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Fair Value - Schedule of Reconciliation of Changes in Fair Value of Level 3 Assets and Liabilities (Details) - Level 3 [Member] - USD ($)
$ in Thousands
 3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 326,404 $ (406,749)
Purchases, issuances, sales and settlements:    
Purchases 419 0
Issuances 70,884 (4,513)
Transfer from MSRs carried at amortized cost 0 839,157
Sales (142) (917)
Settlements [1] (29,463) 19,698
Purchases, issuances, sales and settlements, total 41,698 853,425
Total realized and unrealized gains and (losses):    
Included in earnings [2] (27,333) (29,726)
Included in Other comprehensive income [2] 0 0
Total realized and unrealized gains and (losses) [2] (27,333) (29,726)
Transfers in and / or out of Level 3 0 0
Ending balance 340,769 416,950
Loans Held for Investment - Reverse Mortgages [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 2,488,253 1,550,141
Purchases, issuances, sales and settlements:    
Purchases 0 0
Issuances 304,058 235,271
Transfer from MSRs carried at amortized cost 0 0
Sales 0 0
Settlements [1] (87,237) (26,233)
Purchases, issuances, sales and settlements, total 216,821 209,038
Total realized and unrealized gains and (losses):    
Included in earnings [2] 66,168 48,962
Included in Other comprehensive income [2] 0 0
Total realized and unrealized gains and (losses) [2] 66,168 48,962
Transfers in and / or out of Level 3 0 0
Ending balance 2,771,242 1,808,141
HMBS - Related Borrowings [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance (2,391,362) (1,444,252)
Purchases, issuances, sales and settlements:    
Purchases 0 0
Issuances (233,174) (238,615)
Transfer from MSRs carried at amortized cost 0 0
Sales 0 0
Settlements [1] 39,654 25,985
Purchases, issuances, sales and settlements, total (193,520) (212,630)
Total realized and unrealized gains and (losses):    
Included in earnings [2] (63,218) (45,515)
Included in Other comprehensive income [2] 0 0
Total realized and unrealized gains and (losses) [2] (63,218) (45,515)
Transfers in and / or out of Level 3 0 0
Ending balance (2,648,100) (1,702,397)
Mortgage-Backed Securities [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 7,985 7,335
Purchases, issuances, sales and settlements:    
Purchases 0 0
Issuances 0 0
Transfer from MSRs carried at amortized cost 0 0
Sales 0 0
Settlements [1] 0 0
Purchases, issuances, sales and settlements, total 0 0
Total realized and unrealized gains and (losses):    
Included in earnings [2] 401 366
Included in Other comprehensive income [2] 0 0
Total realized and unrealized gains and (losses) [2] 401 366
Transfers in and / or out of Level 3 0 0
Ending balance 8,386 7,701
Financing Liability - MSRs Pledged [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance (541,704) (614,441)
Purchases, issuances, sales and settlements:    
Purchases 0 0
Issuances 0 0
Transfer from MSRs carried at amortized cost 0 0
Sales 0 0
Settlements [1] 18,201 19,946
Purchases, issuances, sales and settlements, total 18,201 19,946
Total realized and unrealized gains and (losses):    
Included in earnings [2] 0 0
Included in Other comprehensive income [2] 0 0
Total realized and unrealized gains and (losses) [2] 0 0
Transfers in and / or out of Level 3 0 0
Ending balance (523,503) (594,495)
Derivatives [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 2,042 567
Purchases, issuances, sales and settlements:    
Purchases 0 0
Issuances 0 0
Transfer from MSRs carried at amortized cost 0 $ 0
Sales 0
Settlements [1] (81) $ 0
Purchases, issuances, sales and settlements, total (81) 0
Total realized and unrealized gains and (losses):    
Included in earnings [2] (1,391) (364)
Included in Other comprehensive income [2] 0 0
Total realized and unrealized gains and (losses) [2] (1,391) (364)
Transfers in and / or out of Level 3 0 0
Ending balance 570 203
MSRs [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 761,190 93,901
Purchases, issuances, sales and settlements:    
Purchases 419 0
Issuances 0 (1,169)
Transfer from MSRs carried at amortized cost 0 839,157
Sales (142) (917)
Settlements [1] 0 0
Purchases, issuances, sales and settlements, total 277 837,071
Total realized and unrealized gains and (losses):    
Included in earnings [2] (29,293) (33,175)
Included in Other comprehensive income [2] 0 0
Total realized and unrealized gains and (losses) [2] (29,293) (33,175)
Transfers in and / or out of Level 3 0 0
Ending balance $ 732,174 $ 897,797
[1] In the event of a transfer to another party of servicing 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 three months ended March 31, 2015 includes $2.2 million of such reimbursements.
[2] Total losses attributable to derivative financial instruments still held at March 31, 2016 and March 31, 2015 were $1.5 million and $0.4 million for the three months ended March 31, 2016 and 2015, respectively. Total losses attributable to MSRs still held at March 31, 2016 and March 31, 2015 were $29.1 million and $31.7 million for the three months ended March 31, 2016 and 2015, respectively.