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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.