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Borrowings - Assets Sold Under Agreement to Repurchase (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Carrying value:      
Unpaid principal balance $ 4,141,680    
Total loans sold under agreements to repurchase 4,141,053 $ 1,933,859  
Fair value of assets pledged to secure 4,322,789 1,923,857  
Servicing advances 207,460 162,895  
Assets sold under agreements to repurchase      
During the period:      
Average balance of assets sold under agreements to repurchase $ 2,185,830 $ 1,626,729 $ 1,829,257
Weighted-average interest rate (as a percent) 3.74% 3.87% 3.18%
Total interest expense $ 74,215 $ 22,463 $ 60,286
Maximum daily amount outstanding 4,141,680 2,380,121 3,022,656
Carrying value:      
Unpaid principal balance 4,141,680 1,935,200  
Unamortized debt issuance costs and premiums (627) (1,341)  
Total loans sold under agreements to repurchase $ 4,141,053 $ 1,933,859  
Weighted average interest rate (as a percent) 3.29% 4.22%  
Available borrowing capacity committed $ 125,810 $ 695,767  
Available borrowing capacity uncommitted 782,510 2,354,033  
Available borrowing capacity 908,320 3,049,800  
Margin deposits placed with counterparties 5,000 3,750  
Amortization of premium 7,500 40,500 1,300
Amount of Master Repurchase Agreement incentives to refinance include in interest expense 14,700 48,100 $ 9,200
Beneficial interest in mortgage servicing rights 2,800,000    
Assets sold under agreements to repurchase | Loans held for sale      
Carrying value:      
Fair value of assets pledged to secure 4,322,789 1,923,857  
Assets sold under agreements to repurchase | Servicing advances      
Carrying value:      
Servicing advances 207,460 162,895  
Assets sold under agreements to repurchase | Financing receivable | PMT      
Carrying value:      
Fair value of assets pledged to secure 107,512 131,025  
Assets sold under agreements to repurchase | Mortgage servicing rights      
Carrying value:      
Fair value of assets pledged to secure $ 2,902,721 $ 2,807,333