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EXCESS MORTGAGE SERVICING RIGHTS - Summary of Direct Investments in Excess MSRs (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 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 $ 18,224,076   $ 18,224,076   $ 20,314,977
Original and Recaptured Pools          
Schedule of Equity Method Investments [Line Items]          
Original and Recaptured Pools 1,066 $ (4,211) (1,564) $ (8,829)  
Excess MSRs          
Schedule of Equity Method Investments [Line Items]          
Residential mortgage loan UPB and other collateral 52,183,103   $ 52,183,103    
Weighted Average Life (Years)     6 years 9 months 18 days    
Amortized Cost Basis 212,819   $ 212,819    
Carrying Value 256,216   256,216   259,198
Excess MSRs | Agency | Original and Recaptured Pools          
Schedule of Equity Method Investments [Line Items]          
Residential mortgage loan UPB and other collateral 24,304,488   $ 24,304,488    
Weighted Average Life (Years)     6 years 4 months 24 days    
Amortized Cost Basis 117,834   $ 117,834    
Carrying Value $ 128,793   $ 128,793   131,997
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 and other collateral $ 27,878,615   $ 27,878,615    
Weighted Average Life (Years)     7 years 3 months 18 days    
Amortized Cost Basis 94,985   $ 94,985    
Carrying Value $ 127,423   $ 127,423   $ 127,201
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%