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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.