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Mortgage Servicing Rights ("MSRs") and Related Liabilities - Fair Value Assumptions (Details)
3 Months Ended 12 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Mortgage servicing rights    
Assumption for Fair Value of Mortgage Servicing Rights    
Discount rate 9.70% 9.70%
Prepayment speeds 13.40% 13.10%
Average life 5 years 8 months 5 years 9 months
Mortgage servicing rights | Credit sensitive    
Assumption for Fair Value of Mortgage Servicing Rights    
Discount rate 10.20% 10.40%
Prepayment speeds 13.00% 12.70%
Average life 5 years 10 months 8 days 6 years
Mortgage servicing rights | Interest sensitive    
Assumption for Fair Value of Mortgage Servicing Rights    
Discount rate 9.10% 9.10%
Prepayment speeds 13.80% 13.50%
Average life 5 years 6 months 5 years 8 months
Excess spread financing | Weighted-average    
Assumption for Fair Value of Mortgage Servicing Rights    
Discount rate 11.60% 11.60%
Prepayment speeds 12.80% 12.60%
Recapture rate 18.60% 20.10%
Average life 5 years 8 months 12 days 5 years 9 months 18 days
MSR Financing Liability | Financing rates    
Assumption for Fair Value of Mortgage Servicing Rights    
Advance financing rates 1.70% 3.50%
MSR Financing Liability | Recovery rates    
Assumption for Fair Value of Mortgage Servicing Rights    
Annual advance recovery rates 18.40% 18.80%
Agency(1) | Mortgage servicing rights    
Assumption for Fair Value of Mortgage Servicing Rights    
Discount rate 9.00% 9.00%
Prepayment speeds 13.20% 13.00%
Average life 5 years 7 months 5 years 9 months
Non-agency(2) | Mortgage servicing rights    
Assumption for Fair Value of Mortgage Servicing Rights    
Discount rate 12.60% 12.60%
Prepayment speeds 14.30% 13.80%
Average life 6 years 1 month 6 years 2 months