Quarterly report pursuant to Section 13 or 15(d)

DEBT OBLIGATIONS - Schedule of Debt Obligations (Details)

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DEBT OBLIGATIONS - Schedule of Debt Obligations (Details) - USD ($)
6 Months Ended
Jun. 30, 2018
Dec. 31, 2017
Debt Instrument [Line Items]    
Outstanding Face Amount $ 15,484,977,000  
Carrying Value $ 15,464,910,000 $ 15,746,530,000
Weighted Average Funding Cost 3.54%  
Weighted Average Life (Years) 1 year 3 months 21 days  
Interest payable $ 33,260,000 28,821,000
Agency RMBS | Repurchase Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 1,122,411,000  
Carrying Value $ 1,122,411,000 1,974,164,000
Weighted Average Funding Cost 2.18%  
Weighted Average Life (Years) 1 month 19 days  
Agency RMBS | Repurchase Agreements | Trade And Other Receivables    
Debt Instrument [Line Items]    
Collateral amount $ 1,100,000,000  
Agency RMBS | Repurchase Agreements | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 4 months 16 days  
Outstanding Face of Collateral $ 1,190,879,000  
Amortized Cost Basis of Collateral 1,182,808,000  
Carrying Value of Collateral 1,174,578,000  
Non-Agency RMBS | Repurchase Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 5,405,096,000  
Carrying Value $ 5,405,096,000 4,720,290,000
Weighted Average Funding Cost 3.39%  
Weighted Average Life (Years) 1 month 23 days  
Non-Agency RMBS | Repurchase Agreements | Retained Servicer Advance and Consumer Bonds    
Debt Instrument [Line Items]    
Carrying Value $ 162,200,000  
Non-Agency RMBS | Repurchase Agreements | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 7 years 3 months 15 days  
Outstanding Face of Collateral $ 13,216,453,000  
Amortized Cost Basis of Collateral 6,096,983,000  
Carrying Value of Collateral 6,565,322,000  
Residential Mortgage | Repurchase Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 2,126,086,000  
Carrying Value $ 2,125,071,000 1,849,004,000
Weighted Average Funding Cost 4.09%  
Weighted Average Life (Years) 6 months 10 days  
Residential Mortgage | Repurchase Agreements | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 4 years 6 months 10 days  
Outstanding Face of Collateral $ 2,676,421,000  
Amortized Cost Basis of Collateral 2,459,100,000  
Carrying Value of Collateral 2,434,254,000  
Residential Mortgage | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 6,110,000  
Carrying Value $ 6,110,000 137,196,000
Weighted Average Funding Cost 4.33%  
Weighted Average Life (Years) 4 months 1 day  
Residential Mortgage | Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 6 years 2 months 21 days  
Outstanding Face of Collateral $ 8,323,000  
Amortized Cost Basis of Collateral 4,706,000  
Carrying Value of Collateral 4,706,000  
Real Estate Owned | Repurchase Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 104,606,000  
Carrying Value $ 104,556,000 118,681,000
Weighted Average Funding Cost 4.16%  
Weighted Average Life (Years) 2 months 25 days  
Real Estate Owned | Repurchase Agreements | Collateral    
Debt Instrument [Line Items]    
Carrying Value of Collateral $ 133,504,000  
Real Estate Owned | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 1,651,000  
Carrying Value $ 1,651,000 3,126,000
Weighted Average Funding Cost 4.30%  
Weighted Average Life (Years) 4 months 1 day  
Real Estate Owned | Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Carrying Value of Collateral $ 1,156,000  
Total Repurchase Agreements | Repurchase Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 8,758,199,000  
Carrying Value $ 8,757,134,000 8,662,139,000
Weighted Average Funding Cost 3.42%  
Weighted Average Life (Years) 2 months 26 days  
Interest payable $ 22,100,000  
Excess MSRs    
Debt Instrument [Line Items]    
Carrying Value 197,563,000 483,978,000
Excess MSRs | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 197,759,000  
Carrying Value $ 197,563,000 483,978,000
Weighted Average Funding Cost 4.97%  
Weighted Average Life (Years) 4 years 1 month 1 day  
Excess MSRs | Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 5 years 8 months 26 days  
Outstanding Face of Collateral $ 150,771,743,000  
Amortized Cost Basis of Collateral 408,244,000  
Carrying Value of Collateral 522,540,000  
MSRs | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 1,896,688,000  
Carrying Value $ 1,888,618,000 1,157,179,000
Weighted Average Funding Cost 4.14%  
Weighted Average Life (Years) 3 years 3 months 9 days  
MSRs | Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 6 years 5 months 17 days  
Outstanding Face of Collateral $ 340,548,316,000  
Amortized Cost Basis of Collateral 3,191,130,000  
Carrying Value of Collateral 4,001,757,000  
