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Investment in Equity Method Investee - Schedule of Equity Method Investment Summarized Financial Information (Details) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Dec. 31, 2020
Schedule of Equity Method Investments [Line Items]          
Mortgage servicing rights (MSRs), at fair value $ 2,176,260   $ 2,176,260   $ 1,294,817
Other financing liabilities, at fair value 710,911   710,911   576,722
Servicing fees collected on behalf of MAV 76,035 $ 91,015 234,136 $ 299,089  
Ancillary fees (MAV) 3,914 3,695 11,859 9,454  
Servicing and subservicing fees 24,015 26,973 72,720 82,059  
MSR valuation adjustments, net 6,320 33,814 57,562 231,368  
Interest expense (40,623) (26,815) (102,591) (83,557)  
MSR Pledged liability expense 91,160 $ 57,404 168,820 $ 105,684  
UPB of loans transferred 26,724,676   26,724,676   18,062,856
UPB of rights to MSRs sold 79,805,648   79,805,648   $ 67,111,388
Oaktree          
Schedule of Equity Method Investments [Line Items]          
Interest expense     (21,351)    
MSR Asset Vehicle LLC          
Schedule of Equity Method Investments [Line Items]          
Mortgage servicing rights (MSRs), at fair value 144,893   144,893    
MSR sales price holdback - (MAV) 1,644   1,644    
Due from MAV 2,657   2,657    
Due to MAV 226   226    
Servicing fees collected on behalf of MAV     1,001    
Subservicing fees - Subservicing agreement (MAV)     574    
Ancillary fees (MAV)     707    
Servicing and subservicing fees     2,282    
MSR valuation adjustments, net     (3,116)    
MSR Pledged liability expense     2,094    
Other income, Administrative services agreement (MAV)     140    
UPB of loans transferred 13,683,143   13,683,143    
Cash proceeds from transfers of MSRs by PMC to MAV     130,024    
UPB of rights to MSRs sold 21,426,004   21,426,004    
MSR Asset Vehicle LLC | Transferred MSRs, at Fair Value          
Schedule of Equity Method Investments [Line Items]          
Other financing liabilities, at fair value 128,887   128,887    
MSR Asset Vehicle LLC | Subservicing Assets          
Schedule of Equity Method Investments [Line Items]          
UPB of rights to MSRs sold $ 7,855,112   $ 7,855,112