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SECURITIES - Weighted Average Life (Details) - USD ($)
$ in Thousands
Jun. 30, 2021
Dec. 31, 2020
Estimated Fair Value    
Total [1] $ 69,032,335 $ 75,652,396 [2]
Amortized Cost    
Amortized Cost 67,439,938 72,487,080
Total Residential Securities    
Estimated Fair Value    
Less than one year 234,798 110,203
Greater than one year through five years 17,843,706 45,643,138
Greater than five years through ten years 50,258,367 28,509,058
Greater than ten years 541,299 1,309,255
Total 68,878,170 75,571,654
Amortized Cost    
Less than one year 233,247 109,540
Greater than one year through five years 17,273,287 43,404,877
Greater than five years through ten years 49,253,011 27,610,923
Greater than ten years 526,494 1,279,353
Amortized Cost $ 67,286,039 $ 72,404,693
[1] Excludes $48.4 million and $81.5 million at June 30, 2021 and December 31, 2020, respectively, of Agency mortgage-backed securities, $191.8 million and $576.6 million at June 30, 2021 and December 31, 2020, respectively, of non-Agency mortgage-backed securities and $0 and $391.0 million at June 30, 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.