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 ($)
9 Months Ended
Sep. 30, 2018
Dec. 31, 2017
Debt Instrument [Line Items]    
Outstanding Face Amount $ 21,663,262,000  
Carrying Value $ 21,641,966,000 $ 15,746,530,000
Weighted Average Funding Cost 3.36%  
Weighted Average Life (Years) 1 year 8 days  
Interest payable $ 38,284,000 28,821,000
UPB of Underlying Mortgages 84,100,000,000  
Agency RMBS | Repurchase Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 4,152,930,000  
Carrying Value $ 4,152,930,000 1,974,164,000
Weighted Average Funding Cost 2.24%  
Weighted Average Life (Years) 1 month 17 days  
Agency RMBS | Repurchase Agreements | Trade And Other Receivables    
Debt Instrument [Line Items]    
Collateral amount $ 3,400,000,000  
Agency RMBS | Repurchase Agreements | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 2 years 7 days  
Outstanding Face of Collateral $ 4,270,689,000  
Amortized Cost Basis of Collateral 4,338,416,000  
Carrying Value of Collateral 4,304,875,000  
Non-Agency RMBS | Repurchase Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 7,438,875,000  
Carrying Value $ 7,438,647,000 4,720,290,000
Weighted Average Funding Cost 3.32%  
Weighted Average Life (Years) 1 month 22 days  
Non-Agency RMBS | Repurchase Agreements | Retained Servicer Advance and Consumer Bonds    
Debt Instrument [Line Items]    
Carrying Value $ 166,100,000  
Non-Agency RMBS | Repurchase Agreements | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 7 years 1 month 19 days  
Outstanding Face of Collateral $ 15,895,795,000  
Amortized Cost Basis of Collateral 8,379,793,000  
Carrying Value of Collateral 8,861,324,000  
Residential Mortgage | Repurchase Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 2,707,458,000  
Carrying Value $ 2,706,521,000 1,849,004,000
Weighted Average Funding Cost 3.92%  
Weighted Average Life (Years) 6 months 18 days  
Residential Mortgage | Repurchase Agreements | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 11 years 2 months 6 days  
Outstanding Face of Collateral $ 3,155,945,000  
Amortized Cost Basis of Collateral 2,992,424,000  
Carrying Value of Collateral 2,996,601,000  
Residential Mortgage | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 125,355,000  
Carrying Value $ 123,097,000 137,196,000
Weighted Average Funding Cost 3.74%  
Weighted Average Life (Years) 6 years 3 months  
Residential Mortgage | Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 6 years 5 months 10 days  
Outstanding Face of Collateral $ 132,091,000  
Amortized Cost Basis of Collateral 128,702,000  
Carrying Value of Collateral 125,928,000  
Real Estate Owned | Repurchase Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 88,960,000  
Carrying Value $ 88,922,000 118,681,000
Weighted Average Funding Cost 4.36%  
Weighted Average Life (Years) 2 months 26 days  
Real Estate Owned | Repurchase Agreements | Collateral    
Debt Instrument [Line Items]    
Carrying Value of Collateral $ 108,684,000  
Real Estate Owned | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 2,086,000  
Carrying Value $ 2,086,000 3,126,000
Weighted Average Funding Cost 4.42%  
Weighted Average Life (Years) 1 month 1 day  
Real Estate Owned | Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Carrying Value of Collateral $ 1,461,000  
Total Repurchase Agreements | Repurchase Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 14,388,223,000  
Carrying Value $ 14,387,020,000 8,662,139,000
Weighted Average Funding Cost 3.13%  
Weighted Average Life (Years) 2 months 18 days  
Interest payable $ 27,600,000  
Excess MSRs    
Debt Instrument [Line Items]    
Carrying Value 297,563,000 483,978,000
Excess MSRs | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 297,759,000  
Carrying Value $ 297,563,000 483,978,000
Weighted Average Funding Cost 4.90%  
Weighted Average Life (Years) 2 years 11 months 30 days  
Excess MSRs | Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 5 years 8 months 22 days  
Outstanding Face of Collateral $ 144,869,048,000  
Amortized Cost Basis of Collateral 386,578,000  
Carrying Value of Collateral 492,684,000  
MSRs | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 2,450,580,000  
Carrying Value $ 2,441,750,000 1,157,179,000
Weighted Average Funding Cost 4.24%  
Weighted Average Life (Years) 3 years 1 month 28 days  
MSRs | Notes and Bonds Payable | Collateral    
Debt Instrument [Line Items]    
Weighted Average Life (Years) 6 years 8 months 15 days  
Outstanding Face of Collateral $ 382,479,510,000  
Amortized Cost Basis of Collateral 3,741,451,000  
Carrying Value of Collateral 4,553,076,000  
Servicer Advances    
Debt Instrument [Line Items]    
Carrying Value 3,385,842,000 4,060,156,000
Servicer Advances | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 3,390,918,000  
Carrying Value $ 3,385,842,000 4,060,156,000
Weighted Average Funding Cost 3.54%  
Weighted Average Life (Years) 1 year 11 months 28 days  
Face amount of debt at fixed rate $ 3,000,000,000  
Servicer Advances | Notes and Bonds Payable | London Interbank Offered Rate (LIBOR) | Minimum    
Debt Instrument [Line Items]    
Variable interest rate spread 1.99317%  
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 7 days  
Outstanding Face of Collateral $ 3,832,948,000  
Amortized Cost Basis of Collateral 4,000,262,000  
Carrying Value of Collateral 4,017,057,000  
Consumer Loans    
Debt Instrument [Line Items]    
Carrying Value 1,004,608,000 1,242,756,000
Consumer Loans | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 1,008,341,000  
Carrying Value $ 1,004,608,000 1,242,756,000
Weighted Average Funding Cost 3.39%  
Weighted Average Life (Years) 2 years 10 months 15 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 $ 1,141,907,000  
Amortized Cost Basis of Collateral 1,145,026,000  
Carrying Value of Collateral 1,140,618,000  
Total Notes Payable | Notes and Bonds Payable    
Debt Instrument [Line Items]    
Outstanding Face Amount 7,275,039,000  
Carrying Value $ 7,254,946,000 $ 7,084,391,000
Weighted Average Funding Cost 3.82%  
Weighted Average Life (Years) 2 years 7 months 14 days  
Non-agency RMBS Repurchase Agreements, LIBOR Based Floating Interest Rate | Repurchase Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 7,193,300,000  
Non-agency RMBS Repurchase Agreements, Fixed Rate | Repurchase Agreements    
Debt Instrument [Line Items]    
Outstanding Face Amount 245,600,000  
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 $ 100,000,000  
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 $ 574,500,000.0  
2.25% Agency MSR Secured Note | Secured Debt | London Interbank Offered Rate (LIBOR)    
Debt Instrument [Line Items]    
Variable interest rate spread 2.25%  
2.50% Agency MSR Secured Note | Secured Debt    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 38,400,000.0  
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 $ 1,837,700,000  
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 4622.07325%  
2.88% Residential Mortgage Loans | Notes and Bonds Payable | Nationstar    
Debt Instrument [Line Items]    
Outstanding Face Amount $ 7,700,000  
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 $ 730,300,000  
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 $ 30,600,000  
Interest rate, stated percentage 4.00%