Quarterly report pursuant to Section 13 or 15(d)

INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans (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 (Details) - MSRs - Mortgage Loans
Mar. 31, 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 23.40% 21.90%
Florida    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 6.80% 6.90%
New York    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 6.20% 6.40%
Texas    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 5.30% 5.50%
New Jersey    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 4.70% 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% 3.30%
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 3.10% 3.10%
COLORADO    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.00% 2.80%
Other U.S.    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 37.40% 38.20%