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)

v3.10.0.1
INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MORTGAGE SERVICING RIGHTS FINANCING RECEIVABLES - Schedule of Investment in MSRs (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2018
Aug. 31, 2018
Jun. 28, 2018
Jun. 04, 2018
Jun. 01, 2018
May 31, 2018
May 25, 2018
May 01, 2018
Mar. 28, 2018
Feb. 28, 2018
Dec. 31, 2017
Servicing Asset at Amortized Cost [Line Items]                      
UPB of Underlying Mortgages $ 84,100,000                    
Weighted Average Life (Years) 1 year 8 days                    
Carrying value of mortgage servicing rights financing receivable $ 1,681,072                   $ 598,728
MSRs                      
Servicing Asset at Amortized Cost [Line Items]                      
UPB of Underlying Mortgages $ 246,949,863                    
Weighted Average Life (Years) 6 years 7 months 15 days                    
Amortized Cost Basis $ 2,390,079                    
Carrying Value $ 2,872,004                    
Discount rate 8.70%                    
Mortgage Servicing Rights Financing Receivable                      
Servicing Asset at Amortized Cost [Line Items]                      
Discount rate 10.30%                    
Agency | MSRs                      
Servicing Asset at Amortized Cost [Line Items]                      
UPB of Underlying Mortgages $ 214,959,796                    
Weighted Average Life (Years) 6 years 6 months                    
Amortized Cost Basis $ 2,068,667                    
Carrying Value 2,479,734                    
Non-Agency | MSRs                      
Servicing Asset at Amortized Cost [Line Items]                      
UPB of Underlying Mortgages $ 2,056,930                    
Weighted Average Life (Years) 6 years 9 months 18 days                    
Amortized Cost Basis $ 13,391                    
Carrying Value 20,555                    
Ginnie Mae | MSRs                      
Servicing Asset at Amortized Cost [Line Items]                      
UPB of Underlying Mortgages $ 29,933,137                    
Weighted Average Life (Years) 7 years 6 months                    
Amortized Cost Basis $ 308,021                    
Carrying Value 371,715                    
MSRs                      
Servicing Asset at Amortized Cost [Line Items]                      
UPB of Underlying Mortgages   $ 18,500,000 $ 4,700,000 $ 2,100,000 $ 500,000 $ 6,100,000 $ 2,100,000 $ 4,600,000 $ 8,100,000 $ 3,300,000  
Carrying Value 2,872,004                   $ 1,735,504
MSRs | Mortgage Servicing Rights Financing Receivable                      
Servicing Asset at Amortized Cost [Line Items]                      
UPB of Underlying Mortgages $ 135,529,647                    
Weighted Average Life (Years) 6 years 8 months 3 days                    
Amortized Cost Basis $ 1,351,372                    
Carrying value of mortgage servicing rights financing receivable 1,681,072                    
MSRs | Agency | Mortgage Servicing Rights Financing Receivable                      
Servicing Asset at Amortized Cost [Line Items]                      
UPB of Underlying Mortgages $ 43,997,628                    
Weighted Average Life (Years) 6 years                    
Amortized Cost Basis $ 380,949                    
Carrying value of mortgage servicing rights financing receivable 467,613                    
MSRs | Non-Agency | Mortgage Servicing Rights Financing Receivable                      
Servicing Asset at Amortized Cost [Line Items]                      
UPB of Underlying Mortgages $ 91,532,019                    
Weighted Average Life (Years) 7 years                    
Amortized Cost Basis $ 970,423                    
Carrying value of mortgage servicing rights financing receivable $ 1,213,459