INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - MSRs - Mortgage Loans	Sep. 30, 2020	Dec. 31, 2019
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	100.00%	100.00%
California
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	21.90%	21.90%
Florida
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	7.30%	6.90%
New York
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	6.70%	6.40%
Texas
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	5.40%	5.50%
New Jersey
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	4.80%	4.90%
Illinois
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.50%	3.60%
Massachusetts
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.30%	3.40%
Georgia
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.20%	3.10%
Maryland
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	3.00%
Washington
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	3.30%
Other U.S.
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	37.70%	38.00%