Quarterly report pursuant to Section 13 or 15(d)

INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Carrying Value of Investments in MSRs and MSR Financing Receivables (Details)

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INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Carrying Value of Investments in MSRs and MSR Financing Receivables (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Activity related to carrying value of investments in mortgage servicing rights [Roll Forward]        
Beginning balance     $ 4,528,604  
Purchases, net     1,367,296  
Transfers     0  
Other transfers     (410)  
Originations     190,666  
Prepayments     (63,709)  
Proceeds from sales     (16,622)  
Amortization of servicing rights     483,284  
Change in valuation inputs and assumptions     (278,321)  
(Gain)/loss on sales     (991)  
Ending balance $ 5,243,229   5,243,229  
MSRs        
Activity related to carrying value of investments in mortgage servicing rights [Roll Forward]        
Beginning balance     2,884,100  
Purchases, net     632,144  
Transfers     367,121  
Other transfers     (410)  
Originations     190,666  
Prepayments     (11,210)  
Proceeds from sales     (1,047) $ 0
Amortization of servicing rights     351,867  
Change in valuation inputs and assumptions     (279,758)  
(Gain)/loss on sales     2,229  
Ending balance 3,431,968   3,431,968  
Mortgage Servicing Rights Financing Receivable        
Activity related to carrying value of investments in mortgage servicing rights [Roll Forward]        
Ending balance 5,243,229   5,243,229  
New Residential Mortgage LLC | Mortgage Servicing Rights Financing Receivable | MSRs        
Activity related to carrying value of investments in mortgage servicing rights [Roll Forward]        
Beginning balance     1,644,504  
Purchases, net     735,152  
Transfers     (367,121)  
Other transfers     0  
Originations     0  
Prepayments     (52,499)  
Proceeds from sales     (15,575) 0
Amortization of servicing rights     131,417  
Change in valuation inputs and assumptions 9,349 $ (39,329) 1,437 218,187
(Gain)/loss on sales (2,419) $ 0 (3,220) $ 0
Ending balance $ 1,811,261   $ 1,811,261