Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE MEASUREMENT - Information Regarding Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)

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FAIR VALUE MEASUREMENT - Information Regarding Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)
6 Months Ended
Jun. 30, 2019
$ / Loan
Agency | Weighted Average  
Directly Held  
Monthly cost per loan (in dollars per loan) 6.55
Non-Agency | Weighted Average  
Directly Held  
Monthly cost per loan (in dollars per loan) 11.38
Ginnie Mae | Weighted Average  
Directly Held  
Monthly cost per loan (in dollars per loan) 9.59
Prepayment Rate | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.104
Prepayment Rate | Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.136
Prepayment Rate | Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.145
Prepayment Rate | Non-Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.208
Prepayment Rate | Non-Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.081
Prepayment Rate | Ginnie Mae | MSRs  
Directly Held  
Servicing asset, measurement input 0.162
Prepayment Rate | Directly Held | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.101
Prepayment Rate | Directly Held | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.094
Prepayment Rate | Directly Held | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.130
Prepayment Rate | Directly Held | Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.102
Prepayment Rate | Directly Held | Non-Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.103
Prepayment Rate | Directly Held | Non-Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.082
Prepayment Rate | Directly Held | Non-Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.100
Prepayment Rate | Held through Equity Method Investees | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.111
Prepayment Rate | Held through Equity Method Investees | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.101
Prepayment Rate | Held through Equity Method Investees | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.126
Delinquency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.019
Delinquency | Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.007
Delinquency | Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.008
Delinquency | Non-Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.003
Delinquency | Non-Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.153
Delinquency | Ginnie Mae | MSRs  
Directly Held  
Servicing asset, measurement input 0.050
Delinquency | Directly Held | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.018
Delinquency | Directly Held | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.021
Delinquency | Directly Held | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.009
Delinquency | Directly Held | Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.018
Delinquency | Held through Equity Method Investees | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.022
Delinquency | Held through Equity Method Investees | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.027
Delinquency | Held through Equity Method Investees | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.016
Recapture Rate | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.245
Recapture Rate | Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.265
Recapture Rate | Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.206
Recapture Rate | Non-Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.355
Recapture Rate | Non-Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.088
Recapture Rate | Ginnie Mae | MSRs  
Directly Held  
Servicing asset, measurement input 0.324
Recapture Rate | Directly Held | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.221
Recapture Rate | Directly Held | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.224
Recapture Rate | Directly Held | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.359
Recapture Rate | Directly Held | Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.254
Recapture Rate | Directly Held | Non-Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.177
Recapture Rate | Directly Held | Non-Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.184
Recapture Rate | Directly Held | Non-Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.178
Recapture Rate | Held through Equity Method Investees | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.293
Recapture Rate | Held through Equity Method Investees | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.253
Recapture Rate | Held through Equity Method Investees | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.351
Servicing Amount Percent | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.0019
Servicing Amount Percent | Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.0027
Servicing Amount Percent | Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.0026
Servicing Amount Percent | Non-Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.0026
Servicing Amount Percent | Non-Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.0048
Servicing Amount Percent | Ginnie Mae | MSRs  
Directly Held  
Servicing asset, measurement input 0.0034
Servicing Amount Percent | Directly Held | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.0019
Servicing Amount Percent | Directly Held | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.0021
Servicing Amount Percent | Directly Held | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.0022
Servicing Amount Percent | Directly Held | Agency | Recapture Agreement  
Directly Held  
Servicing asset, measurement input 0.0021
Servicing Amount Percent | Directly Held | Non-Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.0015
Servicing Amount Percent | Directly Held | Non-Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.0023
Servicing Amount Percent | Directly Held | Non-Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.0016
Servicing Amount Percent | Held through Equity Method Investees | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.0019
Servicing Amount Percent | Held through Equity Method Investees | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.0024
Servicing Amount Percent | Held through Equity Method Investees | Agency | Recapture Agreement  
Directly Held  
Servicing asset, measurement input 0.0018
Collateral Weighted Average Maturity (Years) | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, term 22 years
Collateral Weighted Average Maturity (Years) | Agency | MSRs | Weighted Average  
Directly Held  
Servicing asset, term 22 years
Collateral Weighted Average Maturity (Years) | Agency | Mortgage Servicing Rights Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, term 23 years
Collateral Weighted Average Maturity (Years) | Non-Agency | MSRs | Weighted Average  
Directly Held  
Servicing asset, term 25 years
Collateral Weighted Average Maturity (Years) | Non-Agency | Mortgage Servicing Rights Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, term 26 years
Collateral Weighted Average Maturity (Years) | Ginnie Mae | MSRs | Weighted Average  
Directly Held  
Servicing asset, term 27 years
Collateral Weighted Average Maturity (Years) | Directly Held | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, term 22 years
Collateral Weighted Average Maturity (Years) | Directly Held | Agency | Original Pools | Weighted Average  
Directly Held  
Servicing asset, term 21 years
Collateral Weighted Average Maturity (Years) | Directly Held | Agency | Recaptured Pools | Weighted Average  
Directly Held  
Servicing asset, term 23 years
Collateral Weighted Average Maturity (Years) | Directly Held | Agency | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, term 21 years
Collateral Weighted Average Maturity (Years) | Directly Held | Non-Agency | Original Pools | Weighted Average  
Directly Held  
Servicing asset, term 24 years
Collateral Weighted Average Maturity (Years) | Directly Held | Non-Agency | Recaptured Pools | Weighted Average  
Directly Held  
Servicing asset, term 24 years
Collateral Weighted Average Maturity (Years) | Directly Held | Non-Agency | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, term 24 years
Collateral Weighted Average Maturity (Years) | Held through Equity Method Investees | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, term 21 years
Collateral Weighted Average Maturity (Years) | Held through Equity Method Investees | Agency | Original Pools | Weighted Average  
Directly Held  
Servicing asset, term 20 years
Collateral Weighted Average Maturity (Years) | Held through Equity Method Investees | Agency | Recaptured Pools | Weighted Average  
Directly Held  
Servicing asset, term 23 years