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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, 2017
Mar. 31, 2016
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 343,662 $ 326,404
Purchases, issuances, sales and settlements:    
Purchases 0 419
Issuances 39,625 70,884
Sales (228) (142)
Settlements [1] 11,808 (29,463)
Purchases, issuances, sales and settlements, total 51,205 41,698
Total realized and unrealized gains and (losses) (2):    
Included in earnings (14,025) [2] (27,333)
Transfers in and / or out of Level 3 0 [2] 0
Ending balance 380,842 340,769
Loans Held for Investment [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 3,565,716 2,488,253
Purchases, issuances, sales and settlements:    
Purchases 0 0
Issuances 347,080 304,058
Sales 0 0
Settlements [1] (80,290) (87,237)
Purchases, issuances, sales and settlements, total 266,790 216,821
Total realized and unrealized gains and (losses) (2):    
Included in earnings 83,881 [2] 66,168
Transfers in and / or out of Level 3 0 [2] 0
Ending balance 3,916,387 2,771,242
HMBS - Related Borrowings [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance (3,433,781) (2,391,362)
Purchases, issuances, sales and settlements:    
Purchases 0 0
Issuances (306,749) (233,174)
Sales 0 0
Settlements [1] 75,099 39,654
Purchases, issuances, sales and settlements, total (231,650) (193,520)
Total realized and unrealized gains and (losses) (2):    
Included in earnings (73,834) [2] (63,218)
Transfers in and / or out of Level 3 0 [2] 0
Ending balance (3,739,265) (2,648,100)
Mortgage-Backed Securities [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 8,342 7,985
Purchases, issuances, sales and settlements:    
Purchases 0 0
Issuances 0 0
Sales 0 0
Settlements [1] 0 0
Purchases, issuances, sales and settlements, total 0 0
Total realized and unrealized gains and (losses) (2):    
Included in earnings 316 [2] 401
Transfers in and / or out of Level 3 0 [2] 0
Ending balance 8,658 8,386
Financing Liability - MSRs Pledged [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance (477,707) (541,704)
Purchases, issuances, sales and settlements:    
Purchases 0 0
Issuances 0 0
Sales 0 0
Settlements [1] 16,999 18,201
Purchases, issuances, sales and settlements, total 16,999 18,201
Total realized and unrealized gains and (losses) (2):    
Included in earnings 1,521 [2] 0
Transfers in and / or out of Level 3 0 [2] 0
Ending balance (459,187) (523,503)
Derivatives [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 1,836 2,042
Purchases, issuances, sales and settlements:    
Purchases 0 0
Issuances 0 0
Sales 0 0
Settlements [1] 0 (81)
Purchases, issuances, sales and settlements, total 0 (81)
Total realized and unrealized gains and (losses) (2):    
Included in earnings 426 [2] (1,391)
Transfers in and / or out of Level 3 0 [2] 0
Ending balance 2,262 570
MSRs [Member]    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance 679,256 761,190
Purchases, issuances, sales and settlements:    
Purchases 0 419
Issuances (706) 0
Sales (228) (142)
Settlements [1] 0 0
Purchases, issuances, sales and settlements, total (934) 277
Total realized and unrealized gains and (losses) (2):    
Included in earnings (26,335) [2] (29,293)
Transfers in and / or out of Level 3 0 [2] 0
Ending balance $ 651,987 $ 732,174
[1] Settlements for Loans held for investment - reverse mortgages consist chiefly of principal payments received, but also may include non-cash settlements of loans.
[2] Total gains (losses) attributable to derivative financial instruments still held at March 31, 2017 and March 31, 2016 were $0.4 million and $(1.5) million for the three months ended March 31, 2017 and 2016, respectively. Total losses attributable to MSRs still held at March 31, 2017 and March 31, 2016 were $26.3 million and $29.1 million for the three months ended March 31, 2017 and 2016, respectively.