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Mortgage Servicing - Schedule of Estimated Amortization Expense for MSRs (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2014
Sep. 30, 2015
Dec. 31, 2013
Servicing Asset at Amortized Cost [Line Items]      
Mortgage servicing rights, at fair value $ 93,901 $ 787,344 $ 116,029
2015 [Member]      
Servicing Asset at Amortized Cost [Line Items]      
Amortization method MSRs [1] 222,006    
Mortgage servicing rights, at fair value [2] 86,112    
Estimated amortization expense 135,894    
2016 [Member]      
Servicing Asset at Amortized Cost [Line Items]      
Amortization method MSRs [1] 186,018    
Mortgage servicing rights, at fair value [2] 73,297    
Estimated amortization expense 112,721    
2017 [Member]      
Servicing Asset at Amortized Cost [Line Items]      
Amortization method MSRs [1] 174,097    
Mortgage servicing rights, at fair value [2] 65,527    
Estimated amortization expense 108,570    
2018 [Member]      
Servicing Asset at Amortized Cost [Line Items]      
Amortization method MSRs [1] 158,107    
Mortgage servicing rights, at fair value [2] 58,592    
Estimated amortization expense 99,515    
2019 [Member]      
Servicing Asset at Amortized Cost [Line Items]      
Amortization method MSRs [1] 138,495    
Mortgage servicing rights, at fair value [2] 52,402    
Estimated amortization expense $ 86,093    
[1] Estimated amortization expense for all MSRs accounted for using the amortization method as of December 31, 2014, calculated based on assumptions used at December 31, 2014.
[2] Estimated amortization expense attributed to non-Agency MSRs accounted for using the amortization method as of December 31, 2014 for which we subsequently elected to account for using the fair value measurement method effective January 1, 2015.