DEBT OBLIGATIONS - Carrying Value of Debt Obligations (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2023 USD ($)
Debt Instrument [Roll Forward]
Beginning balance	$ 21,356,679
Ending balance	21,489,535
Excess MSRs
Debt Instrument [Roll Forward]
Beginning balance	227,596
Ending balance	218,089
MSRs
Debt Instrument [Roll Forward]
Beginning balance	4,791,543
Ending balance	4,760,490
Servicer advances
Debt Instrument [Roll Forward]
Beginning balance	2,679,704
Ending balance	2,519,569
Real Estate Securities
Debt Instrument [Roll Forward]
Beginning balance	7,431,070
Ending balance	8,343,836
Residential Mortgage Loans and REO
Debt Instrument [Roll Forward]
Beginning balance	3,371,315
Ending balance	2,923,246
Consumer Loans
Debt Instrument [Roll Forward]
Beginning balance	299,498
Ending balance	286,653
SFR properties
Debt Instrument [Roll Forward]
Beginning balance	822,372
Ending balance	782,391
Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Beginning balance	1,733,581
Ending balance	1,655,261
Secured Financing Agreements
Debt Instrument [Roll Forward]
Beginning balance	11,257,736
Borrowings	20,302,447
Repayments	(19,800,410)
Capitalized deferred financing costs, net of amortization	1,158
Ending balance	11,760,930
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	12,240,027
Repayments	(11,327,261)
Capitalized deferred financing costs, net of amortization	0
Secured Financing Agreements | Residential Mortgage Loans and REO
Debt Instrument [Roll Forward]
Borrowings	7,415,913
Repayments	(7,745,152)
Capitalized deferred financing costs, net of amortization	1,158
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]
Borrowings	0
Repayments	(4,677)
Capitalized deferred financing costs, net of amortization	0
Secured Financing Agreements | Mortgage Loans Receivable
Debt Instrument [Roll Forward]
Borrowings	646,507
Repayments	(723,320)
Capitalized deferred financing costs, net of amortization	0
Secured Notes and Bonds Payable
Debt Instrument [Roll Forward]
Borrowings	1,303,796
Repayments	(1,677,534)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	2,498
Capitalized deferred financing costs, net of amortization	901
Secured Notes and Bonds Payable | Excess MSRs
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	(9,507)
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	667,185
Repayments	(698,816)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	578
Secured Notes and Bonds Payable | Servicer advances
Debt Instrument [Roll Forward]
Borrowings	636,611
Repayments	(797,233)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	487
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	0
Repayments	(20,108)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	7,263
Capitalized deferred financing costs, net of amortization	0
Secured Notes and Bonds Payable | SFR properties
Debt Instrument [Roll Forward]
Borrowings	0
Repayments	(35,140)
Discount on borrowings, net of amortization	0
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	(164)
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	(1,507)
Capitalized deferred financing costs, net of amortization	$ 0