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Fair Value - Summary of Reconciliation of the Changes in Fair Value of Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis (Details) - USD ($)
$ in Thousands
1 Months Ended 12 Months Ended
Jan. 18, 2018
Sep. 01, 2017
Jan. 31, 2018
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Total realized and unrealized gains and (losses):            
Included in earnings       $ 98,100 $ 153,500 $ 4,500
Proceeds from sale of MSRs accounted for as a financing       0 279,586 54,601
Gain (loss) on sale of derivatives       (700) (1,100) 100
Loans Held for Investment | Level 3            
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance     $ 4,715,831 5,472,199 4,715,831 3,565,716
Purchases, issuances, sales and settlements            
Purchases       0 0 0
Issuances       1,026,154 920,476 1,277,615
Sales       0 0 0
Settlements       (558,720) (400,521) (444,388)
Loans held for sale, at fair value       (1,892) (1,039) (3,803)
Receivables, net       (327) (158) (3,583)
Other assets       (513) (411) (1,929)
Purchases, issuances, sales and settlements, total       464,702 518,347 823,912
Total realized and unrealized gains and (losses):            
Included in earnings       332,430 238,021 326,203
Included in earnings and other comprehensive income       332,430 238,021 326,203
Transfers in and / or out of Level 3       0 0 0
Ending balance       6,269,331 5,472,199 4,715,831
Loans Held for Investment | Level 3 | Calls and Other            
Total realized and unrealized gains and (losses):            
Included in earnings       0 0 0
HMBS - Related Borrowings | Level 3            
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance     (4,601,556) (5,380,448) (4,601,556) (3,433,781)
Purchases, issuances, sales and settlements            
Purchases       0 0 0
Issuances       (962,113) (948,917) (1,281,543)
Sales       0 0 0
Settlements       549,600 391,985 418,503
Loans held for sale, at fair value       0 0 0
Receivables, net       0 0  
Other assets       0 0  
Purchases, issuances, sales and settlements, total       (412,513) (556,932) (863,040)
Total realized and unrealized gains and (losses):            
Included in earnings       (270,473) (221,960) (304,735)
Included in earnings and other comprehensive income       (270,473) (221,960) (304,735)
Transfers in and / or out of Level 3       0 0 0
Ending balance       (6,063,434) (5,380,448) (4,601,556)
HMBS - Related Borrowings | Level 3 | Calls and Other            
Total realized and unrealized gains and (losses):            
Included in earnings       0 0 0
Loans Held for Investments - Restricted for Securitization Investors | Level 3            
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance     0 26,520 0  
Purchases, issuances, sales and settlements            
Purchases       0    
Issuances       0    
Sales       0    
Settlements       (3,178) (1,853)  
Loans held for sale, at fair value       0    
Receivables, net       0    
Other assets       0    
Purchases, issuances, sales and settlements, total       (3,178) 26,520  
Total realized and unrealized gains and (losses):            
Included in earnings       0    
Included in earnings and other comprehensive income       0 0  
Transfers in and / or out of Level 3       0    
Ending balance       23,342 26,520 0
Loans Held for Investments - Restricted for Securitization Investors | Level 3 | Calls and Other            
Total realized and unrealized gains and (losses):            
Included in earnings       0    
Financing Liability Owed to Securitization Investors | Level 3            
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance     0 (24,815) 0  
Purchases, issuances, sales and settlements            
Purchases       0    
Issuances       0    
Sales       0    
Settlements       2,813 1,828  
Loans held for sale, at fair value       0    
Receivables, net       0    
Other assets       0    
Purchases, issuances, sales and settlements, total       2,813 (24,815)  
Total realized and unrealized gains and (losses):            
Included in earnings       0    
Included in earnings and other comprehensive income       0 0  
Transfers in and / or out of Level 3       0    
Ending balance       (22,002) (24,815) 0
Financing Liability Owed to Securitization Investors | Level 3 | Calls and Other            
Total realized and unrealized gains and (losses):            
Included in earnings       0    
Mortgage Backed Securities | Level 3            
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance     1,592 1,502 1,592 8,342
Purchases, issuances, sales and settlements            
