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MSR Transfers Not Qualifying for Sale Accounting - Schedule of Results of Operations in Connection With MSR Transfer Agreements that Do Not Qualify for Sale Accounting (Footnote) (Details) - New Residential Investment Corp - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended
--- | --- | ---
Sep. 30, 2021 | Sep. 30, 2020 | Sep. 30, 2021 | Sep. 30, 2020
Servicing Liabilities at Fair Value [Line Items] |  |  |  |
Changes in fair value | $ (63,762) | $ (12,202) | $ (73,706) | $ 13,736
Original Rights to MSRs Agreements |  |  |  |
Servicing Liabilities at Fair Value [Line Items] |  |  |  |
Changes in fair value | $ (63,762) | (12,202) | $ (73,706) | (26,081)
Original Rights to MSRs Agreements | Reclassification |  |  |  |
Servicing Liabilities at Fair Value [Line Items] |  |  |  |
Changes in fair value |  | $ 1,800 |  | $ 7,600

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