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SECURITIES - Component of Agency Mortgage-Backed Securities Portfolio by Issuing Agency Concentration (Details) - USD ($) $ in Thousands | Sep. 30, 2022 | Dec. 31, 2021
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Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Mortgage-backed securities | [1] | $ 66,839,353 | $ 63,655,674 | [2]
Agency Mortgage-Backed Securities |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Mortgage-backed securities |  | 63,037,241 | 60,525,605 |
Agency Mortgage-Backed Securities | Fannie Mae |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Mortgage-backed securities |  | 54,755,114 | 48,404,991 |
Agency Mortgage-Backed Securities | Freddie Mac |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Mortgage-backed securities |  | 8,222,761 | 10,880,033 |
Agency Mortgage-Backed Securities | Ginnie Mae |  |  |  |
Mortgage-Backed Securities Portfolio [Line Items] |  |  |  |
Mortgage-backed securities |  | $ 59,366 | $ 1,240,581 |
[1] | (3)Excludes $27.3 million and $44.2 million at September 30, 2022 and December 31, 2021, respectively, of Agency mortgage-backed securities and $1.0 billion and $350.4 million at September 30, 2022 and December 31, 2021, respectively, of non-Agency mortgage-backed securities in consolidated VIEs pledged as collateral and eliminated from the Company’s Consolidated Statements of Financial Condition.
[2] | (1)Derived from the audited consolidated financial statements at December 31, 2021.

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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 https://asc.fasb.org/extlink&oid=35711157&loc=d3e42546-110969 + Details
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