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Residential Mortgage Securities and MSR-Related Assets (Impact of AFS Securities on AOCI) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
AOCI from AFS Securities:        
Unrealized gain on AFS securities at beginning of period $ 439,898 $ 548,551 $ 417,167 $ 620,648
Reclassification adjustment for MBS sales included in net income (14,499) (9,455) (36,370) (25,580)
Change in AOCI from AFS securities (9,016) (43,733) 13,715 (115,830)
Balance at end of period 430,882 504,818 430,882 504,818
Agency MBS        
AOCI from AFS Securities:        
Unrealized (loss)/gain on AFS securities, net 603 (9,177) 22,483 (27,507)
Non-Agency MBS        
AOCI from AFS Securities:        
Unrealized (loss)/gain on AFS securities, net 2,856 (25,101) 22,211 (62,979)
MSR-related assets        
AOCI from AFS Securities:        
Unrealized (loss)/gain on AFS securities, net $ 2,024 $ 0 $ 5,391 $ 236