Quarterly report pursuant to Section 13 or 15(d)

INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MORTGAGE SERVICING RIGHTS FINANCING RECEIVABLES - Schedule of Investment in MSRs (Details)

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INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MORTGAGE SERVICING RIGHTS FINANCING RECEIVABLES - Schedule of Investment in MSRs (Details) - USD ($)
$ in Thousands
6 Months Ended
Jun. 30, 2018
Dec. 31, 2017
Servicing Asset at Amortized Cost [Line Items]    
Weighted Average Life (Years) 1 year 3 months 21 days  
Carrying value of mortgage servicing rights financing receivable $ 1,904,919 $ 598,728
MSRs    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Mortgages $ 200,050,016  
Weighted Average Life (Years) 6 years 4 months 18 days  
Amortized Cost Basis $ 1,790,527  
Carrying Value $ 2,232,126  
Discount rate 8.60%  
Mortgage Servicing Rights Financing Receivable    
Servicing Asset at Amortized Cost [Line Items]    
Discount rate 10.20%  
Agency | MSRs    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Mortgages $ 199,993,032  
Weighted Average Life (Years) 6 years 4 months 18 days  
Amortized Cost Basis $ 1,790,527  
Carrying Value 2,232,126  
Non-Agency | MSRs    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Mortgages $ 56,984  
Weighted Average Life (Years) 6 years 9 months 20 days  
Amortized Cost Basis $ 0  
Carrying Value 0  
MSRs    
Servicing Asset at Amortized Cost [Line Items]    
Carrying Value 2,232,126 $ 1,735,504
MSRs | Mortgage Servicing Rights Financing Receivable    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Mortgages $ 151,659,091  
Weighted Average Life (Years) 6 years 7 months 15 days  
Amortized Cost Basis $ 1,537,819  
Carrying value of mortgage servicing rights financing receivable 1,904,919  
MSRs | Agency | Mortgage Servicing Rights Financing Receivable    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Mortgages $ 45,771,115  
Weighted Average Life (Years) 5 years 11 months 2 days  
Amortized Cost Basis $ 396,305  
Carrying value of mortgage servicing rights financing receivable 478,133  
MSRs | Non-Agency | Mortgage Servicing Rights Financing Receivable    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Mortgages $ 94,727,185  
Weighted Average Life (Years) 6 years 9 months 20 days  
Amortized Cost Basis $ 1,004,298  
Carrying value of mortgage servicing rights financing receivable 1,291,498  
MSRs | Ginnie Mae | Mortgage Servicing Rights Financing Receivable    
Servicing Asset at Amortized Cost [Line Items]    
UPB of Underlying Mortgages $ 11,160,791  
Weighted Average Life (Years) 7 years 11 months 30 days  
Amortized Cost Basis $ 137,216  
Carrying value of mortgage servicing rights financing receivable $ 135,288