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)
3 Months Ended
Mar. 31, 2019
$ / Loan
Agency | Weighted Average  
Directly Held  
Monthly cost per loan (in dollars per loan) 7.07
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) 10.69
Prepayment Rate | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.101
Prepayment Rate | Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.107
Prepayment Rate | Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.101
Prepayment Rate | Non-Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.120
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 0.152
Prepayment Rate | Directly Held | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.100
Prepayment Rate | Directly Held | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.105
Prepayment Rate | Directly Held | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.089
Prepayment Rate | Directly Held | Agency | Recapture Agreements  
Directly Held  
Servicing asset, measurement input 0.088
Prepayment Rate | Directly Held | Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.099
Prepayment Rate | Directly Held | Non-Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.104
Prepayment Rate | Directly Held | Non-Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.093
Prepayment Rate | Directly Held | Non-Agency | Recapture Agreements  
Directly Held  
Servicing asset, measurement input 0.093
Prepayment Rate | Directly Held | Non-Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.102
Prepayment Rate | Held through Equity Method Investees | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.103
Prepayment Rate | Held through Equity Method Investees | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.115
Prepayment Rate | Held through Equity Method Investees | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.093
Prepayment Rate | Held through Equity Method Investees | Agency | Recapture Agreements  
Directly Held  
Servicing asset, measurement input 0.094
Delinquency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.024
Delinquency | Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.012
Delinquency | Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.010
Delinquency | Non-Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.005
Delinquency | Non-Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.171
Delinquency | Ginnie Mae | MSRs  
Directly Held  
Servicing asset, measurement input 0.061
Delinquency | Directly Held | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.022
Delinquency | Directly Held | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.022
Delinquency | Directly Held | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.021
Delinquency | Directly Held | Agency | Recapture Agreements  
Directly Held  
Servicing asset, measurement input 0.022
Delinquency | Directly Held | Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.022
Delinquency | Held through Equity Method Investees | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.027
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 0.026
Delinquency | Held through Equity Method Investees | Agency | Recapture Agreements  
Directly Held  
Servicing asset, measurement input 0.027
Recapture Rate | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.244
Recapture Rate | Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.214
Recapture Rate | Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.137
Recapture Rate | Non-Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.141
Recapture Rate | Non-Agency | Mortgage Servicing Rights Financing Receivables  
Directly Held  
Servicing asset, measurement input 0.039
Recapture Rate | Ginnie Mae | MSRs  
Directly Held  
Servicing asset, measurement input 0.315
Recapture Rate | Directly Held | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.217
Recapture Rate | Directly Held | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.267
Recapture Rate | Directly Held | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.234
Recapture Rate | Directly Held | Agency | Recapture Agreements  
Directly Held  
Servicing asset, measurement input 0.243
Recapture Rate | Directly Held | Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.255
Recapture Rate | Directly Held | Non-Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.158
Recapture Rate | Directly Held | Non-Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.198
Recapture Rate | Directly Held | Non-Agency | Recapture Agreements  
Directly Held  
Servicing asset, measurement input 0.198
Recapture Rate | Directly Held | Non-Agency | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.166
Recapture Rate | Held through Equity Method Investees | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.290
Recapture Rate | Held through Equity Method Investees | Agency | Original Pools  
Directly Held  
Servicing asset, measurement input 0.292
Recapture Rate | Held through Equity Method Investees | Agency | Recaptured Pools  
Directly Held  
Servicing asset, measurement input 0.285
Recapture Rate | Held through Equity Method Investees | Agency | Recapture Agreements  
Directly Held  
Servicing asset, measurement input 0.298
Servicing Amount Percent | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.002
Servicing Amount Percent | Agency | MSRs  
Directly Held  
Servicing asset, measurement input 0.0026
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 0.0035
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 Agreements  
Directly Held  
Servicing asset, measurement input 0.0022
Servicing Amount Percent | Directly Held | Agency | Excess MSRs  
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 | Recapture Agreements  
Directly Held  
Servicing asset, measurement input 0.0020
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 | Excess MSRs  
Directly Held  
Servicing asset, measurement input 0.0022
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 Agreements  
Directly Held  
Servicing asset, measurement input 0.0023
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 21 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 23 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 24 years
Collateral Weighted Average Maturity (Years) | Directly Held | Agency | Excess MSRs | Weighted Average  
Directly Held  
Servicing asset, term 22 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