Annual report pursuant to Section 13 and 15(d)

INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans of the MSRs (Details)

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INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans of the MSRs (Details) - MSRs - Mortgage Loans
Dec. 31, 2019
Dec. 31, 2018
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% 21.70%
Florida    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 6.90% 6.90%
New York    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 6.40% 7.80%
Texas    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 5.50% 5.30%
New Jersey    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 4.90% 5.00%
Illinois    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.60% 3.70%
Massachusetts    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.40% 3.50%
Washington    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.30% 2.30%
Georgia    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.10% 3.00%
Maryland    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.00% 3.40%
Other U.S.    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 38.00% 37.40%