REPURCHASE AGREEMENTS AND REVERSE REPURCHASE AGREEMENTS - Remaining Maturities (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 3,426,275	$ 3,596,721
Repurchase agreement liabilities associated with these liabilities	$ 3,281,303	$ 3,448,106
Net weighted average borrowing rate	0.24%	2.03%
Overnight (1 Day or Less) [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 4,956	$ 0
Repurchase agreement liabilities associated with these liabilities	$ 3,709	$ 0
Net weighted average borrowing rate	1.30%	0.00%
Between 2 and 30 Days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 1,700,941	$ 2,470,263
Repurchase agreement liabilities associated with these liabilities	$ 1,627,083	$ 2,361,378
Net weighted average borrowing rate	0.24%	2.04%
Between 31 and 90 Days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 675,475	$ 1,005,517
Repurchase agreement liabilities associated with these liabilities	$ 648,133	$ 964,368
Net weighted average borrowing rate	0.24%	1.94%
Greater Than 90 days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 1,044,903	$ 120,941
Repurchase agreement liabilities associated with these liabilities	$ 1,002,378	$ 122,360
Net weighted average borrowing rate	0.24%	2.60%