Quarterly report pursuant to Section 13 or 15(d)

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

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FAIR VALUE MEASUREMENT - Carrying Values and Fair Values of Financial Assets Recorded at Fair Value on a Recurring Basis (Details) - USD ($)
$ in Thousands
Sep. 30, 2018
Dec. 31, 2017
Sep. 30, 2017
Investments in:      
Excess mortgage servicing rights, at fair value $ 467,061 $ 1,173,713  
Mortgage servicing rights financing receivables, at fair value 1,681,072 598,728  
Real estate and other securities, available-for-sale 11,650,257 8,071,140  
Residential mortgage loans, held-for-sale 524,863 0  
Residential mortgage loans, held-for-investment, at fair value 123,606 0  
Residential mortgage loans subject to repurchase 110,181 0 $ 0
Derivative assets 27,212 2,423  
Restricted cash 155,749 150,252  
Liabilities      
Residential mortgage loans repurchase liability 110,181 0  
Derivative liabilities 2,294 697  
Excess spread financing, at fair value 44,374 $ 0  
Recurring Basis      
Investments in:      
Excess mortgage servicing rights, principal balance 112,054,333    
Excess mortgage servicing rights, equity method investees, principal balance 44,239,405    
Mortgage servicing rights, principal balance 246,949,863    
Mortgage servicing rights financing receivables, principal balance 135,529,647    
Servicer advance investments, principal balance 637,102    
Real estate and other securities, available-for-sale, principal balance 20,633,278    
Residential mortgage loans, held-for-investment, principal balance 629,017    
Residential mortgage loans, held-for-sale, principal balance 2,091,784    
Residential mortgage loans, held-for-sale, at fair value principal balance 514,516    
Residential mortgage loans, held-for-investment, at fair value, principal balance 124,079    
Residential mortgage loans, subject to repurchase, principal balance 110,181    
Consumer loans, held-for-investment, principal balance 1,142,058    
Derivative assets 10,437,456    
Cash and cash equivalents, principal balance 330,148    
Restricted cash, principal balance 155,749    
Liabilities      
Repurchase agreements, principal balance 14,388,223    
Notes and bonds payable, principal balance 7,275,039    
Residential mortgage loan repurchase liability, principal balance 110,181    
Derivative liabilities, principal amount 4,242,000    
Excess spread financing, principal balance 3,608,770    
Recurring Basis | Carrying Value      
Investments in:      
Excess mortgage servicing rights, at fair value 467,061    
Excess mortgage servicing rights, equity method investees, at fair value 154,939    
Mortgage servicing rights, at fair value 2,872,004    
Mortgage servicing rights financing receivables, at fair value 1,681,072    
Servicer advance investments, at fair value 799,936    
Real estate and other securities, available-for-sale 11,650,257    
Residential mortgage loans, held-for-investment 652,717    
Residential mortgage loans, held-for-sale 1,996,303    
Residential mortgage loans, held-for-sale 524,863    
Residential mortgage loans, held-for-investment, at fair value 123,606    
Residential mortgage loans subject to repurchase 110,181    
Consumer loans, held-for-investment 1,140,769    
Derivative assets 27,212    
Cash and cash equivalents 330,148    
Restricted cash 155,749    
Other assets 33,642    
Assets, fair value 22,720,459    
Liabilities      
Repurchase agreements 14,387,020    
Notes and bonds payable 7,254,946    
Residential mortgage loans repurchase liability 110,181    
Derivative liabilities 2,294    
Excess spread financing, at fair value 44,374    
Contingent consideration 42,770    
Liabilities, fair value 21,841,585    
Recurring Basis | Fair Value      
Investments in:      
Excess mortgage servicing rights, at fair value 467,061    
Excess mortgage servicing rights, equity method investees, at fair value 154,939    
Mortgage servicing rights, at fair value 2,872,004    
Mortgage servicing rights financing receivables, at fair value 1,681,072    
Servicer advance investments, at fair value 799,936    
