Quarterly report pursuant to Section 13 or 15(d)

MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Carrying Value of Investments in MSRs and MSR Financing Receivables (Details)

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MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Carrying Value of Investments in MSRs and MSR Financing Receivables (Details)
$ in Thousands
9 Months Ended
Sep. 30, 2021
USD ($)
Activity related to carrying value of investments in mortgage servicing rights [Roll Forward]  
Beginning balance $ 4,585,841
Caliber acquisition (Note 1) 1,507,524
Purchases, net 7,965
Originations 878,190
Proceeds from sales (42,075)
Realization of cash flow (928,646)
Change in valuation inputs and assumptions 573,556
(Gain) loss realized (17,088)
Ending balance $ 6,565,267