REPURCHASE AGREEMENTS AND REVERSE REPURCHASE AGREEMENTS - Remaining Maturities (Details) - USD ($) $ in Thousands	Dec. 31, 2021	Dec. 31, 2020
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 6,525,175	$ 3,729,543
Repurchase agreement liabilities associated with these liabilities	$ 6,244,106	$ 3,595,586
Net weighted average borrowing rate	0.15%	0.23%
Overnight (1 Day or Less) [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 0	$ 0
Repurchase agreement liabilities associated with these liabilities	$ 0	$ 0
Net weighted average borrowing rate	0.00%	0.00%
Between 2 and 30 Days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 4,624,396	$ 2,112,969
Repurchase agreement liabilities associated with these liabilities	$ 4,403,182	$ 2,047,897
Net weighted average borrowing rate	0.15%	0.23%
Between 31 and 90 Days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 1,848,080	$ 1,560,798
Repurchase agreement liabilities associated with these liabilities	$ 1,789,327	$ 1,494,500
Net weighted average borrowing rate	0.13%	0.22%
Greater Than 90 days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 52,699	$ 55,776
Repurchase agreement liabilities associated with these liabilities	$ 51,597	$ 53,189
Net weighted average borrowing rate	0.15%	0.30%