SECURITIES - Weighted Average Life (Details) - USD ($) $ in Thousands		Jun. 30, 2022	Dec. 31, 2021
Estimated Fair Value
Total	[1]	$ 59,042,734	$ 63,655,674	[2]
Amortized Cost
Amortized Cost		63,746,389	62,903,483
Total Residential Securities
Estimated Fair Value
Less than one year		149,516	253,129
Greater than one year through five years		3,491,952	16,155,017
Greater than five years through ten years		45,977,144	45,470,212
Greater than ten years		8,967,096	1,246,811
Total		58,585,708	63,125,169
Amortized Cost
Less than one year		150,652	250,689
Greater than one year through five years		3,602,865	15,766,307
Greater than five years through ten years		49,646,767	45,102,607
Greater than ten years		9,873,358	1,250,936
Amortized Cost		$ 63,273,642	$ 62,370,539

[1] (3)Excludes $30.1 million and $44.2 million at June 30, 2022 and December 31, 2021, respectively, of Agency mortgage-backed securities and $971.9 million and $350.4 million at June 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.