XML 70 R59.htm IDEA: XBRL DOCUMENT v3.21.2
Securities, at Fair Value (Impact of AFS Securities on AOCI) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
AOCI from AFS Securities:        
Unrealized gain on AFS securities at beginning of period $ 66,163 $ 52,889 $ 79,607 $ 392,722
Unrealized (loss)/gain on AFS securities, net (8,029) 15,082 (21,473) 408,585
Reclassification adjustment for MBS sales included in net income 0 (60) 0 (389,127)
Reclassification adjustment for impairment included in net income 0 0 0 (344,269)
Change in AOCI from AFS securities (8,029) 15,022 (21,473) (324,811)
Balance at end of period 58,134 67,911 58,134 67,911
Agency MBS        
AOCI from AFS Securities:        
Unrealized (loss)/gain on AFS securities, net $ (8,029) $ 15,082 $ (21,473) $ 408,585