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EXCESS MORTGAGE SERVICING RIGHTS - Summary of Investments in Excess MSRs (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Servicing Assets at Fair Value [Line Items]      
Weighted Average Life (Years) 1 year 3 months 18 days    
Carrying Value $ 6,858,803 $ 4,585,841 $ 5,686,233
Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Original and Recaptured Pools (15,078) (16,232) $ (10,505)
Corporate Joint Venture | Servicer Advance Investments      
Servicing Assets at Fair Value [Line Items]      
UPB of Underlying Mortgages 20,314,977 26,061,499  
Excess MSRs      
Servicing Assets at Fair Value [Line Items]      
UPB of Underlying Mortgages 57,422,177 72,688,905  
Amortized Cost Basis 214,239 250,901  
Carrying Value 259,198 310,938  
Excess MSRs | Agency      
Servicing Assets at Fair Value [Line Items]      
UPB of Underlying Mortgages $ 26,856,946 $ 34,593,406  
Weighted Average Life (Years) 6 years 5 years 10 months 24 days  
Amortized Cost Basis $ 118,631 $ 141,204  
Carrying Value $ 131,997 $ 162,645  
Excess MSRs | Agency | Minimum | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 32.50% 3250.00%  
Excess MSRs | Agency | Maximum | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 66.70% 66.70%  
Excess MSRs | Agency | Weighted Average | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 53.30% 53.30%  
Excess MSRs | Agency | Fortress-managed funds | Minimum | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 0.00% 0.00%  
Excess MSRs | Agency | Fortress-managed funds | Maximum | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 40.00% 40.00%  
Excess MSRs | Agency | Mr. Cooper | Minimum | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 20.00% 20.00%  
Excess MSRs | Agency | Mr. Cooper | Maximum | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 35.00% 35.00%  
Excess MSRs | Non-Agency      
Servicing Assets at Fair Value [Line Items]      
UPB of Underlying Mortgages $ 30,565,231 $ 38,095,499  
Weighted Average Life (Years) 6 years 7 months 6 days 6 years 6 months  
Amortized Cost Basis $ 95,608 $ 109,697  
Carrying Value $ 127,201 $ 148,293  
Excess MSRs | Non-Agency | Minimum | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 33.30% 3330.00%  
Excess MSRs | Non-Agency | Maximum | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 100.00% 100.00%  
Excess MSRs | Non-Agency | Weighted Average | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 59.40% 59.40%  
Excess MSRs | Non-Agency | Fortress-managed funds | Minimum | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 0.00% 0.00%  
Excess MSRs | Non-Agency | Fortress-managed funds | Maximum | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 50.00% 50.00%  
Excess MSRs | Non-Agency | Mr. Cooper | Minimum | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 0.00% 0.00%  
Excess MSRs | Non-Agency | Mr. Cooper | Maximum | Original and Recaptured Pools      
Servicing Assets at Fair Value [Line Items]      
Interest in Excess MSR 33.30% 33.30%