FAIR VALUE MEASUREMENTS - Carrying Values and Fair Values of Financial Assets Recorded at Fair Value on a Recurring Basis (Details) - USD ($) $ in Thousands	Mar. 31, 2023		Dec. 31, 2022		Mar. 31, 2022	Dec. 31, 2021
Assets
MSRs and MSR financing receivables	$ 8,886,209		$ 8,889,403
Real estate and other securities	8,987,572		8,289,277
Residential mortgage loans, held-for-sale	2,841,320		3,398,298
Residential mortgage loans, held-for-sale, at fair value	2,743,809		3,297,271
Residential mortgage loans subject to repurchase	1,189,907	[1]	1,219,890	[1]	$ 1,700,426
Cash, cash equivalents and restricted cash	1,800,346		1,617,634		1,966,214	$ 1,528,442
Derivative assets	43,904		52,229
Liabilities
Residential mortgage loan repurchase liability	1,200,000
Derivative liabilities	46,954		18,064
Recurring Basis
Assets
Excess MSRs, principal balance	65,506,301
MSRs and MSR financing receivables, principal balance	535,865,895
Servicer advance investments, principal balance	339,309
Real estate and other securities, principal balance	25,589,381
Residential mortgage loans, held-for-sale, principal balance	113,108
Residential mortgage loans, held-for-sale, at fair value, principal balance	2,803,432
Residential mortgage loans, held-for-investment, at fair value, principal balance	498,602
Residential mortgage loans, subject to repurchase, principal balance	1,189,907
Consumer loans, principal balance	310,877
Mortgage loans receivable, principal balance	1,946,422
Note receivable, principal balance	66,305
Loans receivable, principal balance	32,105
Cash, cash equivalents and restricted cash	1,800,346
Derivative assets, principal balance	26,844,923
Liabilities
Secured financing agreements, principal balance	11,761,793
Secured notes and bonds payable, principal amount	9,822,078
Unsecured senior notes, net of issuance costs, principal balance	545,490
Residential mortgage loan repurchase liability, principal balance	1,189,907
Derivative liabilities, principal amount	183,040
Recurring Basis | Mortgage Loans Receivable Securitization
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, asset value	47,400				$ 20,900
Recurring Basis | Asset-Backed Securities Issued
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, liability value	598,100
Recurring Basis | Level 3
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, asset value	13,207,729		13,455,778
Recurring Basis | Level 3 | Asset-Backed Securities Issued
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, liability value	286,653		$ 319,486
Recurring Basis | Carrying Value
Assets
Excess MSRs	299,303
MSRs and MSR financing receivables	8,886,209
Servicer advance investments	389,905
Real estate and other securities	8,987,572
Residential mortgage loans, held-for-sale	97,511
Residential mortgage loans, held-for-sale, at fair value	2,743,809
Residential mortgage loans, held-for-investment, at fair value	426,259
Residential mortgage loans subject to repurchase	1,189,907
Consumer loans	340,525
Mortgage loans receivable	1,946,422
Notes receivable	0
Loans receivable	32,105
Cash, cash equivalents and restricted cash	1,800,346
Other assets	21,377
Derivative assets	43,904
Assets, fair value	27,205,154
Liabilities
Secured financing agreements	11,760,930
Secured notes and bonds payable	9,728,605
Unsecured senior notes, net of issuance costs	545,490
Residential mortgage loan repurchase liability	1,189,907
Derivative liabilities	46,954
Liabilities, fair value	23,271,886
Recurring Basis | Fair Value
Assets
Excess MSRs	299,303
MSRs and MSR financing receivables	8,886,209
Servicer advance investments	389,905
Real estate and other securities	8,987,572
Residential mortgage loans, held-for-sale	97,611
Residential mortgage loans, held-for-sale, at fair value	2,743,809
Residential mortgage loans, held-for-investment, at fair value	426,259
Residential mortgage loans subject to repurchase	1,189,907
Consumer loans	340,525
Mortgage loans receivable	1,946,422
Notes receivable	0
Loans receivable	32,105
Cash, cash equivalents and restricted cash	1,800,346
Other assets	21,377
Derivative assets	43,904
Assets, fair value	27,205,254
Liabilities
Secured financing agreements	11,760,930
Secured notes and bonds payable	9,656,481
Unsecured senior notes, net of issuance costs	491,662
Residential mortgage loan repurchase liability	1,189,907
Derivative liabilities	46,954
Liabilities, fair value	23,145,934
Recurring Basis | Fair Value | Level 1
Assets
Excess MSRs	0
MSRs and MSR financing receivables	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	1,800,346
Other assets	0
Derivative assets	0
Assets, fair value	1,800,346
Liabilities
Secured financing agreements	0
Secured notes and bonds payable	0
Unsecured senior notes, net of issuance costs	0
Residential mortgage loan repurchase liability	0
Derivative liabilities	0
Liabilities, fair value	0
Recurring Basis | Fair Value | Level 2
Assets
Excess MSRs	0
MSRs and MSR financing receivables	0
Servicer advance investments	0
Real estate and other securities	8,041,518
Residential mortgage loans, held-for-sale	0
Residential mortgage loans, held-for-sale, at fair value	2,488,389
Residential mortgage loans, held-for-investment, at fair value	0
Residential mortgage loans subject to repurchase	1,189,907
Consumer loans	0
Mortgage loans receivable	349,499
Notes receivable	0
Loans receivable	0
Cash, cash equivalents and restricted cash	0
Other assets	0
Derivative assets	7,797
Assets, fair value	12,077,110
Liabilities
Secured financing agreements	11,760,930
Secured notes and bonds payable	0
Unsecured senior notes, net of issuance costs	0
Residential mortgage loan repurchase liability	1,189,907
Derivative liabilities	45,873
Liabilities, fair value	12,996,710
Recurring Basis | Fair Value | Level 3
Assets
Excess MSRs	299,303
MSRs and MSR financing receivables	8,886,209
Servicer advance investments	389,905
Real estate and other securities	946,054
Residential mortgage loans, held-for-sale	97,611
Residential mortgage loans, held-for-sale, at fair value	255,420
Residential mortgage loans, held-for-investment, at fair value	426,259
Residential mortgage loans subject to repurchase	0
Consumer loans	340,525
Mortgage loans receivable	1,596,923
Notes receivable	0
Loans receivable	32,105
Cash, cash equivalents and restricted cash	0
Other assets	21,377
Derivative assets	36,107
Assets, fair value	13,327,798
Liabilities
Secured financing agreements	0
Secured notes and bonds payable	9,656,481
Unsecured senior notes, net of issuance costs	491,662
Residential mortgage loan repurchase liability	0
Derivative liabilities	1,081
Liabilities, fair value	10,149,224
Recurring Basis | Fair Value | Fair Value Measured at Net Asset Value Per Share
Assets
Other assets	$ 23,100

[1] See Note 5 for details.