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OFFSETTING ASSETS AND LIABILITIES - Offsetting of Assets (Details)
$ in Thousands
Dec. 31, 2020
USD ($)
Offsetting Assets [Line Items]  
Gross Amount Of Recognized Assets $ 20,999
Gross Amount Of Assets Offset In The Balance Sheet 0
Net Amount Of Assets Presented In The Balance Sheet 20,999
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet (6,083)
Net Amount Of Assets 14,916
Payer Swaption [Member]  
Offsetting Assets [Line Items]  
Gross Amount Of Recognized Assets 17,433
Gross Amount Of Assets Offset In The Balance Sheet 0
Net Amount Of Assets Presented In The Balance Sheet 17,433
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet (3,563)
Net Amount Of Assets 13,870
TBA Contracts [Member]  
Offsetting Assets [Line Items]  
Gross Amount Of Recognized Assets 3,559
Gross Amount Of Assets Offset In The Balance Sheet 0
Net Amount Of Assets Presented In The Balance Sheet 3,559
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet (2,520)
Net Amount Of Assets 1,039
Swap [Member]  
Offsetting Assets [Line Items]  
Gross Amount Of Recognized Assets 7
Gross Amount Of Assets Offset In The Balance Sheet 0
Net Amount Of Assets Presented In The Balance Sheet 7
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 $ 7