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VARIABLE INTEREST ENTITIES - Variable Interest Entities, Characteristics (Details) - SAFT 2013-1 Securitization Entity - VIE, consolidated - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Variable Interest Entity [Line Items]    
Residential mortgage loan UPB and other collateral $ 11,741,509 $ 12,950,052
Weighted average delinquency 3.99% 7.93%
Net credit losses $ 133,727 $ 96,172
Face amount of debt held by third parties 10,831,148 11,850,796
Carrying value of bonds retained by New Residential 956,977 1,121,761
Cash flows received by New Residential on these bonds $ 64,085 $ 288,481
Number of days delinquent (in days) 60 days