MORTGAGE-BACKED SECURITIES - RMBS portfolio (Details) - USD ($) $ in Thousands	Dec. 31, 2021	Dec. 31, 2020
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	$ 6,511,095	$ 3,726,895
U.S. Treasury Notes	37,175	0
Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	6,298,189	3,698,199
Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	212,906	28,696
Fixed-rate Mortgages [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	6,298,189	3,560,746
Collateralized Mortgage Obligations [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	0	137,453
Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	210,382	28,696
Inverse Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	$ 2,524	$ 0