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Borrowings - Schedule of Assets Held as Collateral Related to Secured Borrowings (Details) - USD ($)
$ in Thousands
Dec. 31, 2021
May 03, 2021
Mar. 04, 2021
Dec. 31, 2020
Dec. 31, 2019
Debt Instrument [Line Items]          
Cash $ 192,792     $ 284,802  
Restricted cash 70,654     72,463  
Loans held for sale 928,527     387,836  
Loans held for investment - unsecuritized 7,207,641     7,006,897  
MSRs 2,250,147     1,294,817  
Advances, net 772,433     828,239  
Receivables, net 180,707     187,665  
REO 10,075     7,771  
Balance 12,147,123     10,651,127 $ 10,406,199
Senior Notes 614,797     $ 311,898  
7.875% Senior Notes, Due 2026 | Level 3          
Debt Instrument [Line Items]          
Senior Notes     $ 400,000    
12% Paid in Cash or 13.25% Paid in Kind Senior Notes, Due 2027          
Debt Instrument [Line Items]          
Senior Notes 285,000   199,500    
12% Paid in Cash or 13.25% Paid in Kind Senior Notes, Due 2027 | Level 3          
Debt Instrument [Line Items]          
Senior Notes   $ 85,500 $ 199,500    
Senior Lien          
Debt Instrument [Line Items]          
Cash 192,792        
Restricted cash 70,654        
Loans held for sale 928,527        
Loans held for investment - securitized 6,979,100        
Loans held for investment - unsecuritized 220,662        
MSRs 1,422,546        
Advances, net 772,433        
Receivables, net 180,707        
REO 10,075        
Balance 10,777,497        
Senior Lien | Pledged Assets          
Debt Instrument [Line Items]          
Cash 0        
Restricted cash 70,654        
Loans held for sale 887,602        
Loans held for investment - securitized 6,979,100        
Loans held for investment - unsecuritized 197,020        
MSRs 1,407,949        
Advances, net 622,131        
Receivables, net 33,672        
REO 6,624        
Balance 10,204,753        
Senior Lien | Collateralized Borrowings          
Debt Instrument [Line Items]          
Cash 0        
Restricted cash 0        
Loans held for sale 870,411        
Loans held for investment - securitized 6,885,022        
Loans held for investment - unsecuritized 176,807        
MSRs 815,584        
Advances, net 598,370        
Receivables, net 32,670        
REO 5,188        
Balance 9,384,052        
Senior Lien | Unencumbered Assets          
Debt Instrument [Line Items]          
Cash 192,792        
Restricted cash 0        
Loans held for sale 40,924        
Loans held for investment - securitized 0        
Loans held for investment - unsecuritized 23,642        
MSRs 14,597        
Advances, net 150,302        
Receivables, net 147,035        
REO 3,451        
Balance $ 572,744