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SERVICER ADVANCE INVESTMENTS - Schedule of Interest Income Related to Investments in Servicer Advances (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Schedule of Equity Method Investments [Line Items]        
Interest income $ 233,848 $ 448,127 $ 868,419 $ 1,303,041
Servicer Advance Investments        
Schedule of Equity Method Investments [Line Items]        
Interest income, gross of amounts attributable to servicer compensation 10,505 14,212 28,160 43,220
Amounts attributable to base servicer compensation (703) (1,606) (2,325) (4,578)
Amounts attributable to incentive servicer compensation 1,196 (7,273) (12,755) (20,780)
Interest income $ 10,998 $ 5,333 $ 13,080 $ 17,862