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Fair Value - Summary of Reconciliation of the Changes in Fair Value of Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis (Details) - USD ($)
$ in Thousands
 3 Months Ended 9 Months Ended 12 Months Ended
Sep. 30, 2015
Sep. 30, 2014
Sep. 30, 2015
Sep. 30, 2014
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Purchases, issuances, sales and settlements:              
Transfer from Loans held for sale, at fair value         $ 110,874 $ 0 $ 0
Level 3 [Member]              
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]              
Beginning balance $ 350,737 $ (443,846) $ (406,749) $ (514,891) (514,891) (229,160) (16,676)
Purchases, issuances, sales and settlements:              
Purchases 2,084 0 2,201 7,700 8,464 570 90,129
Issuances (20,468) 18,114 (24,061) (6,361) 33,872 (412,603) (316,607)
Transfer from MSRs, at amortized cost     839,157        
Transfer from Loans held for sale, at fair value       110,874 110,874    
Sales (2,329) 0 (71,318) 0 0 24,156 (405)
Settlements 23,303 (5,112) 56,745 [1] (16,453) (33,483) [2] 85,381 15,353
Purchases, issuances, sales and settlements, total 2,590 13,002 802,724 95,760 119,727 (302,496) (211,530)
Total realized and unrealized gains and (losses):              
Included in earnings (26,089) 636 (68,737) [3] (11,077) (11,585) [4] 29,128 7,361 [4]
Included in Other comprehensive income 0 0 0 [3] 0 0 [4] (12,363) (8,315) [4]
Total realized and unrealized gains and (losses) (26,089) 636 (68,737) [3] (11,077) (11,585) [4] 16,765 (954) [4]
Transfers in and / or out of Level 3 0 0 0 0 0 0 0
Ending balance 327,238 (430,208) 327,238 (430,208) (406,749) (514,891) (229,160)
Loans Held for Investment - Reverse Mortgages [Member] | Level 3 [Member]              
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]              
Beginning balance 2,097,192 1,107,626 1,550,141 618,018 618,018 0 0
Purchases, issuances, sales and settlements:              
Purchases 0 0 0 0 0 10,251 0
Issuances 250,600 208,566 781,002 565,670 816,881 609,555 0
Transfer from MSRs, at amortized cost     0        
Transfer from Loans held for sale, at fair value       110,874 110,874    
Sales 0 0 0 0 0 0 0
Settlements (41,582) (27,592) (105,505) [1] (56,193) (99,923) [2] (5,886) 0
Purchases, issuances, sales and settlements, total 209,018 180,974 675,497 620,351 827,832 613,920 0
Total realized and unrealized gains and (losses):              
Included in earnings 13,305 26,724 93,877 [3] 76,955 104,291 [4] 4,098 0 [4]
Included in Other comprehensive income 0 0 0 [3] 0 0 [4] 0 0 [4]
Total realized and unrealized gains and (losses) 13,305 26,724 93,877 [3] 76,955 104,291 [4] 4,098 0 [4]
Transfers in and / or out of Level 3 0 0 0 0 0 0 0
Ending balance 2,319,515 1,315,324 2,319,515 1,315,324 1,550,141 618,018 0
HMBS - Related Borrowings [Member] | Level 3 [Member]              
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]              
Beginning balance (1,987,998) (1,033,712) (1,444,252) (615,576) (615,576) 0 0
Purchases, issuances, sales and settlements:              
Purchases 0 0 0 0 0 (10,179) 0
Issuances (271,068) (190,452) (803,924) (572,031) (783,009) (604,991) 0
Transfer from MSRs, at amortized cost     0        
Transfer from Loans held for sale, at fair value       0 0    
Sales 0 0 0 0 0 0 0
Settlements 43,725 12,690 107,522 [1] 25,725 47,077 [2] 5,440 0
Purchases, issuances, sales and settlements, total (227,343) (177,762) (696,402) (546,306) (735,932) (609,730) 0
Total realized and unrealized gains and (losses):              
Included in earnings (14,263) (24,620) (88,950) [3] (74,212) (92,744) [4] (5,846) 0 [4]
Included in Other comprehensive income 0 0 0 [3] 0 0 [4] 0 0 [4]
Total realized and unrealized gains and (losses) (14,263) (24,620) (88,950) [3] (74,212) (92,744) [4] (5,846) 0 [4]
Transfers in and / or out of Level 3 0 0 0 0 0 0 0
Ending balance (2,229,604) (1,236,094) (2,229,604) (1,236,094) (1,444,252) (615,576) 0
Mortgage Backed Securities [Member] | Level 3 [Member]              
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]              
Beginning balance 8,157 7,502 7,335 0 0    
Purchases, issuances, sales and settlements:              
Purchases 0 0 0 7,677 7,677    
Issuances 0 0 0 0 0    
Transfer from MSRs, at amortized cost     0        
Transfer from Loans held for sale, at fair value       0 0    
Sales 0 0 0 0 0    
Settlements 0 0 0 [1] 0 0 [2]    
Purchases, issuances, sales and settlements, total 0 0 0 7,677 7,677    
