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Residential Mortgage Securities and MSR-Related Assets (Impact of AFS Securities on AOCI) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
AOCI from AFS Securities:    
Unrealized gain on AFS securities at beginning of period $ 392,722 $ 417,167
Unrealized (loss)/gain on AFS securities, net 124,410 22,103
Reclassification adjustment for MBS sales included in net income (23,953) (17,009)
Reclassification adjustment for impairment included in net income (344,269) 0
Change in AOCI from AFS securities (243,812) 5,094
Balance at end of period 148,910 422,261
Agency MBS    
AOCI from AFS Securities:    
Unrealized (loss)/gain on AFS securities, net 4,876 9,315
Non-Agency MBS    
AOCI from AFS Securities:    
Unrealized (loss)/gain on AFS securities, net 124,700 12,276
MSR-related assets    
AOCI from AFS Securities:    
Unrealized (loss)/gain on AFS securities, net $ (5,166) $ 512