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Rights to MSRs - Schedule of Activity Related to Financing Liability - MSRs Pledged (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Servicing Assets at Fair Value [Line Items]        
Beginning balance, Financing Liability   $ 601,684   $ 950,593
Additions       0
Derecognition of Pledged MSR financing liability due to termination of PMC MSR Agreements     $ 0 (263,344)
Ending balance, Financing Liability   582,558   582,558
New Residential Investment Corp        
Servicing Assets at Fair Value [Line Items]        
Changes in fair value $ (8,393) (6,810) (9,944) 25,938
Original Rights to MSRs Agreements        
Servicing Assets at Fair Value [Line Items]        
Beginning balance, Financing Liability 550,364 591,705 566,952 603,046
Changes in fair value 8,393 6,810 9,944 13,879
Runoff and settlement (20,910) (15,957) (38,526) (31,699)
Calls (2,276) 0 (2,799) (2,668)
Ending balance, Financing Liability 535,571 582,558 535,571 582,558
Original Rights to MSRs Agreements | New Residential Investment Corp        
Servicing Assets at Fair Value [Line Items]        
Changes in fair value (8,393) (6,810) (9,944) (13,879)
Original Rights to MSRs Agreements | New Residential Investment Corp | Reclassification        
Servicing Assets at Fair Value [Line Items]        
Changes in fair value   7,800   5,800
2017 Agreements and New RMSR Agreements        
Servicing Assets at Fair Value [Line Items]        
Beginning balance, Financing Liability   9,979   35,445
Changes in fair value       903
Runoff and settlement   (9,979)   (35,121)
Calls       (1,227)
Ending balance, Financing Liability   0   0
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   0
Changes in fair value $ 0 $ 0 $ 0 $ 40,720