DEBT OBLIGATIONS - Carrying Value of Debt Obligations (Details) $ in Thousands	9 Months Ended
	Sep. 30, 2023 USD ($)
Debt Instrument [Roll Forward]
Beginning balance	$ 21,356,679
Ending balance	23,570,235
Excess MSRs
Debt Instrument [Roll Forward]
Beginning balance	227,596
Ending balance	193,432
MSRs
Debt Instrument [Roll Forward]
Beginning balance	4,791,543
Ending balance	4,191,504
Servicer advances
Debt Instrument [Roll Forward]
Beginning balance	2,679,704
Ending balance	2,366,327
Real Estate Securities
Debt Instrument [Roll Forward]
Beginning balance	7,431,070
Ending balance	10,227,701
Residential Mortgage Loans and REO
Debt Instrument [Roll Forward]
Beginning balance	3,371,315
Ending balance	2,805,092
Consumer Loans
Debt Instrument [Roll Forward]
Beginning balance	299,498
Ending balance	1,269,768
SFR properties
Debt Instrument [Roll Forward]
Beginning balance	822,372
Ending balance	797,027
Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Beginning balance	1,733,581
Ending balance	1,719,384
Secured Financing Agreements
Debt Instrument [Roll Forward]
Beginning balance	11,257,736
Borrowings	65,155,898
Repayments	(62,809,823)
Capitalized deferred financing costs, net of amortization	1,570
Ending balance	13,605,380
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	34,530,433
Repayments	(31,733,802)
Capitalized deferred financing costs, net of amortization	0
Secured Financing Agreements | Residential Mortgage Loans and REO
Debt Instrument [Roll Forward]
Borrowings	28,858,739
Repayments	(29,306,544)
Capitalized deferred financing costs, net of amortization	1,570
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]
Beginning balance	4,677
Borrowings	10,431
Repayments	(4,677)
Capitalized deferred financing costs, net of amortization	0
Ending balance	10,431
Secured Financing Agreements | Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Borrowings	1,756,295
Repayments	(1,764,800)
Capitalized deferred financing costs, net of amortization	0
Secured Notes and Bonds Payable
Debt Instrument [Roll Forward]
Borrowings	4,894,344
Repayments	(5,024,509)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	(5,892)
Capitalized deferred financing costs, net of amortization	1,968
Secured Notes and Bonds Payable | Excess MSRs
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	(34,164)
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	1,753,504
Repayments	(2,353,301)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	(242)
Secured Notes and Bonds Payable | Servicer advances
Debt Instrument [Roll Forward]
Borrowings	1,955,228
Repayments	(2,271,757)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	3,152
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	(116,730)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	(3,258)
Capitalized deferred financing costs, net of amortization	0
Secured Notes and Bonds Payable | Consumer Loans
Debt Instrument [Roll Forward]
Borrowings	1,185,612
Repayments	(212,867)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	3,058
Capitalized deferred financing costs, net of amortization	(5,533)
Secured Notes and Bonds Payable | SFR properties
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	(35,690)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	4,591
Secured Notes and Bonds Payable | Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	0
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	(5,692)
Capitalized deferred financing costs, net of amortization	$ 0