XML 156 R142.htm IDEA: XBRL DOCUMENT v3.24.0.1
FAIR VALUE MEASUREMENTS - Information Regarding Inputs used in Valuing Excess MSRs Owned Directly and through Equity Method Investees (Details)
12 Months Ended
Dec. 31, 2023
$ / Loan
Dec. 31, 2022
$ / Loan
Prepayment Rate | MSRs And MSR Financing Receivables | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.003 0.013
Prepayment Rate | MSRs And MSR Financing Receivables | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.837 0.978
Prepayment Rate | MSRs And MSR Financing Receivables | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.086 0.092
Prepayment Rate | MSRs And MSR Financing Receivables | Agency | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.006 0.026
Prepayment Rate | MSRs And MSR Financing Receivables | Agency | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.837 0.978
Prepayment Rate | MSRs And MSR Financing Receivables | Agency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.073 0.080
Prepayment Rate | MSRs And MSR Financing Receivables | Non-Agency | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.003 0.013
Prepayment Rate | MSRs And MSR Financing Receivables | Non-Agency | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.834 0.932
Prepayment Rate | MSRs And MSR Financing Receivables | Non-Agency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.122 0.150
Prepayment Rate | MSRs And MSR Financing Receivables | Ginnie Mae | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.050 0.028
Prepayment Rate | MSRs And MSR Financing Receivables | Ginnie Mae | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.819 0.812
Prepayment Rate | MSRs And MSR Financing Receivables | Ginnie Mae | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.105 0.103
Prepayment Rate | Directly Held | Excess MSRs | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.024 0.028
Prepayment Rate | Directly Held | Excess MSRs | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.122 0.135
Prepayment Rate | Directly Held | Excess MSRs | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.065 0.073
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.063 0.084
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.090 0.11
Prepayment Rate | Held through Equity Method Investees | Excess MSRs | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.078 0.094
Delinquency | MSRs And MSR Financing Receivables | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.000 0.001
Delinquency | MSRs And MSR Financing Receivables | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 1.000 0.800
Delinquency | MSRs And MSR Financing Receivables | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.061 0.053
Delinquency | MSRs And MSR Financing Receivables | Agency | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.000 0.001
Delinquency | MSRs And MSR Financing Receivables | Agency | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 1.000 0.667
Delinquency | MSRs And MSR Financing Receivables | Agency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.023 0.020
Delinquency | MSRs And MSR Financing Receivables | Non-Agency | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.009 0.010
Delinquency | MSRs And MSR Financing Receivables | Non-Agency | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.833 0.750
Delinquency | MSRs And MSR Financing Receivables | Non-Agency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.232 0.211
Delinquency | MSRs And MSR Financing Receivables | Ginnie Mae | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.003 0.002
Delinquency | MSRs And MSR Financing Receivables | Ginnie Mae | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.800 0.800
Delinquency | MSRs And MSR Financing Receivables | Ginnie Mae | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.097 0.089
Delinquency | Directly Held | Excess MSRs | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.002 0.002
Delinquency | Directly Held | Excess MSRs | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.088 0.101
Delinquency | Directly Held | Excess MSRs | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.043 0.036
Delinquency | Held through Equity Method Investees | Excess MSRs | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.022 0.029
Delinquency | Held through Equity Method Investees | Excess MSRs | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.056 0.054
Delinquency | Held through Equity Method Investees | Excess MSRs | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.035 0.039
Recapture Rate | Directly Held | Excess MSRs | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0 0
Recapture Rate | Directly Held | Excess MSRs | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.911 0.914
Recapture Rate | Directly Held | Excess MSRs | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.552 0.554
Recapture Rate | Held through Equity Method Investees | Excess MSRs | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.451 0.454
Recapture Rate | Held through Equity Method Investees | Excess MSRs | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.643 0.64
Recapture Rate | Held through Equity Method Investees | Excess MSRs | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.590 0.587
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs And MSR Financing Receivables | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0003 0.0002
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs And MSR Financing Receivables | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0242 0.0216
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs And MSR Financing Receivables | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0033 0.0034
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs And MSR Financing Receivables | Agency | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0006 0.0007
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs And MSR Financing Receivables | Agency | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0104 0.0104
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs And MSR Financing Receivables | Agency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0027 0.0030
