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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