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Residential Mortgage Securities and MSR-Related Assets (Purchase Discounts) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Changes in the components of the purchase discount on Non-Agency MBS        
Realized credit losses $ 0 $ 0 $ (344,269) $ 0
Discount Designated as Credit Reserve | Non-Agency MBS        
Changes in the components of the purchase discount on Non-Agency MBS        
Balance at beginning of period (389,472) (501,619) (436,598) (516,116)
Impact of RMBS Issuer Settlement 0 0 0 0
Accretion of discount 0 0 0 0
Realized credit losses 1,409 9,917 5,868 17,420
Purchases 0 (624) 0 (624)
Sales/Redemptions 387,394 8,171 436,885 11,363
Net impairment losses recognized in earnings     (11,513) 0
Transfers/release of credit reserve 0 4,589 4,689 8,391
Balance at end of period (669) (479,566) (669) (479,566)
Accretable Discount | Non-Agency MBS        
Changes in the components of the purchase discount on Non-Agency MBS        
Balance at beginning of period (90,968) (130,147) (90,617) (155,025)
Impact of RMBS Issuer Settlement 0 (833) 0 (1,688)
Accretion of discount 932 14,551 10,820 27,858
Realized credit losses 0 0 0 0
Purchases 0 409 0 291
Sales/Redemptions 81,606 2,856 76,056 19,202
Net impairment losses recognized in earnings     0 0
Transfers/release of credit reserve 0 (4,589) (4,689) (8,391)
Balance at end of period $ (8,430) (117,753) $ (8,430) (117,753)
Jp Morgan Chase        
Changes in the components of the purchase discount on Non-Agency MBS        
Proceeds from legal settlements   $ 833   $ 1,700