SECURITIES - Weighted Average Life (Details) - USD ($) $ in Thousands		Sep. 30, 2021	Dec. 31, 2020
Estimated Fair Value
Total	[1]	$ 65,622,352	$ 75,652,396	[2]
Amortized Cost
Amortized Cost		64,164,022	72,487,080
Total Residential Securities
Estimated Fair Value
Less than one year		321,612	110,203
Greater than one year through five years		16,777,839	45,643,138
Greater than five years through ten years		46,915,780	28,509,058
Greater than ten years		1,338,015	1,309,255
Total		65,353,246	75,571,654
Amortized Cost
Less than one year		319,986	109,540
Greater than one year through five years		16,217,155	43,404,877
Greater than five years through ten years		46,011,641	27,610,923
Greater than ten years		1,346,337	1,279,353
Amortized Cost		$ 63,895,119	$ 72,404,693

[1] (3)Excludes $46.4 million and $81.5 million at September 30, 2021 and December 31, 2020, respectively, of Agency mortgage-backed securities, $245.8 million and $576.6 million at September 30, 2021 and December 31, 2020, respectively, of non-Agency mortgage-backed securities and $0 and $391.0 million at September 30, 2021 and December 31, 2020, respectively, of commercial 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, 2020.