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EXCESS MORTGAGE SERVICING RIGHTS - Summary of Direct Investments in Excess MSRs (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Dec. 31, 2021
Schedule of Equity Method Investments [Line Items]      
Weighted Average Life (Years) 1 year 3 months 18 days    
Servicer Advance Investments | Servicer Advances      
Schedule of Equity Method Investments [Line Items]      
Residential mortgage loan UPB and other collateral $ 19,171,537   $ 20,314,977
Original and Recaptured Pools      
Schedule of Equity Method Investments [Line Items]      
Original and Recaptured Pools (2,630) $ (4,618)  
Excess MSRs      
Schedule of Equity Method Investments [Line Items]      
Residential mortgage loan UPB and other collateral $ 54,617,600    
Weighted Average Life (Years) 6 years 8 months 12 days    
Amortized Cost Basis $ 215,058    
Carrying Value 257,388   259,198
Excess MSRs | Agency | Original and Recaptured Pools      
Schedule of Equity Method Investments [Line Items]      
Residential mortgage loan UPB and other collateral $ 25,430,543    
Weighted Average Life (Years) 6 years 3 months 18 days    
Amortized Cost Basis $ 119,311    
Carrying Value $ 129,667   131,997
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 | Original and Recaptured Pools      
Schedule of Equity Method Investments [Line Items]      
Residential mortgage loan UPB and other collateral $ 29,187,057    
Weighted Average Life (Years) 7 years 1 month 6 days    
Amortized Cost Basis $ 95,747    
Carrying Value $ 127,721   $ 127,201
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%