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MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - MSRs - Mortgage Loans
Mar. 31, 2021
Dec. 31, 2020
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 20.60% 21.20%
Florida    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 7.60% 7.40%
New York    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 7.10% 7.00%
Texas    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 5.80% 5.60%
New Jersey    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 4.80% 4.80%
Illinois    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.60% 3.60%
Massachusetts    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.40% 3.40%
Georgia    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.40% 3.30%
Pennsylvania    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.20% 3.10%
MARYLAND    
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 37.40% 37.50%