DEBT OBLIGATIONS - Schedule of Debt Obligations (Details) - USD ($)	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015
Debt Instrument [Line Items]
Outstanding Face Amount	$ 15,760,970,000
Carrying Value	$ 15,746,530,000	$ 13,181,236,000	$ 11,292,622,000
Weighted Average Funding Cost	3.21%
Weighted Average Life (Years)	1 year 2 months 2 days
Interest payable	$ 28,821,000	23,108,000
Excess MSRs
Debt Instrument [Line Items]
Carrying Value	483,978,000	729,145,000	182,978,000
Servicer Advances
Debt Instrument [Line Items]
Carrying Value	4,060,156,000	5,549,872,000	7,047,061,000
Consumer Loans
Debt Instrument [Line Items]
Carrying Value	1,242,756,000	1,700,211,000	$ 40,446,000
Repurchase Agreements: | Agency RMBS
Debt Instrument [Line Items]
Outstanding Face Amount	1,974,164,000
Carrying Value	$ 1,974,164,000	1,764,760,000
Weighted Average Funding Cost	1.37%
Weighted Average Life (Years)	1 month 20 days
Repurchase Agreements: | Agency RMBS | Trade And Other Receivables
Debt Instrument [Line Items]
Collateral amount	$ 1,000,000,000
Repurchase Agreements: | Agency RMBS | Treasury Securities
Debt Instrument [Line Items]
Collateral amount	$ 900,000,000
Repurchase Agreements: | Agency RMBS | Collateral
Debt Instrument [Line Items]
Weighted Average Life (Years)	3 years 8 months 3 days
Outstanding Face	$ 1,951,238,000
Amortized Cost Basis	2,014,038,000
Carrying Value	1,997,348,000
Repurchase Agreements: | Non-Agency RMBS
Debt Instrument [Line Items]
Outstanding Face Amount	4,720,290,000
Carrying Value	$ 4,720,290,000	2,654,242,000
Weighted Average Funding Cost	2.90%
Weighted Average Life (Years)	20 days
Repurchase Agreements: | Non-Agency RMBS | Retained Servicer Advance and Consumer Bonds
Debt Instrument [Line Items]
Carrying Value	$ 160,200,000
Repurchase Agreements: | Non-Agency RMBS | Collateral
Debt Instrument [Line Items]
Weighted Average Life (Years)	7 years 8 months 13 days
Outstanding Face	$ 11,899,935,000
Amortized Cost Basis	5,467,187,000
Carrying Value	5,839,524,000
Repurchase Agreements: | Residential Mortgage Loans
Debt Instrument [Line Items]
Outstanding Face Amount	1,850,515,000
Carrying Value	$ 1,849,004,000	686,412,000
Weighted Average Funding Cost	3.73%
Weighted Average Life (Years)	10 months 13 days
Repurchase Agreements: | Residential Mortgage Loans | Collateral
Debt Instrument [Line Items]
Weighted Average Life (Years)	4 years 4 months
Outstanding Face	$ 2,364,874,000
Amortized Cost Basis	2,165,584,000
Carrying Value	2,135,698,000
Repurchase Agreements: | Real Estate Owned
Debt Instrument [Line Items]
Outstanding Face Amount	118,778,000
Carrying Value	$ 118,681,000	85,217,000
Weighted Average Funding Cost	3.70%
Weighted Average Life (Years)	9 months
Repurchase Agreements: | Real Estate Owned | Collateral
Debt Instrument [Line Items]
Carrying Value	$ 142,404,000
Repurchase Agreements: | Repurchase Agreements
Debt Instrument [Line Items]
Outstanding Face Amount	8,663,747,000
Carrying Value	$ 8,662,139,000	5,190,631,000
Weighted Average Funding Cost	2.74%
Weighted Average Life (Years)	3 months 3 days
Interest payable	$ 16,900,000
Notes and Bonds Payable: | Residential Mortgage Loans
Debt Instrument [Line Items]
Outstanding Face Amount	137,196,000
Carrying Value	$ 137,196,000	8,271,000
Weighted Average Funding Cost	3.61%
Weighted Average Life (Years)	2 years 3 months 7 days
Notes and Bonds Payable: | Residential Mortgage Loans | Collateral
Debt Instrument [Line Items]
Weighted Average Life (Years)	7 years 11 months 20 days
Outstanding Face	$ 229,522,000
Amortized Cost Basis	179,812,000
Carrying Value	179,812,000
Notes and Bonds Payable: | Real Estate Owned
Debt Instrument [Line Items]
Outstanding Face Amount	3,126,000
Carrying Value	$ 3,126,000	3,106,000
Weighted Average Funding Cost	3.90%
Weighted Average Life (Years)	9 months 29 days
Notes and Bonds Payable: | Real Estate Owned | Collateral
Debt Instrument [Line Items]
Carrying Value	$ 2,782,000
Notes and Bonds Payable: | Excess MSRs
Debt Instrument [Line Items]
Outstanding Face Amount	484,199,000
Carrying Value	$ 483,978,000	729,145,000
Weighted Average Funding Cost	5.31%
Weighted Average Life (Years)	2 years 9 months 17 days
Notes and Bonds Payable: | Excess MSRs | Collateral
Debt Instrument [Line Items]
Weighted Average Life (Years)	6 years 28 days
Outstanding Face	$ 264,504,619,000
Amortized Cost Basis	1,107,042,000
Carrying Value	1,328,008,000
Notes and Bonds Payable: | MSRs
Debt Instrument [Line Items]
Outstanding Face Amount	1,158,085,000
Carrying Value	$ 1,157,179,000	0
Weighted Average Funding Cost	5.44%
