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Rights to MSRs - Schedule of Assets, Liabilities, Servicing and Subservicing Fees Related to NRZ Agreements (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Dec. 31, 2016
Servicing Liabilities at Fair Value [Line Items]          
Mortgage servicing rights, at fair value   $ 1,486,395 $ 1,457,149 $ 671,962 $ 679,256
Sales and transfers of MSRs   24,167 23,757    
Due to NRZ   63,596 53,001    
Other financing liabilities   972,595 1,062,090    
Changes in fair value   (152,986) 19,269 (41,282)  
Other   2,435 2,850 1,796  
Pledged MSR liability expense   372,089 171,670 236,311  
NRZ          
Servicing Liabilities at Fair Value [Line Items]          
Mortgage servicing rights, at fair value   915,100 894,002 499,042  
Sales and transfers of MSRs   33,364 54,602 14,924  
Due to NRZ   63,596 53,001 98,493  
Servicing fees collected on behalf of NRZ   577,015 539,039 549,411  
Less: Subservicing fee retained   139,300 142,334 295,192  
Net servicing fees remitted to NRZ   437,700 396,705 254,219  
Changes in fair value   152,986 (19,269) 41,282  
Runoff, settlement and other   214,363 211,766 59,190  
Other   4,206      
Other     (6,000) 0  
Pledged MSR liability expense   372,089 171,670 236,311  
NRZ | Original Rights to MSRs Agreements          
Servicing Liabilities at Fair Value [Line Items]          
Changes in fair value   229,198 (171) 83,300  
Runoff, settlement and other   48,729 58,837 57,264  
NRZ | 2017 Agreements and New RMSR Agreements          
Servicing Liabilities at Fair Value [Line Items]          
Changes in fair value   5,866 (14,369) (42,018)  
Runoff, settlement and other   101,003 134,509 1,926  
NRZ | PHH MSR Agreements          
Servicing Liabilities at Fair Value [Line Items]          
Changes in fair value   (82,078) (4,729) 0  
Runoff, settlement and other   64,631 18,420 0  
Sale and Transfers of Mortgage Servicing Rights | NRZ          
Servicing Liabilities at Fair Value [Line Items]          
Sales and transfers of MSRs   24,167 23,757 0  
Advance Funding, Subservicing Fees and Reimbursable Expenses | NRZ          
Servicing Liabilities at Fair Value [Line Items]          
Sales and transfers of MSRs   9,197 30,845 14,924  
Original Rights to MSRs Agreements | NRZ          
Servicing Liabilities at Fair Value [Line Items]          
Other financing liabilities   603,046 436,511 499,042  
2017 Agreements and New RMSR Agreements | NRZ          
Servicing Liabilities at Fair Value [Line Items]          
Other financing liabilities   35,400 138,854 9,249  
PHH MSR Agreements | NRZ          
Servicing Liabilities at Fair Value [Line Items]          
Other financing liabilities   312,102 457,491 0  
Financing Liability - MSRs Pledged          
Servicing Liabilities at Fair Value [Line Items]          
Other financing liabilities   $ 950,593 $ 1,032,856 $ 508,291  
Forecast          
Servicing Liabilities at Fair Value [Line Items]          
Runoff, settlement and other $ 35,400