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Residential Mortgage Securities and MSR Related Assets (Impact of AFS Securities on AOCI) (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
AOCI from AFS Securities:      
Unrealized gain on AFS securities at beginning of period $ 417,167 $ 620,648 $ 620,403
Reclassification adjustment for MBS sales included in net income (44,600) (51,580) (38,707)
Reclassification adjustment for OTTI included in net income (180) (1,259) (1,032)
Change in AOCI from AFS securities (24,445) (203,481) 245
Balance at end of period 392,722 417,167 620,648
Agency MBS      
AOCI from AFS Securities:      
Unrealized (loss)/gain on AFS securities, net 21,844 (17,891) (39,158)
Non-Agency MBS      
AOCI from AFS Securities:      
Unrealized (loss)/gain on AFS securities, net (6,682) (131,939) 78,337
Unrealized gain/(loss) on MSR term notes, net      
AOCI from AFS Securities:      
Unrealized (loss)/gain on AFS securities, net $ 5,173 $ (812) $ 805