Real estate and other securities, available-for-sale 11,650,257    
Residential mortgage loans, held-for-investment 652,529    
Residential mortgage loans, held-for-sale 2,037,078    
Loans held-for-sale, fair value 524,862    
Residential mortgage loans, held-for-investment, at fair value 123,606    
Residential mortgage loans subject to repurchase 110,181    
Consumer loans, held-for-investment 1,128,410    
Derivative assets 27,211    
Cash and cash equivalents 330,148    
Restricted cash 155,749    
Other assets 33,642    
Assets, fair value 22,748,685    
Liabilities      
Repurchase agreements 14,388,223    
Notes and bonds payable 7,240,544    
Residential mortgage loans repurchase liability 110,181    
Derivative liabilities 2,294    
Excess spread financing, at fair value 44,374    
Contingent consideration 42,770    
Liabilities, fair value 21,828,386    
Recurring Basis | Fair Value | Level 1      
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 receivables, at fair value 0    
Servicer advance investments, at fair value 0    
Real estate and other securities, available-for-sale 0    
Residential mortgage loans, held-for-investment 0    
Residential mortgage loans, held-for-sale 0    
Residential mortgage loans, held-for-sale 0    
Residential mortgage loans, held-for-investment, at fair value 0    
Residential mortgage loans subject to repurchase 0    
Consumer loans, held-for-investment 0    
Derivative assets 0    
Cash and cash equivalents 330,148    
Restricted cash 155,749    
Other assets 23,876    
Assets, fair value 509,773    
Liabilities      
Repurchase agreements 0    
Notes and bonds payable 0    
Residential mortgage loans repurchase liability 0    
Derivative liabilities 0    
Excess spread financing, at fair value 0    
Contingent consideration 0    
Liabilities, fair value 0    
Recurring Basis | Fair Value | Level 2      
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 receivables, at fair value 0    
Servicer advance investments, at fair value 0    
Real estate and other securities, available-for-sale 2,673,863    
Residential mortgage loans, held-for-investment 0    
Residential mortgage loans, held-for-sale 0    
Residential mortgage loans, held-for-sale 468,824    
Residential mortgage loans, held-for-investment, at fair value 0    
Residential mortgage loans subject to repurchase 110,181    
Consumer loans, held-for-investment 0    
Derivative assets 18,854    
Cash and cash equivalents 0    
Restricted cash 0    
Other assets 0    
Assets, fair value 3,271,722    
Liabilities      
Repurchase agreements 14,388,223    
Notes and bonds payable 0    
Residential mortgage loans repurchase liability 110,181    
Derivative liabilities 2,294    
Excess spread financing, at fair value 0    
Contingent consideration 0    
Liabilities, fair value 14,500,698    
Recurring Basis | Fair Value | Level 3      
Investments in:      
Excess mortgage servicing rights, at fair value 467,061    
Excess mortgage servicing rights, equity method investees, at fair value 154,939    
Mortgage servicing rights, at fair value 2,872,004    
Mortgage servicing rights financing receivables, at fair value 1,681,072    
Servicer advance investments, at fair value 799,936    
Real estate and other securities, available-for-sale 8,976,394    
Residential mortgage loans, held-for-investment 652,529    
Residential mortgage loans, held-for-sale 2,037,078    
Residential mortgage loans, held-for-sale 56,038    
Residential mortgage loans, held-for-investment, at fair value 123,606    
Residential mortgage loans subject to repurchase 0    
Consumer loans, held-for-investment 1,128,410    
Derivative assets 8,357    
Cash and cash equivalents 0    
Restricted cash 0    
Other assets 9,766    
Assets, fair value 18,967,190    
Liabilities      
Repurchase agreements 0    
Notes and bonds payable 7,240,544    
Residential mortgage loans repurchase liability 0    
Derivative liabilities 0    
Excess spread financing, at fair value 44,374    
Contingent consideration 42,770    
Liabilities, fair value $ 7,327,688