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MSR Transfers Not Qualifying for Sale Accounting - Schedule of Activity Related to Financing Liability - MSRs Pledged (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2022
Mar. 31, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Financing Liability - MSRs Pledged          
Servicing Asset at Fair Value, Amount [Roll Forward]          
Beginning Balance $ 864,315 $ 797,085   $ 797,085  
MSR transfers 30,904     71,501  
Changes in fair value 39,872     95,330  
Runoff and settlement (28,753)     (57,018)  
Calls 0     (560)  
Ending Balance 906,338 864,315   906,338  
Changes in fair value due to valuation inputs or assumptions   14,100      
MSR Asset Vehicle LLC          
Servicing Asset at Fair Value, Amount [Roll Forward]          
Changes in fair value due to valuation inputs or assumptions (15,136)     (63,796)  
MSR Asset Vehicle LLC | Financing Liability - MSRs Pledged          
Servicing Asset at Fair Value, Amount [Roll Forward]          
Beginning Balance 319,009 238,144   238,144  
MSR transfers 30,895     71,501  
Changes in fair value 15,136     63,796  
Runoff and settlement (9,509)     (17,912)  
Calls 0     0  
Ending Balance 355,530 319,009   355,530  
Original Rights to MSRs Agreements - NRZ | NRZ          
Servicing Asset at Fair Value, Amount [Roll Forward]          
Ending Balance 550,808     550,808  
Changes in fair value due to valuation inputs or assumptions (24,736)   $ (8,393) (31,534) $ (9,944)
Original Rights to MSRs Agreements - NRZ | NRZ | Financing Liability - MSRs Pledged          
Servicing Asset at Fair Value, Amount [Roll Forward]          
Beginning Balance 545,306 558,940 550,364 558,940 566,952
MSR transfers 10   0 0 0
Changes in fair value 24,736   8,393 31,534 9,944
Runoff and settlement (19,243)   (20,910) (39,106) (38,526)
Calls 0   (2,276) (560) (2,799)
Ending Balance $ 550,808 $ 545,306 $ 535,571 $ 550,808 $ 535,571