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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 6 Months Ended
Jun. 30, 2017
Jun. 30, 2016
Jun. 30, 2017
Jun. 30, 2016
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance $ 380,842 $ 340,769 $ 343,662 $ 326,404
Purchases, issuances, sales and settlements:        
Purchases 0 144 0 144
Issuances (7,023) 80,106 32,603 151,409
Sales (2) (1) (230) (143)
Transfers to Real estate (Other assets) (1,423)   (1,423)  
Settlements 5,005 [1] (64,000) [1] 16,813 (93,465)
Purchases, issuances, sales and settlements, total (3,443) 16,249 47,763 57,945
Total realized and unrealized gains and (losses):        
Included in earnings (19,683) [2] (20,577) (33,709) [2] (47,908) [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance 357,716 336,441 357,716 336,441
Loans Held for Investment [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 3,916,387 2,771,242 3,565,716 2,488,253
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 0
Issuances 351,392 371,607 698,473 675,665
Sales 0 0 0 0
Transfers to Real estate (Other assets) (1,423)   (1,423)  
Settlements (112,279) [1] (151,600) [1] (192,569) (238,838)
Purchases, issuances, sales and settlements, total 237,690 220,007 504,481 436,827
Total realized and unrealized gains and (losses):        
Included in earnings 69,699 [2] 66,315 153,579 [2] 132,484 [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance 4,223,776 3,057,564 4,223,776 3,057,564
HMBS - Related Borrowings [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance (3,739,265) (2,648,100) (3,433,781) (2,391,362)
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 0
Issuances (357,704) (289,807) (664,453) (522,981)
Sales 0 0 0 0
Transfers to Real estate (Other assets) 0   0  
Settlements 101,132 [1] 59,223 [1] 176,231 98,876
Purchases, issuances, sales and settlements, total (256,572) (230,584) (488,222) (424,105)
Total realized and unrealized gains and (losses):        
Included in earnings (65,789) [2] (57,244) (139,623) [2] (120,461) [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance (4,061,626) (2,935,928) (4,061,626) (2,935,928)
Mortgage-Backed Securities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 8,658 8,386 8,342 7,985
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 0
Issuances 0 0 0 0
Sales 0 0 0 0
Transfers to Real estate (Other assets) 0   0  
Settlements 0 [1] 0 [1] 0 0
Purchases, issuances, sales and settlements, total 0 0 0 0
Total realized and unrealized gains and (losses):        
Included in earnings 328 [2] 677 644 [2] 1,078 [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance 8,986 9,063 8,986 9,063
Financing Liability - MSRs Pledged [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance (459,187) (523,503) (477,707) (541,704)
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 0
Issuances 0 0 0 0
Sales 0 0 0 0
Transfers to Real estate (Other assets) 0   0  
Settlements 16,194 [1] 28,377 [1] 33,193 46,578
Purchases, issuances, sales and settlements, total 16,194 28,377 33,193 46,578
Total realized and unrealized gains and (losses):        
Included in earnings 1,986 [2] 0 3,507 [2] 0 [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance (441,007) (495,126) (441,007) (495,126)
Derivatives [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 2,262 570 1,836 2,042
Purchases, issuances, sales and settlements:        
Purchases 0 144 0 144
Issuances 0 0 0 0
Sales 0 0 0 0
Transfers to Real estate (Other assets) 0   0  
Settlements (42) [1] 0 [1] (42) (81)
Purchases, issuances, sales and settlements, total (42) 144 (42) 63
Total realized and unrealized gains and (losses):        
Included in earnings (283) [2] (514) 143 [2] (1,905) [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance 1,937 200 1,937 200
MSRs [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 651,987 732,174 679,256 761,190
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 0
Issuances (711) (1,694) (1,417) (1,275)
Sales (2) (1) (230) (143)
Transfers to Real estate (Other assets) 0   0  
Settlements 0 [1] 0 [1] 0 0
Purchases, issuances, sales and settlements, total (713) (1,695) (1,647) (1,418)
Total realized and unrealized gains and (losses):        
Included in earnings (25,624) [2] (29,811) (51,959) [2] (59,104) [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance $ 625,650 $ 700,668 $ 625,650 $ 700,668
[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 June 30, 2017 and June 30, 2016 were $0.2 million and $(2.0) million for the six months ended June 30, 2017 and 2016, respectively. Total losses attributable to MSRs still held at June 30, 2017 and June 30, 2016 were $51.5 million and $58.5 million for the six months ended June 30, 2017 and 2016, respectively.