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Investments in MSR Financing Receivables - Schedule of Investment in MSR Finance Receivables (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Receivables [Abstract]        
Balance at period beginning $ 139,225 $ 36,005 $ 125,018 $ 9,346
Capital investments 18,032 39,278 21,219 59,622
Capital distributions (49,432)   64,552  
Accretion of interest income 3,983 1,390 7,365 1,748
Changes in valuation inputs and assumptions 8,452 2,021 31,210 3,936
Balance at period end $ 120,260 $ 74,652 $ 120,260 $ 74,652