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MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Narrative (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Dec. 31, 2020
Jan. 31, 2018
Jul. 31, 2017
Schedule of MSRs [Line Items]          
Residential mortgage loans subject to repurchase $ 1,493,449 [1] $ 1,452,005 $ 1,452,005 [1]    
Residential mortgage loans, held-for-sale 5,923,555   5,215,703    
Reserve for non-recovery advances 27,500   $ 22,900    
Ginnie Mae Loans          
Schedule of MSRs [Line Items]          
Residential mortgage loans subject to repurchase 1,500,000        
Residential mortgage loans, held-for-sale 843,800        
Ocwen          
Schedule of MSRs [Line Items]          
UPB of Underlying Mortgages       $ 86,800,000 $ 110,000,000
Mortgage Loans Subserviced          
Schedule of MSRs [Line Items]          
UPB of Underlying Mortgages 74,600,000 74,000,000      
Subservicing revenue $ 43,500 $ 41,200      
LoanCare          
Schedule of MSRs [Line Items]          
Subservicer percent of UPB 15.70%        
PHH Mortgage Corporation          
Schedule of MSRs [Line Items]          
Subservicer percent of UPB 15.40%        
Mr. Cooper          
Schedule of MSRs [Line Items]          
Subservicer percent of UPB 15.30%        
Flagstar Bank          
Schedule of MSRs [Line Items]          
Subservicer percent of UPB 0.60%        
NewRez          
Schedule of MSRs [Line Items]          
Subservicer percent of UPB 53.00%        
Ocwen | New Residential Mortgage LLC          
Schedule of MSRs [Line Items]          
Unpaid principal balance of underlying loans, transferred $ 66,700,000        
[1] See Note 5 for details.