Annual report pursuant to Section 13 and 15(d)

EXCESS MORTGAGE SERVICING RIGHTS - Schedule of Activity Related to the Carrying Value of Investments in Excess MSRs (Details)

v3.20.4
EXCESS MORTGAGE SERVICING RIGHTS - Schedule of Activity Related to the Carrying Value of Investments in Excess MSRs (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Carrying Value of Investments in Excess MSRs    
Beginning balance $ 5,686,233 $ 4,528,604
Ending balance 4,585,841 5,686,233
Excess MSRs    
Carrying Value of Investments in Excess MSRs    
Beginning balance   447,860
Interest income 28,352 32,647
Other income (12,123) 3,851
Proceeds from repayments (67,745) (84,031)
Proceeds from sales (1,061) (10,075)
Change in fair value (16,232) (10,505)
Excess MSRs | Mr. Cooper    
Carrying Value of Investments in Excess MSRs    
Beginning balance 377,692 445,328
Interest income 28,217 32,587
Other income (12,123) 3,851
Proceeds from repayments (67,340) (83,612)
Proceeds from sales (1,061) (10,075)
Change in fair value (16,376) (10,387)
Ending balance 309,009 377,692
Excess MSRs | SLS    
Carrying Value of Investments in Excess MSRs    
Beginning balance 2,055 2,532
Interest income 135 60
Other income 0 0
Proceeds from repayments (405) (419)
Proceeds from sales 0 0
Change in fair value 144 (118)
Ending balance $ 1,929 $ 2,055