Quarterly report pursuant to Section 13 or 15(d)

DEBT OBLIGATIONS - Carrying Value of Debt Obligations (Details)

v3.19.1
DEBT OBLIGATIONS - Carrying Value of Debt Obligations (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Debt Instrument [Roll Forward]    
Beginning balance $ 22,656,235  
Borrowings 43,688,820 $ 15,286,068
Repayments (40,803,763) $ (16,316,397)
Ending balance 25,393,908  
Excess MSRs    
Debt Instrument [Roll Forward]    
Beginning balance 297,563  
Ending balance 197,563  
MSRs    
Debt Instrument [Roll Forward]    
Beginning balance 2,360,856  
Ending balance 2,296,562  
Servicer Advances    
Debt Instrument [Roll Forward]    
Beginning balance 3,382,455  
Ending balance 3,086,534  
Real Estate Securities    
Debt Instrument [Roll Forward]    
Beginning balance 11,780,855  
Ending balance 14,700,574  
Residential Mortgage Loans and REO    
Debt Instrument [Roll Forward]    
Beginning balance 3,898,059  
Ending balance 4,241,097  
Consumer Loans    
Debt Instrument [Roll Forward]    
Beginning balance 936,447  
Ending balance 871,578  
Repurchase Agreements    
Debt Instrument [Roll Forward]    
Borrowings 43,691,541  
Repayments (40,803,763)  
Capitalized deferred financing costs, net of amortization 61  
Repurchase Agreements | Excess MSRs    
Debt Instrument [Roll Forward]    
Borrowings 0  
Repayments 0  
Capitalized deferred financing costs, net of amortization 0  
Repurchase Agreements | MSRs    
Debt Instrument [Roll Forward]    
Borrowings 0  
Repayments 0  
Capitalized deferred financing costs, net of amortization 0  
Repurchase Agreements | Servicer Advances    
Debt Instrument [Roll Forward]    
Borrowings 0  
Repayments 0  
Capitalized deferred financing costs, net of amortization 0  
Repurchase Agreements | Real Estate Securities    
Debt Instrument [Roll Forward]    
Borrowings 39,617,556  
Repayments (36,697,899)  
Capitalized deferred financing costs, net of amortization 62  
Repurchase Agreements | Residential Mortgage Loans and REO    
Debt Instrument [Roll Forward]    
Borrowings 4,073,985  
Repayments (4,105,864)  
Capitalized deferred financing costs, net of amortization (1)  
Repurchase Agreements | Consumer Loans    
Debt Instrument [Roll Forward]    
Borrowings 0  
Repayments 0  
Capitalized deferred financing costs, net of amortization 0  
Notes Payable    
Debt Instrument [Roll Forward]    
Borrowings 2,057,042  
Repayments (2,210,371)  
Discount on borrowings, net of amortization 455  
Unrealized gain on notes, fair value 1,137  
Capitalized deferred financing costs, net of amortization 1,571  
Notes Payable | Excess MSRs    
Debt Instrument [Roll Forward]    
Beginning balance 297,563  
Borrowings 0  
Repayments (100,000)  
Discount on borrowings, net of amortization 0  
Unrealized gain on notes, fair value 0  
Capitalized deferred financing costs, net of amortization 0  
Ending balance 197,563  
Notes Payable | MSRs    
Debt Instrument [Roll Forward]    
Borrowings 490,000  
Repayments (554,960)  
Discount on borrowings, net of amortization 0  
Unrealized gain on notes, fair value 0  
Capitalized deferred financing costs, net of amortization 666  
Notes Payable | Servicer Advances    
Debt Instrument [Roll Forward]    
Beginning balance 3,382,455  
Borrowings 1,189,660  
Repayments (1,486,496)  
Discount on borrowings, net of amortization 10  
Unrealized gain on notes, fair value 0  
Capitalized deferred financing costs, net of amortization 905  
Ending balance 3,086,534  
Notes Payable | Real Estate Securities    
Debt Instrument [Roll Forward]    
Borrowings 0  
Repayments 0  
Discount on borrowings, net of amortization 0  
Unrealized gain on notes, fair value 0  
Capitalized deferred financing costs, net of amortization 0  
Notes Payable | Residential Mortgage Loans and REO    
Debt Instrument [Roll Forward]    
Borrowings 377,382  
Repayments (3,601)  
Discount on borrowings, net of amortization 0  
Unrealized gain on notes, fair value 1,137  
Capitalized deferred financing costs, net of amortization 0  
Notes Payable | Consumer Loans    
Debt Instrument [Roll Forward]    
Beginning balance 936,447  
Borrowings 0  
Repayments (65,314)  
Discount on borrowings, net of amortization 445  
Unrealized gain on notes, fair value 0  
Capitalized deferred financing costs, net of amortization 0  
Ending balance $ 871,578