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Fair Value - Level 3 Unobservable Inputs, ESS (Details) - Excess servicing spread financing - Level 3
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2019
USD ($)
item
Dec. 31, 2018
USD ($)
item
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Carrying value | $ $ 183,141 $ 216,110
Unpaid principal balance of underlying mortgage loans | $ $ 20,794,571 $ 23,196,033
Average servicing fee rate (as a percent) 0.34 0.34
Average excess servicing spread (as a percent) 0.19 0.19
Pricing spread | Minimum    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Input 3.0 2.8
Pricing spread | Maximum    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Input 3.3 3.2
Pricing spread | Weighted average    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Input 3.2 3.1
Annual total prepayment speed | Minimum    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Input 8.9 8.2
Annual total prepayment speed | Maximum    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Input 15.0 29.5
Annual total prepayment speed | Weighted average    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Input 11.7 9.7
Life | Minimum    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Input 2.8 1.6
Life | Maximum    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Input 7.1 7.6
Life | Weighted average    
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]    
Input 5.9 6.8