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Stockholders' Equity (Tables) | 9 Months Ended
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Sep. 30, 2020
Stockholders' Equity Note [Abstract] |
Schedule of changes in balances of each component of the entity's AOCI | The following table presents changes in the balances of each component of the Company’s AOCI for the three and nine months ended September 30, 2020:
|  | Three Months Ended September 30, 2020 |  | Nine Months Ended September 30, 2020
(In Thousands) |  | Net Unrealized Gain/(Loss) on AFS Securities |  | Net Gain/(Loss) on Swaps |  | Net Unrealized Gain/(Loss) on Financing Agreements (3) |  | Total AOCI |  | Net Unrealized Gain/(Loss) on AFS Securities |  | Net Gain/(Loss) on Swaps |  | Net Unrealized Gain/(Loss) on Financing Agreements (3) |  | Total AOCI
Balance at beginning of period |  | $ | 52,889 |  |  | $ | (7,176) |  |  | $ | — |  |  | $ | 45,713 |  |  | $ | 392,722 |  |  | $ | (22,675) |  |  | $ | — |  |  | $ | 370,047 |
OCI before reclassifications |  | 15,082 |  |  | — |  |  | (22,652) |  |  | (7,570) |  |  | 408,585 |  |  | (50,127) |  |  | (22,652) |  |  | 335,806 |
Amounts reclassified from AOCI (1) |  | (60) |  |  | 7,176 |  |  | — |  |  | 7,116 |  |  | (733,396) |  |  | 72,802 |  |  | — |  |  | (660,594) |
Net OCI during the period (2) |  | 15,022 |  |  | 7,176 |  |  | (22,652) |  |  | (454) |  |  | (324,811) |  |  | 22,675 |  |  | (22,652) |  |  | (324,788) |
Balance at end of period |  | $ | 67,911 |  |  | $ | — |  |  | $ | (22,652) |  |  | $ | 45,259 |  |  | $ | 67,911 |  |  | $ | — |  |  | $ | (22,652) |  |  | $ | 45,259 |
(1) See separate table below for details about these reclassifications. (2) For further information regarding changes in OCI, see the Company’s consolidated statements of comprehensive income/(loss). (3) Net Unrealized Gain/(Loss) on Financing Agreements at Fair Value due to changes in instrument-specific credit risk. The following table presents changes in the balances of each component of the Company’s AOCI for the three and nine months ended September 30, 2019:
|  | Three Months Ended September 30, 2019 |  | Nine Months Ended September 30, 2019
(In Thousands) |  | Net Unrealized Gain/(Loss) on AFS Securities |  | Net Gain/(Loss) on Swaps |  | Total AOCI |  | Net Unrealized Gain/(Loss) on AFS Securities |  | Net Gain/(Loss) on Swaps |  | Total AOCI
Balance at beginning of period |  | $ | 439,898 |  |  | $ | (28,114) |  |  | $ | 411,784 |  |  | $ | 417,167 |  |  | $ | 3,121 |  |  | $ | 420,288 |
OCI before reclassifications |  | 5,483 |  |  | (233) |  |  | 5,250 |  |  | 50,085 |  |  | (30,384) |  |  | 19,701 |
Amounts reclassified from AOCI (1) |  | (14,499) |  |  | (685) |  |  | (15,184) |  |  | (36,370) |  |  | (1,769) |  |  | (38,139) |
Net OCI during the period (2) |  | (9,016) |  |  | (918) |  |  | (9,934) |  |  | 13,715 |  |  | (32,153) |  |  | (18,438) |
Balance at end of period |  | $ | 430,882 |  |  | $ | (29,032) |  |  | $ | 401,850 |  |  | $ | 430,882 |  |  | $ | (29,032) |  |  | $ | 401,850 |
(1) See separate table below for details about these reclassifications. (2) For further information regarding changes in OCI, see the Company’s consolidated statements of comprehensive income/(loss).
Information about the significant amounts reclassified out of the entity's AOCI | The following table presents information about the significant amounts reclassified out of the Company’s AOCI for the three and nine months ended September 30, 2020:
|  | Three Months Ended September 30, 2020 |  | Nine Months Ended September 30, 2020 |  |
Details about AOCI Components |  | Amounts Reclassified from AOCI |  | Affected Line Item in the Statement Where Net Income is Presented
(In Thousands) |  |  |  |  |  |
AFS Securities: |  |  |  |  |  |
Realized gain on sale of securities |  | $ | (60) |  |  | $ | (389,127) |  |  | Net realized (loss)/gain on sales of residential mortgage securities and residential whole loans
Impairment recognized in earnings |  | — |  |  | (344,269) |  |  | Other, net
Total AFS Securities |  | $ | (60) |  |  | $ | (733,396) |  |  |
Swaps designated as cash flow hedges: |  |  |  |  |  |
Reclassification adjustment for losses related to hedging instruments included in net income |  | 7,176 |  |  | 72,802 |  |  | Other, net
Total Swaps designated as cash flow hedges |  | 7,176 |  |  | 72,802 |  |  |
Total reclassifications for period |  | $ | 7,116 |  |  | $ | (660,594) |  |  |
The following table presents information about the significant amounts reclassified out of the Company’s AOCI for the three and nine months ended September 30, 2019:
|  | Three Months Ended September 30, 2019 |  | Nine Months Ended September 30, 2019 |  |
Details about AOCI Components |  | Amounts Reclassified from AOCI |  | Affected Line Item in the Statement Where Net Income is Presented
(In Thousands) |  |  |  |  |  |
AFS Securities: |  |  |  |  |  |
Realized gain on sale of securities |  | $ | (14,499) |  |  | $ | (36,370) |  |  | Net realized (loss)/gain on sales of residential mortgage securities and residential whole loans
Total AFS Securities |  | $ | (14,499) |  |  | $ | (36,370) |  |  |
Amortization of de-designated hedging instruments |  | (685) |  |  | (1,769) |  |  |
Total reclassifications for period |  | $ | (15,184) |  |  | $ | (38,139) |  |  |

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- Definition Tabular disclosure of the components of accumulated other comprehensive income (loss). + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 830 -SubTopic 30 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6450520&loc=d3e32583-110901 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 14A -URI http://asc.fasb.org/extlink&oid=121641772&loc=SL7669686-108580 Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 830 -SubTopic 30 -Section 45 -Paragraph 20 -URI http://asc.fasb.org/extlink&oid=118261656&loc=d3e32211-110900 + Details
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