INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Advances Included in Servicing Advances Receivable (Details) - USD ($) $ in Thousands		Sep. 30, 2020	Dec. 31, 2019
Schedule of Equity Method Investments [Line Items]
Total	[1]	$ 535,760	$ 581,777
Servicer Advances Receivable
Schedule of Equity Method Investments [Line Items]
Principal and interest advances		595,367	660,807
Escrow advances (taxes and insurance advances)		2,171,877	2,427,384
Foreclosure advances		137,231	163,054
Total		2,904,475	3,251,245
Servicer advances receivable related to agency MSRs		461,000	562,200
Servicer advances receivable related to Ginnie Mae MSRS, recoverable from Ginnie Mae		113,100	166,500
Servicer advances, unamortized discount and accrual		$ 47,400	$ 50,100

[1] See Note 13 regarding consolidated VIEs.