Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE MEASUREMENTS - Narrative (Details)

v3.21.2
FAIR VALUE MEASUREMENTS - Narrative (Details)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2021
USD ($)
Sep. 30, 2021
USD ($)
Fair Value, Measurements, Nonrecurring    
Schedule of Equity Method Investments [Line Items]    
Assets, fair value $ 144.3 $ 144.3
Residential Mortgage Loans, Held-for-Sale | Fair Value, Measurements, Nonrecurring    
Schedule of Equity Method Investments [Line Items]    
Assets, fair value 126.6 126.6
Real Estate Acquired in Satisfaction of Debt | Fair Value, Measurements, Nonrecurring    
Schedule of Equity Method Investments [Line Items]    
Assets, fair value 17.7 17.7
Residential mortgage loans, held-for-sale, at fair value    
Schedule of Equity Method Investments [Line Items]    
Asset fair value adjustment (7.0) 39.4
Real Estate Owned    
Schedule of Equity Method Investments [Line Items]    
Asset fair value adjustment $ (1.7) $ 3.2
Weighted Average    
Schedule of Equity Method Investments [Line Items]    
Broker price discount 18.00% 18.00%
Minimum    
Schedule of Equity Method Investments [Line Items]    
Broker price discount 10.00% 10.00%
Maximum    
Schedule of Equity Method Investments [Line Items]    
Broker price discount 25.00% 25.00%
Excess MSRs Investees | Weighted Average    
Schedule of Equity Method Investments [Line Items]    
Discount rate   7.80%
Excess MSRs Investees | Minimum    
Schedule of Equity Method Investments [Line Items]    
Discount rate   7.50%
Excess MSRs Investees | Maximum    
Schedule of Equity Method Investments [Line Items]    
Discount rate   8.00%
MSRs | Weighted Average    
Schedule of Equity Method Investments [Line Items]    
Discount rate   7.40%
MSRs | Minimum    
Schedule of Equity Method Investments [Line Items]    
Discount rate   6.90%
MSRs | Maximum    
Schedule of Equity Method Investments [Line Items]    
Discount rate   12.50%
MSRs | Excess MSRs Investees    
Schedule of Equity Method Investments [Line Items]    
Discount rate   7.80%
London Interbank Offered Rate (LIBOR) | MSRs and MSR Financing Receivables    
Schedule of Equity Method Investments [Line Items]    
Variable interest rate spread   2.10%