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SECURITIES - Weighted Average Life (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Dec. 31, 2020
Estimated Fair Value    
Total [1] $ 71,849,437 $ 75,652,396 [2]
Amortized Cost    
Total 70,015,346 72,487,080
Total Residential Securities    
Estimated Fair Value    
Less than one year 93,493 110,203
Greater than one year through five years 11,078,004 45,643,138
Greater than five years through ten years 59,414,165 28,509,058
Greater than ten years 1,259,654 1,309,255
Total 71,845,316 75,571,654
Amortized Cost    
Less than one year 92,760 109,540
Greater than one year through five years 10,643,081 43,404,877
Greater than five years through ten years 57,992,294 27,610,923
Greater than ten years 1,283,322 1,279,353
Total $ 70,011,457 $ 72,404,693
[1] Excludes $78.3 million and $81.5 million at March 31, 2021 and December 31, 2020, respectively, of Agency mortgage-backed securities, $357.6 million and $576.6 million at March 31, 2021 and December 31, 2020, respectively, of non-Agency mortgage-backed securities and $0 and $391.0 million at March 31, 2021 and December 31, 2020, 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, 2020.