Servicer Advances    
Debt Instrument [Line Items]    
Carrying Value 3,532,641,000 4,060,156,000
Servicer Advances | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 3,539,105,000  
Carrying Value $ 3,532,641,000 4,060,156,000
Weighted Average Funding Cost 3.48%  
Weighted Average Life (Years) 2 years 2 months 27 days  
Face amount of debt at fixed rate $ 3,300,000,000  
Servicer Advances | Notes and Bonds Payable | London Interbank Offered Rate (LIBOR) | Minimum    
Debt Instrument [Line Items]    
Variable interest rate spread 1.99514%  
Servicer Advances | Notes and Bonds Payable | London Interbank Offered Rate (LIBOR) | Maximum    
Debt Instrument [Line Items]    
Variable interest rate spread 2.15%  
Servicer Advances | Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 1 year 5 months 3 days  
Outstanding Face of Collateral $ 3,946,804,000  
Amortized Cost Basis of Collateral 4,028,735,000  
Carrying Value of Collateral 4,050,884,000  
Consumer Loans    
Debt Instrument [Line Items]    
Carrying Value 1,081,193,000 1,242,756,000
Consumer Loans | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 1,085,465,000  
Carrying Value $ 1,081,193,000 1,242,756,000
Weighted Average Funding Cost 3.38%  
Weighted Average Life (Years) 2 years 11 months 19 days  
Consumer Loans | Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 3 years 6 months 9 days  
Outstanding Face of Collateral $ 1,216,194,000  
Amortized Cost Basis of Collateral 1,218,423,000  
Carrying Value of Collateral 1,212,761,000  
Total Notes Payable | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 6,726,778,000  
Carrying Value $ 6,707,776,000 $ 7,084,391,000
Weighted Average Funding Cost 3.69%  
Weighted Average Life (Years) 2 years 8 months 13 days  
3.00% Secured Corporate Note | Secured Debt    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 197,800,000  
3.00% Secured Corporate Note | Secured Debt | London Interbank Offered Rate (LIBOR)    
Debt Instrument [Line Items]    
Variable interest rate spread 3.00%  
Secured Corporate Note | Secured Debt    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 0  
Secured Corporate Note | Secured Debt | London Interbank Offered Rate (LIBOR)    
Debt Instrument [Line Items]    
Variable interest rate spread 2.50%  
2.25% Agency MSR Secured Note | Secured Debt    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 205,000,000  
2.25% Agency MSR Secured Note | Secured Debt | London Interbank Offered Rate (LIBOR)    
Debt Instrument [Line Items]    
Variable interest rate spread 2.25%  
3.00% Agency MSR Secured Note | Secured Debt    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 230,020,000.00  
3.00% Agency MSR Secured Note | Secured Debt | London Interbank Offered Rate (LIBOR)    
Debt Instrument [Line Items]    
Variable interest rate spread 3.00%  
2.50% Agency MSR Secured Note | Secured Debt    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 73,400,000  
2.50% Agency MSR Secured Note | Secured Debt | London Interbank Offered Rate (LIBOR)    
Debt Instrument [Line Items]    
Variable interest rate spread 2.50%  
3.55% Corporate Note | Secured Debt    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 1,388,200,000  
3.55% Corporate Note | Secured Debt | London Interbank Offered Rate (LIBOR) | Minimum    
Debt Instrument [Line Items]    
Variable interest rate spread 3.55384%  
3.55% Corporate Note | Secured Debt | London Interbank Offered Rate (LIBOR) | Maximum    
Debt Instrument [Line Items]    
Variable interest rate spread 4446.8224%  
2.88% Residential Mortgage Loans | Notes and Bonds Payable | Nationstar    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 7,800,000  
2.88% Residential Mortgage Loans | Notes and Bonds Payable | London Interbank Offered Rate (LIBOR) | Nationstar    
Debt Instrument [Line Items]    
Variable interest rate spread 2.875%  
Consumer Loan, UPB Class A | Secured Debt    
Debt Instrument [Line Items]    
Interest rate, stated percentage 3.05%  
UPB of Underlying Mortgages $ 796,400,000  
Consumer Loan, UPB Class B | Secured Debt    
Debt Instrument [Line Items]    
Interest rate, stated percentage 4.10%  
UPB of Underlying Mortgages $ 210,800,000  
Consumer Loan, UPB Class C-1 | Secured Debt    
Debt Instrument [Line Items]    
Interest rate, stated percentage 5.63%  
UPB of Underlying Mortgages $ 18,300,000  
Consumer Loan, UPB Class C-2 | Secured Debt    
Debt Instrument [Line Items]    
Interest rate, stated percentage 5.63%  
UPB of Underlying Mortgages $ 18,300,000  
4.00% Consumer Loans | Secured Debt    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 41,700,000  
Interest rate, stated percentage 4.00%