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Residential Mortgage Securities and MSR-Related Assets (Unrealized Losses) (Details) | Mar. 31, 2020 USD ($) security | Dec. 31, 2019 USD ($)
--- | --- | ---
Fair Value |  |
Less than 12 Months | $ 268,024,000 |
12 Months or more | 0 |
Total | 268,024,000 |
Unrealized Losses |  |
Less than 12 Months | 89,388,000 |
12 Months or more | 0 |
Total | $ 89,388,000 |
Number of Securities |  |
Less than 12 months (in security) | security | 54 |
12 months or more (in security) | security | 0 |
Available-for-sale securities | $ 1,927,454,000 | $ 3,983,519,000
Gross unrealized losses | 89,388,000 | 18,818,000
Agency MBS |  |
Fair Value |  |
Less than 12 Months | 0 |
12 Months or more | 0 |
Total | 0 |
Unrealized Losses |  |
Less than 12 Months | 0 |
12 Months or more | 0 |
Total | $ 0 |
Number of Securities |  |
Less than 12 months (in security) | security | 0 |
12 months or more (in security) | security | 0 |
Available-for-sale securities | $ 553,413,000 | 1,664,582,000
Gross unrealized losses | 0 | 18,709,000
Agency MBS | Fannie Mae |  |
Fair Value |  |
Less than 12 Months | 0 |
12 Months or more | 0 |
Total | 0 |
Unrealized Losses |  |
Less than 12 Months | 0 |
12 Months or more | 0 |
Total | $ 0 |
Number of Securities |  |
Less than 12 months (in security) | security | 0 |
12 months or more (in security) | security | 0 |
Available-for-sale securities | $ 448,258,000 | 1,157,993,000
Gross unrealized losses | 0 | 14,741,000
Agency MBS | Freddie Mac |  |
Fair Value |  |
Less than 12 Months | 0 |
12 Months or more | 0 |
Total | 0 |
Unrealized Losses |  |
Less than 12 Months | 0 |
12 Months or more | 0 |
Total | $ 0 |
Number of Securities |  |
Less than 12 months (in security) | security | 0 |
12 months or more (in security) | security | 0 |
Available-for-sale securities | $ 101,277,000 | 502,468,000
Gross unrealized losses | 0 | 3,968,000
Agency MBS | Ginnie Mae |  |
Fair Value |  |
Less than 12 Months | 0 |
12 Months or more | 0 |
Total | 0 |
Unrealized Losses |  |
Less than 12 Months | 0 |
12 Months or more | 0 |
Total | $ 0 |
Number of Securities |  |
Less than 12 months (in security) | security | 0 |
12 months or more (in security) | security | 0 |
Available-for-sale securities | $ 3,878,000 | 4,121,000
Gross unrealized losses | 0 | 0
Non-Agency MBS |  |
Fair Value |  |
Less than 12 Months | 79,464,000 |
12 Months or more | 0 |
Total | 79,464,000 |
Unrealized Losses |  |
Less than 12 Months | 21,643,000 |
12 Months or more | 0 |
Total | $ 21,643,000 |
Number of Securities |  |
Less than 12 months (in security) | security | 7 |
12 months or more (in security) | security | 0 |
Available-for-sale securities | $ 1,119,940,000 | 2,063,529,000
Gross unrealized losses | 21,643,000 | 18,000
Expected to Recover Par |  |
Fair Value |  |
Less than 12 Months | 79,464,000 |
12 Months or more | 0 |
Total | 79,464,000 |
Unrealized Losses |  |
Less than 12 Months | 21,643,000 |
12 Months or more | 0 |
Total | $ 21,643,000 |
Number of Securities |  |
Less than 12 months (in security) | security | 7 |
12 months or more (in security) | security | 0 |
Available-for-sale securities | $ 121,522,000 | 725,668,000
Gross unrealized losses | 21,643,000 | 9,000
Expected to Recover Less Than Par |  |
Fair Value |  |
Less than 12 Months | 0 |
12 Months or more | 0 |
Total | 0 |
Unrealized Losses |  |
Less than 12 Months | 0 |
12 Months or more | 0 |
Total | $ 0 |
Number of Securities |  |
Less than 12 months (in security) | security | 0 |
12 months or more (in security) | security | 0 |
Available-for-sale securities | $ 998,418,000 | 1,337,861,000
Gross unrealized losses | 0 | 9,000
Total MBS |  |
Fair Value |  |
Less than 12 Months | 79,464,000 |
12 Months or more | 0 |
Total | 79,464,000 |
Unrealized Losses |  |
Less than 12 Months | 21,643,000 |
12 Months or more | 0 |
Total | $ 21,643,000 |
Number of Securities |  |
Less than 12 months (in security) | security | 7 |
12 months or more (in security) | security | 0 |
Available-for-sale securities | $ 1,673,353,000 | 3,728,111,000
Gross unrealized losses | 21,643,000 | 18,727,000
CRT securities |  |
Fair Value |  |
Less than 12 Months | 188,560,000 |
12 Months or more | 0 |
Total | 188,560,000 |
Unrealized Losses |  |
Less than 12 Months | 67,745,000 |
12 Months or more | 0 |
Total | $ 67,745,000 |
Number of Securities |  |
Less than 12 months (in security) | security | 47 |
12 months or more (in security) | security | 0 |
Available-for-sale securities | $ 254,101,000 | 255,408,000
Gross unrealized losses | 67,745,000 | $ 91,000
CRT in Loss Positions Only, Fair Value Option |  |
Number of Securities |  |
Available-for-sale securities | 188,600,000 |
Gross unrealized losses | $ 67,700,000 |

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