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Residential Mortgage Securities and MSR-Related Assets (Purchase Discounts) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Changes in the components of the purchase discount on Non-Agency MBS    
Realized credit losses $ (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 (436,598) (516,116)
Impact of RMBS Issuer Settlement 0 0
Accretion of discount 0 0
Realized credit losses 4,459 7,504
Purchases 0 0
Sales/Redemptions 49,491 3,191
Net impairment losses recognized in earnings (11,513) 0
Transfers/release of credit reserve 4,689 3,802
Balance at end of period (389,472) (501,619)
Accretable Discount | Non-Agency MBS    
Changes in the components of the purchase discount on Non-Agency MBS    
Balance at beginning of period (90,617) (155,025)
Impact of RMBS Issuer Settlement 0 (855)
Accretion of discount 9,889 13,307
Realized credit losses 0 0
Purchases 0 (118)
Sales/Redemptions (5,551) 16,346
Net impairment losses recognized in earnings 0 0
Transfers/release of credit reserve (4,689) (3,802)
Balance at end of period $ (90,968) (130,147)
Jp Morgan Chase    
Changes in the components of the purchase discount on Non-Agency MBS    
Proceeds from legal settlements   $ 855