Annual report pursuant to Section 13 and 15(d)

FAIR VALUE MEASUREMENT - Fair Value Liabilities Measured at Fair Value on a Recurring Basis using Level 3 Inputs (Details)

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FAIR VALUE MEASUREMENT - Fair Value Liabilities Measured at Fair Value on a Recurring Basis using Level 3 Inputs (Details) - Level 3 - Recurring Basis - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair value, liability, beginning balance $ 746,737 $ 197,194
Transfers    
Transfers from Level 3 0 0
Transfers to Level 3 0 0
Acquisitions 0 13,893
Gains (losses) included in net income    
Included in servicing revenue, net (14,164) (8,406)
Included in other income 5,810 11,723
Interest income 0 0
Purchases, sales and payments    
Purchases 1,520,382 378,569
Proceeds from sales 0 0
Proceeds from repayments (562,588) (56,574)
Other (658) 879
Fair value, liability, ending balance 1,695,519 746,737
Ditech Acquisition    
Transfers    
Acquisitions   209,459
Excess Spread Financing    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair value, liability, beginning balance 31,777 39,304
Transfers    
Transfers from Level 3 0 0
Transfers to Level 3 0 0
Acquisitions 0 0
Gains (losses) included in net income    
Included in servicing revenue, net (14,164) (8,406)
Included in other income 0 0
Interest income 0 0
Purchases, sales and payments    
Purchases 0 0
Proceeds from sales 0 0
Proceeds from repayments 0 0
Other 807 879
Fair value, liability, ending balance 18,420 31,777
Excess Spread Financing | Ditech Acquisition    
Transfers    
Acquisitions   0
Mortgage Backed Securities Issued    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair value, liability, beginning balance 659,738 117,048
Transfers    
Transfers from Level 3 0 0
Transfers to Level 3 0 0
Acquisitions 0 0
Gains (losses) included in net income    
Included in servicing revenue, net 0 0
Included in other income 966 1,236
Interest income 0 0
Purchases, sales and payments    
Purchases 1,520,382 378,569
Proceeds from sales 0 0
Proceeds from repayments (516,769) (46,574)
Other (1,465) 0
Fair value, liability, ending balance 1,662,852 659,738
Mortgage Backed Securities Issued | Ditech Acquisition    
Transfers    
Acquisitions   209,459
Contingent Consideration    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair value, liability, beginning balance 55,222 40,842
Transfers    
Transfers from Level 3 0 0
Transfers to Level 3 0 0
Acquisitions 0 13,893
Gains (losses) included in net income    
Included in servicing revenue, net 0 0
Included in other income 4,844 10,487
Interest income 0 0
Purchases, sales and payments    
Purchases 0 0
Proceeds from sales 0 0
Proceeds from repayments (45,819) (10,000)
Other 0 0
Fair value, liability, ending balance $ 14,247 55,222
Contingent Consideration | Ditech Acquisition    
Transfers    
Acquisitions   $ 0