FAIR VALUE MEASUREMENTS - Information Regarding Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)	9 Months Ended
	Sep. 30, 2022 $ / Loan
Prepayment Rate | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.001
Prepayment Rate | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.918
Prepayment Rate | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.092
Prepayment Rate | Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.001
Prepayment Rate | Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.918
Prepayment Rate | Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.080
Prepayment Rate | Non-Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.009
Prepayment Rate | Non-Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.843
Prepayment Rate | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.148
Prepayment Rate | Ginnie Mae | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.046
Prepayment Rate | Ginnie Mae | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.812
Prepayment Rate | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.104
Prepayment Rate | Directly Held | Excess MSRs | Minimum
Directly Held
Servicing asset, measurement input	0.029
Prepayment Rate | Directly Held | Excess MSRs | Maximum
Directly Held
Servicing asset, measurement input	0.130
Prepayment Rate | Directly Held | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.077
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Minimum
Directly Held
Servicing asset, measurement input	0.090
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Maximum
Directly Held
Servicing asset, measurement input	0.128
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.103
Delinquency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.001
Delinquency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.900
Delinquency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.048
Delinquency | Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.001
Delinquency | Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.667
Delinquency | Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.018
Delinquency | Non-Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.011
Delinquency | Non-Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.750
Delinquency | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.198
Delinquency | Ginnie Mae | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.003
Delinquency | Ginnie Mae | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.900
Delinquency | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.076
Delinquency | Directly Held | Excess MSRs | Minimum
Directly Held
Servicing asset, measurement input	0.002
Delinquency | Directly Held | Excess MSRs | Maximum
Directly Held
Servicing asset, measurement input	0.085
Delinquency | Directly Held | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.042
Delinquency | Held through Equity Method Investees | Excess MSRs | Minimum
Directly Held
Servicing asset, measurement input	0.022
Delinquency | Held through Equity Method Investees | Excess MSRs | Maximum
Directly Held
Servicing asset, measurement input	0.051
Delinquency | Held through Equity Method Investees | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.035
Recapture Rate | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0
Recapture Rate | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.299
Recapture Rate | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.100
Recapture Rate | Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0
Recapture Rate | Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.199
Recapture Rate | Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.122
Recapture Rate | Non-Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.046
Recapture Rate | Non-Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.281
Recapture Rate | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.098
Recapture Rate | Ginnie Mae | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.081
Recapture Rate | Ginnie Mae | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.299
Recapture Rate | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.174
Recapture Rate | Directly Held | Excess MSRs | Minimum
Directly Held
Servicing asset, measurement input	0
Recapture Rate | Directly Held | Excess MSRs | Maximum
Directly Held
Servicing asset, measurement input	0.919
Recapture Rate | Directly Held | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.555
Recapture Rate | Held through Equity Method Investees | Excess MSRs | Minimum
Directly Held
Servicing asset, measurement input	0.453
Recapture Rate | Held through Equity Method Investees | Excess MSRs | Maximum
Directly Held
Servicing asset, measurement input	0.640
Recapture Rate | Held through Equity Method Investees | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.586
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.0001
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.0173
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.0034
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.0001
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.0108
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.0030
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Non-Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.0010
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Non-Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.0173
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.0046
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Ginnie Mae | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.0018
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Ginnie Mae | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.0075
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.0040
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Directly Held | Excess MSRs | Minimum
Directly Held
Servicing asset, measurement input	0.0006
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Directly Held | Excess MSRs | Maximum
Directly Held
Servicing asset, measurement input	0.0031
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Directly Held | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.0019
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Held through Equity Method Investees | Excess MSRs | Minimum
Directly Held
Servicing asset, measurement input	0.0015
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Held through Equity Method Investees | Excess MSRs | Maximum
Directly Held
Servicing asset, measurement input	0.0026
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Held through Equity Method Investees | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.0022
Collateral Weighted Average Maturity (Years) | MSRs and MSR Financing Receivables | Minimum
Directly Held
Collateral Weighted Average Maturity (Years)	0 years
Collateral Weighted Average Maturity (Years) | MSRs and MSR Financing Receivables | Maximum
Directly Held
Collateral Weighted Average Maturity (Years)	40 years
Collateral Weighted Average Maturity (Years) | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Collateral Weighted Average Maturity (Years)	24 years
Collateral Weighted Average Maturity (Years) | Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Collateral Weighted Average Maturity (Years)	0 years
Collateral Weighted Average Maturity (Years) | Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Collateral Weighted Average Maturity (Years)	40 years
Collateral Weighted Average Maturity (Years) | Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Collateral Weighted Average Maturity (Years)	23 years
Collateral Weighted Average Maturity (Years) | Non-Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Collateral Weighted Average Maturity (Years)	0 years
Collateral Weighted Average Maturity (Years) | Non-Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Collateral Weighted Average Maturity (Years)	36 years
Collateral Weighted Average Maturity (Years) | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Collateral Weighted Average Maturity (Years)	24 years
Collateral Weighted Average Maturity (Years) | Ginnie Mae | MSRs and MSR Financing Receivables | Minimum
Directly Held
Collateral Weighted Average Maturity (Years)	0 years
Collateral Weighted Average Maturity (Years) | Ginnie Mae | MSRs and MSR Financing Receivables | Maximum
Directly Held
Collateral Weighted Average Maturity (Years)	39 years
Collateral Weighted Average Maturity (Years) | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Collateral Weighted Average Maturity (Years)	28 years
Collateral Weighted Average Maturity (Years) | Directly Held | Excess MSRs | Minimum
Directly Held
Collateral Weighted Average Maturity (Years)	11 years
Collateral Weighted Average Maturity (Years) | Directly Held | Excess MSRs | Maximum
Directly Held
Collateral Weighted Average Maturity (Years)	29 years
Collateral Weighted Average Maturity (Years) | Directly Held | Excess MSRs | Weighted Average
Directly Held
Collateral Weighted Average Maturity (Years)	21 years
Collateral Weighted Average Maturity (Years) | Held through Equity Method Investees | Excess MSRs | Minimum
Directly Held
Collateral Weighted Average Maturity (Years)	16 years
Collateral Weighted Average Maturity (Years) | Held through Equity Method Investees | Excess MSRs | Maximum
Directly Held
Collateral Weighted Average Maturity (Years)	22 years
Collateral Weighted Average Maturity (Years) | Held through Equity Method Investees | Excess MSRs | Weighted Average
Directly Held
Collateral Weighted Average Maturity (Years)	19 years
Measurement Input, Servicing Cost | Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	6.10
Measurement Input, Servicing Cost | Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	7.00
Measurement Input, Servicing Cost | Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	6.90
Measurement Input, Servicing Cost | Non-Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	7.30
Measurement Input, Servicing Cost | Non-Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	15.10
Measurement Input, Servicing Cost | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	8.40
Measurement Input, Servicing Cost | Ginnie Mae | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	8.20
Measurement Input, Servicing Cost | Ginnie Mae | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	8.30
Measurement Input, Servicing Cost | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	8.20