MORTGAGE-BACKED SECURITIES - RMBS portfolio (Details) - USD ($) $ in Thousands	Jun. 30, 2022	Dec. 31, 2021
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	$ 3,940,860	$ 6,511,095
U.S. Treasury Notes	36,302	37,175
Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	3,766,151	6,298,189
Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	174,709	212,906
Fixed-rate Mortgages [Member] | Total Pass Through Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	3,766,151	6,298,189
Interest-Only Securities [Member] | Total Strucutured RMBS Certificates [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Mortgage-backed securities	173,754	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	$ 955	$ 2,524