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MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Servicing Fee Revenue (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Servicing Asset at Amortized Cost [Line Items]        
Change in fair value of derivative instruments $ (18,505) $ (41,365) $ (11,316) $ (41,564)
Gain (loss) on settlement of derivative instruments 12,722 (73,978) 292,667 (152,913)
Servicing revenue, net 435,985 195,270 2,273,819 674,021
Change in valuation inputs and assumptions     1,503,167  
Excess Spread Financing        
Servicing Asset at Amortized Cost [Line Items]        
Realization of cash flows   (1,300)   (3,900)
Change in valuation inputs and assumptions   1,300   300
MSRs        
Servicing Asset at Amortized Cost [Line Items]        
Servicing fee revenue, net and interest income from MSRs and MSR financing receivables 419,793 377,201 1,276,137 996,465
Ancillary and other fees 33,370 13,692 102,904 98,888
Servicing fee revenue, net and fees 453,163 390,893 1,379,041 1,095,353
Realization of cash flows (141,616) (287,318) (522,206) (924,766)
Change in valuation inputs and assumptions 143,175 147,233 1,503,167 573,213
Change in fair value of derivative instruments (18,505) (41,365) (11,316) (41,564)
(Gain) loss realized 1,995 (739) 4,174 (17,088)
Gain (loss) on settlement of derivative instruments (2,227) (13,434) (79,041) (11,127)
Servicing revenue, net $ 435,985 $ 195,270 $ 2,273,819 $ 674,021