Purchases       0 0 0
Issuances       0 0 0
Sales       0 0 0
Settlements       0 0 0
Loans held for sale, at fair value       0 0 0
Receivables, net       0 0  
Other assets       0 0  
Purchases, issuances, sales and settlements, total       0 0 0
Total realized and unrealized gains and (losses):            
Included in earnings       573 (90) (6,750)
Included in earnings and other comprehensive income       573 (90) (6,750)
Transfers in and / or out of Level 3       0 0 0
Ending balance       2,075 1,502 1,592
Mortgage Backed Securities | Level 3 | Calls and Other            
Total realized and unrealized gains and (losses):            
Included in earnings       0 0 0
Financing Liability - MSRs Pledged | Level 3            
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance     (508,291) (1,032,856) (508,291) (477,707)
Purchases, issuances, sales and settlements            
Purchases       (1,276) (667) 0
Recognized (assumed) in connection with the acquisition of PHH         (481,020)  
Issuances       0 (279,586) (54,601)
Sales       (44) 0 0
Settlements       214,364 211,766 59,190
Loans held for sale, at fair value       0 0 0
Receivables, net       0 0  
Other assets       0 0  
Purchases, issuances, sales and settlements, total       213,044 (549,507) 4,589
Total realized and unrealized gains and (losses):            
Included in earnings       (152,986) 19,269 (41,282)
Included in earnings and other comprehensive income       (130,781) 24,942 (35,173)
Transfers in and / or out of Level 3       0 0 0
Ending balance       (950,593) (1,032,856) (508,291)
Financing Liability - MSRs Pledged | Level 3 | Calls and Other            
Total realized and unrealized gains and (losses):            
Included in earnings       22,205 5,673 6,109
Derivatives | Level 3            
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance     2,056 678 2,056 1,836
Purchases, issuances, sales and settlements            
Purchases       0 95 655
Issuances       0 0 0
Sales       0 0 0
Settlements       0 (371) (445)
Loans held for sale, at fair value       0 0 0
Receivables, net       0 0  
Other assets       0 0  
Purchases, issuances, sales and settlements, total       0 (276) 210
Total realized and unrealized gains and (losses):            
Included in earnings       (678) (1,102) 10
Included in earnings and other comprehensive income       (678) (1,102) 10
Transfers in and / or out of Level 3       0 0 0
Ending balance       0 678 2,056
Derivatives | Level 3 | Calls and Other            
Total realized and unrealized gains and (losses):            
Included in earnings       0 0 0
Mortgage Servicing Rights | Level 3            
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]            
Beginning balance     671,962 1,457,149 671,962 679,256
Purchases, issuances, sales and settlements            
Purchases       162,300 13,712 0
Recognized (assumed) in connection with the acquisition of PHH         518,127  
Issuances       0 0 (2,214)
Sales       (4,344) (6,240) (540)
Settlements       (7,309) (5,880) 0
Loans held for sale, at fair value       0 0 0
Receivables, net       0 0  
Other assets       0 0  
Purchases, issuances, sales and settlements, total       150,647 938,644 (2,754)
Total realized and unrealized gains and (losses):            
Included in earnings       (121,401) (153,457) (4,540)
Included in earnings and other comprehensive income       (121,401) (153,457) (4,540)
Transfers in and / or out of Level 3       0 0 0
Ending balance       1,486,395 1,457,149 671,962
Mortgage Servicing Rights | Level 3 | Calls and Other            
Total realized and unrealized gains and (losses):            
Included in earnings       0 0 $ 0
Loans Held for Investments - Restricted for Securitization Investors | Level 3            
Purchases, issuances, sales and settlements            
Consolidation of mortgage-backed securitization trusts         28,373  
Financing Liability Owed to Securitization Investors | Level 3            
Purchases, issuances, sales and settlements            
Consolidation of mortgage-backed securitization trusts         (26,643)  
Servicing Contracts | Level 3            
Purchases, issuances, sales and settlements            
Transfer from MSRs carried at amortized cost         418,925  
Loans Held for Investment            
Total realized and unrealized gains and (losses):            
Included in earnings       $ 12,200    
NRZ            
Total realized and unrealized gains and (losses):            
Proceeds from sale of MSRs accounted for as a financing $ 279,600 $ 54,600 $ 279,600   $ 54,600  
Transfers upon receipt of consents mortgage servicing rights   $ 15,900,000