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INVESTMENTS IN EXCESS MORTGAGE SERVICING RIGHTS ASSETS - Schedule of (Details) - USD ($)
$ in Thousands
Jun. 30, 2020
Dec. 31, 2019
Servicing Assets at Fair Value [Line Items]    
Mortgage servicing rights, at fair value $ 5,021,086 $ 5,686,233
Excess MSRs And Excess Mortgage Servicing Rights Investees    
Servicing Assets at Fair Value [Line Items]    
Mortgage servicing rights, at fair value 458,923 505,343
Excess MSRs    
Servicing Assets at Fair Value [Line Items]    
Mortgage servicing rights, at fair value 346,450 379,747
Excess MSRs Investees    
Servicing Assets at Fair Value [Line Items]    
Mortgage servicing rights, at fair value $ 112,473 $ 125,596