SECURITIES - Weighted Average Life (Details) - USD ($) $ in Thousands		Mar. 31, 2022	Dec. 31, 2021
Estimated Fair Value
Total	[1]	$ 60,727,637	$ 63,655,674	[2]
Amortized Cost
Amortized Cost		63,487,914	62,903,483
Total Residential Securities
Estimated Fair Value
Less than one year		181,054	253,129
Greater than one year through five years		4,123,236	16,155,017
Greater than five years through ten years		51,112,733	45,470,212
Greater than ten years		4,953,260	1,246,811
Total		60,370,283	63,125,169
Amortized Cost
Less than one year		180,846	250,689
Greater than one year through five years		4,160,292	15,766,307
Greater than five years through ten years		53,521,509	45,102,607
Greater than ten years		5,262,317	1,250,936
Amortized Cost		$ 63,124,964	$ 62,370,539

[1] (3)Excludes $38.5 million and $44.2 million at March 31, 2022 and December 31, 2021, respectively, of Agency mortgage-backed securities and $709.0 million and $350.4 million at March 31, 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.