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OFFSETTING ASSETS AND LIABILITIES - Offsetting of Assets (Details)
$ in Thousands
Sep. 30, 2020
USD ($)
Offsetting Assets [Line Items]  
Gross Amount Of Recognized Assets $ 14,239
Gross Amount Of Assets Offset In The Balance Sheet 0
Net Amount Of Assets Presented In The Balance Sheet 14,239
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet (1,037)
Net Amount Of Assets 13,202
Payer Swaption [Member]  
Offsetting Assets [Line Items]  
Gross Amount Of Recognized Assets 14,048
Gross Amount Of Assets Offset In The Balance Sheet 0
Net Amount Of Assets Presented In The Balance Sheet 14,048
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet (1,037)
Net Amount Of Assets 13,011
TBA Contracts [Member]  
Offsetting Assets [Line Items]  
Gross Amount Of Recognized Assets 191
Gross Amount Of Assets Offset In The Balance Sheet 0
Net Amount Of Assets Presented In The Balance Sheet 191
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet 0
Net Amount Of Assets $ 191