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Residential Mortgage Securities and MSR-Related Assets (Purchase Discounts) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 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 (669) (479,566) (436,598) (516,116)
Impact of RMBS Issuer Settlement     0 0
Accretion of discount 0 0 0 0
Realized credit losses 0 4,062 5,868 21,482
Purchases     0 (624)
Sales/Redemptions 0 12,479 436,885 23,842
Net impairment losses recognized in earnings     (11,513) 0
Transfers/release of credit reserve 0 930 4,689 9,321
Balance at end of period (669) (462,095) (669) (462,095)
Accretable Discount | Non-Agency MBS        
Changes in the components of the purchase discount on Non-Agency MBS        
Balance at beginning of period (8,430) (117,753) (90,617) (155,025)
Impact of RMBS Issuer Settlement     0 (1,688)
Accretion of discount 7 10,357 10,827 38,215
Realized credit losses 0 0 0 0
Purchases     0 291
Sales/Redemptions 177 6,029 76,233 25,231
Net impairment losses recognized in earnings     0 0
Transfers/release of credit reserve 0 (930) (4,689) (9,321)
Balance at end of period $ (8,246) $ (102,297) $ (8,246) (102,297)
Jp Morgan Chase        
Changes in the components of the purchase discount on Non-Agency MBS        
Proceeds from legal settlements       $ 1,700