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INVESTMENTS IN EXCESS MORTGAGE SERVICING RIGHTS - Schedule of Activity Related to the Carrying Value of Investments in Excess MSRs (Details) - Excess MSRs - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Carrying Value of Investments in Excess MSRs    
Beginning balance $ 1,173,713 $ 1,399,455
Purchases 0 (71,982)
Interest income 44,440 0
Other income 46,861 103,053
Proceeds from repayments (127,793) 4,377
Proceeds from sales (19,084) (252,007)
Change in fair value (58,656) (13,505)
Ocwen Transaction (611,621) 4,322
Ending balance 447,860 1,173,713
Nationstar    
Carrying Value of Investments in Excess MSRs    
Beginning balance 532,233 611,293
Purchases 0 0
Interest income 44,386 0
Other income 6,444 46,393
Proceeds from repayments (100,215) 2,384
Proceeds from sales (19,084) (120,485)
Change in fair value (18,436) (13,505)
Ocwen Transaction 0 6,153
Ending balance 445,328 532,233
SLS    
Carrying Value of Investments in Excess MSRs    
Beginning balance 2,913 3,935
Purchases 0 0
Interest income 54 0
Other income 0 (191)
Proceeds from repayments (632) 0
Proceeds from sales 0 (1,400)
Change in fair value 197 0
Ocwen Transaction 0 569
Ending balance 2,532 2,913
Ocwen    
Carrying Value of Investments in Excess MSRs    
Beginning balance 638,567 784,227
Purchases 0 (71,982)
Interest income 0 0
Other income 40,417 56,851
Proceeds from repayments (26,946) 1,993
Proceeds from sales 0 (130,122)
Change in fair value (40,417) 0
Ocwen Transaction (611,621) (2,400)
Ending balance $ 0 $ 638,567