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	Mar. 31, 2021	Dec. 31, 2020	Mar. 31, 2020	Jan. 01, 2020
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	$ 16,153,145	$ 18,848,276
Unamortized Premium	895,092	937,537
Accretable Purchase Discount	(1,796)	(50)
Amortized Cost	11,067,188	14,043,175		$ 30,700,000
Allowance for Credit Losses	(18,170)	(22,528)	$ (41,390)	(244,876)
Unrealized Gain	473,287	644,868
Unrealized Loss	(48,915)	(14,593)
Available-for-sale securities, at fair value	11,473,390	14,650,922
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	14,552,268	16,752,911
Unamortized Premium	879,779	921,129
Accretable Purchase Discount	(13)	(14)
Amortized Cost	11,050,115	14,024,470
Allowance for Credit Losses	(16,699)	(17,889)	(32,786)	0
Unrealized Gain	471,841	644,759
Unrealized Loss	(41,086)	(13,449)
Available-for-sale securities, at fair value	11,464,171	14,637,891
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	1,600,877	2,095,365
Unamortized Premium	15,313	16,408
Accretable Purchase Discount	(1,783)	(36)
Amortized Cost	17,073	18,705
Allowance for Credit Losses	(1,471)	(4,639)	$ (8,604)	$ (244,876)
Unrealized Gain	1,446	109
Unrealized Loss	(7,829)	(1,144)
Available-for-sale securities, at fair value	9,219	13,031
Fixed Income Securities [Member] \| Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	10,170,349	13,103,355
Unamortized Premium	456,318	605,253
Accretable Purchase Discount	(13)	(14)
Amortized Cost	10,626,654	13,708,594
Allowance for Credit Losses	0	0
Unrealized Gain	393,005	629,079
Unrealized Loss	(32,355)	(420)
Available-for-sale securities, at fair value	10,987,304	14,337,253
Interest-Only-Strip [Member] \| Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	4,381,919	3,649,556
Unamortized Premium	423,461	315,876
Accretable Purchase Discount	0	0
Amortized Cost	423,461	315,876
Allowance for Credit Losses	(16,699)	(17,889)
Unrealized Gain	78,836	15,680
Unrealized Loss	(8,731)	(13,029)
Available-for-sale securities, at fair value	$ 476,867	$ 300,638