Annual report pursuant to Section 13 and 15(d)

FAIR VALUE MEASUREMENT - Fair Value Liabilities Measured at Fair Value on a Recurring Basis using Level 3 Inputs (Details)

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FAIR VALUE MEASUREMENT - Fair Value Liabilities Measured at Fair Value on a Recurring Basis using Level 3 Inputs (Details) - Level 3 - Recurring Basis - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair value, liability, beginning balance $ 197,194 $ 0
Transfers    
Transfers from Level 3 0 0
Transfers to Level 3 0 0
Acquisitions 13,893 208,226
Ditech Acquisition 209,459  
Gains (losses) included in net income    
Included in other-than-temporary impairment on securities 0 0
Included in change in fair value of investments in excess mortgage servicing rights 0 0
Included in change in fair value of investments in excess mortgage servicing rights, equity method investees 0 0
Included in servicing revenue, net (8,406) (8,591)
Included in change in fair value of investments in notes receivable - rights to MSRs 0 0
Included in change in fair value of servicer advance investments 0 0
Included in change in fair value of investments in residential mortgage loans 0  
Included in gain (loss) on settlement of investments, net 0 0
Included in other income 11,723 2,264
Gains (losses) included in other comprehensive income, net of tax 0 0
Interest income 0 0
Purchases, sales and payments    
Purchases 378,569 0
Proceeds from sales 0 0
Proceeds from repayments (56,574) (4,338)
Other 879 (367)
Fair value, liability, ending balance 746,737 197,194
Excess Spread Financing    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair value, liability, beginning balance 39,304 0
Transfers    
Transfers from Level 3 0  
Transfers to Level 3 0  
Acquisitions 0  
Ditech Acquisition 0  
Gains (losses) included in net income    
Included in other-than-temporary impairment on securities 0 0
Included in change in fair value of investments in excess mortgage servicing rights 0 0
Included in change in fair value of investments in excess mortgage servicing rights, equity method investees 0 0
Included in servicing revenue, net (8,406) (8,591)
Included in change in fair value of investments in notes receivable - rights to MSRs 0 0
Included in change in fair value of servicer advance investments 0 0
Included in change in fair value of investments in residential mortgage loans 0  
Included in gain (loss) on settlement of investments, net 0 0
Included in other income 0 0
Gains (losses) included in other comprehensive income, net of tax 0 0
Interest income 0 0
Purchases, sales and payments    
Purchases 0 0
Proceeds from sales 0 0
Proceeds from repayments 0 0
Other 879 (367)
Fair value, liability, ending balance 31,777 39,304
Mortgage Backed Securities Issued    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair value, liability, beginning balance 117,048 0
Transfers    
Transfers from Level 3 0  
Transfers to Level 3 0  
Acquisitions 0  
Ditech Acquisition 209,459  
Gains (losses) included in net income    
Included in other-than-temporary impairment on securities 0 0
Included in change in fair value of investments in excess mortgage servicing rights 0 0
Included in change in fair value of investments in excess mortgage servicing rights, equity method investees 0 0
Included in servicing revenue, net 0 0
Included in change in fair value of investments in notes receivable - rights to MSRs 0 0
Included in change in fair value of servicer advance investments 0 0
Included in change in fair value of investments in residential mortgage loans 0  
Included in gain (loss) on settlement of investments, net 0 0
Included in other income 1,236 684
Gains (losses) included in other comprehensive income, net of tax 0 0
Interest income 0 0
Purchases, sales and payments    
Purchases 378,569 0
Proceeds from sales 0 0
Proceeds from repayments (46,574) (4,338)
Other 0 0
Fair value, liability, ending balance 659,738 117,048
Contingent Consideration    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair value, liability, beginning balance 40,842 0
Transfers    
Transfers from Level 3 0  
Transfers to Level 3 0  
Acquisitions 13,893  
Ditech Acquisition 0  
Gains (losses) included in net income    
Included in other-than-temporary impairment on securities 0 0
Included in change in fair value of investments in excess mortgage servicing rights 0 0
Included in change in fair value of investments in excess mortgage servicing rights, equity method investees 0 0
Included in servicing revenue, net 0 0
Included in change in fair value of investments in notes receivable - rights to MSRs 0 0
Included in change in fair value of servicer advance investments 0 0
Included in change in fair value of investments in residential mortgage loans 0  
Included in gain (loss) on settlement of investments, net 0 0
Included in other income 10,487 1,580
Gains (losses) included in other comprehensive income, net of tax 0 0
Interest income 0 0
Purchases, sales and payments    
Purchases 0 0
Proceeds from sales 0 0
Proceeds from repayments (10,000) 0
Other 0 0
Fair value, liability, ending balance $ 55,222 40,842
MSRs Agency | Excess Spread Financing    
Transfers    
Transfers from Level 3   0
Transfers to Level 3   0
Acquisitions   48,262
MSRs Non-Agency | Mortgage Backed Securities Issued    
Transfers    
Transfers from Level 3   0
Transfers to Level 3   0
Acquisitions   120,702
Excess MSRs Investees | MSRs Agency | Contingent Consideration    
Transfers    
Transfers from Level 3   0
Transfers to Level 3   0
Acquisitions   $ 39,262