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SECURITIES - Weighted Average Life (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Dec. 31, 2021
--- | --- | ---
Estimated Fair Value |  |  |
Estimated Fair Value | [1] | $ 65,789,907 | $ 63,655,674
Amortized Cost |  |  |
Amortized Cost |  | 70,669,855 | 62,903,483
Total residential securities |  |  |
Estimated Fair Value |  |  |
Less than one year |  | 247,921 | 253,129
Greater than one year through five years |  | 3,002,471 | 16,155,017
Greater than five years through ten years |  | 55,593,990 | 45,470,212
Greater than ten years |  | 6,419,216 | 1,246,811
Estimated Fair Value |  | 65,263,598 | 63,125,169
Amortized Cost |  |  |
Less than one year |  | 264,637 | 250,689
Greater than one year through five years |  | 3,206,250 | 15,766,307
Greater than five years through ten years |  | 59,658,578 | 45,102,607
Greater than ten years |  | 6,996,296 | 1,250,936
Amortized Cost |  | $ 70,125,761 | $ 62,370,539
[1] | (2) Excludes $0.0 million and $44.2 million at December 31, 2022 and 2021, respectively, of agency mortgage-backed securities, $1.0 billion and $350.4 million at December 31, 2022 and 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.

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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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