TWO Quarterly report pursuant to Section 13 or 15(d)

Quarterly report pursuant to Section 13 or 15(d)

Schedule of Available-for-sale Securities Reconciliation (Details)

Schedule of Available-for-sale Securities Reconciliation (Details) - USD ($) $ in Thousands	Sep. 30, 2022	Jun. 30, 2022	Dec. 31, 2021	Sep. 30, 2021	Jun. 30, 2021	Dec. 31, 2020
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	$ 12,191,723		$ 11,550,625
Unamortized Premium	328,598		592,809
Accretable Purchase Discount	(18,273)		(39)
Amortized Cost	10,228,511		7,005,013
Allowance for Credit Losses	(8,535)	$ (9,663)	(14,238)	$ (15,429)	$ (17,765)	$ (22,528)
Unrealized Gain	2,309		192,040
Unrealized Loss	(748,442)		(21,112)
Available-for-sale securities, at fair value	9,473,843		7,161,703
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	10,906,829		9,609,810
Unamortized Premium	319,851		576,276
Accretable Purchase Discount	(17,875)		(12)
Amortized Cost	10,096,780		6,987,627
Allowance for Credit Losses	(8,325)	(9,403)	(12,851)	(14,000)	(15,154)	(17,889)
Unrealized Gain	1,609		192,007
Unrealized Loss	(741,081)		(17,384)
Available-for-sale securities, at fair value	9,348,983		7,149,399
Mortgage-Backed Securities, Issued by US Government Sponsored Enterprises, Principal and Interest
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	9,794,804		6,411,363
Unamortized Premium	269,242		270,699
Accretable Purchase Discount	(17,875)		(12)
Amortized Cost	10,046,171		6,682,050
Allowance for Credit Losses	0		0
Unrealized Gain	65		171,308
Unrealized Loss	(735,797)		(4,855)
Available-for-sale securities, at fair value	9,310,439		6,848,503
Mortgage-Backed Securities, Issued by US Government Sponsored Enterprises, Interest-Only-Strip
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	1,112,025		3,198,447
Unamortized Premium	50,609		305,577
Accretable Purchase Discount	0		0
Amortized Cost	50,609		305,577
Allowance for Credit Losses	(8,325)		(12,851)
Unrealized Gain	1,544		20,699
Unrealized Loss	(5,284)		(12,529)
Available-for-sale securities, at fair value	38,544		300,896
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	1,284,894		1,940,815
Unamortized Premium	8,747		16,533
Accretable Purchase Discount	(398)		(27)
Amortized Cost	131,731		17,386
Allowance for Credit Losses	(210)	$ (260)	(1,387)	$ (1,429)	$ (2,611)	$ (4,639)
Unrealized Gain	700		33
Unrealized Loss	(7,361)		(3,728)
Available-for-sale securities, at fair value	$ 124,860		$ 12,304