Quarterly report pursuant to Section 13 or 15(d)

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

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INVESTMENTS IN MORTGAGE SERVICING RIGHTS AND MORTGAGE SERVICING RIGHTS FINANCING RECEIVABLES - Schedule of Servicing Fee Revenue (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Sep. 30, 2018
Sep. 30, 2017
Servicing Asset at Amortized Cost [Line Items]        
Less: subservicing expense $ (43,148) $ (49,773) $ (135,703) $ (123,435)
Servicing revenue, net 175,355 58,014 538,784 269,467
Change in fair value of investments in mortgage servicing rights financing receivables (88,345) 70,232 63,628 75,828
MSRs        
Servicing Asset at Amortized Cost [Line Items]        
Servicing fee revenue 158,458 113,741 408,967 299,642
Ancillary and other fees 43,638 24,641 94,699 51,811
Servicing fee revenue and fees 202,096 138,382 503,666 351,453
Amortization of servicing rights (70,933) (68,850) (191,499) (159,451)
Change in valuation inputs and assumptions(A) 44,192 (11,518) 226,617 77,465
Change in valuation inputs and assumptions     222,751  
Servicing revenue, net 175,355 58,014 538,784 269,467
MSRs | Mortgage Servicing Rights Financing Receivable | New Residential Mortgage LLC        
Servicing Asset at Amortized Cost [Line Items]        
Servicing fee revenue 181,495 38,510 575,909 41,185
Ancillary and other fees 39,257 4,327 109,852 4,402
Less: subservicing expense (61,454) (11,139) (192,275) (11,433)
Servicing fee revenue and fees 159,298 31,698 493,486 34,154
Amortization of servicing rights (49,016) (18,883) (154,559) (20,010)
Change in valuation inputs and assumptions (39,329) 89,115 218,187 95,838
Change in fair value of investments in mortgage servicing rights financing receivables (88,345) $ 70,232 63,628 $ 75,828
Level 3 | Recurring Basis        
Servicing Asset at Amortized Cost [Line Items]        
Fair value adjustment     3,888  
Level 3 | Recurring Basis | Excess Spread Financing        
Servicing Asset at Amortized Cost [Line Items]        
Fair value adjustment $ 3,900   $ 3,888