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EXCESS MORTGAGE SERVICING RIGHTS ASSETS - Summary of Direct Investments in Excess MSRs (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Dec. 31, 2020
Schedule of Equity Method Investments [Line Items]          
Weighted Average Life (Years)     10 months 24 days    
Servicer advance investments | Servicer Advances          
Schedule of Equity Method Investments [Line Items]          
Residential mortgage loan UPB $ 21,666,852   $ 21,666,852   $ 26,061,499
Original and Recaptured Pools          
Schedule of Equity Method Investments [Line Items]          
Original and Recaptured Pools (4,211) $ (85) (8,829) $ (11,109)  
Excess MSRs          
Schedule of Equity Method Investments [Line Items]          
Residential mortgage loan UPB 64,207,670   $ 64,207,670    
Weighted Average Life (Years)     6 years 3 months 18 days    
Servicing Asset at Amortized Cost 233,081   $ 233,081    
MSRs 284,290   284,290   310,938
Excess MSRs | Agency | Original and Recaptured Pools          
Schedule of Equity Method Investments [Line Items]          
Residential mortgage loan UPB 30,224,299   $ 30,224,299    
Weighted Average Life (Years)     6 years 1 month 6 days    
Servicing Asset at Amortized Cost 130,171   $ 130,171    
MSRs $ 146,645   $ 146,645   162,645
Excess MSRs | Agency | Original and Recaptured Pools | Minimum          
Schedule of Equity Method Investments [Line Items]          
Interest in Excess MSR 32.50%   32.50%    
Excess MSRs | Agency | Original and Recaptured Pools | Maximum          
Schedule of Equity Method Investments [Line Items]          
Interest in Excess MSR 66.70%   66.70%    
Excess MSRs | Agency | Original and Recaptured Pools | Weighted Average          
Schedule of Equity Method Investments [Line Items]          
Interest in Excess MSR 53.30%   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%   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%   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%   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%   35.00%    
Excess MSRs | Non-Agency | Original and Recaptured Pools          
Schedule of Equity Method Investments [Line Items]          
Residential mortgage loan UPB $ 33,983,371   $ 33,983,371    
Weighted Average Life (Years)     6 years 7 months 6 days    
Servicing Asset at Amortized Cost 102,910   $ 102,910    
MSRs $ 137,645   $ 137,645   $ 148,293
Excess MSRs | Non-Agency | Original and Recaptured Pools | Minimum          
Schedule of Equity Method Investments [Line Items]          
Interest in Excess MSR 33.30%   33.30%    
Excess MSRs | Non-Agency | Original and Recaptured Pools | Maximum          
Schedule of Equity Method Investments [Line Items]          
Interest in Excess MSR 100.00%   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%   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%   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%   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%   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%   33.30%