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Rights to MSRs - Schedule of Assets, Liabilities, Servicing and Subservicing Fees Related to NRZ Agreements (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Jun. 30, 2020
Dec. 31, 2019
Jun. 30, 2019
Dec. 31, 2018
Servicing Liabilities at Fair Value [Line Items]                
MSRs, at fair value $ 1,069,013 $ 1,455,553 $ 1,069,013 $ 1,455,553 $ 1,044,914 $ 1,486,395 $ 1,312,633 $ 1,457,149
Due from NRZ 2,364   2,364     9,197    
Other financing liabilities, at fair value 588,321   588,321     972,595    
Interest expense 57,404 256,416 105,684 303,302        
PHH MSR Agreements                
Servicing Liabilities at Fair Value [Line Items]                
Changes in fair value 0 30,156 40,720 111,034        
Runoff and settlement 0 15,881 7,492 49,469        
Financing Liability - MSRs Pledged                
Servicing Liabilities at Fair Value [Line Items]                
Other financing liabilities, at fair value 577,309   577,309     950,593    
New Residential Investment Corp                
Servicing Liabilities at Fair Value [Line Items]                
MSRs, at fair value 577,309   577,309     915,148    
Due from NRZ 2,364   2,364     33,364    
Due to NRZ 95,803   95,803     63,596    
Servicing fees collected on behalf of NRZ 91,015 146,567 299,089 443,505        
Less: Subservicing fee retained by Ocwen 25,674 35,462 80,529 108,774        
Net servicing fees remitted to NRZ 65,341 111,105 218,560 334,731        
Changes in fair value (10,401) (200,704) 21,314 (123,721)        
Runoff and settlement 15,650 53,756 84,185 157,173        
Other 2,688 1,637 7,377 (2,023)        
Interest expense 57,404 256,416 105,684 303,302        
New Residential Investment Corp | Sale and Transfers of Mortgage Servicing Rights                
Servicing Liabilities at Fair Value [Line Items]                
Due from NRZ 0   0     24,167    
New Residential Investment Corp | Subservicing Fees and Reimbursable Expenses                
Servicing Liabilities at Fair Value [Line Items]                
Due from NRZ 2,364   2,364     9,197    
New Residential Investment Corp | Original Rights to MSRs Agreements                
Servicing Liabilities at Fair Value [Line Items]                
Other financing liabilities, at fair value 577,309   577,309     603,046    
Changes in fair value (10,401) (228,644) (18,503) (230,193)        
Runoff and settlement 15,650 11,170 41,572 31,617        
New Residential Investment Corp | 2017 Agreements and New RMSR Agreements                
Servicing Liabilities at Fair Value [Line Items]                
Other financing liabilities, at fair value 0   0     35,445    
Changes in fair value 0 (2,216) (903) (4,562)        
Runoff and settlement 0 $ 26,705 35,121 $ 76,087        
New Residential Investment Corp | PHH MSR Agreements                
Servicing Liabilities at Fair Value [Line Items]                
Other financing liabilities, at fair value $ 0   $ 0     $ 312,102