DEBT OBLIGATIONS - Carrying Value (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Debt Instrument [Roll Forward]
Beginning balance	$ 15,746,530	$ 13,181,236
Borrowings	99,662,678	57,762,563	$ 31,015,797
Repayments	(93,214,286)	(54,289,124)	(29,866,052)
Ending balance	22,656,235	15,746,530	13,181,236
Excess MSRs
Debt Instrument [Roll Forward]
Beginning balance	483,978	729,145
Ending balance	297,563	483,978	729,145
MSRs
Debt Instrument [Roll Forward]
Beginning balance	1,157,179	0
Ending balance	2,360,856	1,157,179	0
Servicer Advances
Debt Instrument [Roll Forward]
Beginning balance	4,060,156	5,549,872
Ending balance	3,382,455	4,060,156	5,549,872
Real Estate Securities
Debt Instrument [Roll Forward]
Beginning balance	6,694,454	4,419,002
Ending balance	11,780,855	6,694,454	4,419,002
Residential mortgage loans and REO
Debt Instrument [Roll Forward]
Beginning balance	2,108,007	783,006
Ending balance	3,898,059	2,108,007	783,006
Consumer Loans
Debt Instrument [Roll Forward]
Beginning balance	1,242,756	1,700,211
Ending balance	936,447	1,242,756	$ 1,700,211
Repurchase Agreements:
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	439,632
Debt Instrument [Roll Forward]
Borrowings	99,662,678	57,762,563
Repayments	(93,210,903)	(54,292,507)
Capitalized deferred financing costs, net of amortization	(424)	1,449
Repurchase Agreements: | Excess MSRs
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	0
Debt Instrument [Roll Forward]
Borrowings	0	0
Repayments	0	0
Capitalized deferred financing costs, net of amortization	0	0
Repurchase Agreements: | MSRs
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	0
Debt Instrument [Roll Forward]
Borrowings	0	0
Repayments	0	0
Capitalized deferred financing costs, net of amortization	0	0
Repurchase Agreements: | Servicer Advances
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	0
Debt Instrument [Roll Forward]
Borrowings	0	0
Repayments	0	0
Capitalized deferred financing costs, net of amortization	0	0
Repurchase Agreements: | Real Estate Securities
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	1,957
Debt Instrument [Roll Forward]
Borrowings	90,996,778	55,233,007
Repayments	(85,912,169)	(52,957,555)
Capitalized deferred financing costs, net of amortization	165	0
Repurchase Agreements: | Residential mortgage loans and REO
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	437,675
Debt Instrument [Roll Forward]
Borrowings	8,665,900	2,529,556
Repayments	(7,298,734)	(1,334,952)
Capitalized deferred financing costs, net of amortization	(589)	1,449
Repurchase Agreements: | Consumer Loans
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	0
Debt Instrument [Roll Forward]
Borrowings	0	0
Repayments	0	0
Capitalized deferred financing costs, net of amortization	0	0
Notes and Bonds Payable:
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	141,433
Debt Instrument [Roll Forward]
Borrowings	9,770,909	8,057,720
Repayments	(9,892,659)	(8,971,523)
Discount on borrowings, net of amortization	1,674	(847)
Unrealized gain on notes, fair value	684
Capitalized deferred financing costs, net of amortization	(4,167)	8,439
Notes and Bonds Payable: | Excess MSRs
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	0
Debt Instrument [Roll Forward]
Beginning balance	483,978
Borrowings	350,787	1,400,354
Repayments	(537,227)	(1,650,409)
Discount on borrowings, net of amortization	0	0
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	25	4,888
Ending balance	297,563	483,978
Notes and Bonds Payable: | MSRs
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	20,731
Debt Instrument [Roll Forward]
Borrowings	4,212,855	1,172,058
Repayments	(3,022,785)	(13,973)
Discount on borrowings, net of amortization	0	0
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	(7,124)	(906)
Notes and Bonds Payable: | Servicer Advances
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	0
Debt Instrument [Roll Forward]
Beginning balance	4,060,156
Borrowings	5,207,084	5,344,985
Repayments	(5,887,384)	(6,838,862)
Discount on borrowings, net of amortization	41	(147)
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	2,558	4,308
Ending balance	3,382,455	4,060,156
Notes and Bonds Payable: | Real Estate Securities
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	0
Debt Instrument [Roll Forward]
Borrowings	0	0
Repayments	0	0
Discount on borrowings, net of amortization	0	0
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	0	0
Notes and Bonds Payable: | Residential mortgage loans and REO
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	120,702
Debt Instrument [Roll Forward]
Borrowings	183	140,323
Repayments	(136,947)	(11,375)
Discount on borrowings, net of amortization	0	0
Unrealized gain on notes, fair value	684
Capitalized deferred financing costs, net of amortization	0	0
Notes and Bonds Payable: | Consumer Loans
Debt Instrument [Line Items]
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Noncurrent Liabilities, Long-term Debt	0
Debt Instrument [Roll Forward]
Beginning balance	1,242,756
Borrowings	0	0
Repayments	(308,316)	(456,904)
Discount on borrowings, net of amortization	1,633	(700)
Unrealized gain on notes, fair value	0
Capitalized deferred financing costs, net of amortization	374	149
Ending balance	$ 936,447	$ 1,242,756