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DEBT OBLIGATIONS - Borrowing Capacity (Details)
9 Months Ended
Sep. 30, 2017
USD ($)
Debt Instrument [Line Items]  
Face amount of debt $ 15,099,119,000
Non-Agency Bonds  
Debt Instrument [Line Items]  
Face amount of debt 93,500,000.0
Residential Mortgage Loans and REO  
Debt Instrument [Line Items]  
Borrowing Capacity 2,890,000,000
Balance Outstanding 1,686,736,000
Available Financing 1,203,264,000
Excess MSRs  
Debt Instrument [Line Items]  
Borrowing Capacity 750,000,000
Balance Outstanding 370,000,000
Available Financing 380,000,000
MSRs  
Debt Instrument [Line Items]  
Borrowing Capacity 700,000,000
Balance Outstanding 596,898,000
Available Financing 103,102,000
Servicer Advances  
Debt Instrument [Line Items]  
Borrowing Capacity 2,339,192,000
Balance Outstanding 1,474,512,000
Available Financing $ 864,680,000
Unused borrowing capacity fee 0.10%
Consumer Loan  
Debt Instrument [Line Items]  
Borrowing Capacity $ 150,000,000
Balance Outstanding 86,343,000
Available Financing 63,657,000
Debt Excess Borrowing Capacity  
Debt Instrument [Line Items]  
Borrowing Capacity 6,829,192,000
Balance Outstanding 4,214,489,000
Available Financing $ 2,614,703,000