INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MORTGAGE SERVICING RIGHTS FINANCING RECEIVABLES - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans of the MSRs (Details) - MSRs - Mortgage Loans	Dec. 31, 2018	Dec. 31, 2017
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	21.70%	19.00%
New York
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	7.80%	6.30%
Florida
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	6.90%	6.00%
Texas
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	5.30%	5.70%
New Jersey
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	5.00%	5.20%
Illinois
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.70%	4.10%
Massachusetts
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.50%	3.80%
Maryland
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.40%	2.80%
Pennsylvania
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	3.30%
Virginia
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	3.10%	3.10%
Other U.S.
Schedule of MSRs [Line Items]
Percentage of Total Outstanding Unpaid Principal Amount	36.50%	40.70%