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MBS, CRT Securities and MSR Related Assets (Purchase Discounts) (Details) - Non-Agency MBS - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Discount Designated as Credit Reserve and OTTI    
Changes in the components of the purchase discount on Non-Agency MBS    
Balance at beginning of period $ (593,227) $ (694,241)
Accretion of discount 0 0
Realized credit losses 8,447 12,324
Purchases (535) 0
Sales 5,592 19,741
Net impairment losses recognized in earnings 0 (414)
Transfers/release of credit reserve 7,143 9,253
Balance at end of period (572,580) (653,337)
Accretable Discount    
Changes in the components of the purchase discount on Non-Agency MBS    
Balance at beginning of period (215,325) (278,191)
Accretion of discount 17,216 21,616
Realized credit losses 0 0
Purchases 488 0
Sales 5,105 (3,897)
Net impairment losses recognized in earnings 0 0
Transfers/release of credit reserve (7,143) (9,253)
Balance at end of period $ (199,659) $ (269,725)