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Fair Value - Schedule of Reconciliation of Level 3 Assets and Liabilities (Details) - Level 3 [Member] - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2015
Jun. 30, 2014
Jun. 30, 2015
Jun. 30, 2014
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance $ 416,950 $ (462,726) $ (406,749) $ (514,891)
Purchases, issuances, sales and settlements:        
Purchases 116 0 116 (16,775)
Issuances 920 25,493 (3,593) 0
Transfer from MSRs, at amortized cost 0   839,157  
Transfer from loans held for sale, at fair value       110,874
Sales (68,072) 0 (68,989) 0
Settlements 13,398 (2,104) 33,096 [1] (11,341)
Purchases, issuances, sales and settlements, total (53,638) 23,389 799,787 82,758
Total realized and unrealized gains and (losses):        
Included in earnings (12,575) (4,509) (42,301) [2] (11,713)
Included in Other comprehensive income 0 0 0 [2] 0
Total realized and unrealized gains and (losses) (12,575) (4,509) (42,301) [2] (11,713)
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 350,737 (443,846) 350,737 (443,846)
Loans Held for Investment - Reverse Mortgages [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 1,808,141 923,464 1,550,141 618,018
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 357,104
Issuances 295,131 180,445 530,402 0
Transfer from MSRs, at amortized cost 0   0  
Transfer from loans held for sale, at fair value       110,874
Sales 0 0 0 0
Settlements (37,690) (14,572) (63,923) [1] (28,601)
Purchases, issuances, sales and settlements, total 257,441 165,873 466,479 439,377
Total realized and unrealized gains and (losses):        
Included in earnings 31,610 18,289 80,572 [2] 50,231
Included in Other comprehensive income 0 0 0 [2] 0
Total realized and unrealized gains and (losses) 31,610 18,289 80,572 [2] 50,231
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 2,097,192 1,107,626 2,097,192 1,107,626
HMBS - Related Borrowings [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance (1,702,397) (870,462) (1,444,252) (615,576)
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 (381,579)
Issuances (294,241) (154,952) (532,856) 0
Transfer from MSRs, at amortized cost 0   0  
Transfer from loans held for sale, at fair value       0
Sales 0 0 0 0
Settlements 37,812 7,648 63,797 [1] 13,035
Purchases, issuances, sales and settlements, total (256,429) (147,304) (469,059) (368,544)
Total realized and unrealized gains and (losses):        
Included in earnings (29,172) (15,946) (74,687) [2] (49,592)
Included in Other comprehensive income 0 0 0 [2] 0
Total realized and unrealized gains and (losses) (29,172) (15,946) (74,687) [2] (49,592)
Transfers in and / or out of Level 3 0 0 0 0
Ending balance (1,987,998) (1,033,712) (1,987,998) (1,033,712)
Mortgage-Backed Securities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 7,701 7,521 7,335 0
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 7,677
Issuances 0 0 0 0
Transfer from MSRs, at amortized cost 0   0  
Transfer from loans held for sale, at fair value       0
Sales 0 0 0 0
Settlements 0 0 0 [1] 0
Purchases, issuances, sales and settlements, total 0 0 0 7,677
Total realized and unrealized gains and (losses):        
Included in earnings 456 (19) 822 [2] (175)
Included in Other comprehensive income 0 0 0 [2] 0
Total realized and unrealized gains and (losses) 456 (19) 822 [2] (175)
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 8,157 7,502 8,157 7,502
Financing Liability - MSRs Pledged [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance (594,495) (634,399) (614,441) (633,804)
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 0
Issuances 0 0 0 0
Transfer from MSRs, at amortized cost 0   0  
Transfer from loans held for sale, at fair value       0
Sales 0 0 0 0
Settlements 13,276 4,820 33,222 [1] 4,225
Purchases, issuances, sales and settlements, total 13,276 4,820 33,222 4,225
Total realized and unrealized gains and (losses):        
Included in earnings 0 0 0 [2] 0
Included in Other comprehensive income 0 0 0 [2] 0
Total realized and unrealized gains and (losses) 0 0 0 [2] 0
Transfers in and / or out of Level 3 0 0 0 0
Ending balance (581,219) (629,579) (581,219) (629,579)
Derivatives [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 203 324 567 442
Purchases, issuances, sales and settlements:        
Purchases 116 0 116 23
Issuances 0 $ 0 0 0
Transfer from MSRs, at amortized cost 0   0  
Transfer from loans held for sale, at fair value       0
Sales 0   0 0
Settlements 0 $ 0 0 [1] 0
Purchases, issuances, sales and settlements, total 116 0 116 23
Total realized and unrealized gains and (losses):        
Included in earnings (164) (227) (528) [2] (368)
Included in Other comprehensive income 0 0 0 [2] 0
Total realized and unrealized gains and (losses) (164) (227) (528) [2] (368)
Transfers in and / or out of Level 3 0 0 0 0
Ending balance 155 97 155 97
MSRs [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 897,797 110,826 93,901 116,029
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 0
Issuances 30 0 (1,139) 0
Transfer from MSRs, at amortized cost 0   839,157  
Transfer from loans held for sale, at fair value       0
Sales (68,072) 0 (68,989) 0
Settlements 0 0 0 [1] 0
Purchases, issuances, sales and settlements, total (68,042) 0 769,029 0
Total realized and unrealized gains and (losses):        
Included in earnings (15,305) (6,606) (48,480) [2] (11,809)
Included in Other comprehensive income 0 0 0 [2] 0
Total realized and unrealized gains and (losses) (15,305) (6,606) (48,480) [2] (11,809)
Transfers in and / or out of Level 3 0 0 0 0
Ending balance $ 814,450 $ 104,220 $ 814,450 $ 104,220
[1] In the event of a transfer of servicing to another party related to Rights to MSRs we are required to reimburse NRZ, at predetermined contractual rates for the loss of servicing revenues. Settlements for Financing liability - MSRs pledged for the six months ended June 30, 2015 includes $2.2 million of such reimbursements during the three months ended March 31, 2015.
[2] Total losses attributable to derivative financial instruments still held at June 30, 2015 were $0.5 million for the six months ended June 30, 2015.