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Rights to MSRs - Schedule of Assets, Liabilities, Servicing and Subservicing Fees Related to NRZ Agreements (Details) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Servicing Liabilities at Fair Value [Line Items]        
Servicing Asset at Fair Value, Amount $ 1,294,817 $ 1,486,395 $ 1,457,149 $ 671,962
Sales and transfers of MSRs - Due from NRZ 0 24,167    
Due to NRZ 94,691 63,596    
Other financing liabilities 576,722 972,595    
Changes in fair value (17,853) 152,986 (19,269)  
Pledged MSR liability expense 152,334 372,089 171,670  
NRZ        
Servicing Liabilities at Fair Value [Line Items]        
Servicing Asset at Fair Value, Amount 566,952 915,148 894,002  
Sales and transfers of MSRs - Due from NRZ 4,611 33,364 54,602  
Due to NRZ 94,691 63,596 53,001  
Servicing fees collected on behalf of NRZ 383,685 577,015 539,039  
Less: Subservicing fee retained 104,848 139,343 142,334  
Net servicing fees remitted to NRZ 278,837 437,672 396,705  
Changes in fair value (17,853) 152,986 (19,269)  
Runoff, settlement and other 98,915 214,363 211,766  
Interest expense 9,735 4,206 (6,000)  
Pledged MSR liability expense 152,334 372,089 171,670  
Sale and Transfers of Mortgage Servicing Rights | NRZ        
Servicing Liabilities at Fair Value [Line Items]        
Sales and transfers of MSRs - Due from NRZ 0 24,167 23,757  
Advance Funding, Subservicing Fees and Reimbursable Expenses | NRZ        
Servicing Liabilities at Fair Value [Line Items]        
Sales and transfers of MSRs - Due from NRZ 4,611 9,197 30,845  
Original Rights to MSRs Agreements | NRZ        
Servicing Liabilities at Fair Value [Line Items]        
Other financing liabilities 566,952 603,046 436,511  
Changes in fair value 21,964 229,198 (171)  
Runoff, settlement and other 56,302 48,729 58,837  
2017 Agreements and New RMSR Agreements | NRZ        
Servicing Liabilities at Fair Value [Line Items]        
Other financing liabilities 0 35,445 138,854  
Changes in fair value 903 5,866 (14,369)  
Runoff, settlement and other 35,121 101,003 134,509  
PHH MSR Agreements | NRZ        
Servicing Liabilities at Fair Value [Line Items]        
Other financing liabilities 0 312,102 457,491  
Changes in fair value (40,720) (82,078) (4,729)  
Runoff, settlement and other 7,492 64,631 18,420  
Financing Liability - MSRs Pledged        
Servicing Liabilities at Fair Value [Line Items]        
Other financing liabilities $ 566,952 $ 950,593 $ 1,032,856