FAIR VALUE MEASUREMENTS - Information Regarding Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)	3 Months Ended
	Mar. 31, 2023 $ / Loan
Prepayment Rate | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.002
Prepayment Rate | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.991
Prepayment Rate | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.090
Prepayment Rate | Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.002
Prepayment Rate | Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.991
Prepayment Rate | Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.078
Prepayment Rate | Non-Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.007
Prepayment Rate | Non-Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.841
Prepayment Rate | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.151
Prepayment Rate | Ginnie Mae | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.004
Prepayment Rate | Ginnie Mae | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.825
Prepayment Rate | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.103
Prepayment Rate | Directly Held | Excess MSRs | Minimum
Directly Held
Servicing asset, measurement input	0.030
Prepayment Rate | Directly Held | Excess MSRs | Maximum
Directly Held
Servicing asset, measurement input	0.123
Prepayment Rate | Directly Held | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.072
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Minimum
Directly Held
Servicing asset, measurement input	0.087
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Maximum
Directly Held
Servicing asset, measurement input	0.113
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.096
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	0.750
Delinquency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.049
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	0.019
Delinquency | Non-Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.010
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	0.220
Delinquency | Ginnie Mae | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	0.002
Delinquency | Ginnie Mae | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.750
Delinquency | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.072
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	0.061
Delinquency | Directly Held | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.032
Delinquency | Held through Equity Method Investees | Excess MSRs | Minimum
Directly Held
Servicing asset, measurement input	0.019
Delinquency | Held through Equity Method Investees | Excess MSRs | Maximum
Directly Held
Servicing asset, measurement input	0.042
Delinquency | Held through Equity Method Investees | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.028
Recapture Rate | Directly Held | Excess MSRs | Minimum
Directly Held
Servicing asset, measurement input	0.000
Recapture Rate | Directly Held | Excess MSRs | Maximum
Directly Held
Servicing asset, measurement input	0.918
Recapture Rate | Directly Held | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.560
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	0.643
Recapture Rate | Held through Equity Method Investees | Excess MSRs | Weighted Average
Directly Held
Servicing asset, measurement input	0.590
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	0.0216
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	0.0007
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.0104
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	0.0001
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Non-Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	0.0216
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	0.0144
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	0.0041
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)	57 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)	57 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)	35 years
Collateral Weighted Average Maturity (Years) | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Collateral Weighted Average Maturity (Years)	27 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)	15 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	6.85
Measurement Input, Servicing Cost | Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	7.06
Measurement Input, Servicing Cost | Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	6.92
Measurement Input, Servicing Cost | Non-Agency | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	7.28
Measurement Input, Servicing Cost | Non-Agency | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	9.53
Measurement Input, Servicing Cost | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	9.07
Measurement Input, Servicing Cost | Ginnie Mae | MSRs and MSR Financing Receivables | Minimum
Directly Held
Servicing asset, measurement input	8.24
Measurement Input, Servicing Cost | Ginnie Mae | MSRs and MSR Financing Receivables | Maximum
Directly Held
Servicing asset, measurement input	8.58
Measurement Input, Servicing Cost | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average
Directly Held
Servicing asset, measurement input	8.24