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SECURITIES - Weighted Average Life (Details) - USD ($) $ in Thousands | Dec. 31, 2021 | Dec. 31, 2020
--- | --- | ---
Estimated Fair Value |  |  |
Total | [1] | $ 63,655,674 | $ 75,652,396
Amortized Cost |  |  |
Amortized Cost |  | 62,903,483 | 72,487,080
Total Residential Securities |  |  |
Estimated Fair Value |  |  |
Less than one year |  | 253,129 | 110,203
Greater than one year through five years |  | 16,155,017 | 45,643,138
Greater than five years through ten years |  | 45,470,212 | 28,509,058
Greater than ten years |  | 1,246,811 | 1,309,255
Total |  | 63,125,169 | 75,571,654
Amortized Cost |  |  |
Less than one year |  | 250,689 | 109,540
Greater than one year through five years |  | 15,766,307 | 43,404,877
Greater than five years through ten years |  | 45,102,607 | 27,610,923
Greater than ten years |  | 1,250,936 | 1,279,353
Amortized Cost |  | $ 62,370,539 | $ 72,404,693
[1] | (2) Excludes $44.2 million and $81.5 million at December 31, 2021 and 2020, respectively, of agency mortgage-backed securities, $350.4 million and $576.6 million at December 31, 2021 and 2020, respectively, of non-Agency mortgage-backed securities and $0.0 million and $391.0 million at December 31, 2021 and 2020, respectively, of commercial mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company’s Consolidated Statements of Financial Condition.

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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=123581744&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=124258926&loc=SL82898722-210454 + Details
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- Definition The fair value as of the balance sheet date of firm holdings in mortgages, mortgage backed securities (investment instruments that represent ownership of an undivided interest in a group of mortgages, where principal and interest from the individual mortgages are used to pay investors' principal and interest on the mortgage backed security) and asset-backed securities that are primarily paid from the cash flows of a discrete pool of receivables or other financial assets (such as credit-card receivables), either fixed or revolving, that by their terms convert into cash within a finite time period. Includes both pledged (to counterparties as collateral for financing transactions) and unpledged holdings. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 940 -SubTopic 320 -Section 45 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=35711157&loc=d3e42546-110969 + Details
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