XML 88 R78.htm IDEA: XBRL DOCUMENT v3.22.1
MSR Transfers Not Qualifying for Sale Accounting - Schedule of Activity Related to Financing Liability - MSRs Pledged (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Financing Liability - MSRs Pledged    
Servicing Assets at Fair Value [Line Items]    
Beginning balance, Financing Liability $ 797,084  
MSR transfers (40,597)  
Changes in fair value 55,459  
Runoff and settlement (28,265)  
Calls (560)  
Ending balance, Financing Liability 864,315  
Changes in fair value 14,100  
MSR Asset Vehicle LLC    
Servicing Assets at Fair Value [Line Items]    
Changes in fair value (48,661)  
MSR Asset Vehicle LLC | Financing Liability - MSRs Pledged    
Servicing Assets at Fair Value [Line Items]    
Beginning balance, Financing Liability 238,144  
MSR transfers (40,606)  
Changes in fair value 48,661  
Runoff and settlement (8,402)  
Calls 0  
Ending balance, Financing Liability 319,009  
Original Rights to MSRs Agreements | NRZ    
Servicing Assets at Fair Value [Line Items]    
Ending balance, Financing Liability 545,306  
Changes in fair value (6,798) $ (1,551)
Original Rights to MSRs Agreements | NRZ | Financing Liability - MSRs Pledged    
Servicing Assets at Fair Value [Line Items]    
Beginning balance, Financing Liability 558,940 566,952
MSR transfers 10 0
Changes in fair value 6,798 1,551
Runoff and settlement (19,863) (17,616)
Calls $ (560) (523)
Ending balance, Financing Liability   $ 550,364