MORTGAGE-BACKED SECURITIES - RMBS portfolio (Details) - USD ($) $ in Thousands	Mar. 31, 2022	Dec. 31, 2021
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	$ 4,580,594	$ 6,511,095
U.S. Treasury Notes	36,477	37,175
Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	4,372,517	6,298,189
Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	208,077	212,906
Fixed-rate Mortgages [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	4,372,517	6,298,189
Collateralized Mortgage Obligations [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	0	0
Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	206,617	210,382
Inverse Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	$ 1,460	$ 2,524