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MSR Transfers Not Qualifying for Sale Accounting - pledged MSR liability (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Servicing Liability at Fair Value, Amount [Roll Forward]      
Pledged MSR liability $ 566,952 $ 950,593 $ 1,032,856
Additions 250,016   1,276
Sales   (226) 44
Changes in fair value 77,945 (3,752) 146,485
Runoff and Settlements (89,356) (113,016) (207,863)
Derecognition of Pledged MSR financing liability due to termination of PMC MSR Agreements 0 (263,664) 0
Calls (8,472) (2,983) (22,205)
Pledged MSR liability 797,085 566,952 950,593
Changes in fair value   14,100 6,500
Original Rights to MSRs Agreements      
Servicing Liability at Fair Value, Amount [Roll Forward]      
Pledged MSR liability 566,952 603,046 436,511
Changes in fair value 82,274 36,065 222,697
Runoff and Settlements (81,813) (70,403) (42,229)
Calls (8,472) (1,756) (13,933)
Pledged MSR liability 558,940 566,952 603,046
MAV Agreements      
Servicing Liability at Fair Value, Amount [Roll Forward]      
Pledged MSR liability 0    
Additions 250,016    
Changes in fair value (4,329)    
Runoff and Settlements (7,543)    
Pledged MSR liability 238,144 0  
2017 Agreements and New RMSR Agreements      
Servicing Liability at Fair Value, Amount [Roll Forward]      
Pledged MSR liability 0 35,445 138,854
Changes in fair value   903 5,866
Runoff and Settlements   (35,121) (101,003)
Calls   (1,227) (8,272)
Pledged MSR liability   0 35,445
PMC MSR Agreements      
Servicing Liability at Fair Value, Amount [Roll Forward]      
Pledged MSR liability $ 0 312,102 457,491
Additions     1,276
Sales   (226) 44
Changes in fair value   (40,720) (82,078)
Runoff and Settlements   (7,492) (64,631)
Derecognition of Pledged MSR financing liability due to termination of PMC MSR Agreements   (263,664)  
Pledged MSR liability   $ 0 $ 312,102