XML 58 R49.htm IDEA: XBRL DOCUMENT v3.23.1
INVESTMENT SECURITIES - Schedule of Investment Securities' Gross Unrealized Losses and Fair Value by Investment Category (Details) - USD ($)
$ in Thousands
Mar. 31, 2023
Dec. 31, 2022
Available-for-sale debt securities:    
Available-for-sale debt securities, Less than 12 months, Fair value $ 492,920 $ 1,530,406
Available-for-sale debt securities, Less than 12 months, Unrealized loss 24,096 171,140
Available-for-sale debt securities, 12 months or longer, Fair value 3,593,037 2,562,615
Available-for-sale debt securities, 12 months or longer, Unrealized loss 647,648 570,350
Available-for-sale debt securities, Total, Fair value 4,085,957 4,093,021
Available-for-sale debt securities, Total, Unrealized loss 671,744 741,490
CMO    
Available-for-sale debt securities:    
Available-for-sale debt securities, Less than 12 months, Fair value 52,883 158,449
Available-for-sale debt securities, Less than 12 months, Unrealized loss 2,417 13,855
Available-for-sale debt securities, 12 months or longer, Fair value 453,253 347,931
Available-for-sale debt securities, 12 months or longer, Unrealized loss 90,095 88,599
Available-for-sale debt securities, Total, Fair value 506,136 506,380
Available-for-sale debt securities, Total, Unrealized loss 92,512 102,454
FNMA MBS    
Available-for-sale debt securities:    
Available-for-sale debt securities, Less than 12 months, Fair value 356,825 1,237,560
Available-for-sale debt securities, Less than 12 months, Unrealized loss 17,485 145,752
Available-for-sale debt securities, 12 months or longer, Fair value 2,878,998 2,012,698
Available-for-sale debt securities, 12 months or longer, Unrealized loss 502,492 427,026
Available-for-sale debt securities, Total, Fair value 3,235,823 3,250,258
Available-for-sale debt securities, Total, Unrealized loss 519,977 572,778
FHLMC MBS    
Available-for-sale debt securities:    
Available-for-sale debt securities, Less than 12 months, Fair value 53,125 102,321
Available-for-sale debt securities, Less than 12 months, Unrealized loss 2,697 9,268
Available-for-sale debt securities, 12 months or longer, Fair value 68,958 19,671
Available-for-sale debt securities, 12 months or longer, Unrealized loss 8,728 4,287
Available-for-sale debt securities, Total, Fair value 122,083 121,992
Available-for-sale debt securities, Total, Unrealized loss 11,425 13,555
GNMA MBS    
Available-for-sale debt securities:    
Available-for-sale debt securities, Less than 12 months, Fair value 30,087 32,076
Available-for-sale debt securities, Less than 12 months, Unrealized loss 1,497 2,265
Available-for-sale debt securities, 12 months or longer, Fair value 9,659 4,030
Available-for-sale debt securities, 12 months or longer, Unrealized loss 1,134 713
Available-for-sale debt securities, Total, Fair value 39,746 36,106
Available-for-sale debt securities, Total, Unrealized loss 2,631 2,978
GSE agency notes    
Available-for-sale debt securities:    
Available-for-sale debt securities, Less than 12 months, Fair value 0 0
Available-for-sale debt securities, Less than 12 months, Unrealized loss 0 0
Available-for-sale debt securities, 12 months or longer, Fair value 182,169 178,285
Available-for-sale debt securities, 12 months or longer, Unrealized loss 45,199 49,725
Available-for-sale debt securities, Total, Fair value 182,169 178,285
Available-for-sale debt securities, Total, Unrealized loss $ 45,199 $ 49,725