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, 2023		Dec. 31, 2022		Sep. 30, 2022	Mar. 31, 2022	Dec. 31, 2021
Assets
MSRs and MSR financing receivables	$ 8,694,868		$ 8,889,403
Real estate and other securities	9,201,474		8,289,277
Residential mortgage loans, held-for-sale	2,819,282		3,398,298
Residential mortgage loans, held-for-sale, at fair value	2,740,599		3,297,271
Residential mortgage loans subject to repurchase	1,443,546	[1]	1,219,890	[1]	$ 1,897,142
Cash, cash equivalents and restricted cash	1,585,730		1,617,634		$ 1,949,575		$ 1,528,442
Derivative assets	63,532		52,229
Liabilities
Residential mortgage loan repurchase liability	1,400,000
Derivative liabilities	9,639		18,064
US Treasury Bill Securities
Liabilities
Amortized cost	992,100
Recurring Basis
Assets
Excess MSRs, principal balance	61,988,328
MSRs and MSR financing receivables, principal balance	530,921,220
Servicer advance investments, principal balance	314,165
Real estate and other securities, principal balance	26,859,938
Residential mortgage loans, held-for-sale, principal balance	96,395
Residential mortgage loans, held-for-sale, at fair value, principal balance	2,787,891
Residential mortgage loans, held-for-investment, at fair value, principal balance	462,187
Residential mortgage loans subject to repurchase, principal balance	1,443,546
Consumer loans, principal balance	1,475,494
Mortgage loans receivable, principal balance	2,135,424
Note receivable, principal balance	103,082
Loans receivable, principal balance	30,109
Cash, cash equivalents and restricted cash	1,585,730
Derivative assets, principal balance	31,135,387
Liabilities
Secured financing agreements, principal balance	13,605,832
Secured notes and bonds payable, principal balance	10,071,997
Unsecured senior notes, net of issuance costs, principal balance	546,374
Residential mortgage loan repurchase liability, principal balance	1,443,546
Derivative liabilities, principal balance	1,238,456
Recurring Basis | Mortgage Loans Receivable Securitization
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, asset value	50,600					$ 20,900
Recurring Basis | Asset-Backed Securities Issued
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, liability value	552,900
Recurring Basis | Level 3
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, asset value	14,070,350		13,455,778
Recurring Basis | Level 3 | Asset-Backed Securities Issued
Liabilities
Fair value, measurement with unobservable inputs reconciliation, recurring basis, liability value	245,695		$ 319,486
Recurring Basis | Carrying Value
Assets
Excess MSRs	282,976
MSRs and MSR financing receivables	8,694,868
Servicer advance investments	387,669
Real estate and other securities	10,193,596
Residential mortgage loans, held-for-sale	78,683
Residential mortgage loans, held-for-sale, at fair value	2,740,599
Residential mortgage loans, held-for-investment, at fair value	370,957
Residential mortgage loans subject to repurchase	1,443,546
Consumer loans	1,436,080
Mortgage loans receivable	2,135,424
Notes receivable	33,250
Loans receivable	30,109
Cash, cash equivalents and restricted cash	1,585,730
Other assets	19,626
Derivative assets	63,532
Assets, fair value	29,496,645
Liabilities
Secured financing agreements	13,605,380
Secured notes and bonds payable	9,964,855
Unsecured senior notes, net of issuance costs	546,374
Residential mortgage loan repurchase liability	1,443,546
Derivative liabilities	9,639
Liabilities, fair value	25,569,794
Recurring Basis | Fair Value
Assets
Excess MSRs	282,976
MSRs and MSR financing receivables	8,694,868
Servicer advance investments	387,669
Real estate and other securities	10,193,657
Residential mortgage loans, held-for-sale	78,683
Residential mortgage loans, held-for-sale, at fair value	2,740,599
Residential mortgage loans, held-for-investment, at fair value	370,957
Residential mortgage loans subject to repurchase	1,443,546
Consumer loans	1,436,080
Mortgage loans receivable	2,135,424
Notes receivable	33,250
Loans receivable	30,109
Cash, cash equivalents and restricted cash	1,585,730
Other assets	19,626
Derivative assets	63,532
Assets, fair value	29,496,706
Liabilities
Secured financing agreements	13,605,380
Secured notes and bonds payable	10,336,951
Unsecured senior notes, net of issuance costs	523,133
Residential mortgage loan repurchase liability	1,443,546
Derivative liabilities	9,639
Liabilities, fair value	25,918,649
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	992,183
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	1,585,730
Other assets	0
Derivative assets	0
Assets, fair value	2,577,913
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	8,300,246
Residential mortgage loans, held-for-sale	0
Residential mortgage loans, held-for-sale, at fair value	2,601,246
Residential mortgage loans, held-for-investment, at fair value	0
Residential mortgage loans subject to repurchase	1,443,546
Consumer loans	0
Mortgage loans receivable	348,062
Notes receivable	0
Loans receivable	0
Cash, cash equivalents and restricted cash	0
Other assets	0
Derivative assets	49,781
Assets, fair value	12,742,881
Liabilities
Secured financing agreements	13,605,380
Secured notes and bonds payable	307,228
Unsecured senior notes, net of issuance costs	0
Residential mortgage loan repurchase liability	1,443,546
Derivative liabilities	2,386
Liabilities, fair value	15,358,540
Recurring Basis | Fair Value | Level 3
Assets
Excess MSRs	282,976
MSRs and MSR financing receivables	8,694,868
Servicer advance investments	387,669
Real estate and other securities	901,228
Residential mortgage loans, held-for-sale	78,683
Residential mortgage loans, held-for-sale, at fair value	139,353
Residential mortgage loans, held-for-investment, at fair value	370,957
Residential mortgage loans subject to repurchase	0
Consumer loans	1,436,080
Mortgage loans receivable	1,787,362
Notes receivable	33,250
Loans receivable	30,109
Cash, cash equivalents and restricted cash	0
Other assets	19,626
Derivative assets	13,751
Assets, fair value	14,175,912
Liabilities
Secured financing agreements	0
Secured notes and bonds payable	10,029,723
Unsecured senior notes, net of issuance costs	523,133
Residential mortgage loan repurchase liability	0
Derivative liabilities	7,253
Liabilities, fair value	10,560,109
Recurring Basis | Fair Value | Fair Value Measured at Net Asset Value Per Share
Assets
Other assets	$ 0

[1] See Note 5 for details.