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs And MSR Financing Receivables | Non-Agency | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0003 0.0002
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs And MSR Financing Receivables | Non-Agency | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0242 0.0216
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs And MSR Financing Receivables | Non-Agency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0046 0.0046
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs And MSR Financing Receivables | Ginnie Mae | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0019 0.0011
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs And MSR Financing Receivables | Ginnie Mae | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0082 0.0086
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | MSRs And MSR Financing Receivables | Ginnie Mae | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0043 0.0041
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Directly Held | Excess MSRs | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0001 0.0006
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Directly Held | Excess MSRs | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0055 0.0031
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Directly Held | Excess MSRs | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0020 0.0019
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Held through Equity Method Investees | Excess MSRs | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0016 0.0015
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Held through Equity Method Investees | Excess MSRs | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0025 0.0026
Mortgage Servicing Amount or Excess Mortgage Servicing Amount (bps) | Held through Equity Method Investees | Excess MSRs | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 0.0021 0.0021
Collateral Weighted Average Maturity (Years) | MSRs And MSR Financing Receivables | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 0 years 0 years
Collateral Weighted Average Maturity (Years) | MSRs And MSR Financing Receivables | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 40 years 39 years
Collateral Weighted Average Maturity (Years) | MSRs And MSR Financing Receivables | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 24 years 24 years
Collateral Weighted Average Maturity (Years) | MSRs And MSR Financing Receivables | Agency | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 0 years 0 years
Collateral Weighted Average Maturity (Years) | MSRs And MSR Financing Receivables | Agency | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 40 years 39 years
Collateral Weighted Average Maturity (Years) | MSRs And MSR Financing Receivables | Agency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 23 years 23 years
Collateral Weighted Average Maturity (Years) | MSRs And MSR Financing Receivables | Non-Agency | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 0 years 0 years
Collateral Weighted Average Maturity (Years) | MSRs And MSR Financing Receivables | Non-Agency | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 40 years 36 years
Collateral Weighted Average Maturity (Years) | MSRs And MSR Financing Receivables | Non-Agency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 21 years 24 years
Collateral Weighted Average Maturity (Years) | MSRs And MSR Financing Receivables | Ginnie Mae | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 1 year 0 years
Collateral Weighted Average Maturity (Years) | MSRs And MSR Financing Receivables | Ginnie Mae | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 39 years 39 years
Collateral Weighted Average Maturity (Years) | MSRs And MSR Financing Receivables | Ginnie Mae | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 27 years 27 years
Collateral Weighted Average Maturity (Years) | Directly Held | Excess MSRs | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 11 years 11 years
Collateral Weighted Average Maturity (Years) | Directly Held | Excess MSRs | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 27 years 29 years
Collateral Weighted Average Maturity (Years) | Directly Held | Excess MSRs | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 20 years 21 years
Collateral Weighted Average Maturity (Years) | Held through Equity Method Investees | Excess MSRs | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 14 years 15 years
Collateral Weighted Average Maturity (Years) | Held through Equity Method Investees | Excess MSRs | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 21 years 22 years
Collateral Weighted Average Maturity (Years) | Held through Equity Method Investees | Excess MSRs | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Collateral Weighted Average Maturity (Years) 18 years 19 years
Measurement Input, Servicing Cost | MSRs And MSR Financing Receivables | Agency | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 6.38 6.80
Measurement Input, Servicing Cost | MSRs And MSR Financing Receivables | Agency | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 7.08 7.00
Measurement Input, Servicing Cost | MSRs And MSR Financing Receivables | Agency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 6.99 6.90
Measurement Input, Servicing Cost | MSRs And MSR Financing Receivables | Non-Agency | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 7.50 7.30
Measurement Input, Servicing Cost | MSRs And MSR Financing Receivables | Non-Agency | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 9.57 17.20
Measurement Input, Servicing Cost | MSRs And MSR Financing Receivables | Non-Agency | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 9.16 8.70
Measurement Input, Servicing Cost | MSRs And MSR Financing Receivables | Ginnie Mae | Minimum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input 8.37 8.30
Measurement Input, Servicing Cost | MSRs And MSR Financing Receivables | Ginnie Mae | Maximum    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input   8.40
Measurement Input, Servicing Cost | MSRs And MSR Financing Receivables | Ginnie Mae | Weighted Average    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Servicing asset, measurement input   8.30