XML 64 R53.htm IDEA: XBRL DOCUMENT v3.22.2
SECURITIES - Unrealized Loss Position (Details)
$ in Thousands
Jun. 30, 2022
USD ($)
security
Dec. 31, 2021
USD ($)
security
Unrealized Loss Position For:    
Estimated Fair Value $ 59,042,734 $ 63,655,674
Gross Unrealized Losses (4,758,491) (673,774)
Agency Mortgage-Backed Securities    
Unrealized Loss Position For:    
Estimated Fair Value 52,236,428 23,211,971
Gross Unrealized Losses $ (4,350,328) $ (486,024)
Number of Securities | security 2,985 590
Agency Mortgage-Backed Securities | Less than 12 months    
Unrealized Loss Position For:    
Estimated Fair Value $ 43,643,601 $ 22,828,156
Gross Unrealized Losses $ (2,950,746) $ (475,064)
Number of Securities | security 2,712 571
Agency Mortgage-Backed Securities | 12 Months or more    
Unrealized Loss Position For:    
Estimated Fair Value $ 8,592,827 $ 383,815
Gross Unrealized Losses $ (1,399,582) $ (10,960)
Number of Securities | security 273 19