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MBS, CRT Securities and MSR Related Assets (Purchase Discounts) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Jun. 30, 2018
Jun. 30, 2017
Changes in the components of the purchase discount on Non-Agency MBS        
Realized credit losses $ 0 $ 618 $ 0 $ 1,032
Discount Designated as Credit Reserve and OTTI | Non-Agency MBS        
Changes in the components of the purchase discount on Non-Agency MBS        
Balance at beginning of period (572,580) (653,337) (593,227) (694,241)
Impact of RMBS Issuer Settlement 0 0 0 0
Accretion of discount 0 0 0 0
Realized credit losses 10,954 13,139 19,401 25,463
Purchases 0 (484) (535) (484)
Sales 0 5,037 5,592 24,778
Net impairment losses recognized in earnings 0 (618) 0 (1,032)
Transfers/release of credit reserve 8,030 9,765 15,173 19,018
Balance at end of period (553,596) (626,498) (553,596) (626,498)
Accretable Discount | Non-Agency MBS        
Changes in the components of the purchase discount on Non-Agency MBS        
Balance at beginning of period (199,659) (269,724) (215,325) (278,191)
Impact of RMBS Issuer Settlement (12,089) 0 (12,089) 0
Accretion of discount 17,530 20,223 34,746 41,840
Realized credit losses 0 0 0 0
Purchases 0 (1,520) 488 (1,520)
Sales 0 2,819 5,105 (1,078)
Net impairment losses recognized in earnings 0 0 0 0
Transfers/release of credit reserve (8,030) (9,765) (15,173) (19,018)
Balance at end of period (202,248) $ (257,967) $ (202,248) $ (257,967)
Jp Morgan Chase        
Changes in the components of the purchase discount on Non-Agency MBS        
Proceeds from Legal Settlements $ 12,100