Quarterly report pursuant to Section 13 or 15(d)

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

v3.21.2
Schedule of Available-for-sale Securities Reconciliation (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Jun. 30, 2021
Dec. 31, 2020
Sep. 30, 2020
Jun. 30, 2020
Jan. 01, 2020
Debt Securities, Available-for-sale [Line Items]            
Principal/Current Face $ 11,263,489   $ 18,848,276      
Unamortized Premium 647,226   937,537      
Accretable Purchase Discount (41)   (50)      
Amortized Cost 6,369,038   14,043,175     $ 30,700,000
Allowance for Credit Losses (15,429) $ (17,765) (22,528) $ (25,495) $ (42,583) (244,876)
Unrealized Gain 324,644   644,868      
Unrealized Loss (13,509)   (14,593)      
Available-for-sale securities, at fair value 6,664,744   14,650,922      
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]            
Debt Securities, Available-for-sale [Line Items]            
Principal/Current Face 9,652,009   16,752,911      
Unamortized Premium 634,750   921,129      
Accretable Purchase Discount (13)   (14)      
Amortized Cost 6,355,519   14,024,470      
Allowance for Credit Losses (14,000) (15,154) (17,889) (19,241) (30,634) 0
Unrealized Gain 324,603   644,759      
Unrealized Loss (9,551)   (13,449)      
Available-for-sale securities, at fair value 6,656,571   14,637,891      
Mortgage-backed Securities, Issued by Private Enterprises [Member]            
Debt Securities, Available-for-sale [Line Items]            
Principal/Current Face 1,611,480   2,095,365      
Unamortized Premium 12,476   16,408      
Accretable Purchase Discount (28)   (36)      
Amortized Cost 13,519   18,705      
Allowance for Credit Losses (1,429) $ (2,611) (4,639) $ (6,254) $ (11,949) $ (244,876)
Unrealized Gain 41   109      
Unrealized Loss (3,958)   (1,144)      
Available-for-sale securities, at fair value 8,173   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 5,720,782   13,103,355      
Unamortized Premium 247,747   605,253      
Accretable Purchase Discount (13)   (14)      
Amortized Cost 5,968,516   13,708,594      
Allowance for Credit Losses 0   0      
Unrealized Gain 285,088   629,079      
Unrealized Loss (371)   (420)      
Available-for-sale securities, at fair value 6,253,233   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 3,931,227   3,649,556      
Unamortized Premium 387,003   315,876      
Accretable Purchase Discount 0   0      
Amortized Cost 387,003   315,876      
Allowance for Credit Losses (14,000)   (17,889)      
Unrealized Gain 39,515   15,680      
Unrealized Loss (9,180)   (13,029)      
Available-for-sale securities, at fair value $ 403,338   $ 300,638