FAIR VALUE MEASUREMENT - Weighted Average Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)	12 Months Ended
	Dec. 31, 2018 $ / Loan	Dec. 31, 2017 $ / Loan
Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.002	0.0017
Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0026	0.0027
Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0027	0.0027
Agency | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Assets and Servicing Liabilities at Fair Value, Monthly Cost Per Loan	7.30	7.23
Non-Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0025
Non-Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0045	0.0034
Non-Agency | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Assets and Servicing Liabilities at Fair Value, Monthly Cost Per Loan	11.45	12.45
Ginnie Mae | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0033
Ginnie Mae | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Assets and Servicing Liabilities at Fair Value, Monthly Cost Per Loan	10.06
Directly Held | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0019	0.0016
Directly Held | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0021	0.0021
Directly Held | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0022	0.0022
Directly Held | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0022	0.0021
Directly Held | Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0021	0.0021
Directly Held | Non-Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0015	0.0015
Directly Held | Non-Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0023	0.0022
Directly Held | Non-Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.002	0.002
Directly Held | Non-Agency | Ocwen Serviced Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)		0.0014
Directly Held | Non-Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0016	0.0015
Held through Equity Method Investees | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0021	0.0021
Held through Equity Method Investees | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0019	0.0019
Held through Equity Method Investees | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0023	0.0023
Held through Equity Method Investees | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps)	0.0023	0.0023
Prepayment Rate | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.095	0.092
Prepayment Rate | Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.094	0.105
Prepayment Rate | Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.095	0.103
Prepayment Rate | Non-Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.132
Prepayment Rate | Non-Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.082	0.100
Prepayment Rate | Ginnie Mae | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.112
Prepayment Rate | Directly Held | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.094	0.092
Prepayment Rate | Directly Held | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.098	0.097
Prepayment Rate | Directly Held | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.080	0.071
Prepayment Rate | Directly Held | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.079	0.071
Prepayment Rate | Directly Held | Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.091	0.088
Prepayment Rate | Directly Held | Non-Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.104	0.122
Prepayment Rate | Directly Held | Non-Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.080	0.069
Prepayment Rate | Directly Held | Non-Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.079	0.069
Prepayment Rate | Directly Held | Non-Agency | Ocwen Serviced Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		0.088
Prepayment Rate | Directly Held | Non-Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.099	0.094
Prepayment Rate | Held through Equity Method Investees | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.096	0.093
Prepayment Rate | Held through Equity Method Investees | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.109	0.113
Prepayment Rate | Held through Equity Method Investees | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.085	0.073
Prepayment Rate | Held through Equity Method Investees | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.086	0.073
Delinquency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.027	0.038
Delinquency | Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.01	0.009
Delinquency | Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.009	0.009
Delinquency | Non-Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.009
Delinquency | Non-Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.172	0.109
Delinquency | Ginnie Mae | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.039
Delinquency | Directly Held | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.024	0.035
Delinquency | Directly Held | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.025	0.030
Delinquency | Directly Held | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.021	0.044
Delinquency | Directly Held | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.022	0.043
Delinquency | Directly Held | Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.024	0.035
Delinquency | Held through Equity Method Investees | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.032	0.048
Delinquency | Held through Equity Method Investees | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.039	0.050
Delinquency | Held through Equity Method Investees | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.026	0.047
Delinquency | Held through Equity Method Investees | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.027	0.047
Recapture Rate | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.245	0.149
Recapture Rate | Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.222	0.254
Recapture Rate | Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.147	0.148
Recapture Rate | Non-Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.100
Recapture Rate | Non-Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.050	0.000
Recapture Rate | Ginnie Mae | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.242
Recapture Rate | Directly Held | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.215	0.109
Recapture Rate | Directly Held | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.263	0.316
Recapture Rate | Directly Held | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.236	0.231
Recapture Rate | Directly Held | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.248	0.262
Recapture Rate | Directly Held | Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.254	0.291
Recapture Rate | Directly Held | Non-Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.154	0.154
Recapture Rate | Directly Held | Non-Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.199	0.198
Recapture Rate | Directly Held | Non-Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.198	0.197
Recapture Rate | Directly Held | Non-Agency | Ocwen Serviced Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input		0.000
Recapture Rate | Directly Held | Non-Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.163	0.040
Recapture Rate | Held through Equity Method Investees | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.294	0.295
Recapture Rate | Held through Equity Method Investees | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.296	0.348
Recapture Rate | Held through Equity Method Investees | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.288	0.243
Recapture Rate | Held through Equity Method Investees | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Asset, Measurement Input	0.304	0.242
Collateral Weighted Average Maturity Years | Weighted Average | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	22 years	25 years
Collateral Weighted Average Maturity Years | Agency | Weighted Average | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	22 years	21 years
Collateral Weighted Average Maturity Years | Agency | Weighted Average | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	20 years	20 years
Collateral Weighted Average Maturity Years | Non-Agency | Weighted Average | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	25 years
Collateral Weighted Average Maturity Years | Non-Agency | Weighted Average | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	26 years	22 years
Collateral Weighted Average Maturity Years | Ginnie Mae | Weighted Average | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	27 years
Collateral Weighted Average Maturity Years | Directly Held | Weighted Average | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	23 years	25 years
Collateral Weighted Average Maturity Years | Directly Held | Agency | Weighted Average | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	21 years	23 years
Collateral Weighted Average Maturity Years | Directly Held | Agency | Weighted Average | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	24 years	24 years
Collateral Weighted Average Maturity Years | Directly Held | Agency | Weighted Average | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	22 years	23 years
Collateral Weighted Average Maturity Years | Directly Held | Non-Agency | Weighted Average | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	24 years	24 years
Collateral Weighted Average Maturity Years | Directly Held | Non-Agency | Weighted Average | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	24 years	24 years
Collateral Weighted Average Maturity Years | Directly Held | Non-Agency | Weighted Average | Ocwen Serviced Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)		26 years
Collateral Weighted Average Maturity Years | Directly Held | Non-Agency | Weighted Average | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	24 years	26 years
Collateral Weighted Average Maturity Years | Held through Equity Method Investees | Weighted Average | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	21 years	23 years
Collateral Weighted Average Maturity Years | Held through Equity Method Investees | Agency | Weighted Average | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	20 years	22 years
Collateral Weighted Average Maturity Years | Held through Equity Method Investees | Agency | Weighted Average | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Collateral Weighted Average Maturity (in years)	23 years	24 years