FAIR VALUE MEASUREMENT - Weighted Average Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)	12 Months Ended
	Dec. 31, 2019 $ / Loan	Dec. 31, 2018 $ / Loan
Agency | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Assets And Servicing Liabilities At Fair Value, Monthly Cost Per Loan	7.18	7.30
Non-Agency | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Assets And Servicing Liabilities At Fair Value, Monthly Cost Per Loan	11.28	11.45
Ginnie Mae | Weighted Average
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Servicing Assets And Servicing Liabilities At Fair Value, Monthly Cost Per Loan	9.20	10.06
Prepayment Rate | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.095	0.095
Prepayment Rate | Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.125	0.094
Prepayment Rate | Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.154	0.095
Prepayment Rate | Non-Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.116	0.132
Prepayment Rate | Non-Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.083	0.082
Prepayment Rate | Ginnie Mae | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.162
Prepayment Rate | Ginnie Mae | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.112
Prepayment Rate | Directly Held | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.093	0.094
Prepayment Rate | Directly Held | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.086	0.098
Prepayment Rate | Directly Held | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.107	0.080
Prepayment Rate | Directly Held | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.079
Prepayment Rate | Directly Held | Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.092	0.091
Prepayment Rate | Directly Held | Non-Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.097	0.104
Prepayment Rate | Directly Held | Non-Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.075	0.080
Prepayment Rate | Directly Held | Non-Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.079
Prepayment Rate | Directly Held | Non-Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.094	0.099
Prepayment Rate | Held through Equity Method Investees | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.098	0.096
Prepayment Rate | Held through Equity Method Investees | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.093	0.109
Prepayment Rate | Held through Equity Method Investees | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.103	0.085
Prepayment Rate | Held through Equity Method Investees | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.086
Delinquency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.010	0.027
Delinquency | Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.010	0.010
Delinquency | Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.004	0.009
Delinquency | Non-Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.012	0.009
Delinquency | Non-Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.144	0.172
Delinquency | Ginnie Mae | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.044
Delinquency | Ginnie Mae | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.039
Delinquency | Directly Held | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.009	0.024
Delinquency | Directly Held | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.011	0.025
Delinquency | Directly Held | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.005	0.021
Delinquency | Directly Held | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.022
Delinquency | Directly Held | Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.009	0.024
Delinquency | Held through Equity Method Investees | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.011	0.032
Delinquency | Held through Equity Method Investees | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.014	0.039
Delinquency | Held through Equity Method Investees | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.008	0.026
Delinquency | Held through Equity Method Investees | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.027
Recapture Rate | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.214	0.245
Recapture Rate | Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.233	0.222
Recapture Rate | Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.158	0.147
Recapture Rate | Non-Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.221	0.100
Recapture Rate | Non-Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.093	0.050
Recapture Rate | Ginnie Mae | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.281
Recapture Rate | Ginnie Mae | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.242
Recapture Rate | Directly Held | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.194	0.215
Recapture Rate | Directly Held | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.203	0.263
Recapture Rate | Directly Held | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.278	0.236
Recapture Rate | Directly Held | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.248
Recapture Rate | Directly Held | Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.223	0.254
Recapture Rate | Directly Held | Non-Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.155	0.154
Recapture Rate | Directly Held | Non-Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.174	0.199
Recapture Rate | Directly Held | Non-Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.198
Recapture Rate | Directly Held | Non-Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.158	0.163
Recapture Rate | Held through Equity Method Investees | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.251	0.294
Recapture Rate | Held through Equity Method Investees | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.237	0.296
Recapture Rate | Held through Equity Method Investees | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.267	0.288
Recapture Rate | Held through Equity Method Investees | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.304
Servicing Amount Percent | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0020	0.0020
Servicing Amount Percent | Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0028	0.0026
Servicing Amount Percent | Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0027	0.0027
Servicing Amount Percent | Non-Agency | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0031	0.0025
Servicing Amount Percent | Non-Agency | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0047	0.0045
Servicing Amount Percent | Ginnie Mae | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0042	0.0033
Servicing Amount Percent | Directly Held | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.0019
Servicing Amount Percent | Directly Held | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0021	0.0021
Servicing Amount Percent | Directly Held | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0023	0.0022
Servicing Amount Percent | Directly Held | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.0022
Servicing Amount Percent | Directly Held | Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0022	0.0021
Servicing Amount Percent | Directly Held | Non-Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0015	0.0015
Servicing Amount Percent | Directly Held | Non-Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0024	0.0023
Servicing Amount Percent | Directly Held | Non-Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0016	0.0020
Servicing Amount Percent | Directly Held | Non-Agency | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0019	0.0016
Servicing Amount Percent | Held through Equity Method Investees | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0021	0.0021
Servicing Amount Percent | Held through Equity Method Investees | Agency | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0019	0.0019
Servicing Amount Percent | Held through Equity Method Investees | Agency | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	0.0024	0.0023
Servicing Amount Percent | Held through Equity Method Investees | Agency | Recapture Agreement
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		0.0023
Collateral Weighted Average Maturity Years | Weighted Average | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	21	22
Collateral Weighted Average Maturity Years | Agency | Weighted Average | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	22	22
Collateral Weighted Average Maturity Years | Agency | Weighted Average | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	25	20
Collateral Weighted Average Maturity Years | Non-Agency | Weighted Average | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	16	25
Collateral Weighted Average Maturity Years | Non-Agency | Weighted Average | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	25	26
Collateral Weighted Average Maturity Years | Ginnie Mae | Weighted Average | MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	27
Collateral Weighted Average Maturity Years | Ginnie Mae | Weighted Average | Mortgage Servicing Rights Financing Receivable
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs		27
Collateral Weighted Average Maturity Years | Directly Held | Weighted Average | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	22	23
Collateral Weighted Average Maturity Years | Directly Held | Agency | Weighted Average | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	20	21
Collateral Weighted Average Maturity Years | Directly Held | Agency | Weighted Average | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	23	24
Collateral Weighted Average Maturity Years | Directly Held | Agency | Weighted Average | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	21	22
Collateral Weighted Average Maturity Years | Directly Held | Non-Agency | Weighted Average | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	24	24
Collateral Weighted Average Maturity Years | Directly Held | Non-Agency | Weighted Average | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	23	24
Collateral Weighted Average Maturity Years | Directly Held | Non-Agency | Weighted Average | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	24	24
Collateral Weighted Average Maturity Years | Held through Equity Method Investees | Weighted Average | Excess MSRs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	20	21
Collateral Weighted Average Maturity Years | Held through Equity Method Investees | Agency | Weighted Average | Original Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	19	20
Collateral Weighted Average Maturity Years | Held through Equity Method Investees | Agency | Weighted Average | Recaptured Pools
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Significant Inputs	22	23