Quarterly report pursuant to Section 13 or 15(d)

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

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FAIR VALUE MEASUREMENT - Schedule of Carrying Values and Fair Values of Financial Assets Recorded at Fair Value on a Recurring Basis (Details) - USD ($)
$ in Thousands
Jun. 30, 2017
Dec. 31, 2016
Investments in:    
Excess mortgage servicing rights, at fair value $ 1,304,666 $ 1,399,455
Mortgage servicing rights, at fair value 1,749,343 659,483
Mortgage servicing rights financing receivable, at fair value 118,483 0
Real estate securities, available-for-sale 7,423,273 5,073,858
Derivative assets 14,177 6,762
Restricted cash 157,344 163,095
Liabilities    
Derivative liabilities 55 $ 3,021
Recurring Basis [Member]    
Investments in:    
Excess mortgage servicing rights, principal balance 255,460,190  
Excess mortgage servicing rights, equity method investees, principal balance 56,215,426  
Mortgage servicing rights, principal balance 180,954,998  
Mortgage servicing rights financing receivable, principal balance 13,070,096  
Servicer advances, principal balance 4,470,640  
Real estate securities, available-for-sale, principal balance 13,787,789  
Residential mortgage loans, held-for-investment, principal balance 909,201  
Residential mortgage loans, held-for-sale, principal balance 1,234,452  
Consumer loans, held-for-investment, principal balance 1,576,334  
Derivative assets, notional amount 7,839,500  
Cash and cash equivalents, principal balance 560,016  
Restricted cash, principal balance 157,344  
Other Assets, principal balance 1,417,530  
Liabilities    
Repurchase agreements, principal balance 8,263,921  
Notes and bonds payable, principal balance 7,805,554  
Derivative liabilities, notional amount 5,025,500  
Recurring Basis [Member] | Carrying Value [Member]    
Investments in:    
Excess mortgage servicing rights, at fair value 1,304,666  
Excess mortgage servicing rights, equity method investees, at fair value 181,610  
Mortgage servicing rights, at fair value 1,749,343  
Mortgage servicing rights financing receivable, at fair value 118,483  
Servicer advances, at fair value 4,836,754  
Real estate securities, available-for-sale 7,423,273  
Residential mortgage loans, held-for-investment 757,421  
Residential mortgage loans, held-for-sale 1,001,472  
Consumer loans, held-for-investment 1,569,388  
Derivative assets 14,177  
Cash and cash equivalents 560,016  
Restricted cash 157,344  
Other Assets 9,548  
Assets, fair value 19,683,495  
Liabilities    
Repurchase agreements 8,261,398  
Notes and bonds payable 7,787,782  
Derivative liabilities 55  
Liabilities, fair value 16,049,235  
Recurring Basis [Member] | Fair Value [Member]    
Investments in:    
Excess mortgage servicing rights, at fair value 1,304,666  
Excess mortgage servicing rights, equity method investees, at fair value 181,610  
Mortgage servicing rights, at fair value 1,749,343  
Mortgage servicing rights financing receivable, at fair value 118,483  
Servicer advances, at fair value 4,836,754  
Real estate securities, available-for-sale 7,423,273  
Residential mortgage loans, held-for-investment 753,074  
Residential mortgage loans, held-for-sale 1,044,901  
Consumer loans, held-for-investment 1,584,236  
Derivative assets 14,177  
Cash and cash equivalents 560,016  
Restricted cash 157,344  
Other Assets 9,548  
Assets, fair value 19,737,425  
Liabilities    
Repurchase agreements 8,263,921  
Notes and bonds payable 7,797,806  
Derivative liabilities 55  
Liabilities, fair value 16,061,782  
Recurring Basis [Member] | Fair Value [Member] | Level 1 [Member]    
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 receivable, at fair value 0  
Servicer advances, at fair value 0  
Real estate 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 560,016  
Restricted cash 157,344  
Other Assets 0  
Assets, fair value 717,360  
Liabilities    
Repurchase agreements 0  
Notes and bonds payable 0  
Derivative liabilities 0  
Liabilities, fair value 0  
Recurring Basis [Member] | Fair Value [Member] | Level 2 [Member]    
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 receivable, at fair value 0  
Servicer advances, at fair value 0  
Real estate securities, available-for-sale 1,936,193  
Residential mortgage loans, held-for-investment 0  
Residential mortgage loans, held-for-sale 0  
Consumer loans, held-for-investment 0  
Derivative assets 14,177  
Cash and cash equivalents 0  
Restricted cash 0  
Other Assets 0  
Assets, fair value 1,950,370  
Liabilities    
Repurchase agreements 8,263,921  
Notes and bonds payable 0  
Derivative liabilities 55  
Liabilities, fair value 8,263,976  
Recurring Basis [Member] | Fair Value [Member] | Level 3 [Member]    
Investments in:    
Excess mortgage servicing rights, at fair value 1,304,666  
Excess mortgage servicing rights, equity method investees, at fair value 181,610  
Mortgage servicing rights, at fair value 1,749,343  
Mortgage servicing rights financing receivable, at fair value 118,483  
Servicer advances, at fair value 4,836,754  
Real estate securities, available-for-sale 5,487,080  
Residential mortgage loans, held-for-investment 753,074  
Residential mortgage loans, held-for-sale 1,044,901  
Consumer loans, held-for-investment 1,584,236  
Derivative assets 0  
Cash and cash equivalents 0  
Restricted cash 0  
Other Assets 9,548  
Assets, fair value 17,069,695  
Liabilities    
Repurchase agreements 0  
Notes and bonds payable 7,797,806  
Derivative liabilities 0  
Liabilities, fair value $ 7,797,806