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EXCESS MORTGAGE SERVICING RIGHTS ASSETS - Schedule of Activity Related to the Carrying Value of Investments in Excess MSRs (Details)
$ in Thousands
6 Months Ended
Jun. 30, 2021
USD ($)
Carrying Value of Investments in Excess MSRs  
Beginning balance $ 4,585,841
Purchases 7,178
Ending balance 4,790,429
Excess MSRs  
Carrying Value of Investments in Excess MSRs  
Beginning balance 310,938
Purchases 0
Interest income 11,993
Other income (24)
Proceeds from repayments (29,775)
Proceeds from sales (13)
Change in fair value (8,829)
Ending balance 284,290
Excess MSRs | Mr. Cooper  
Carrying Value of Investments in Excess MSRs  
Beginning balance 309,009
Purchases 0
Interest income 11,979
Other income 301
Proceeds from repayments (29,594)
Proceeds from sales (13)
Change in fair value (9,198)
Ending balance 282,484
Excess MSRs | SLS  
Carrying Value of Investments in Excess MSRs  
Beginning balance 1,929
Purchases 0
Interest income 14
Other income (325)
Proceeds from repayments (181)
Proceeds from sales 0
Change in fair value 369
Ending balance $ 1,806