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	Jun. 30, 2021	Mar. 31, 2021	Dec. 31, 2020	Jun. 30, 2020	Mar. 31, 2020	Jan. 01, 2020
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	$ 12,323,303		$ 18,848,276
Unamortized Premium	734,078		937,537
Accretable Purchase Discount	(45)		(50)
Amortized Cost	7,547,709		14,043,175			$ 30,700,000
Allowance for Credit Losses	(17,765)	$ (18,170)	(22,528)	$ (42,583)	$ (41,390)	(244,876)
Unrealized Gain	322,085		644,868
Unrealized Loss	(11,983)		(14,593)
Available-for-sale securities, at fair value	7,840,046		14,650,922
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	11,087,086		16,752,911
Unamortized Premium	725,284		921,129
Accretable Purchase Discount	(13)		(14)
Amortized Cost	7,537,574		14,024,470
Allowance for Credit Losses	(15,154)	(16,699)	(17,889)	(30,634)	(32,786)	0
Unrealized Gain	322,034		644,759
Unrealized Loss	(9,967)		(13,449)
Available-for-sale securities, at fair value	7,834,487		14,637,891
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Debt Securities, Available-for-sale [Line Items]
Principal/Current Face	1,236,217		2,095,365
Unamortized Premium	8,794		16,408
Accretable Purchase Discount	(32)		(36)
Amortized Cost	10,135		18,705
Allowance for Credit Losses	(2,611)	$ (1,471)	(4,639)	$ (11,949)	$ (8,604)	$ (244,876)
Unrealized Gain	51		109
Unrealized Loss	(2,016)		(1,144)
Available-for-sale securities, at fair value	5,559		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	6,812,303		13,103,355
Unamortized Premium	305,809		605,253
Accretable Purchase Discount	(13)		(14)
Amortized Cost	7,118,099		13,708,594
Allowance for Credit Losses	0		0
Unrealized Gain	291,473		629,079
Unrealized Loss	(341)		(420)
Available-for-sale securities, at fair value	7,409,231		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	4,274,783		3,649,556
Unamortized Premium	419,475		315,876
Accretable Purchase Discount	0		0
Amortized Cost	419,475		315,876
Allowance for Credit Losses	(15,154)		(17,889)
Unrealized Gain	30,561		15,680
Unrealized Loss	(9,626)		(13,029)
Available-for-sale securities, at fair value	$ 425,256		$ 300,638