Weighted Average Life (Years)	2 years 2 months 13 days
Notes and Bonds Payable: | MSRs | Collateral
Debt Instrument [Line Items]
Weighted Average Life (Years)	6 years 2 months 21 days
Outstanding Face	$ 221,952,565,000
Amortized Cost Basis	1,904,987,000
Carrying Value	2,211,710,000
Notes and Bonds Payable: | Servicer Advances
Debt Instrument [Line Items]
Outstanding Face Amount	4,066,567,000
Carrying Value	$ 4,060,156,000	5,549,872,000
Weighted Average Funding Cost	3.26%
Weighted Average Life (Years)	2 years 3 days
Face amount of fixed rate debt	$ 3,500,000,000
Notes and Bonds Payable: | Servicer Advances | LIBOR | Minimum
Debt Instrument [Line Items]
Variable interest rate spread	1.49203%
Notes and Bonds Payable: | Servicer Advances | LIBOR | Maximum
Debt Instrument [Line Items]
Variable interest rate spread	2.40189%
Notes and Bonds Payable: | Servicer Advances | Collateral
Debt Instrument [Line Items]
Weighted Average Life (Years)	4 years 5 months 19 days
Outstanding Face	$ 4,255,047,000
Amortized Cost Basis	4,596,042,000
Carrying Value	4,699,418,000
Notes and Bonds Payable: | Consumer Loans
Debt Instrument [Line Items]
Outstanding Face Amount	1,248,050,000
Carrying Value	$ 1,242,756,000	1,700,211,000
Weighted Average Funding Cost	3.36%
Weighted Average Life (Years)	3 years 1 month 7 days
Notes and Bonds Payable: | Consumer Loans | Collateral
Debt Instrument [Line Items]
Weighted Average Life (Years)	3 years 5 months 23 days
Outstanding Face	$ 1,377,625,000
Amortized Cost Basis	1,380,202,000
Carrying Value	1,374,097,000
Notes and Bonds Payable: | Total Notes and Bonds Payable
Debt Instrument [Line Items]
Outstanding Face Amount	7,097,223,000
Carrying Value	$ 7,084,391,000	$ 7,990,605,000
Weighted Average Funding Cost	3.78%
Weighted Average Life (Years)	2 years 3 months 15 days
Notes and Bonds Payable: | Residential Mortgage Loans | Nationstar
Debt Instrument [Line Items]
Outstanding Face Amount	$ 10,300,000
Notes and Bonds Payable: | Residential Mortgage Loans | LIBOR | Nationstar
Debt Instrument [Line Items]
Variable interest rate spread	2.875%
Notes and Bonds Payable: | 3.60% Residential Mortgage Asset-backed Notes
Debt Instrument [Line Items]
Outstanding Face Amount	$ 130,000,000
Interest rate, stated percentage	3.5979%
Secured Debt | 3.75% Secured Corporate Note
Debt Instrument [Line Items]
Outstanding Face Amount	$ 204,200,000
Secured Debt | 3.75% Secured Corporate Note | LIBOR
Debt Instrument [Line Items]
Variable interest rate spread	3.75%
Secured Debt | Secured Corporate Note
Debt Instrument [Line Items]
Outstanding Face Amount	$ 280,000,000
Secured Debt | Secured Corporate Note | LIBOR
Debt Instrument [Line Items]
Variable interest rate spread	3.75%
Secured Debt | 4.25% Agency MSR Secured Note
Debt Instrument [Line Items]
Outstanding Face Amount	$ 290,000,000
Secured Debt | 4.25% Agency MSR Secured Note | LIBOR
Debt Instrument [Line Items]
Variable interest rate spread	4.25%
Secured Debt | 3.75% Agency MSR Secured Note
Debt Instrument [Line Items]
Outstanding Face Amount	$ 232,870,959.12000000
Secured Debt | 3.75% Agency MSR Secured Note | LIBOR
Debt Instrument [Line Items]
Variable interest rate spread	3.75%
Secured Debt | 3.50% Agency MSR Secured Note
Debt Instrument [Line Items]
Outstanding Face Amount	$ 74,000,000
Secured Debt | 3.50% Agency MSR Secured Note | LIBOR
Debt Instrument [Line Items]
Variable interest rate spread	3.50%
Secured Debt | 4.00% Agency MSR Secured Note
Debt Instrument [Line Items]
Outstanding Face Amount	$ 487,200,000
Secured Debt | 4.00% Agency MSR Secured Note | LIBOR
Debt Instrument [Line Items]
Variable interest rate spread	4.00%
Secured Debt | 3.13% Agency MSR Secured Note | LIBOR
Debt Instrument [Line Items]
Outstanding Face Amount	$ 74,000,000
Variable interest rate spread	3.125%
Secured Debt | Consumer Loan, UPB Class A
Debt Instrument [Line Items]
UPB of Underlying Mortgages	$ 927,000,000
Interest rate, stated percentage	3.05%
Secured Debt | Consumer Loan, UPB Class B
Debt Instrument [Line Items]
UPB of Underlying Mortgages	$ 210,800,000
Interest rate, stated percentage	4.10%
Secured Debt | Consumer Loan, UPB Class C-1
Debt Instrument [Line Items]
UPB of Underlying Mortgages	$ 18,300,000
Interest rate, stated percentage	5.63%
Secured Debt | Consumer Loan, UPB Class C-2
Debt Instrument [Line Items]
UPB of Underlying Mortgages	$ 18,300,000
Interest rate, stated percentage	5.63%
Secured Debt | 4.00% Consumer Loans
Debt Instrument [Line Items]
Outstanding Face Amount	$ 73,600,000
Interest rate, stated percentage	4.00%