INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MORTGAGE SERVICING RIGHTS FINANCING RECEIVABLES - Schedule of Investment in MSRs (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2018	Dec. 31, 2017	Nov. 08, 2018	Aug. 31, 2018	Jun. 28, 2018	Jun. 04, 2018	Jun. 01, 2018	May 31, 2018	May 25, 2018	May 01, 2018	Mar. 28, 2018	Feb. 28, 2018	Dec. 31, 2016
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages	$ 103,000,000
Weighted Average Life (Years)	10 months 29 days
Carrying Value	$ 1,644,504	$ 598,728
MSRs
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages	$ 258,462,703	$ 172,454,150
Weighted Average Life (Years)	6 years 6 months 7 days	6 years 3 months 22 days
Amortized Cost Basis	$ 2,566,694	$ 1,476,330
Carrying Value	$ 2,884,100	$ 1,735,504
Discount rate	8.70%	9.10%
Mortgage Servicing Rights Financing Receivable
Schedule of Mortgage Servicing Rights [Line Items]
Discount rate	10.30%	9.40%
Agency | MSRs
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages	$ 226,295,778	$ 172,392,496
Weighted Average Life (Years)	6 years 4 months 24 days	6 years 3 months 22 days
Amortized Cost Basis	$ 2,189,039	$ 1,476,330
Carrying Value	2,506,676	1,735,504
Non-Agency | MSRs
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages	$ 2,143,212	$ 61,654
Weighted Average Life (Years)	6 years 7 months 6 days	5 years 7 months 22 days
Amortized Cost Basis	$ 19,982	$ 0
Carrying Value	22,438	0
Ginnie Mae | MSRs
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages	$ 30,023,713
Weighted Average Life (Years)	7 years 4 months 24 days
Amortized Cost Basis	$ 357,673
Carrying Value	354,986
MSRs
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages			$ 100,000	$ 18,500,000	$ 4,700,000	$ 2,100,000	$ 500,000	$ 6,100,000	$ 2,100,000	$ 4,600,000	$ 8,100,000	$ 3,300,000
Carrying Value	2,884,100	1,735,504											$ 659,483
MSRs | Mortgage Servicing Rights Financing Receivable
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages	$ 130,516,565	$ 64,344,893
Weighted Average Life (Years)	6 years 9 months 11 days	5 years 10 months 4 days
Amortized Cost Basis	$ 1,303,738	$ 489,144
Carrying Value	1,644,504	598,728
MSRs | Agency | Mortgage Servicing Rights Financing Receivable
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages	$ 42,265,547	$ 49,498,415
Weighted Average Life (Years)	5 years 10 months 24 days	5 years 10 months 26 days
Amortized Cost Basis	$ 366,946	$ 428,657
Carrying Value	434,110	476,206
MSRs | Non-Agency | Mortgage Servicing Rights Financing Receivable
Schedule of Mortgage Servicing Rights [Line Items]
UPB of Underlying Mortgages	$ 88,251,018	$ 14,846,478
Weighted Average Life (Years)	7 years 2 months 12 days	5 years 7 months 22 days
Amortized Cost Basis	$ 936,792	$ 60,487
Carrying Value	$ 1,210,394	$ 122,522