DEBT OBLIGATIONS - Schedule of Debt Obligations - Carrying Value (Details) - USD ($) $ in Thousands		9 Months Ended
		Sep. 30, 2015	Sep. 30, 2014
Debt Instrument [Roll Forward]
Beginning balance	[1]	$ 6,057,853
Borrowings		6,184,472	$ 3,957,212
Repayments		(5,644,864)	$ (2,839,051)
Ending balance	[1]	11,019,080
Servicer Advances [Member]
Debt Instrument [Roll Forward]
Ending balance		7,038,079
Real Estate Securities [Member]
Debt Instrument [Roll Forward]
Ending balance		3,034,649
Real Estate Loans and REO [Member]
Debt Instrument [Roll Forward]
Ending balance		719,568
Consumer Loan Investment [Member]
Debt Instrument [Roll Forward]
Ending balance		40,264
Other [Member]
Debt Instrument [Roll Forward]
Ending balance		186,520
Repurchase Agreements [Member]
Debt Instrument [Roll Forward]
Borrowings		6,184,472
Repayments		(5,644,864)
Repurchase Agreements [Member] | Servicer Advances [Member]
Debt Instrument [Roll Forward]
Borrowings		0
Repayments		0
Repurchase Agreements [Member] | Real Estate Securities [Member]
Debt Instrument [Roll Forward]
Borrowings		5,062,743
Repayments		(4,359,394)
Repurchase Agreements [Member] | Real Estate Loans and REO [Member]
Debt Instrument [Roll Forward]
Borrowings		1,078,753
Repayments		(1,282,758)
Repurchase Agreements [Member] | Consumer Loan Investment [Member]
Debt Instrument [Roll Forward]
Borrowings		42,976
Repayments		(2,712)
Repurchase Agreements [Member] | Other [Member]
Debt Instrument [Roll Forward]
Borrowings		0
Repayments		0
Notes Payable [Member]
Debt Instrument [Roll Forward]
Borrowings		9,794,537
Repayments		(5,445,381)
Notes Payable [Member] | Servicer Advances [Member]
Debt Instrument [Roll Forward]
Beginning balance	[1],[2]	2,885,784
Borrowings		8,940,486
Repayments		(4,775,513)
Ending balance	[1],[2]	7,038,079
Notes Payable [Member] | Real Estate Securities [Member]
Debt Instrument [Roll Forward]
Borrowings		0
Repayments		0
Notes Payable [Member] | Real Estate Loans and REO [Member]
Debt Instrument [Roll Forward]
Borrowings		1,632
Repayments		(4,010)
Notes Payable [Member] | Consumer Loan Investment [Member]
Debt Instrument [Roll Forward]
Borrowings		0
Repayments		0
Notes Payable [Member] | Other [Member]
Debt Instrument [Roll Forward]
Borrowings		852,419
Repayments		(665,858)
Accounting Standards Update 2014-11 [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		2,310
Adoption of ASU		(146,741)
Accounting Standards Update 2014-11 [Member] | Repurchase Agreements [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		85,955
Accounting Standards Update 2014-11 [Member] | Repurchase Agreements [Member] | Servicer Advances [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		0
Accounting Standards Update 2014-11 [Member] | Repurchase Agreements [Member] | Real Estate Securities [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		84,649
Accounting Standards Update 2014-11 [Member] | Repurchase Agreements [Member] | Real Estate Loans and REO [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		1,306
Accounting Standards Update 2014-11 [Member] | Repurchase Agreements [Member] | Consumer Loan Investment [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		0
Accounting Standards Update 2014-11 [Member] | Repurchase Agreements [Member] | Other [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		0
Accounting Standards Update 2015-03 [Member] | Repurchase Agreements [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		(4,446)
Adoption of ASU		(773)
Accounting Standards Update 2015-03 [Member] | Repurchase Agreements [Member] | Servicer Advances [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		(4,446)
Adoption of ASU		0
Accounting Standards Update 2015-03 [Member] | Repurchase Agreements [Member] | Real Estate Securities [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		0
Adoption of ASU		0
Accounting Standards Update 2015-03 [Member] | Repurchase Agreements [Member] | Real Estate Loans and REO [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		0
Adoption of ASU		(773)
Accounting Standards Update 2015-03 [Member] | Repurchase Agreements [Member] | Consumer Loan Investment [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		0
Adoption of ASU		0
Accounting Standards Update 2015-03 [Member] | Repurchase Agreements [Member] | Other [Member]
Debt Instrument [Roll Forward]
Retrospective adjustment for adoption of ASU		0
Adoption of ASU		0
Accounting Standards Update 2015-03 [Member] | Notes Payable [Member]
Debt Instrument [Roll Forward]
Adoption of ASU		(12,719)
Accounting Standards Update 2015-03 [Member] | Notes Payable [Member] | Servicer Advances [Member]
Debt Instrument [Roll Forward]
Adoption of ASU		(12,678)
Accounting Standards Update 2015-03 [Member] | Notes Payable [Member] | Real Estate Securities [Member]
Debt Instrument [Roll Forward]
Adoption of ASU		0
Accounting Standards Update 2015-03 [Member] | Notes Payable [Member] | Real Estate Loans and REO [Member]
Debt Instrument [Roll Forward]
Adoption of ASU		0
Accounting Standards Update 2015-03 [Member] | Notes Payable [Member] | Consumer Loan Investment [Member]
Debt Instrument [Roll Forward]
Adoption of ASU		0
Accounting Standards Update 2015-03 [Member] | Notes Payable [Member] | Other [Member]
Debt Instrument [Roll Forward]
Adoption of ASU		(41)
Previously Reported [Member]
Debt Instrument [Roll Forward]
Beginning balance		6,062,299
Previously Reported [Member] | Servicer Advances [Member]
Debt Instrument [Roll Forward]
Beginning balance	[3]	2,890,230
Previously Reported [Member] | Real Estate Securities [Member]
Debt Instrument [Roll Forward]
Beginning balance	[3]	2,246,651
Previously Reported [Member] | Real Estate Loans and REO [Member]
Debt Instrument [Roll Forward]
Beginning balance	[3]	925,418
Previously Reported [Member] | Consumer Loan Investment [Member]
Debt Instrument [Roll Forward]
Beginning balance	[3]	0
Previously Reported [Member] | Other [Member]
Debt Instrument [Roll Forward]
Beginning balance	[3]	$ 0

[1] Net of deferred financing costs associated with the adoption of ASU No. 2015-03 (Note 1).

[2] $3.8 billion face amount of the notes have a fixed rate while the remaining notes bear interest equal to the sum of (i) a floating rate index rate equal to one-month LIBOR or a cost of funds rate, as applicable, and (ii) a margin ranging from 1.0% to 2.2%.

[3] Excludes debt related to linked transactions (Note 10).