Annual report pursuant to Section 13 and 15(d)

INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Servicing Fee Revenue (Details)

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INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MSR FINANCING RECEIVABLES - Schedule of Servicing Fee Revenue (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2019
Sep. 30, 2019
Jun. 30, 2019
Mar. 31, 2019
Dec. 31, 2018
Sep. 30, 2018
Jun. 30, 2018
Mar. 31, 2018
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Schedule of Investments in Mortgage Servicing Rights [Line Items]                      
Less: subservicing expense                 $ (227,482) $ (176,784) $ (166,081)
Change in valuation inputs and assumptions                 (166,436) 291,185  
(Gain)/loss on sales                 (3,100) (3,700)  
Servicing revenue, net $ 251,793 $ 53,050 $ (85,537) $ 165,853 $ (10,189) $ 175,355 $ 146,193 $ 217,236 385,159 528,595 424,349
Change in fair value of investments in mortgage servicing rights financing receivables                 (189,023) 31,550 66,394
MSRs                      
Schedule of Investments in Mortgage Servicing Rights [Line Items]                      
Servicing fee revenue                 899,623 589,546 412,971
Ancillary and other fees                 198,486 130,294 79,050
Interest income, investments in MSR financing receivables                 1,098,109 719,840 492,021
Amortization of servicing rights                 530,031 256,915 223,167
Change in valuation inputs and assumptions                 (187,530) 61,149  
Change in valuation inputs and assumptions                 186,204 (68,587) (155,495)
(Gain)/loss on sales                 3,285 (2,917) 0
(Gain)/loss on sales                 3,285 (2,917)  
Servicing revenue, net                 385,159 528,595 424,349
Excess Spread Financing                      
Schedule of Investments in Mortgage Servicing Rights [Line Items]                      
Amortization of servicing rights                 7,100 1,200 0
Change in valuation inputs and assumptions                 (1,300) (7,400) 0
Mortgage Servicing Rights Financing Receivable | New Residential Mortgage LLC                      
Schedule of Investments in Mortgage Servicing Rights [Line Items]                      
Servicing fee revenue                 513,172 705,812 94,945
Ancillary and other fees                 119,570 146,829 17,313
Less: subservicing expense                 (196,726) (251,184) (33,686)
Interest income, investments in MSR financing receivables                 436,016 601,457 78,572
Amortization of servicing rights                 203,732 197,703 43,190
Change in valuation inputs and assumptions                 21,094 230,036 109,584
(Gain)/loss on sales                 (6,385) (783) 0
Change in fair value of investments in mortgage servicing rights financing receivables                 $ (189,023) $ 31,550 $ 66,394