Annual report pursuant to Section 13 and 15(d)

INVESTMENTS IN EXCESS MORTGAGE SERVICING RIGHTS - Summary of Investments in Excess MSRs (Details)

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INVESTMENTS IN EXCESS MORTGAGE SERVICING RIGHTS - Summary of Investments in Excess MSRs (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Investment [Line Items]      
Weighted Average Life (Years) 24 days    
Carrying Value $ 5,686,233 $ 4,528,604 $ 2,334,232
Changes in fair value recorded in other income (10,505) (58,656) $ 4,322
Corporate Joint Venture | Consumer loan bonds      
Investment [Line Items]      
UPB of Underlying Mortgages 31,442,267 40,096,998  
Excess MSRs      
Investment [Line Items]      
UPB of Underlying Mortgages $ 88,345,237 $ 106,426,363  
Weighted Average Life (Years) 5 years 10 months 24 days 6 years 1 month 6 days  
Amortized Cost Basis $ 303,478 $ 361,327  
Carrying Value 379,747 447,860  
Excess MSRs | Agency      
Investment [Line Items]      
UPB of Underlying Mortgages $ 43,310,917 $ 52,368,290  
Weighted Average Life (Years) 5 years 6 months 5 years 7 months 6 days  
Amortized Cost Basis $ 178,603 $ 218,797  
Carrying Value $ 209,633 $ 257,387  
Excess MSRs | Agency | Minimum      
Investment [Line Items]      
Interest in Excess MSR 32.50% 32.50%  
Excess MSRs | Agency | Maximum      
Investment [Line Items]      
Interest in Excess MSR 66.70% 66.70%  
Excess MSRs | Agency | Weighted Average      
Investment [Line Items]      
Interest in Excess MSR 53.30% 53.30%  
Excess MSRs | Agency | Mr. Cooper | Minimum      
Investment [Line Items]      
Interest in Excess MSR 20.00% 20.00%  
Excess MSRs | Agency | Mr. Cooper | Maximum      
Investment [Line Items]      
Interest in Excess MSR 35.00% 35.00%  
Excess MSRs | Agency | Fortress-managed funds | Minimum      
Investment [Line Items]      
Interest in Excess MSR 0.00% 0.00%  
Excess MSRs | Agency | Fortress-managed funds | Maximum      
Investment [Line Items]      
Interest in Excess MSR 40.00% 40.00%  
Excess MSRs | Non-Agency      
Investment [Line Items]      
UPB of Underlying Mortgages $ 45,034,320 $ 54,058,073  
Weighted Average Life (Years) 6 years 6 months 5 years 9 months 18 days  
Amortized Cost Basis $ 124,875 $ 142,530  
Carrying Value $ 170,114 $ 190,473  
Excess MSRs | Non-Agency | Minimum      
Investment [Line Items]      
Interest in Excess MSR 33.30% 33.30%  
Excess MSRs | Non-Agency | Maximum      
Investment [Line Items]      
Interest in Excess MSR 100.00% 100.00%  
Excess MSRs | Non-Agency | Weighted Average      
Investment [Line Items]      
Interest in Excess MSR 59.40% 59.40%  
Excess MSRs | Non-Agency | Mr. Cooper | Minimum      
Investment [Line Items]      
Interest in Excess MSR 0.00% 0.00%  
Excess MSRs | Non-Agency | Mr. Cooper | Maximum      
Investment [Line Items]      
Interest in Excess MSR 33.30% 33.30%  
Excess MSRs | Non-Agency | Fortress-managed funds | Minimum      
Investment [Line Items]      
Interest in Excess MSR   0.00%  
Excess MSRs | Non-Agency | Fortress-managed funds | Maximum      
Investment [Line Items]      
Interest in Excess MSR   50.00%