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Residential Mortgage Securities and MSR-Related Assets (Unrealized Losses) (Details) $ in Thousands | Sep. 30, 2020 USD ($) security | Dec. 31, 2019 USD ($)
--- | --- | ---
Fair Value |  |
Less than 12 Months | $ 104,480 |
12 Months or more | 0 |
Total | 104,480 |
Unrealized Losses |  |
Less than 12 Months | 6,092 |
12 Months or more | 0 |
Total | $ 6,092 |
Number of Securities |  |
Less than 12 months (in security) | security | 13 |
12 months or more (in security) | security | 0 |
Fair Value | $ 152,765 | $ 3,983,519
Gross unrealized losses | 6,092 | 18,818
Non-Agency MBS |  |
Unrealized Losses |  |
Total | 3,000 |
Number of Securities |  |
Fair Value | 56,430 | 2,063,529
Gross unrealized losses | 2,965 | 18
Total MBS |  |
Fair Value |  |
Less than 12 Months | 44,927 |
12 Months or more | 0 |
Total | 44,927 |
Unrealized Losses |  |
Less than 12 Months | 2,965 |
12 Months or more | 0 |
Total | $ 2,965 |
Number of Securities |  |
Less than 12 months (in security) | security | 5 |
12 months or more (in security) | security | 0 |
Fair Value |  | 3,728,111
Gross unrealized losses |  | 18,727
CRT securities |  |
Fair Value |  |
Less than 12 Months | $ 59,553 |
12 Months or more | 0 |
Total | 59,553 |
Unrealized Losses |  |
Less than 12 Months | 3,127 |
12 Months or more | 0 |
Total | $ 3,127 |
Number of Securities |  |
Less than 12 months (in security) | security | 8 |
12 months or more (in security) | security | 0 |
Fair Value | $ 96,335 | 255,408
Gross unrealized losses | 3,127 | $ 91
CRT in Loss Positions Only, Fair Value Option |  |
Number of Securities |  |
Fair Value | 59,600 |
Gross unrealized losses | $ 3,100 |

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