SUBSEQUENT EVENTS - Narrative (Details) $ / shares in Units, $ in Thousands												3 Months Ended		6 Months Ended	9 Months Ended
	Nov. 03, 2015 USD ($) pools	Nov. 02, 2015 USD ($)	Oct. 27, 2015 USD ($)	Oct. 13, 2015 USD ($)	Sep. 25, 2015 USD ($)	Sep. 18, 2015 USD ($) $ / shares	Jul. 16, 2015 USD ($)	Jun. 25, 2015 USD ($)	May. 14, 2015 USD ($) $ / shares	Mar. 16, 2015 USD ($) $ / shares	Dec. 18, 2014 USD ($) $ / shares	Sep. 30, 2015 USD ($) $ / shares	Sep. 30, 2014 $ / shares	Jun. 30, 2015 USD ($)	Sep. 30, 2015 USD ($) $ / shares	Sep. 30, 2014 USD ($) $ / shares
Subsequent Event [Line Items]
Purchase of residential mortgage loans															$ 664	$ 620,038
Dividend declared per share (in dollars per share) | $ / shares						$ 0.46			$ 0.45	$ 0.38	$ 0.38	$ 0.46	$ 0.35		$ 1.29	$ 1.2
Dividends						$ 106,000			$ 89,500	$ 53,700	$ 53,700				$ 249,277
Residential Mortgage [Member]
Subsequent Event [Line Items]
Unpaid Principal Balance					$ 216,300			$ 369,000
Purchase of residential mortgage loans					$ 223,100			388,800
Residential Mortgage [Member] | Non-Performing Loans [Member]
Subsequent Event [Line Items]
Unpaid Principal Balance								$ 34,500				$ 1,200,000			$ 1,200,000
Excess MSRs [Member]
Subsequent Event [Line Items]
Purchase of servicer advance investments							$ 2,400							$ 54,200
Percentage of Excess MSRs acquired														33.30%
Unpaid Principal Balance							$ 800,000
Excess MSRs [Member] | Fannie Mae [Member]
Subsequent Event [Line Items]
Percentage of Excess MSRs acquired														33.00%
Unpaid Principal Balance														$ 1,600,000
Excess MSRs [Member] | Nationstar [Member] | Fannie Mae [Member]
Subsequent Event [Line Items]
Percentage of Excess MSRs acquired														33.00%
Subsequent Event [Member] | General and Administrative Expense [Member]
Subsequent Event [Line Items]
Settlement accrual				$ 9,100
Subsequent Event [Member] | Residential Mortgage [Member] | Non-Performing Loans [Member]
Subsequent Event [Line Items]
Unpaid Principal Balance	$ 654,700
Number of pools of loans | pools	2
Purchase of residential mortgage loans	$ 442,600
Subsequent Event [Member] | Excess MSRs [Member] | MSRs Pool 1 [Member]
Subsequent Event [Line Items]
Purchase of servicer advance investments		$ 35,000	$ 76,300
Unpaid Principal Balance			17,600,000
Subsequent Event [Member] | Excess MSRs [Member] | MSRs Pool 2 [Member]
Subsequent Event [Line Items]
Purchase of servicer advance investments			9,700
Unpaid Principal Balance			$ 1,700,000
Subsequent Event [Member] | Excess MSRs [Member] | Fannie Mae [Member] | MSRs Pool 1 [Member]
Subsequent Event [Line Items]
Percentage of Excess MSRs acquired			66.70%
Subsequent Event [Member] | Excess MSRs [Member] | Fannie Mae [Member] | MSRs Pool 2 [Member]
Subsequent Event [Line Items]
Percentage of Excess MSRs acquired			66.70%
Subsequent Event [Member] | Excess MSRs [Member] | Fannie Mae [Member] | Loan Purchase Commitments [Member] | MSRs Pool 1 [Member]
Subsequent Event [Line Items]
Remaining commitment to invest in Excess MSRs			$ 5,800
Subsequent Event [Member] | Excess MSRs [Member] | Nationstar [Member] | Fannie Mae [Member] | MSRs Pool 1 [Member]
Subsequent Event [Line Items]
Percentage of Excess MSRs acquired			33.30%
Subsequent Event [Member] | Excess MSRs [Member] | Nationstar [Member] | Fannie Mae [Member] | MSRs Pool 2 [Member]
Subsequent Event [Line Items]
Percentage of Excess MSRs acquired			33.30%