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SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details) - USD ($) $ in Thousands | Dec. 31, 2021 | Dec. 31, 2020
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Mortgage-Backed Securities Portfolio [Line Items] |  |  |
Estimated fair value | [1] | $ 63,655,674 | $ 75,652,396
Agency Mortgage-Backed Securities |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |
Estimated fair value |  | 60,525,605 | 74,067,059
Agency Mortgage-Backed Securities | Fannie Mae |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |
Estimated fair value |  | 48,404,991 | 56,218,033
Agency Mortgage-Backed Securities | Freddie Mac |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |
Estimated fair value |  | 10,880,033 | 17,735,041
Agency Mortgage-Backed Securities | Ginnie Mae |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |
Estimated fair value |  | $ 1,240,581 | $ 113,985
[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 Mortgage-Backed Securities Portfolio [Line Items] + References No definition available. + 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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