Annual report pursuant to Section 13 and 15(d)

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES - Schedule of Change in Fair Value of Investments (Details)

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SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES - Schedule of Change in Fair Value of Investments (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Other Income Assets And Liabilities      
Excess mortgage servicing rights $ (16,232) $ (10,505) $ (58,656)
Excess mortgage servicing rights, equity method investees (3,489) 6,800 8,357
Change in fair value of MSR financing receivables (279,168) (189,023) 31,550
Servicer advance investments 763 10,288 (89,332)
Real estate and other securities 28,455 2,101 10,283
Residential mortgage loans (107,604) (70,914) 69,820
Consumer loans held-for-investment (6,384) 0 0
Derivative instruments (53,467) (56,143) (108,234)
Change in fair value of investments $ (437,126) $ (307,396) $ (136,212)