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SECURITIES - Weighted Average Life (Details) - USD ($) $ in Thousands | Sep. 30, 2022 | Dec. 31, 2021
--- | --- | ---
Estimated Fair Value |  |  |  |
Total | [1] | $ 66,839,353 | $ 63,655,674 | [2]
Amortized Cost |  |  |  |
Amortized Cost |  | 73,744,471 | 62,903,483 |
Total Residential Securities |  |  |  |
Estimated Fair Value |  |  |  |
Less than one year |  | 284,752 | 253,129 |
Greater than one year through five years |  | 3,324,677 | 16,155,017 |
Greater than five years through ten years |  | 53,054,872 | 45,470,212 |
Greater than ten years |  | 9,586,552 | 1,246,811 |
Total |  | 66,250,853 | 63,125,169 |
Amortized Cost |  |  |  |
Less than one year |  | 290,114 | 250,689 |
Greater than one year through five years |  | 3,524,087 | 15,766,307 |
Greater than five years through ten years |  | 58,412,350 | 45,102,607 |
Greater than ten years |  | 10,909,544 | 1,250,936 |
Amortized Cost |  | $ 73,136,095 | $ 62,370,539 |
[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 Amortized cost excluding accrued interest, after allowance for credit loss, 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/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 326 -SubTopic 30 -Section 45 -Paragraph 1 -URI https://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 https://asc.fasb.org/extlink&oid=35711157&loc=d3e42546-110969 + Details
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