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MSR Transfers Not Qualifying for Sale Accounting - Schedule of Assets, Liabilities, Servicing and Subservicing Fees Related to NRZ Agreements (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Servicing Liabilities at Fair Value [Line Items]        
Servicing Asset at Fair Value, Amount $ 2,250,147 $ 1,294,817 $ 1,486,395 $ 1,457,149
Due to NRZ 76,590 94,691    
Other financing liabilities 804,963 576,722    
Servicing fees collected on behalf of NRZ 318,421 383,685 577,015  
Changes in fair value (77,945) 17,853 (152,986)  
Reduction (increase) in Pledged MSR liability 11,872      
Pledged MSR liability expense 209,901 152,334 372,089  
NRZ        
Servicing Liabilities at Fair Value [Line Items]        
Due to NRZ 76,590 94,691    
Servicing fees collected on behalf of NRZ 304,248 383,685 577,015  
Less: Subservicing fee retained 88,401 104,848 139,343  
Net servicing fees remitted to NRZ 215,847 278,837 437,672  
Changes in fair value (82,274) 3,752 (146,485)  
Runoff, settlement and other 81,813 113,016 207,862  
Other 11,082 9,735 4,206  
Pledged MSR liability expense 205,226 152,334 372,089  
MAV        
Servicing Liabilities at Fair Value [Line Items]        
Servicing fees collected on behalf of NRZ 14,173 0 0  
Less: Subservicing fee retained 1,988      
Net servicing fees remitted to NRZ 12,186      
Changes in fair value 4,329      
Runoff, settlement and other 7,543      
Other 4,361      
Pledged MSR liability expense 4,675 0 0  
Early Payment Protection 4,000      
Advance Funding, Subservicing Fees and Reimbursable Expenses | NRZ        
Servicing Liabilities at Fair Value [Line Items]        
Sales and transfers of MSRs - Due from NRZ 3,781 4,611    
Original Rights to MSRs Agreements | NRZ        
Servicing Liabilities at Fair Value [Line Items]        
Other financing liabilities 558,940 566,952    
Changes in fair value (82,274) (36,065) (222,697)  
Runoff, settlement and other 81,813 70,403 42,228  
2017 Agreements and New RMSR Agreements | NRZ        
Servicing Liabilities at Fair Value [Line Items]        
Changes in fair value 0 (903) (5,866)  
Runoff, settlement and other 0 35,121 101,003  
PHH MSR Agreements | NRZ        
Servicing Liabilities at Fair Value [Line Items]        
Changes in fair value 0 40,720 82,078  
Runoff, settlement and other $ 0 $ 7,492 $ 64,631