XML 64 R69.htm IDEA: XBRL DOCUMENT v3.20.1
Mortgage Servicing - Schedule of Activity Related to MSRs - Fair Value Measurement Method (Details) - USD ($)
$ in Thousands
3 Months Ended
Feb. 20, 2020
Mar. 31, 2020
Mar. 31, 2019
Servicing Asset at Fair Value, Amount [Roll Forward]      
Beginning balance   $ 1,486,395 $ 1,457,149
Sales and other transfers   (56) (567)
Recognized on the sale of residential mortgage loans   5,930 1,407
Purchase of MSRs   31,490 54,513
Servicing transfers and adjustments   (264,523) (3,313)
Changes in fair value:      
Changes in valuation inputs or other assumptions   (156,140) (64,273)
Realization of expected future cash flows and other changes   (52,868) (44,725)
Ending balance   1,050,228 1,400,191
Fair Value Agency Mortgage Servicing Rights      
Servicing Asset at Fair Value, Amount [Roll Forward]      
Beginning balance   714,006 865,587
Sales and other transfers   0 (435)
Recognized on the sale of residential mortgage loans   5,930 1,407
Purchase of MSRs   31,490 54,513
Servicing transfers and adjustments   (263,630) 0
Changes in fair value:      
Changes in valuation inputs or other assumptions   (166,532) (64,117)
Realization of expected future cash flows and other changes   (27,037) (31,263)
Ending balance   294,227 825,692
Fair Value Non-Agency Mortgage Servicing Rights      
Servicing Asset at Fair Value, Amount [Roll Forward]      
Beginning balance   772,389 591,562
Sales and other transfers   (56) (132)
Recognized on the sale of residential mortgage loans   0 0
Purchase of MSRs   0 0
Servicing transfers and adjustments   (893) (3,313)
Changes in fair value:      
Changes in valuation inputs or other assumptions   10,392 (156)
Realization of expected future cash flows and other changes   (25,831) (13,462)
Ending balance   756,001 $ 574,499
New Residential Investment Corp      
Servicing Asset at Fair Value, Amount [Roll Forward]      
Beginning balance   915,148  
Servicing transfers and adjustments $ 263,700    
Changes in fair value:      
Ending balance   $ 591,700