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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) - Level 3 [Member] - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Beginning balance $ (406,749) $ (514,891) $ (229,160)
Purchases, issuances, sales and settlements:      
Purchases 3,513 8,464 570
Issuances (18,724) 33,872 (412,603)
Transfer from MSRs carried at amortized cost 839,157    
Transfer from Loans held for sale, at fair value   110,874  
Sales (72,274) 0 24,156
Settlements 74,965 [1] (33,483) 85,381
Purchases, issuances, sales and settlements, total 826,637 119,727 (302,496)
Total realized and unrealized gains and (losses):      
Included in earnings (93,484) [2] (11,585) 29,128 [2]
Included in Other comprehensive income 0 [2] 0 (12,363) [2]
Total realized and unrealized gains and (losses) (93,484) [2] (11,585) 16,765 [2]
Transfers in and / or out of Level 3 0 0 0
Ending balance 326,404 (406,749) (514,891)
Loans Held for Investment - Reverse Mortgages [Member]      
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Beginning balance 1,550,141 618,018 0
Purchases, issuances, sales and settlements:      
Purchases 0 0 10,251
Issuances 1,008,065 816,881 609,555
Transfer from MSRs carried at amortized cost 0    
Transfer from Loans held for sale, at fair value   110,874  
Sales 0 0 0
Settlements (151,134) [1] (99,923) (5,886)
Purchases, issuances, sales and settlements, total 856,931 827,832 613,920
Total realized and unrealized gains and (losses):      
Included in earnings 81,181 [2] 104,291 4,098 [2]
Included in Other comprehensive income 0 [2] 0 0 [2]
Total realized and unrealized gains and (losses) 81,181 [2] 104,291 4,098 [2]
Transfers in and / or out of Level 3 0 0 0
Ending balance 2,488,253 1,550,141 618,018
HMBS - Related Borrowings [Member]      
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Beginning balance (1,444,252) (615,576) 0
Purchases, issuances, sales and settlements:      
Purchases 0 0 (10,179)
Issuances (1,024,361) (783,009) (604,991)
Transfer from MSRs carried at amortized cost 0    
Transfer from Loans held for sale, at fair value   0  
Sales 0 0 0
Settlements 153,016 [1] 47,077 5,440
Purchases, issuances, sales and settlements, total (871,345) (735,932) (609,730)
Total realized and unrealized gains and (losses):      
Included in earnings (75,765) [2] (92,744) (5,846) [2]
Included in Other comprehensive income 0 [2] 0 0 [2]
Total realized and unrealized gains and (losses) (75,765) [2] (92,744) (5,846) [2]
Transfers in and / or out of Level 3 0 0 0
Ending balance (2,391,362) (1,444,252) (615,576)
Mortgage Backed Securities [Member]      
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Beginning balance 7,335 0  
Purchases, issuances, sales and settlements:      
Purchases 0 7,677  
Issuances 0 0  
Transfer from MSRs carried at amortized cost 0    
Transfer from Loans held for sale, at fair value   0  
Sales 0 0  
Settlements 0 [1] 0  
Purchases, issuances, sales and settlements, total 0 7,677  
Total realized and unrealized gains and (losses):      
Included in earnings 650 [2] (342)  
Included in Other comprehensive income [2] 0    
Total realized and unrealized gains and (losses) 650 [2] (342)  
Transfers in and / or out of Level 3 0    
Ending balance 7,985 7,335 0
Financing Liability - MSRs Pledged [Member]      
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Beginning balance (614,441) (633,804) (303,705)
Purchases, issuances, sales and settlements:      
Purchases 0 0 0
Issuances 0 0 (417,167)
Transfer from MSRs carried at amortized cost 0    
Transfer from Loans held for sale, at fair value   0  
Sales 0 0 0
Settlements 72,737 [1] 19,363 87,068
Purchases, issuances, sales and settlements, total 72,737 19,363 (330,099)
Total realized and unrealized gains and (losses):      
Included in earnings 0 [2] 0 0 [2]
Included in Other comprehensive income 0 [2] 0 0 [2]
Total realized and unrealized gains and (losses) 0 [2] 0 0 [2]
Transfers in and / or out of Level 3 0 0 0
Ending balance (541,704) (614,441) (633,804)
Derivatives [Member]      
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Beginning balance 567 442 (10,668)
Purchases, issuances, sales and settlements:      
Purchases 2,506 787 498
Issuances 0 0 0
Transfer from MSRs carried at amortized cost 0    
Sales 0 0 24,156
Settlements 346 [1] 0 (1,241)
Purchases, issuances, sales and settlements, total 2,852 787 23,413
Total realized and unrealized gains and (losses):      
Included in earnings (1,377) [2] (662) 60 [2]
Included in Other comprehensive income 0 [2] 0 (12,363) [2]
Total realized and unrealized gains and (losses) (1,377) [2] (662) (12,303) [2]
Transfers in and / or out of Level 3 0 0 0
Ending balance 2,042 567 442
MSRs [Member]      
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]      
Beginning balance 93,901 116,029 85,213
Purchases, issuances, sales and settlements:      
Purchases 1,007 0 0
Issuances (2,428) 0 0
Transfer from MSRs carried at amortized cost 839,157    
Sales (72,274) 0 0
Settlements 0 [1] 0 0
Purchases, issuances, sales and settlements, total 765,462 0 0
Total realized and unrealized gains and (losses):      
Included in earnings (98,173) [2] (22,128) 30,816 [2]
Included in Other comprehensive income 0 [2] 0 0 [2]
Total realized and unrealized gains and (losses) (98,173) [2] (22,128) 30,816 [2]
Transfers in and / or out of Level 3 0 0 0
Ending balance $ 761,190 $ 93,901 $ 116,029
[1] Settlements of Financing liability - MSRs pledged for 2015 and 2014 include reimbursements of $2.2 million and $2.0 million, respectively, to NRZ related to servicing terminations.
[2] Total losses attributable to derivative financial instruments still held at December 31, 2015 and 2014 were $1.0 million and $0.7 million for 2015 and 2014, respectively. Total losses for 2015 attributable to MSRs still held at December 31, 2015 were $90.3 million.