SERVICER ADVANCE INVESTMENTS - Summary of Investments in Servicer Advances - Additional Information (Details) - USD ($) $ in Thousands		Jun. 30, 2020	Dec. 31, 2019
Investments in and Advances to Affiliates [Line Items]
Servicer advance investments, at fair value	[1]	$ 559,011	$ 581,777
Face Amount of Notes and Bonds Payable		16,076,444
Servicer Advance Investments | Servicer Advances
Investments in and Advances to Affiliates [Line Items]
UPB of Underlying Mortgages		28,834,119	31,442,267
Servicer advance investments, at fair value		$ 467,339	$ 462,843
Servicer Advances to UPB of Underlying Residential Mortgage Loans		1.60%	1.50%
Face Amount of Notes and Bonds Payable		$ 442,002	$ 443,248
Gross Loan-to-Value		88.90%	88.30%
Net Loan-to-Value		87.90%	87.20%
Gross Cost of Funds		2.90%	3.40%
Net Cost of Funds		2.90%	2.80%

[1] See Note 13 regarding consolidated VIEs.