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EXCESS MORTGAGE SERVICING RIGHTS - Schedule of Activity Related to the Carrying Value of Investments in Excess MSRs (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2022
USD ($)
Carrying Value of Investments in Excess MSRs  
Beginning balance $ 6,858,803
Ending balance 8,895,074
Excess MSRs  
Carrying Value of Investments in Excess MSRs  
Beginning balance 259,198
Interest income 28,017
Other income 38
Proceeds from repayments (32,340)
Proceeds from sales (997)
Change in fair value (5,421)
Ending balance $ 248,495