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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 9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance $ 357,716 $ 336,441 $ 343,662 $ 326,404
Purchases, issuances, sales and settlements:        
Purchases 655 638 655 782
Issuances (109,424) 212,393 (76,820) 363,802
Sales (311) (5) (541) (148)
Transfers to Real estate (Other assets) 88   (1,335)  
Settlements [1] 12,053 (225,715) 28,866 (319,177)
Purchases, issuances, sales and settlements, total (96,939) (12,689) (49,175) 45,259
Total realized and unrealized gains and (losses):        
Total realized and unrealized gains (losses) included in earnings 2,176 2,688 (31,534) [2] (45,223) [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance 262,953 326,440 262,953 326,440
Loans Held for Investment [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 4,223,776 3,057,564 3,565,716 2,488,253
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 0
Issuances 263,169 509,900 961,642 1,185,565
Sales 0 0 0 0
Transfers to Real estate (Other assets) 88   (1,335)  
Settlements [1] (118,991) (289,428) (311,560) (528,263)
Purchases, issuances, sales and settlements, total 144,266 220,472 648,747 657,302
Total realized and unrealized gains and (losses):        
Total realized and unrealized gains (losses) included in earnings 91,718 61,605 245,297 [2] 194,086 [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance 4,459,760 3,339,641 4,459,760 3,339,641
HMBS - Related Borrowings [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance (4,061,626) (2,935,928) (3,433,781) (2,391,362)
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 0
Issuances (317,277) (297,457) (981,730) (820,438)
Sales 0 0 0 0
Transfers to Real estate (Other assets) 0   0  
Settlements [1] 111,677 63,119 287,908 161,995
Purchases, issuances, sales and settlements, total (205,600) (234,338) (693,822) (658,443)
Total realized and unrealized gains and (losses):        
Total realized and unrealized gains (losses) included in earnings (91,051) (54,344) (230,674) [2] (174,805) [2]
Transfers in and / or out of Level 3 0 0 0 0
Ending balance (4,358,277) (3,224,610) (4,358,277) (3,224,610)
Mortgage-Backed Securities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 8,986 9,063 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 [1] 0 0 0 0
Purchases, issuances, sales and settlements, total 0 0 0 0
Total realized and unrealized gains and (losses):        
Total realized and unrealized gains (losses) included in earnings 341 (23) 985 [2] 1,055 [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance 9,327 9,040 9,327 9,040
Financing Liability - MSRs Pledged [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance (441,007) (495,126) (477,707) (541,704)
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 0
Issuances (54,601) 0 (54,601) 0
Sales 0 0 0 0
Transfers to Real estate (Other assets) 0   0  
Settlements [1] 19,770 594 52,963 47,172
Purchases, issuances, sales and settlements, total (34,831) 594 (1,638) 47,172
Total realized and unrealized gains and (losses):        
Total realized and unrealized gains (losses) included in earnings 27,995 0 31,502 [2] 0 [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance (447,843) (494,532) (447,843) (494,532)
Derivatives [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 1,937 200 1,836 2,042
Purchases, issuances, sales and settlements:        
Purchases 655 638 655 782
Issuances 0 0 0 0
Sales 0 0 0 0
Transfers to Real estate (Other assets) 0   0  
Settlements [1] (403) 0 (445) (81)
Purchases, issuances, sales and settlements, total 252 638 210 701
Total realized and unrealized gains and (losses):        
Total realized and unrealized gains (losses) included in earnings (350) (45) (207) [2] (1,950) [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance 1,839 793 1,839 793
MSRs [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Beginning balance 625,650 700,668 679,256 761,190
Purchases, issuances, sales and settlements:        
Purchases 0 0 0 0
Issuances (715) (50) (2,131) (1,325)
Sales (311) (5) (541) (148)
Transfers to Real estate (Other assets) 0   0  
Settlements [1] 0 0 0 0
Purchases, issuances, sales and settlements, total (1,026) (55) (2,672) (1,473)
Total realized and unrealized gains and (losses):        
Total realized and unrealized gains (losses) included in earnings (26,477) (4,505) (78,437) [2] (63,609) [2]
Transfers in and / or out of Level 3 0 [2] 0 0 0
Ending balance $ 598,147 $ 696,108 $ 598,147 $ 696,108
[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 losses attributable to derivative financial instruments still held at September 30, 2017 and September 30, 2016 were $0.2 million and $0.5 million for the nine months ended September 30, 2017 and 2016, respectively. Total losses attributable to MSRs still held at September 30, 2017 and September 30, 2016 were $78.4 million and $62.4 million for the nine months ended September 30, 2017 and 2016, respectively.