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MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Servicing Fee Revenue (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Servicing Asset at Amortized Cost [Line Items]    
Change in fair value of derivative instruments $ 7,189 $ (8,823)
Gain (loss) on settlement of derivative instruments 47,475 (27,373)
Servicing revenue, net 1,031,793 540,558
Change in valuation inputs and assumptions 845,037  
Excess Spread Financing    
Servicing Asset at Amortized Cost [Line Items]    
Realization of cash flows   (1,300)
Change in valuation inputs and assumptions   (2,100)
MSRs    
Servicing Asset at Amortized Cost [Line Items]    
Servicing fee revenue, net and interest income from MSRs and MSR financing receivables 421,555 307,691
Ancillary and other fees 34,845 40,593
Servicing fee revenue, net and fees 456,400 348,284
Realization of cash flows (200,325) (339,670)
Change in valuation inputs and assumptions 845,037 541,966
Change in fair value of derivative instruments 7,189 (8,823)
(Gain) loss realized 306 (1,199)
Gain (loss) on settlement of derivative instruments (76,814) 0
Servicing revenue, net $ 1,031,793 $ 540,558