OFFSETTING ASSETS AND LIABILITIES - Offsetting of Assets (Details) $ in Thousands	Jun. 30, 2020 USD ($)
Offsetting Assets [Line Items]
Gross Amount Of Recognized Assets	$ 147,969
Gross Amount Of Assets Offset In The Balance Sheet	0
Net Amount Of Assets Presented In The Balance Sheet	147,969
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet	(140,260)
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet	(406)
Net Amount Of Assets	7,303
Payer Swaption [Member]
Offsetting Assets [Line Items]
Gross Amount Of Recognized Assets	7,825
Gross Amount Of Assets Offset In The Balance Sheet	0
Net Amount Of Assets Presented In The Balance Sheet	7,825
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet	(522)
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet	0
Net Amount Of Assets	7,303
TBA Contracts [Member]
Offsetting Assets [Line Items]
Gross Amount Of Recognized Assets	406
Gross Amount Of Assets Offset In The Balance Sheet	0
Net Amount Of Assets Presented In The Balance Sheet	406
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet	0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet	(406)
Net Amount Of Assets	0
Reverse Repurchase Agreements [Member]
Offsetting Assets [Line Items]
Gross Amount Of Recognized Assets	139,738
Gross Amount Of Assets Offset In The Balance Sheet	0
Net Amount Of Assets Presented In The Balance Sheet	139,738
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet	(139,738)
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet	0
Net Amount Of Assets	$ 0