MORTGAGE-BACKED SECURITIES - RMBS portfolio (Details) - USD ($)	Mar. 31, 2021	Dec. 31, 2020
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	$ 4,338,536,000	$ 3,726,895,000
Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	4,297,731,000	3,698,199,000
Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	40,805,000	28,696,000
Fixed-rate Mortgages [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	4,297,731,000	3,560,746,000
Collateralized Mortgage Obligations [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	0	137,453,000
Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	35,521,000	28,696,000
Inverse Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Fair Value	$ 5,284,000	$ 0