MORTGAGE-BACKED SUCURITIES - RMBS portfolio (Details) - USD ($) $ in Thousands	Jun. 30, 2021	Dec. 31, 2020
Mortgage Backed Securities [Line Items]
Fair Value	$ 4,671,239	$ 3,726,895
Pass Through Certificate [Member]
Mortgage Backed Securities [Line Items]
Fair Value	4,574,539	3,698,199
Structured Finance [Member]
Mortgage Backed Securities [Line Items]
Fair Value	96,700	28,696
Fixed Rate Mortgages [Member] | Pass Through Certificate [Member]
Mortgage Backed Securities [Line Items]
Fair Value	4,574,539	3,560,746
Collateralized Mortgage Obligations | Pass Through Certificate [Member]
Mortgage Backed Securities [Line Items]
Fair Value	0	137,453
Interest Only Securities [Member] | Structured Finance [Member]
Mortgage Backed Securities [Line Items]
Fair Value	92,709	28,696
Inverse Interest Only [Member] | Structured Finance [Member]
Mortgage Backed Securities [Line Items]
Fair Value	$ 3,991	$ 0