Quarterly report pursuant to Section 13 or 15(d)

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

v3.20.1
Schedule of Available-for-sale Securities Reconciliation (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Jan. 01, 2020
Dec. 31, 2019
Debt Securities, Available-for-sale [Line Items]      
Principal/Current Face $ 22,550,682   $ 38,696,494
Unamortized Premium 960,964   1,245,069
Accretable Purchase Discount 58   560,159
Credit Reserve Purchase Discount     1,711,951
Amortized Cost 17,279,572   30,711,156
Allowance for Credit Losses (41,390) $ (244,876) 0
Unrealized Gain 519,572   783,164
Unrealized Loss 24,695   87,993
Available-for-sale securities, at fair value 17,733,059   31,406,328
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]      
Debt Securities, Available-for-sale [Line Items]      
Principal/Current Face 18,777,654   28,841,237
Unamortized Premium 923,175   1,156,154
Accretable Purchase Discount 17   19
Credit Reserve Purchase Discount     0
Amortized Cost 17,239,233   27,395,679
Allowance for Credit Losses (32,786) 0  
Unrealized Gain 519,249   438,542
Unrealized Loss 19,037   56,166
Available-for-sale securities, at fair value 17,706,659   27,778,055
Mortgage-backed Securities, Issued by Private Enterprises [Member]      
Debt Securities, Available-for-sale [Line Items]      
Principal/Current Face 3,773,028   9,855,257
Unamortized Premium 37,789   88,915
Accretable Purchase Discount 41   560,140
Credit Reserve Purchase Discount     1,711,951
Amortized Cost 40,339   3,315,478
Allowance for Credit Losses (8,604) $ (244,876)  
Unrealized Gain 323   344,622
Unrealized Loss 5,658   31,827
Available-for-sale securities, at fair value 26,400   3,628,273
Interest-Only-Strip [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]      
Debt Securities, Available-for-sale [Line Items]      
Principal/Current Face 2,461,579   2,601,693
Unamortized Premium 158,209   169,811
Accretable Purchase Discount 0   0
Credit Reserve Purchase Discount     0
Amortized Cost 158,209   169,811
Allowance for Credit Losses (32,786)    
Unrealized Gain 14,194   13,724
Unrealized Loss 17,946   47,351
Available-for-sale securities, at fair value 121,671   136,184
Interest-Only-Strip [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]      
Debt Securities, Available-for-sale [Line Items]      
Principal/Current Face 3,770,437   4,356,603
Unamortized Premium 37,781   79,935
Accretable Purchase Discount 0   0
Credit Reserve Purchase Discount     0
Amortized Cost 37,781   79,935
Allowance for Credit Losses (8,604)    
Unrealized Gain 279   3,039
Unrealized Loss 5,649   8,564
Available-for-sale securities, at fair value 23,807   74,410
Fixed Income Securities [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]      
Debt Securities, Available-for-sale [Line Items]      
Principal/Current Face 16,316,075   26,239,544
Unamortized Premium 764,966   986,343
Accretable Purchase Discount 17   19
Credit Reserve Purchase Discount     0
Amortized Cost 17,081,024   27,225,868
Allowance for Credit Losses 0    
Unrealized Gain 505,055   424,818
Unrealized Loss 1,091   8,815
Available-for-sale securities, at fair value 17,584,988   27,641,871
Fixed Income Securities [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]      
Debt Securities, Available-for-sale [Line Items]      
Principal/Current Face 2,591   5,498,654
Unamortized Premium 8   8,980
Accretable Purchase Discount 41   560,140
Credit Reserve Purchase Discount     1,711,951
Amortized Cost 2,558   3,235,543
Allowance for Credit Losses 0    
Unrealized Gain 44   341,583
Unrealized Loss 9   23,263
Available-for-sale securities, at fair value $ 2,593   $ 3,553,863