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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, 2019 | Sep. 30, 2018 | Sep. 30, 2019 | Sep. 30, 2018
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 | $ (479,566) | $ (553,596) | $ (516,116) | $ (593,227)
Impact of RMBS Issuer Settlement | 0 | 0 | 0 | 0
Accretion of discount | 0 | 0 | 0 | 0
Realized credit losses | 4,062 | 12,042 | 21,482 | 31,443
Purchases | 0 | (1,975) | (624) | (2,510)
Sales | 12,479 | 1,552 | 23,842 | 7,144
Transfers/release of credit reserve | 930 | 10,220 | 9,321 | 25,393
Balance at end of period | (462,095) | (531,757) | (462,095) | (531,757)
Accretable Discount | Non-Agency MBS |  |  |  |
Changes in the components of the purchase discount on Non-Agency MBS |  |  |  |
Balance at beginning of period | (117,753) | (202,248) | (155,025) | (215,325)
Impact of RMBS Issuer Settlement | 0 | (2,734) | (1,688) | (14,822)
Accretion of discount | 10,357 | 20,115 | 38,215 | 54,860
Realized credit losses | 0 | 0 | 0 | 0
Purchases | 0 | 1,368 | 291 | 1,856
Sales | 6,029 | 1,974 | 25,231 | 7,079
Transfers/release of credit reserve | (930) | (10,220) | (9,321) | (25,393)
Balance at end of period | $ (102,297) | (191,745) | (102,297) | (191,745)
Lehman Brothers Holdings [Member] |  |  |  |
Changes in the components of the purchase discount on Non-Agency MBS |  |  |  |
Proceeds from legal settlements |  | 2,700 |  | $ 2,700
Jp Morgan Chase |  |  |  |
Changes in the components of the purchase discount on Non-Agency MBS |  |  |  |
Proceeds from legal settlements |  | $ 12,100 | $ 1,700 |

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- Definition Represents the changes in the purchase discount on available-for-sale securities due to sales during the period. + References No definition available. + Details
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