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v3.20.2

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

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