Annual report pursuant to Section 13 and 15(d)

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

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FAIR VALUE MEASUREMENT - Weighted Average Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)
12 Months Ended
Dec. 31, 2019
$ / Loan
Dec. 31, 2018
$ / Loan
Agency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing Assets And Servicing Liabilities At Fair Value, Monthly Cost Per Loan 7.18 7.30
Non-Agency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing Assets And Servicing Liabilities At Fair Value, Monthly Cost Per Loan 11.28 11.45
Ginnie Mae | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing Assets And Servicing Liabilities At Fair Value, Monthly Cost Per Loan 9.20 10.06
Prepayment Rate | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.095 0.095
Prepayment Rate | Agency | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.125 0.094
Prepayment Rate | Agency | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.154 0.095
Prepayment Rate | Non-Agency | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.116 0.132
Prepayment Rate | Non-Agency | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.083 0.082
Prepayment Rate | Ginnie Mae | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.162  
Prepayment Rate | Ginnie Mae | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.112
Prepayment Rate | Directly Held | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.093 0.094
Prepayment Rate | Directly Held | Agency | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.086 0.098
Prepayment Rate | Directly Held | Agency | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.107 0.080
Prepayment Rate | Directly Held | Agency | Recapture Agreement    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.079
Prepayment Rate | Directly Held | Agency | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.092 0.091
Prepayment Rate | Directly Held | Non-Agency | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.097 0.104
Prepayment Rate | Directly Held | Non-Agency | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.075 0.080
Prepayment Rate | Directly Held | Non-Agency | Recapture Agreement    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.079
Prepayment Rate | Directly Held | Non-Agency | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.094 0.099
Prepayment Rate | Held through Equity Method Investees | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.098 0.096
Prepayment Rate | Held through Equity Method Investees | Agency | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.093 0.109
Prepayment Rate | Held through Equity Method Investees | Agency | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.103 0.085
Prepayment Rate | Held through Equity Method Investees | Agency | Recapture Agreement    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.086
Delinquency | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.010 0.027
Delinquency | Agency | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.010 0.010
Delinquency | Agency | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.004 0.009
Delinquency | Non-Agency | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.012 0.009
Delinquency | Non-Agency | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.144 0.172
Delinquency | Ginnie Mae | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.044  
Delinquency | Ginnie Mae | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.039
Delinquency | Directly Held | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.009 0.024
Delinquency | Directly Held | Agency | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.011 0.025
Delinquency | Directly Held | Agency | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.005 0.021
Delinquency | Directly Held | Agency | Recapture Agreement    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.022
Delinquency | Directly Held | Agency | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.009 0.024
Delinquency | Held through Equity Method Investees | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.011 0.032
Delinquency | Held through Equity Method Investees | Agency | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.014 0.039
Delinquency | Held through Equity Method Investees | Agency | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.008 0.026
Delinquency | Held through Equity Method Investees | Agency | Recapture Agreement    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.027
Recapture Rate | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.214 0.245
Recapture Rate | Agency | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.233 0.222
Recapture Rate | Agency | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.158 0.147
Recapture Rate | Non-Agency | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.221 0.100
Recapture Rate | Non-Agency | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.093 0.050
Recapture Rate | Ginnie Mae | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.281  
Recapture Rate | Ginnie Mae | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.242
Recapture Rate | Directly Held | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.194 0.215
Recapture Rate | Directly Held | Agency | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.203 0.263
Recapture Rate | Directly Held | Agency | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.278 0.236
Recapture Rate | Directly Held | Agency | Recapture Agreement    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.248
Recapture Rate | Directly Held | Agency | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.223 0.254
Recapture Rate | Directly Held | Non-Agency | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.155 0.154
Recapture Rate | Directly Held | Non-Agency | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.174 0.199
Recapture Rate | Directly Held | Non-Agency | Recapture Agreement    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.198
Recapture Rate | Directly Held | Non-Agency | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.158 0.163
Recapture Rate | Held through Equity Method Investees | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.251 0.294
Recapture Rate | Held through Equity Method Investees | Agency | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.237 0.296
Recapture Rate | Held through Equity Method Investees | Agency | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.267 0.288
Recapture Rate | Held through Equity Method Investees | Agency | Recapture Agreement    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.304
Servicing Amount Percent | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0020 0.0020
Servicing Amount Percent | Agency | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0028 0.0026
Servicing Amount Percent | Agency | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0027 0.0027
Servicing Amount Percent | Non-Agency | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0031 0.0025
Servicing Amount Percent | Non-Agency | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0047 0.0045
Servicing Amount Percent | Ginnie Mae | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0042 0.0033
Servicing Amount Percent | Directly Held | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.0019
Servicing Amount Percent | Directly Held | Agency | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0021 0.0021
Servicing Amount Percent | Directly Held | Agency | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0023 0.0022
Servicing Amount Percent | Directly Held | Agency | Recapture Agreement    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.0022
Servicing Amount Percent | Directly Held | Agency | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0022 0.0021
Servicing Amount Percent | Directly Held | Non-Agency | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0015 0.0015
Servicing Amount Percent | Directly Held | Non-Agency | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0024 0.0023
Servicing Amount Percent | Directly Held | Non-Agency | Recapture Agreement    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0016 0.0020
Servicing Amount Percent | Directly Held | Non-Agency | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0019 0.0016
Servicing Amount Percent | Held through Equity Method Investees | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0021 0.0021
Servicing Amount Percent | Held through Equity Method Investees | Agency | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0019 0.0019
Servicing Amount Percent | Held through Equity Method Investees | Agency | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 0.0024 0.0023
Servicing Amount Percent | Held through Equity Method Investees | Agency | Recapture Agreement    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   0.0023
Collateral Weighted Average Maturity Years | Weighted Average | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 21 22
Collateral Weighted Average Maturity Years | Agency | Weighted Average | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 22 22
Collateral Weighted Average Maturity Years | Agency | Weighted Average | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 25 20
Collateral Weighted Average Maturity Years | Non-Agency | Weighted Average | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 16 25
Collateral Weighted Average Maturity Years | Non-Agency | Weighted Average | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 25 26
Collateral Weighted Average Maturity Years | Ginnie Mae | Weighted Average | MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 27  
Collateral Weighted Average Maturity Years | Ginnie Mae | Weighted Average | Mortgage Servicing Rights Financing Receivable    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs   27
Collateral Weighted Average Maturity Years | Directly Held | Weighted Average | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 22 23
Collateral Weighted Average Maturity Years | Directly Held | Agency | Weighted Average | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 20 21
Collateral Weighted Average Maturity Years | Directly Held | Agency | Weighted Average | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 23 24
Collateral Weighted Average Maturity Years | Directly Held | Agency | Weighted Average | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 21 22
Collateral Weighted Average Maturity Years | Directly Held | Non-Agency | Weighted Average | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 24 24
Collateral Weighted Average Maturity Years | Directly Held | Non-Agency | Weighted Average | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 23 24
Collateral Weighted Average Maturity Years | Directly Held | Non-Agency | Weighted Average | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 24 24
Collateral Weighted Average Maturity Years | Held through Equity Method Investees | Weighted Average | Excess MSRs    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 20 21
Collateral Weighted Average Maturity Years | Held through Equity Method Investees | Agency | Weighted Average | Original Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 19 20
Collateral Weighted Average Maturity Years | Held through Equity Method Investees | Agency | Weighted Average | Recaptured Pools    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Significant Inputs 22 23