, held-for-sale	101,196			134,655
Residential mortgage loans, held-for-sale, at fair value	261,377			1,853,404
Residential mortgage loans, held-for-investment, at fair value	452,519			569,933
Residential mortgage loans subject to repurchase	0			0
Consumer loans	363,756			507,291
Derivative assets	16,015			114,871
Mortgage loans receivable	1,714,053			1,515,762
Note receivable	0			60,549
Loans receivable	94,401			229,631
Cash and cash equivalents	0			0
Restricted cash	0			0
Other assets	23,370			36,095
Assets, fair value	13,587,573			13,599,690
Liabilities:
Secured financing agreements	0			0
Secured notes and bonds payable	9,911,778			8,662,463
Unsecured senior notes, net of issuance costs	493,064			553,581
Residential mortgage loan repurchase liability	0			0
Derivative liabilities	7,229			3,093
Contingent consideration				4,951
Liabilities, fair value	10,412,071			9,224,088
Recurring Basis | Fair Value | Fair Value Measured at Net Asset Value Per Share
Investments in:
Other assets	$ 23,800			$ 28,700

[1] See Note 6 for details.