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Residential Mortgage Securities and MSR-Related Assets (Impact of AFS Securities on AOCI) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
AOCI from AFS Securities:        
Unrealized gain on AFS securities at beginning of period $ 148,910 $ 422,261 $ 392,722 $ 417,167
Unrealized (loss)/gain on AFS securities, net 48,715 24,008 393,503 44,307
Reclassification adjustment for MBS sales included in net income (144,736) (6,371) (389,067) (21,576)
Reclassification adjustment for impairment included in net income 0 0 344,269 0
Change in AOCI from AFS securities (96,021) 17,637 (339,833) 22,731
Balance at end of period 52,889 439,898 52,889 439,898
Agency MBS        
AOCI from AFS Securities:        
Unrealized (loss)/gain on AFS securities, net (394) 13,555 (161) 21,880
Non-Agency MBS        
AOCI from AFS Securities:        
Unrealized (loss)/gain on AFS securities, net 8,644 7,598 354,317 19,060
MSR-related assets        
AOCI from AFS Securities:        
Unrealized (loss)/gain on AFS securities, net $ 40,465 $ 2,855 $ 39,347 $ 3,367