REPURCHASE AGREEMENTS AND REVERSE REPURCHASE AGREEMENTS - Remaining Maturities (Details) - USD ($) $ in Thousands	Sep. 30, 2022	Dec. 31, 2021
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 3,206,353	$ 6,525,175
Repurchase agreement liabilities associated with these liabilities	$ 3,133,861	$ 6,244,106
Net weighted average borrowing rate	3.00%	0.15%
Secured Overnight Financing Rate (SOFR) Overnight Index Swap Rate [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Repurchase agreement liabilities associated with these liabilities	$ 103,700
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	1,731,976	4,624,396
Repurchase agreement liabilities associated with these liabilities	$ 1,707,215	$ 4,403,182
Net weighted average borrowing rate	2.96%	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	$ 1,413,061	$ 1,848,080
Repurchase agreement liabilities associated with these liabilities	$ 1,372,870	$ 1,789,327
Net weighted average borrowing rate	3.07%	0.13%
Greater Than 90 days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Fair Value of securities pledged, including accrued interest receivable	$ 61,316	$ 52,699
Repurchase agreement liabilities associated with these liabilities	$ 53,776	$ 51,597
Net weighted average borrowing rate	2.84%	0.15%