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Rights to MSRs - Schedule of Activity Related to Financing Liability - MSRs Pledged (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Servicing Assets at Fair Value [Line Items]    
Beginning balance, Financing Liability   $ 950,593
Sales   (226)
Derecognition of Pledged MSR financing liability due to termination of PMC MSR Agreements $ 0 (263,344)
Ending balance, Financing Liability   601,684
New Residential Investment Corp    
Servicing Assets at Fair Value [Line Items]    
Changes in fair value (1,551) 32,749
Original Rights to MSRs Agreements    
Servicing Assets at Fair Value [Line Items]    
Beginning balance, Financing Liability 566,952 603,046
Changes in fair value 1,551 7,068
Runoff and settlement (17,616) (15,741)
Calls (523) (2,668)
Ending balance, Financing Liability 550,364 591,705
Original Rights to MSRs Agreements | New Residential Investment Corp    
Servicing Assets at Fair Value [Line Items]    
Changes in fair value (1,551) (7,068)
Original Rights to MSRs Agreements | New Residential Investment Corp | Reclassification    
Servicing Assets at Fair Value [Line Items]    
Changes in fair value   2,000
2017 Agreements and New RMSR Agreements    
Servicing Assets at Fair Value [Line Items]    
Beginning balance, Financing Liability   35,445
Changes in fair value   903
Runoff and settlement   (25,142)
Calls   (1,227)
Ending balance, Financing Liability   9,979
PMC MSR Agreements    
Servicing Assets at Fair Value [Line Items]    
Beginning balance, Financing Liability   312,102
Sales   (226)
Changes in fair value   (40,720)
Runoff and settlement   (7,492)
Derecognition of Pledged MSR financing liability due to termination of PMC MSR Agreements   (263,664)
Ending balance, Financing Liability   0
Changes in fair value $ 0 $ 40,720