Total realized and unrealized gains and (losses):              
Included in earnings 384 (124) 1,206 [3] (299) (342) [4]    
Included in Other comprehensive income 0 0 0 [3] 0 0 [4]    
Total realized and unrealized gains and (losses) 384 (124) 1,206 [3] (299) (342) [4]    
Transfers in and / or out of Level 3 0 0 0 0 0    
Ending balance 8,541 7,378 8,541 7,378 7,335 0  
Financing Liability - MSRs Pledged [Member] | Level 3 [Member]              
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]              
Beginning balance (581,219) (629,579) (614,441) (633,804) (633,804) (303,705) 0
Purchases, issuances, sales and settlements:              
Purchases 0 0 0 0 0 0 0
Issuances 0 0 0 0 0 (417,167) (316,607)
Transfer from MSRs, at amortized cost     0        
Transfer from Loans held for sale, at fair value       0 0    
Sales 0 0 0 0 0 0 0
Settlements 21,160 10,724 54,382 [1] 14,949 19,363 [2] 87,068 12,902
Purchases, issuances, sales and settlements, total 21,160 10,724 54,382 14,949 19,363 (330,099) (303,705)
Total realized and unrealized gains and (losses):              
Included in earnings 0 0 0 [3] 0 0 [4] 0 0 [4]
Included in Other comprehensive income 0 0 0 [3] 0 0 [4] 0 0 [4]
Total realized and unrealized gains and (losses) 0 0 0 [3] 0 0 [4] 0 0 [4]
Transfers in and / or out of Level 3 0 0 0 0 0 0 0
Ending balance (560,059) (618,855) (560,059) (618,855) (614,441) (633,804) (303,705)
Derivatives [Member] | Level 3 [Member]              
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]              
Beginning balance 155 97 567 442 442 (10,668) (16,676)
Purchases, issuances, sales and settlements:              
Purchases 2,084 0 2,201 23 787 498 4,946
Issuances 0 $ 0 0 0 0 0 0
Transfer from MSRs, at amortized cost     0        
Transfer from Loans held for sale, at fair value       0 0    
Sales 0 0 0 0 24,156 (405)
Settlements 0 $ 0 346 [1] 0 0 [2] (1,241) 2,451
Purchases, issuances, sales and settlements, total 2,084 0 2,547 23 787 23,413 6,992
Total realized and unrealized gains and (losses):              
Included in earnings (738) (6) (1,613) [3] (374) (662) [4] 60 7,331 [4]
Included in Other comprehensive income 0 0 0 [3] 0 0 [4] (12,363) (8,315) [4]
Total realized and unrealized gains and (losses) (738) (6) (1,613) [3] (374) (662) [4] (12,303) (984) [4]
Transfers in and / or out of Level 3 0 0 0 0 0 0 0
Ending balance 1,501 91 1,501 91 567 442 (10,668)
Mortgage Servicing Rights [Member] | Level 3 [Member]              
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]              
Beginning balance 814,450 104,220 93,901 116,029 116,029 85,213 0
Purchases, issuances, sales and settlements:              
Purchases 0 0 0 0 0 0 85,183
Issuances 0 0 (1,139) 0 $ 0 0 0
Transfer from MSRs, at amortized cost     839,157        
Transfer from Loans held for sale, at fair value       0    
Sales (2,329) 0 (71,318) 0 $ 0 0 0
Settlements 0 (934) 0 [1] (934) 0 [2] 0 0
Purchases, issuances, sales and settlements, total (2,329) (934) 766,700 (934) 0 0 85,183
Total realized and unrealized gains and (losses):              
Included in earnings (24,777) (1,338) (73,257) [3] (13,147) (22,128) [4] 30,816 30 [4]
Included in Other comprehensive income 0 0 0 [3] 0 0 [4] 0 0 [4]
Total realized and unrealized gains and (losses) (24,777) (1,338) (73,257) [3] (13,147) (22,128) [4] 30,816 30 [4]
Transfers in and / or out of Level 3 0 0 0 0 0 0 0
Ending balance $ 787,344 $ 101,948 $ 787,344 $ 101,948 $ 93,901 $ 116,029 $ 85,213
[1] In the event of a transfer to another party of servicing related to Rights to MSRs, we are required to reimburse New Residential Investment Corp. (NRZ) at predetermined contractual rates for the loss of servicing revenues. Settlements for Financing liability - MSRs pledged for the nine months ended September 30, 2015 includes $2.2 million of such reimbursements.
[2] In the event of a transfer of servicing to another party related to Rights to MSRs, we are required to reimburse the owner of the Rights to MSRs at predetermined contractual rates for the loss of servicing revenues. Settlements for Financing liability - MSRs pledged for the year ended December 31, 2014 include $2.0 million of such reimbursements.
[3] Total losses attributable to derivative financial instruments still held at September 30, 2015 were $1.3 million for the nine months ended September 30, 2015.
[4] Total losses attributable to derivative financial instruments still held at December 31, 2014 and 2012 were $0.7 million and $1.2 million, respectively.