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)

v3.19.3
FAIR VALUE MEASUREMENT - Information Regarding Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)
Sep. 30, 2019
$ / Loan
Measurement Input, Servicing Cost | Agency | Weighted Average  
Directly Held  
Servicing asset, measurement input 6.46
Measurement Input, Servicing Cost | Non-Agency | Weighted Average  
Directly Held  
Servicing asset, measurement input 11.23
Measurement Input, Servicing Cost | Ginnie Mae(C) | Weighted Average  
Directly Held  
Servicing asset, measurement input 8.81
Prepayment Rate | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.102
Prepayment Rate | Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.137
Prepayment Rate | Agency | MSR Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.176
Prepayment Rate | Non-Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.124
Prepayment Rate | Non-Agency | MSR Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.083
Prepayment Rate | Ginnie Mae(C) | MSRs  
Directly Held  
Servicing asset, measurement input 0.148
Prepayment Rate | Directly Held | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.099
Prepayment Rate | Directly Held | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.093
Prepayment Rate | Directly Held | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.123
Prepayment Rate | Directly Held | Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.100
Prepayment Rate | Directly Held | Non-Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.099
Prepayment Rate | Directly Held | Non-Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.086
Prepayment Rate | Directly Held | Non-Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.097
Prepayment Rate | Held through Equity Method Investees | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.107
Prepayment Rate | Held through Equity Method Investees | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.100
Prepayment Rate | Held through Equity Method Investees | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.117
Delinquency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.011
Delinquency | Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.007
Delinquency | Agency | MSR Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.003
Delinquency | Non-Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.002
Delinquency | Non-Agency | MSR Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.141
Delinquency | Ginnie Mae(C) | MSRs  
Directly Held  
Servicing asset, measurement input 0.036
Delinquency | Directly Held | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.010
Delinquency | Directly Held | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.012
Delinquency | Directly Held | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.005
Delinquency | Directly Held | Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.010
Delinquency | Held through Equity Method Investees | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.012
Delinquency | Held through Equity Method Investees | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.015
Delinquency | Held through Equity Method Investees | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.009
Recapture Rate | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.248
Recapture Rate | Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.271
Recapture Rate | Agency | MSR Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.149
Recapture Rate | Non-Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.246
Recapture Rate | Non-Agency | MSR Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.102
Recapture Rate | Ginnie Mae(C) | MSRs  
Directly Held  
Servicing asset, measurement input 0.297
Recapture Rate | Directly Held | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.226
Recapture Rate | Directly Held | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.235
Recapture Rate | Directly Held | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.350
Recapture Rate | Directly Held | Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.263
Recapture Rate | Directly Held | Non-Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.175
Recapture Rate | Directly Held | Non-Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.209
Recapture Rate | Directly Held | Non-Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.179
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 0.267
Recapture Rate | Held through Equity Method Investees | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.326
Servicing Amount Percent | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.0020
Servicing Amount Percent | Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.0027
Servicing Amount Percent | Agency | MSR Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.0027
Servicing Amount Percent | Non-Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.0026
Servicing Amount Percent | Non-Agency | MSR Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.0047
Servicing Amount Percent | Ginnie Mae(C) | MSRs  
Directly Held  
Servicing asset, measurement input 0.0032
Servicing Amount Percent | Directly Held | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.0019
Servicing Amount Percent | Directly Held | Agency  
Directly Held  
Servicing asset, measurement input 0.0021
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 | 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 0.0024
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  
Directly Held  
Servicing asset, measurement input 0.0021
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
Collateral Weighted Average Maturity (Years) | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 22
Collateral Weighted Average Maturity (Years) | Agency | MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 22
Collateral Weighted Average Maturity (Years) | Agency | MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 25
Collateral Weighted Average Maturity (Years) | Non-Agency | MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 26
Collateral Weighted Average Maturity (Years) | Non-Agency | MSR Financing Receivables | Weighted Average  
Directly Held  
Servicing asset, measurement input 26
Collateral Weighted Average Maturity (Years) | Ginnie Mae(C) | MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 27
Collateral Weighted Average Maturity (Years) | Directly Held | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 22
Collateral Weighted Average Maturity (Years) | Directly Held | Agency | Original Pools | Weighted Average  
Directly Held  
Servicing asset, measurement input 20
Collateral Weighted Average Maturity (Years) | Directly Held | Agency | Recaptured Pools | Weighted Average  
Directly Held  
Servicing asset, measurement input 23
Collateral Weighted Average Maturity (Years) | Directly Held | Agency | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 21
Collateral Weighted Average Maturity (Years) | Directly Held | Non-Agency | Original Pools | Weighted Average  
Directly Held  
Servicing asset, measurement input 24
Collateral Weighted Average Maturity (Years) | Directly Held | Non-Agency | Recaptured Pools | Weighted Average  
Directly Held  
Servicing asset, measurement input 24
Collateral Weighted Average Maturity (Years) | Directly Held | Non-Agency | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 24
Collateral Weighted Average Maturity (Years) | Held through Equity Method Investees | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, measurement input 21
Collateral Weighted Average Maturity (Years) | Held through Equity Method Investees | Agency | Original Pools | Weighted Average  
Directly Held  
Servicing asset, measurement input 19
Collateral Weighted Average Maturity (Years) | Held through Equity Method Investees | Agency | Recaptured Pools | Weighted Average  
Directly Held  
Servicing asset, measurement input 23