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SECURITIES - Weighted Average Life (Details) - USD ($) $ in Thousands | Jun. 30, 2020 | Dec. 31, 2019
--- | --- | ---
Estimated Fair Value |  |  |  |
Total | [1] | $ 77,805,743 | $ 114,833,580 | [2]
Amortized Cost |  |  |  |
Total |  | 74,400,423 | 112,863,385 |
Total Residential Securities |  |  |  |
Estimated Fair Value |  |  |  |
Less than one year |  | 1,209,988 | 3,997 |
Greater than one year through five years |  | 56,873,831 | 36,290,254 |
Greater than five years through ten years |  | 18,855,032 | 77,732,756 |
Greater than ten years |  | 805,690 | 533,550 |
Total |  | 77,744,541 | 114,560,557 |
Amortized Cost |  |  |  |
Less than one year |  | 1,206,144 | 4,543 |
Greater than one year through five years |  | 54,319,935 | 35,581,833 |
Greater than five years through ten years |  | 18,027,945 | 76,504,845 |
Greater than ten years |  | 779,567 | 506,719 |
Total |  | $ 74,333,591 | $ 112,597,940 |
[1] | Excludes $144.2 million and $102.5 million at June 30, 2020 and December 31, 2019, respectively, of Agency mortgage-backed securities, $398.9 million and $468.0 million at June 30, 2020 and December 31, 2019, respectively, of non-Agency mortgage-backed securities and $381.3 million and $500.3 million at June 30, 2020 and December 31, 2019, respectively, of commercial mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company’s Consolidated Statements of Financial Condition.
[2] | Derived from the audited consolidated financial statements at December 31, 2019.

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- Definition Amortized cost of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=118939692&loc=d3e27161-111563 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 326 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=118942338&loc=SL82898722-210454 + Details
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