INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Narrative (Details) - USD ($) $ in Thousands		9 Months Ended
	Jan. 18, 2018	Sep. 30, 2019	Aug. 06, 2019	May 21, 2019	Apr. 02, 2019	Feb. 28, 2019	Dec. 31, 2018	Sep. 30, 2018	Jan. 01, 2018	Jul. 23, 2017
Schedule of MSRs [Line Items]
Residential mortgage loans subject to repurchase		$ 168,532					$ 121,602	$ 110,181
Residential mortgage loans, held-for-investment, at fair value		113,133					$ 121,088
Ocwen
Schedule of MSRs [Line Items]
UPB of Underlying Mortgages									$ 86,800,000	$ 110,000,000
Payments to acquire MSRs	$ 279,600
Mortgage Loans Subserviced
Schedule of MSRs [Line Items]
UPB of Underlying Mortgages		54,700,000
Subservicing revenue		$ 99,700
PHH Mortgage Corporation
Schedule of MSRs [Line Items]
Subservicer percent of UPB		26.90%
Nationstar
Schedule of MSRs [Line Items]
Subservicer percent of UPB		23.10%
Nationstar | MSRs
Schedule of MSRs [Line Items]
UPB of Underlying Mortgages						$ 9,500,000
LoanCare
Schedule of MSRs [Line Items]
Subservicer percent of UPB		19.20%
AmeriHome
Schedule of MSRs [Line Items]
Subservicer percent of UPB		1.80%
Flagstar Bank
Schedule of MSRs [Line Items]
Subservicer percent of UPB		0.80%
Shellpoint Mortgage Servicing
Schedule of MSRs [Line Items]
Subservicer percent of UPB		28.20%
Ocwen | New Residential Mortgage LLC | MSRs
Schedule of MSRs [Line Items]
Unpaid principal balance of underlying loans, transferred		$ 66,700,000
United Shore | MSRs
Schedule of MSRs [Line Items]
UPB of Underlying Mortgages				$ 23,700,000	$ 8,200,000
Quicken | MSRs
Schedule of MSRs [Line Items]
UPB of Underlying Mortgages			$ 29,100,000