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Rights to MSRs - Financing Liability Rollforward (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Servicing Liability at Fair Value, Amount [Roll Forward]    
Beginning balance $ 1,032,856 $ 508,291
Additions 1,276 667
Sales 44  
Receipt of lump-sum cash payments   279,586
Ending balance 950,593 1,032,856
Original Rights to MSRs Agreements    
Servicing Liability at Fair Value, Amount [Roll Forward]    
Beginning balance 436,511 499,042
Changes in fair value: 229,198 (171)
Runoff and settlement: (48,730) (58,837)
Calls (13,933) (3,523)
Ending balance 603,046 436,511
2017 Agreements and New RMSR Agreements    
Servicing Liability at Fair Value, Amount [Roll Forward]    
Beginning balance 138,854 9,249
Receipt of lump-sum cash payments   279,586
Changes in fair value: 5,866 (14,369)
Runoff and settlement: (101,003) (134,509)
Calls (8,272) (1,103)
Ending balance 35,445 138,854
PMC MSR Agreements    
Servicing Liability at Fair Value, Amount [Roll Forward]    
Beginning balance 457,491 0
Additions 1,276 667
Sales 44  
Changes in fair value: (82,078) (4,729)
Runoff and settlement: (64,631) (18,420)
Calls 0 (1,047)
Ending balance $ 312,102 457,491
PHH Corporation    
Servicing Liability at Fair Value, Amount [Roll Forward]    
Additions   481,020
PHH Corporation | PMC MSR Agreements    
Servicing Liability at Fair Value, Amount [Roll Forward]    
Additions   $ 481,020