REPURCHASE AGREEMENTS AND REVERSE REPURCHASE AGREEMENTS - Remaining Maturities (Details) - USD ($) $ in Thousands	Mar. 31, 2021	Dec. 31, 2020
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase agreement liabilities associated with these liabilities	$ 4,181,680	$ 3,595,586
SecuritiesSoldUnderAgreementsToRepurchaseMember
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	4,285,916	3,729,543
Repurchase agreement liabilities associated with these liabilities	$ 4,181,680	$ 3,595,586
Net weighted average borrowing rate	0.18%	0.23%
Overnight (1 Day or Less) [Member] | SecuritiesSoldUnderAgreementsToRepurchaseMember
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 58,219	$ 0
Repurchase agreement liabilities associated with these liabilities	$ 53,526	$ 0
Net weighted average borrowing rate	0.24%	0.00%
Between 2 and 30 Days [Member] | SecuritiesSoldUnderAgreementsToRepurchaseMember
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 2,288,135	$ 2,112,969
Repurchase agreement liabilities associated with these liabilities	$ 2,233,561	$ 2,047,897
Net weighted average borrowing rate	0.18%	0.23%
Between 31 and 90 Days [Member] | SecuritiesSoldUnderAgreementsToRepurchaseMember
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 1,316,896	$ 1,560,798
Repurchase agreement liabilities associated with these liabilities	$ 1,289,617	$ 1,494,500
Net weighted average borrowing rate	0.18%	0.22%
Greater Than 90 days [Member] | SecuritiesSoldUnderAgreementsToRepurchaseMember
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 622,666	$ 55,776
Repurchase agreement liabilities associated with these liabilities	$ 604,976	$ 53,189
Net weighted average borrowing rate	0.18%	0.30%