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, 2023	Jun. 30, 2023	Dec. 31, 2022	Sep. 30, 2022	Jun. 30, 2022	Dec. 31, 2021
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	$ 11,359,220		$ 10,008,932
Unamortized Premium	246,091		243,639
Accretable Purchase Discount	(135,059)		(33,638)
Amortized Cost	9,497,257		8,114,627
Allowance for Credit Losses	(4,556)	$ 5,360	(6,958)	$ (8,535)	$ (9,663)	$ (14,238)
Unrealized Gain	1,345		8,745
Unrealized Loss	(663,320)		(337,680)
Available-for-sale securities, at fair value	8,830,726		7,778,734
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	10,292,550		8,745,143
Unamortized Premium	238,457		235,128
Accretable Purchase Discount	(135,039)		(33,413)
Amortized Cost	9,488,972		7,982,992
Allowance for Credit Losses	(4,255)	(5,087)	(6,785)	(8,325)	(9,403)	(12,851)
Unrealized Gain	705		8,200
Unrealized Loss	(662,557)		(330,831)
Available-for-sale securities, at fair value	8,822,865		7,653,576
Mortgage-Backed Securities, Issued by US Government Sponsored Enterprises, Principal and Interest
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	9,385,554		7,781,277
Unamortized Premium	177,512		189,246
Accretable Purchase Discount	(135,039)		(33,413)
Amortized Cost	9,428,027		7,937,110
Allowance for Credit Losses	0		0
Unrealized Gain	2		6,310
Unrealized Loss	(656,964)		(325,960)
Available-for-sale securities, at fair value	8,771,065		7,617,460
Mortgage-Backed Securities, Issued by US Government Sponsored Enterprises, Interest-Only-Strip
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	906,996		963,866
Unamortized Premium	60,945		45,882
Accretable Purchase Discount	0		0
Amortized Cost	60,945		45,882
Allowance for Credit Losses	(4,255)		(6,785)
Unrealized Gain	703		1,890
Unrealized Loss	(5,593)		(4,871)
Available-for-sale securities, at fair value	51,800		36,116
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	1,066,670		1,263,789
Unamortized Premium	7,634		8,511
Accretable Purchase Discount	(20)		(225)
Amortized Cost	8,285		131,635
Allowance for Credit Losses	(301)	$ (273)	(173)	$ (210)	$ (260)	$ (1,387)
Unrealized Gain	640		545
Unrealized Loss	(763)		(6,849)
Available-for-sale securities, at fair value	$ 7,861		$ 125,158