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EXCESS MORTGAGE SERVICING RIGHTS ASSETS - Summary of Direct Investments in Excess MSRs (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Dec. 31, 2020
Schedule of Equity Method Investments [Line Items]      
Weighted Average Life (Years) 1 year 6 months    
Carrying Value $ 5,045,339   $ 4,585,841
Servicer advance investments | Servicer Advance Investments      
Schedule of Equity Method Investments [Line Items]      
UPB of Underlying Mortgages 24,439,045   26,061,499
Original and Recaptured Pools      
Schedule of Equity Method Investments [Line Items]      
Original and Recaptured Pools (4,618) $ (11,024)  
Excess MSRs      
Schedule of Equity Method Investments [Line Items]      
UPB of Underlying Mortgages $ 68,367,358    
Weighted Average Life (Years) 6 years 4 months 24 days    
Servicing Asset at Amortized Cost $ 248,147    
Carrying Value 303,568   310,938
Excess MSRs | Mr. Cooper      
Schedule of Equity Method Investments [Line Items]      
Carrying Value $ 301,849   309,009
Excess MSRs | Agency      
Schedule of Equity Method Investments [Line Items]      
Weighted Average Life (Years) 6 years 1 month 6 days    
Excess MSRs | Agency | Original and Recaptured Pools      
Schedule of Equity Method Investments [Line Items]      
UPB of Underlying Mortgages $ 32,373,398    
Servicing Asset at Amortized Cost 139,870    
Carrying Value $ 157,633   162,645
Excess MSRs | Agency | Original and Recaptured Pools | Minimum      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 32.50%    
Excess MSRs | Agency | Original and Recaptured Pools | Maximum      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 66.70%    
Excess MSRs | Agency | Original and Recaptured Pools | Weighted Average      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 53.30%    
Excess MSRs | Agency | Fortress-managed funds | Original and Recaptured Pools | Minimum      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 0.00%    
Excess MSRs | Agency | Fortress-managed funds | Original and Recaptured Pools | Maximum      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 40.00%    
Excess MSRs | Agency | Mr. Cooper | Original and Recaptured Pools | Minimum      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 20.00%    
Excess MSRs | Agency | Mr. Cooper | Original and Recaptured Pools | Maximum      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 35.00%    
Excess MSRs | Non-Agency      
Schedule of Equity Method Investments [Line Items]      
Weighted Average Life (Years) 6 years 8 months 12 days    
Excess MSRs | Non-Agency | Original and Recaptured Pools      
Schedule of Equity Method Investments [Line Items]      
UPB of Underlying Mortgages $ 35,993,960    
Servicing Asset at Amortized Cost 108,277    
Carrying Value $ 145,935   $ 148,293
Excess MSRs | Non-Agency | Original and Recaptured Pools | Minimum      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 33.30%    
Excess MSRs | Non-Agency | Original and Recaptured Pools | Maximum      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 100.00%    
Excess MSRs | Non-Agency | Original and Recaptured Pools | Weighted Average      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 59.40%    
Excess MSRs | Non-Agency | Fortress-managed funds | Original and Recaptured Pools | Minimum      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 0.00%    
Excess MSRs | Non-Agency | Fortress-managed funds | Original and Recaptured Pools | Maximum      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 50.00%    
Excess MSRs | Non-Agency | Mr. Cooper | Original and Recaptured Pools | Minimum      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 0.00%    
Excess MSRs | Non-Agency | Mr. Cooper | Original and Recaptured Pools | Maximum      
Schedule of Equity Method Investments [Line Items]      
Interest in Excess MSR 33.30%