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REPURCHASE AGREEMENTS AND REVERSE REPURCHASE AGREEMENTS - Remaining Maturities (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Dec. 31, 2020
Assets Sold under Agreements to Repurchase [Line Items]    
Repurchase agreement liabilities associated with these liabilities $ 5,213,869 $ 3,595,586
SecuritiesSoldUnderAgreementsToRepurchaseMember    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable 5,430,319 3,729,543
Repurchase agreement liabilities associated with these liabilities $ 5,213,869 $ 3,595,586
Net weighted average borrowing rate 0.13% 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 $ 3,501 $ 0
Repurchase agreement liabilities associated with these liabilities $ 2,500 $ 0
Net weighted average borrowing rate 0.63% 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 $ 3,393,762 $ 2,112,969
Repurchase agreement liabilities associated with these liabilities $ 3,250,133 $ 2,047,897
Net weighted average borrowing rate 0.13% 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 $ 1,979,011 $ 1,560,798
Repurchase agreement liabilities associated with these liabilities $ 1,909,639 $ 1,494,500
Net weighted average borrowing rate 0.12% 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 $ 54,045 $ 55,776
Repurchase agreement liabilities associated with these liabilities $ 51,597 $ 53,189
Net weighted average borrowing rate 0.15% 0.30%