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FAIR VALUE MEASUREMENTS - Information Regarding Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)
9 Months Ended
Sep. 30, 2023
$ / 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 0.844
Prepayment Rate | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.076
Prepayment Rate | Agency | MSRs and MSR Financing Receivables | Minimum  
Directly Held  
Servicing asset, measurement input 0.030
Prepayment Rate | Agency | MSRs and MSR Financing Receivables | Maximum  
Directly Held  
Servicing asset, measurement input 0.837
Prepayment Rate | Agency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.064
Prepayment Rate | Non-Agency | MSRs and MSR Financing Receivables | Minimum  
Directly Held  
Servicing asset, measurement input 0.001
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 0.118
Prepayment Rate | Ginnie Mae | MSRs and MSR Financing Receivables | Minimum  
Directly Held  
Servicing asset, measurement input 0.054
Prepayment Rate | Ginnie Mae | MSRs and MSR Financing Receivables | Maximum  
Directly Held  
Servicing asset, measurement input 0.815
Prepayment Rate | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.089
Prepayment Rate | Directly Held | Excess MSRs | Minimum  
Directly Held  
Servicing asset, measurement input 0.023
Prepayment Rate | Directly Held | Excess MSRs | Maximum  
Directly Held  
Servicing asset, measurement input 0.110
Prepayment Rate | Directly Held | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.059
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Minimum  
Directly Held  
Servicing asset, measurement input 0.063
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Maximum  
Directly Held  
Servicing asset, measurement input 0.090
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.078
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 0.714
Delinquency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.057
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 0.021
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 0.700
Delinquency | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.222
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 0.714
Delinquency | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.086
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 0.089
Delinquency | Directly Held | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.044
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 0.056
Delinquency | Held through Equity Method Investees | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.035
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 0.907
Recapture Rate | Directly Held | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.553
Recapture Rate | Held through Equity Method Investees | Excess MSRs | Minimum  
Directly Held  
Servicing asset, measurement input 0.451
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 0.0007
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs and MSR Financing Receivables | Maximum  
Directly Held  
Servicing asset, measurement input 0.0188
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 0.0108
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Agency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.0026
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 0.0188
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 0.0116
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 0.0043
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 0.0021
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) 40 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) 27 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) 21 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 6.91
Measurement Input, Servicing Cost | Agency | MSRs and MSR Financing Receivables | Maximum  
Directly Held  
Servicing asset, measurement input 7.18
Measurement Input, Servicing Cost | Agency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 6.96
Measurement Input, Servicing Cost | Non-Agency | MSRs and MSR Financing Receivables | Minimum  
Directly Held  
Servicing asset, measurement input 7.47
Measurement Input, Servicing Cost | Non-Agency | MSRs and MSR Financing Receivables | Maximum  
Directly Held  
Servicing asset, measurement input 9.55
Measurement Input, Servicing Cost | Non-Agency | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 9.14
Measurement Input, Servicing Cost | Ginnie Mae | MSRs and MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 8.36