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MSR Transfers Not Qualifying for Sale Accounting - Schedule of Activity Related to Financing Liability - MSRs Pledged (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Servicing Assets at Fair Value [Line Items]        
Derecognition of Pledged MSR financing liability due to termination of PMC MSR Agreements     $ 0 $ (263,344)
Financing Liability - MSRs Pledged        
Servicing Assets at Fair Value [Line Items]        
Beginning balance, Financing Liability $ 535,571   566,952 950,593
Sales (132,003)   (132,003) (226)
Changes in fair value 61,329   71,273 (13,736)
Runoff and settlement (21,783)   (60,309) (91,763)
Derecognition of Pledged MSR financing liability due to termination of PMC MSR Agreements       (263,664)
Calls (4,213)   (7,012) (3,895)
Ending balance, Financing Liability 702,907 $ 577,309 702,907 577,309
New Residential Investment Corp        
Servicing Assets at Fair Value [Line Items]        
Changes in fair value (63,762) (12,202) (73,706) 13,736
MSR Asset Vehicle LLC        
Servicing Assets at Fair Value [Line Items]        
Changes in fair value 2,433   2,433  
MSR Asset Vehicle LLC | Financing Liability - MSRs Pledged        
Servicing Assets at Fair Value [Line Items]        
Beginning balance, Financing Liability 0   0  
Sales (132,003)   (132,003)  
Changes in fair value (2,433)   (2,433)  
Runoff and settlement (683)   (683)  
Calls 0   0  
Ending balance, Financing Liability 128,887   128,887  
Original Rights to MSRs Agreements | New Residential Investment Corp        
Servicing Assets at Fair Value [Line Items]        
Ending balance, Financing Liability 574,020   574,020  
Changes in fair value (63,762) (12,202) (73,706) (26,081)
Original Rights to MSRs Agreements | New Residential Investment Corp | Financing Liability - MSRs Pledged        
Servicing Assets at Fair Value [Line Items]        
Beginning balance, Financing Liability 535,571 582,558 566,952 603,046
Changes in fair value 63,762 12,203 73,706 26,081
Runoff and settlement (21,100) (17,452) (59,626) (49,150)
Calls (4,213) 0 (7,012) (2,668)
Ending balance, Financing Liability 574,020 577,309 574,020 577,309
Original Rights to MSRs Agreements | New Residential Investment Corp | Reclassification        
Servicing Assets at Fair Value [Line Items]        
Changes in fair value   1,800   7,600
2017 Agreements and New RMSR Agreements | New Residential Investment Corp | Financing Liability - MSRs Pledged        
Servicing Assets at Fair Value [Line Items]        
Beginning balance, Financing Liability       35,445
Changes in fair value       903
Runoff and settlement       (35,121)
Calls       (1,227)
Ending balance, Financing Liability   0   0
PMC MSR Agreements        
Servicing Assets at Fair Value [Line Items]        
Changes in fair value $ 0 0 $ 0 40,720
PMC MSR Agreements | New Residential Investment Corp | Financing Liability - MSRs Pledged        
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