Fair Value - Financial Instruments Not Carried at Fair Value (Details) - USD ($) $ in Thousands	Dec. 31, 2016	Dec. 31, 2015
Financial assets not carried at fair value:
HTM securities	$ 509,980	$ 321,244
Financial liabilities not carried at fair value:
Unsecured senior notes	2,011,544	1,323,795
Carrying Value
Financial assets not carried at fair value:
Loans held-for-investment and loans transferred as secured borrowings	5,882,995	6,059,652
HTM securities	509,980	321,244
European servicing rights		2,626
Financial liabilities not carried at fair value:
Secured financing agreements and secured borrowings on transferred loans	4,189,126	4,068,699
Unsecured senior notes	2,011,544	1,323,795
Fair Value.
Financial assets not carried at fair value:
Loans held-for-investment and loans transferred as secured borrowings	5,934,219	6,125,881
HTM securities	504,165	315,255
European servicing rights		5,302
Financial liabilities not carried at fair value:
Secured financing agreements and secured borrowings on transferred loans	4,198,136	4,092,264
Unsecured senior notes	$ 2,088,374	$ 1,331,979