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FAIR VALUE MEASUREMENT - Information Regarding the Inputs used in Valuing the Servicer Advances (Details) - Servicer Advances
6 Months Ended
Jun. 30, 2020
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Mortgage servicing amount 10.70%
Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 0.80%
Mortgage servicing amount 0.168
Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 1.50%
Mortgage servicing amount 0.197
Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Outstanding Servicer Advances to UPB of Underlying Residential Mortgage Loans 1.50%
Mortgage servicing amount 0.197
Prepayment Rate | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.086
Prepayment Rate | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.091
Prepayment Rate | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.091
Delinquency | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.074
Delinquency | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.090
Delinquency | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.090
Discount Rate | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.053
Discount Rate | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.058
Discount Rate | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, measurement input 0.053
Collateral Weighted Average Maturity (Years) | Minimum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, term 22 years 6 months
Collateral Weighted Average Maturity (Years) | Maximum  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, term 22 years 7 months 6 days
Collateral Weighted Average Maturity (Years) | Weighted Average  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Servicing asset, term 22 years 6 months