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Fair Value - Level 3 Unobservable Inputs, ESS (Details) - Excess servicing spread financing - Level 3
$ in Thousands
12 Months Ended
Dec. 31, 2020
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 | $ $ 131,750
Unpaid principal balance of underlying mortgage loans | $ $ 15,833,050
Average servicing fee rate (as a percent) 0.34%
Average excess servicing spread (as a percent) 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
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
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
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
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 18.3
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 11.7
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  
Input 2.3
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 6.6
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  
Input 5.8