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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, 2020
USD ($)
item
Dec. 31, 2019
USD ($)
item
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption    
Carrying value | $ $ 142,990 $ 178,586
Unpaid principal balance of underlying mortgage loans | $ $ 17,070,283 $ 19,904,571
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    
Input 4.9 3.0
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    
Input 5.3 3.3
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    
Input 5.1 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    
Input 9.6 8.7
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    
Input 17.6 16.2
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    
Input 11.8 11.0
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    
Input 2.4 2.7
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    
Input 6.7 7.2
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    
Input 5.8 6.1