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MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Summary of the Geographic Distribution of the Underlying Residential Mortgage Loans (Details) - MSRs - Mortgage Loans
Sep. 30, 2022
Dec. 31, 2021
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 100.00% 100.00%
California    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 17.50% 18.10%
Florida    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 8.60% 8.60%
Texas    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 6.20% 6.20%
New York    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 6.00% 6.00%
Washington    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 5.80% 5.60%
New Jersey    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 4.40% 4.50%
Indiana    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.60% 3.40%
Maryland    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.40% 3.40%
Illinois    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 3.40% 3.40%
Georgia    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 2.90% 3.00%
Other U.S.    
Schedule of MSRs [Line Items]    
Percentage of Total Outstanding Unpaid Principal Amount 38.20% 37.80%