Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE MEASUREMENT - Carrying Values and Fair Values of Financial Assets Recorded at Fair Value on a Recurring Basis (Details)

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FAIR VALUE MEASUREMENT - Carrying Values and Fair Values of Financial Assets Recorded at Fair Value on a Recurring Basis (Details) - USD ($)
$ in Thousands
Jun. 30, 2018
Dec. 31, 2017
Investments in:    
Excess mortgage servicing rights, at fair value $ 495,299 $ 1,173,713
Mortgage servicing rights financing receivables, at fair value 1,904,919 598,728
Real estate and other securities, available-for-sale 8,084,927 8,071,140
Derivative assets 10 2,423
Restricted cash 161,441 150,252
Liabilities    
Derivative liabilities 7,811 $ 697
Recurring Basis    
Investments in:    
Excess mortgage servicing rights, principal balance 119,341,195  
Excess mortgage servicing rights, equity method investees, principal balance 47,430,395  
Mortgage servicing rights, principal balance 200,050,016  
Mortgage servicing rights financing receivables, principal balance 151,659,091  
Servicer advance investments, principal balance 692,323  
Real estate and other securities, available-for-sale, principal balance 16,753,696  
Residential mortgage loans, held-for-investment, principal balance 808,845  
Residential mortgage loans, held-for-sale, principal balance 2,170,968  
Consumer loans, held-for-investment, principal balance 1,216,350  
Derivative assets 162,500  
Cash and cash equivalents, principal balance 193,236  
Restricted cash, principal balance 161,441  
Liabilities    
Repurchase agreements, principal balance 8,758,199  
Notes and bonds payable, principal balance 6,726,778  
Derivative liabilities, notional amount 7,527,900  
Recurring Basis | Carrying Value    
Investments in:    
Excess mortgage servicing rights, at fair value 495,299  
Excess mortgage servicing rights, equity method investees, at fair value 159,034  
Mortgage servicing rights, at fair value 2,232,126  
Mortgage servicing rights financing receivables, at fair value 1,904,919  
Servicer advance investments, at fair value 843,438  
Real estate and other securities, available-for-sale 8,084,927  
Residential mortgage loans, held-for-investment 690,771  
Residential mortgage loans, held-for-sale 2,021,319  
Consumer loans, held-for-investment 1,212,917  
Derivative assets 10  
Cash and cash equivalents 193,236  
Restricted cash 161,441  
Other assets 36,819  
Assets, fair value 18,036,256  
Liabilities    
Repurchase agreements 8,757,134  
Notes and bonds payable 6,707,776  
Derivative liabilities 7,811  
Liabilities, fair value 15,472,721  
Recurring Basis | Fair Value    
Investments in:    
Excess mortgage servicing rights, at fair value 495,299  
Excess mortgage servicing rights, equity method investees, at fair value 159,034  
Mortgage servicing rights, at fair value 2,232,126  
Mortgage servicing rights financing receivables, at fair value 1,904,919  
Servicer advance investments, at fair value 843,438  
Real estate and other securities, available-for-sale 8,084,927  
Residential mortgage loans, held-for-investment 701,529  
Residential mortgage loans, held-for-sale 2,070,675  
Consumer loans, held-for-investment 1,204,850  
Derivative assets 10  
Cash and cash equivalents 193,236  
Restricted cash 161,441  
Other assets 36,819  
Assets, fair value 18,088,303  
Liabilities    
Repurchase agreements 8,758,199  
Notes and bonds payable 6,688,414  
Derivative liabilities 7,811  
Liabilities, fair value 15,454,424  
Recurring Basis | Fair Value | Level 1    
Investments in:    
Excess mortgage servicing rights, at fair value 0  
Excess mortgage servicing rights, equity method investees, at fair value 0  
Mortgage servicing rights, at fair value 0  
Mortgage servicing rights financing receivables, at fair value 0  
Servicer advance investments, at fair value 0  
Real estate and other securities, available-for-sale 0  
Residential mortgage loans, held-for-investment 0  
Residential mortgage loans, held-for-sale 0  
Consumer loans, held-for-investment 0  
Derivative assets 0  
Cash and cash equivalents 193,236  
Restricted cash 161,441  
Other assets 24,059  
Assets, fair value 378,736  
Liabilities    
Repurchase agreements 0  
Notes and bonds payable 0  
Derivative liabilities 0  
Liabilities, fair value 0  
Recurring Basis | Fair Value | Level 2    
Investments in:    
Excess mortgage servicing rights, at fair value 0  
Excess mortgage servicing rights, equity method investees, at fair value 0  
Mortgage servicing rights, at fair value 0  
Mortgage servicing rights financing receivables, at fair value 0  
Servicer advance investments, at fair value 0  
Real estate and other securities, available-for-sale 1,231,519  
Residential mortgage loans, held-for-investment 0  
Residential mortgage loans, held-for-sale 0  
Consumer loans, held-for-investment 0  
Derivative assets 10  
Cash and cash equivalents 0  
Restricted cash 0  
Other assets 0  
Assets, fair value 1,231,529  
Liabilities    
Repurchase agreements 8,758,199  
Notes and bonds payable 0  
Derivative liabilities 7,811  
Liabilities, fair value 8,766,010  
Recurring Basis | Fair Value | Level 3    
Investments in:    
Excess mortgage servicing rights, at fair value 495,299  
Excess mortgage servicing rights, equity method investees, at fair value 159,034  
Mortgage servicing rights, at fair value 2,232,126  
Mortgage servicing rights financing receivables, at fair value 1,904,919  
Servicer advance investments, at fair value 843,438  
Real estate and other securities, available-for-sale 6,853,408  
Residential mortgage loans, held-for-investment 701,529  
Residential mortgage loans, held-for-sale 2,070,675  
Consumer loans, held-for-investment 1,204,850  
Derivative assets 0  
Cash and cash equivalents 0  
Restricted cash 0  
Other assets 12,760  
Assets, fair value 16,478,038  
Liabilities    
Repurchase agreements 0  
Notes and bonds payable 6,688,414  
Derivative liabilities 0  
Liabilities, fair value $ 6,688,414