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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.