FAIR VALUE MEASUREMENT - Information Regarding Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)	9 Months Ended
	Sep. 30, 2017 $ / Loan
Excess MSRs
Directly Held
Prepayment Rate	9.40%
Delinquency	3.50%
Recapture Rate	15.00%
Servicing Amount Percentage	0.0017
Excess MSRs | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	25 years
Mortgage Servicing Rights
Directly Held
Prepayment Rate	10.20%
Delinquency	0.90%
Recapture Rate	25.70%
Servicing Amount Percentage	0.0027
Mortgage Servicing Rights | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	21 years
Agency, Mortgage Servicing Rights Financing Receivable
Directly Held
Prepayment Rate	10.40%
Delinquency	0.90%
Recapture Rate	14.60%
Servicing Amount Percentage	0.0027
Agency, Mortgage Servicing Rights Financing Receivable | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	21 years
Nonagency, Mortgage Servicing Rights Financing Receivable
Directly Held
Prepayment Rate	8.30%
Delinquency	11.40%
Recapture Rate	0.00%
Servicing Amount Percentage	0.0033
Nonagency, Mortgage Servicing Rights Financing Receivable | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	22 years
Agency | Weighted Average
Directly Held
Monthly cost per loan (in dollars per loan)	7.26
Non-Agency | Weighted Average
Directly Held
Monthly cost per loan (in dollars per loan)	12.57
Directly Held | Excess MSRs
Directly Held
Prepayment Rate	9.40%
Delinquency	3.10%
Recapture Rate	10.90%
Servicing Amount Percentage	0.0016
Directly Held | Excess MSRs | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	25 years
Directly Held | Agency | Original Pools
Directly Held
Prepayment Rate	9.40%
Delinquency	2.90%
Recapture Rate	30.50%
Servicing Amount Percentage	0.0021
Directly Held | Agency | Original Pools | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	23 years
Directly Held | Agency | Recaptured Pools
Directly Held
Prepayment Rate	7.20%
Delinquency	3.70%
Recapture Rate	22.90%
Servicing Amount Percentage	0.0022
Directly Held | Agency | Recaptured Pools | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	25 years
Directly Held | Agency | Recapture Agreements
Directly Held
Prepayment Rate	7.00%
Delinquency	3.50%
Recapture Rate	25.80%
Servicing Amount Percentage	0.0021
Directly Held | Agency | Excess MSRs
Directly Held
Prepayment Rate	8.70%
Delinquency	3.10%
Recapture Rate	28.50%
Servicing Amount Percentage	0.0021
Directly Held | Agency | Excess MSRs | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	23 years
Directly Held | Non-Agency | Original Pools
Directly Held
Prepayment Rate	12.20%
Recapture Rate	15.00%
Servicing Amount Percentage	0.0015
Directly Held | Non-Agency | Original Pools | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	24 years
Directly Held | Non-Agency | Recaptured Pools
Directly Held
Prepayment Rate	7.00%
Recapture Rate	19.80%
Servicing Amount Percentage	0.0022
Directly Held | Non-Agency | Recaptured Pools | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	24 years
Directly Held | Non-Agency | Recapture Agreements
Directly Held
Prepayment Rate	7.00%
Recapture Rate	19.70%
Servicing Amount Percentage	0.0020
Directly Held | Non-Agency | Ocwen Serviced Pools
Directly Held
Prepayment Rate	9.20%
Recapture Rate	0.00%
Servicing Amount Percentage	0.0014
Directly Held | Non-Agency | Ocwen Serviced Pools | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	26 years
Directly Held | Non-Agency | Excess MSRs
Directly Held
Prepayment Rate	9.70%
Recapture Rate	3.90%
Servicing Amount Percentage	0.0014
Directly Held | Non-Agency | Excess MSRs | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	26 years
Held through Equity Method Investees | Excess MSRs
Directly Held
Prepayment Rate	9.30%
Delinquency	4.80%
Recapture Rate	29.80%
Servicing Amount Percentage	0.0020
Held through Equity Method Investees | Excess MSRs | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	23 years
Held through Equity Method Investees | Agency | Original Pools
Directly Held
Prepayment Rate	11.00%
Delinquency	4.90%
Recapture Rate	34.90%
Servicing Amount Percentage	0.0018
Held through Equity Method Investees | Agency | Original Pools | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	22 years
Held through Equity Method Investees | Agency | Recaptured Pools
Directly Held
Prepayment Rate	7.40%
Delinquency	4.60%
Recapture Rate	24.30%
Servicing Amount Percentage	0.0023
Held through Equity Method Investees | Agency | Recaptured Pools | Weighted Average
Directly Held
Collateral Weighted Average Maturity (in years)	24 years
Held through Equity Method Investees | Agency | Recapture Agreements
Directly Held
Prepayment Rate	7.40%
Delinquency	4.60%
Recapture Rate	24.20%
Servicing Amount Percentage	0.0023