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Residential Mortgage Securities and MSR-Related Assets (Impact of AFS Securities on AOCI) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
AOCI from AFS Securities:        
Unrealized gain on AFS securities at beginning of period $ 52,889 $ 439,898 $ 392,722 $ 417,167
Unrealized (loss)/gain on AFS securities, net 15,082 5,483 408,585 50,085
Reclassification adjustment for MBS sales included in net income (60) (14,499) (389,127) (36,370)
Reclassification adjustment for impairment included in net income 0 0 (344,269) 0
Change in AOCI from AFS securities 15,022 (9,016) (324,811) 13,715
Balance at end of period 67,911 430,882 67,911 430,882
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]        
AOCI from AFS Securities:        
Unrealized (loss)/gain on AFS securities, net 0 603 (161) 22,483
Non-Agency MBS        
AOCI from AFS Securities:        
Unrealized (loss)/gain on AFS securities, net 5,998 2,856 360,315 22,211
MSR-related assets        
AOCI from AFS Securities:        
Unrealized (loss)/gain on AFS securities, net $ 9,084 $ 2,024 $ 48,431 $ 5,391