REPURCHASE AGREEMENTS AND REVERSE REPURCHASE AGREEMENTS - Remaining Maturities (Details) - USD ($) $ in Thousands	Jun. 30, 2022	Dec. 31, 2021
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 3,939,397	$ 6,525,175
Repurchase agreement liabilities associated with these liabilities	$ 3,758,980	$ 6,244,106
Net weighted average borrowing rate	1.36%	0.15%
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
Between 2 and 30 Days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	2,990,637	4,624,396
Repurchase agreement liabilities associated with these liabilities	$ 2,866,787	$ 4,403,182
Net weighted average borrowing rate	1.33%	0.15%
Between 31 and 90 Days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 887,951	$ 1,848,080
Repurchase agreement liabilities associated with these liabilities	$ 843,343	$ 1,789,327
Net weighted average borrowing rate	1.48%	0.13%
Greater Than 90 days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 60,809	$ 52,699
Repurchase agreement liabilities associated with these liabilities	$ 48,850	$ 51,597
Net weighted average borrowing rate	0.79%	0.15%