Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE MEASUREMENT - Summary of Certain Information Regarding Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)

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FAIR VALUE MEASUREMENT - Summary of Certain Information Regarding Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)
6 Months Ended
Jun. 30, 2017
$ / Loan
Weighted Average [Member]  
Directly Held (Note 4)  
Monthly cost per loan 7.35
Excess MSRs [Member]  
Directly Held (Note 4)  
Prepayment Speed 9.30%
Delinquency 3.70%
Recapture Rate 14.40%
Excess Mortgage Servicing Amount (bps) 0.0017
Excess MSRs [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 25 years
Mortgage Servicing Rights [Member]  
Directly Held (Note 4)  
Prepayment Speed 9.90%
Delinquency 0.80%
Recapture Rate 25.20%
Excess Mortgage Servicing Amount (bps) 0.0027
Mortgage Servicing Rights [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 22 years
Mortgage Servicing Rights Financing Receivable [Member]  
Directly Held (Note 4)  
Prepayment Speed 10.20%
Delinquency 0.80%
Recapture Rate 14.60%
Excess Mortgage Servicing Amount (bps) 0.0026
Mortgage Servicing Rights Financing Receivable [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 23 years
Directly Held [Member] | Excess MSRs [Member]  
Directly Held (Note 4)  
Prepayment Speed 9.30%
Delinquency 3.40%
Recapture Rate 10.30%
Excess Mortgage Servicing Amount (bps) 0.0016
Directly Held [Member] | Excess MSRs [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 25 years
Directly Held [Member] | Agency [Member] | Original Pools [Member]  
Directly Held (Note 4)  
Prepayment Speed 9.20%
Delinquency 3.00%
Recapture Rate 30.10%
Excess Mortgage Servicing Amount (bps) 0.0021
Directly Held [Member] | Agency [Member] | Original Pools [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 23 years
Directly Held [Member] | Agency [Member] | Recaptured Pools [Member]  
Directly Held (Note 4)  
Prepayment Speed 7.20%
Delinquency 4.30%
Recapture Rate 22.90%
Excess Mortgage Servicing Amount (bps) 0.0022
Directly Held [Member] | Agency [Member] | Recaptured Pools [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 25 years
Directly Held [Member] | Agency [Member] | Recapture Agreements [Member]  
Directly Held (Note 4)  
Prepayment Speed 7.10%
Delinquency 4.20%
Recapture Rate 25.60%
Excess Mortgage Servicing Amount (bps) 0.0021
Directly Held [Member] | Agency [Member] | Excess MSRs [Member]  
Directly Held (Note 4)  
Prepayment Speed 8.60%
Delinquency 3.40%
Recapture Rate 28.20%
Excess Mortgage Servicing Amount (bps) 0.0021
Directly Held [Member] | Agency [Member] | Excess MSRs [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 23 years
Directly Held [Member] | Non-Agency [Member] | Original Pools [Member]  
Directly Held (Note 4)  
Prepayment Speed 12.20%
Recapture Rate 15.00%
Excess Mortgage Servicing Amount (bps) 0.0015
Directly Held [Member] | Non-Agency [Member] | Original Pools [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 24 years
Directly Held [Member] | Non-Agency [Member] | Recaptured Pools [Member]  
Directly Held (Note 4)  
Prepayment Speed 7.10%
Recapture Rate 19.80%
Excess Mortgage Servicing Amount (bps) 0.0022
Directly Held [Member] | Non-Agency [Member] | Recaptured Pools [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 24 years
Directly Held [Member] | Non-Agency [Member] | Recapture Agreements [Member]  
Directly Held (Note 4)  
Prepayment Speed 7.00%
Recapture Rate 19.70%
Excess Mortgage Servicing Amount (bps) 0.0020
Directly Held [Member] | Non-Agency [Member] | Ocwen Serviced Pools [Member]  
Directly Held (Note 4)  
Prepayment Speed 9.10%
Recapture Rate 0.00%
Excess Mortgage Servicing Amount (bps) 0.0014
Directly Held [Member] | Non-Agency [Member] | Ocwen Serviced Pools [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 26 years
Directly Held [Member] | Non-Agency [Member] | Excess MSRs [Member]  
Directly Held (Note 4)  
Prepayment Speed 9.60%
Recapture Rate 3.60%
Excess Mortgage Servicing Amount (bps) 0.0014
Directly Held [Member] | Non-Agency [Member] | Excess MSRs [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 26 years
Held through Equity Method Investees [Member] | Excess MSRs [Member]  
Directly Held (Note 4)  
Prepayment Speed 9.30%
Delinquency 4.70%
Recapture Rate 29.90%
Excess Mortgage Servicing Amount (bps) 0.0021
Held through Equity Method Investees [Member] | Excess MSRs [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 23 years
Held through Equity Method Investees [Member] | Agency [Member] | Original Pools [Member]  
Directly Held (Note 4)  
Prepayment Speed 10.90%
Delinquency 4.90%
Recapture Rate 34.80%
Excess Mortgage Servicing Amount (bps) 0.0019
Held through Equity Method Investees [Member] | Agency [Member] | Original Pools [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 22 years
Held through Equity Method Investees [Member] | Agency [Member] | Recaptured Pools [Member]  
Directly Held (Note 4)  
Prepayment Speed 7.40%
Delinquency 4.50%
Recapture Rate 24.30%
Excess Mortgage Servicing Amount (bps) 0.0023
Held through Equity Method Investees [Member] | Agency [Member] | Recaptured Pools [Member] | Weighted Average [Member]  
Directly Held (Note 4)  
Collateral Weighted Average Maturity (in years) 24 years
Held through Equity Method Investees [Member] | Agency [Member] | Recapture Agreements [Member]  
Directly Held (Note 4)  
Prepayment Speed 7.40%
Delinquency 4.50%
Recapture Rate 24.20%
Excess Mortgage Servicing Amount (bps) 0.0023