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MSR Transfers Not Qualifying for Sale Accounting - Schedule of Assets, Liabilities Related to MSR Transfer Agreements (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Jun. 30, 2021
Dec. 31, 2020
Sep. 30, 2020
Jun. 30, 2020
Dec. 31, 2019
Servicing Liabilities at Fair Value [Line Items]            
MSRs, at fair value $ 2,176,260 $ 2,072,518 $ 1,294,817 $ 1,069,013 $ 1,044,914 $ 1,486,395
Other financing liabilities, at fair value 710,911   576,722      
Due from NRZ 2,892   4,611      
Due to NRZ - Advance collections and servicing fees 92,188   94,691      
Transferred MSRs, at Fair Value            
Servicing Liabilities at Fair Value [Line Items]            
MSRs, at fair value 718,913   566,952      
Financing Liability - MSRs Pledged            
Servicing Liabilities at Fair Value [Line Items]            
Other financing liabilities, at fair value 702,907   566,952      
New Residential Investment Corp | Transferred MSRs, at Fair Value            
Servicing Liabilities at Fair Value [Line Items]            
MSRs, at fair value 574,020   566,952      
New Residential Investment Corp | Original Rights to MSRs Agreements | Transferred MSRs, at Fair Value            
Servicing Liabilities at Fair Value [Line Items]            
Other financing liabilities, at fair value     566,952      
MSR Asset Vehicle LLC | Transferred MSRs, at Fair Value            
Servicing Liabilities at Fair Value [Line Items]            
MSRs, at fair value 144,893   0      
MSR Asset Vehicle LLC | Original Rights to MSRs Agreements | Transferred MSRs, at Fair Value            
Servicing Liabilities at Fair Value [Line Items]            
Other financing liabilities, at fair value $ 128,887   $ 0