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FAIR VALUE MEASUREMENTS - Information Regarding Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)
6 Months Ended
Jun. 30, 2023
$ / Loan
Prepayment Rate | MSRs and MSR Financing Receivables | Minimum  
Directly Held  
Servicing asset, measurement input 0.003
Prepayment Rate | MSRs and MSR Financing Receivables | Maximum  
Directly Held  
Servicing asset, measurement input 0.995
Prepayment Rate | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.106
Prepayment Rate | Agency | MSRs and MSR Financing Receivables | Minimum  
Directly Held  
Servicing asset, measurement input 0.003
Prepayment Rate | Agency | MSRs and MSR Financing Receivables | Maximum  
Directly Held  
Servicing asset, measurement input 0.995
Prepayment Rate | Agency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.104
Prepayment Rate | Non-Agency | MSRs and MSR Financing Receivables | Minimum  
Directly Held  
Servicing asset, measurement input 0.005
Prepayment Rate | Non-Agency | MSRs and MSR Financing Receivables | Maximum  
Directly Held  
Servicing asset, measurement input 0.844
Prepayment Rate | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.130
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 0.029
Prepayment Rate | Directly Held | Excess MSRs | Maximum  
Directly Held  
Servicing asset, measurement input 0.122
Prepayment Rate | Directly Held | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.066
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Minimum  
Directly Held  
Servicing asset, measurement input 0.074
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Maximum  
Directly Held  
Servicing asset, measurement input 0.104
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.087
Delinquency | MSRs and MSR Financing Receivables | Minimum  
Directly Held  
Servicing asset, measurement input 0.000
Delinquency | MSRs and MSR Financing Receivables | Maximum  
Directly Held  
Servicing asset, measurement input 0.800
Delinquency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.050
Delinquency | Agency | MSRs and MSR Financing Receivables | Minimum  
Directly Held  
Servicing asset, measurement input 0.000
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 0.007
Delinquency | Non-Agency | MSRs and MSR Financing Receivables | Maximum  
Directly Held  
Servicing asset, measurement input 0.800
Delinquency | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.212
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 0.800
Delinquency | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.077
Delinquency | Directly Held | Excess MSRs | Minimum  
Directly Held  
Servicing asset, measurement input 0.003
Delinquency | Directly Held | Excess MSRs | Maximum  
Directly Held  
Servicing asset, measurement input 0.090
Delinquency | Directly Held | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.046
Delinquency | Held through Equity Method Investees | Excess MSRs | Minimum  
Directly Held  
Servicing asset, measurement input 0.026
Delinquency | Held through Equity Method Investees | Excess MSRs | Maximum  
Directly Held  
Servicing asset, measurement input 0.058
Delinquency | Held through Equity Method Investees | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.038
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 0.905
Recapture Rate | Directly Held | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.557
Recapture Rate | Held through Equity Method Investees | Excess MSRs | Minimum  
Directly Held  
Servicing asset, measurement input 0.450
Recapture Rate | Held through Equity Method Investees | Excess MSRs | Maximum  
Directly Held  
Servicing asset, measurement input 0.639
Recapture Rate | Held through Equity Method Investees | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.587
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 0.0214
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.0033
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 0.0125
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Agency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.0028
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 0.0214
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 0.0073
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.0042
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Directly Held | Excess MSRs | Minimum  
Directly Held  
Servicing asset, measurement input 0.0007
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Directly Held | Excess MSRs | Maximum  
Directly Held  
Servicing asset, measurement input 0.0059
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Directly Held | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.0020
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Held through Equity Method Investees | Excess MSRs | Minimum  
Directly Held  
Servicing asset, measurement input 0.0016
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Held through Equity Method Investees | Excess MSRs | Maximum  
Directly Held  
Servicing asset, measurement input 0.0025
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Held through Equity Method Investees | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.0020
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) 40 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) 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) 28 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) 18 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 7.01
Measurement Input, Servicing Cost | Agency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 6.93
Measurement Input, Servicing Cost | Non-Agency | MSRs and MSR Financing Receivables | Minimum  
Directly Held  
Servicing asset, measurement input 7.32
Measurement Input, Servicing Cost | Non-Agency | MSRs and MSR Financing Receivables | Maximum  
Directly Held  
Servicing asset, measurement input 9.62
Measurement Input, Servicing Cost | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 9.15
Measurement Input, Servicing Cost | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 8.30