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PLEDGED ASSETS - Assets Pledged to Counterparties (Details) - USD ($)
$ in Thousands
Dec. 31, 2020
Dec. 31, 2019
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value $ 3,719,906 $ 3,584,354
Accrued interest receivable 9,721 12,404
OtherReceivablesFromBrokerDealersAndClearingOrganizations 414 0
Restricted cash 79,363 84,885
Total Assets Pledged To Counterparties 3,808,905 3,681,606
Repurchase Agreement [Member]    
Pledged Assets [Line Items]    
Restricted cash 58,829 65,851
Total Assets Pledged To Counterparties 3,788,371 3,662,572
Derivative [Member]    
Pledged Assets [Line Items]    
Restricted cash 20,534 19,034
Total Assets Pledged To Counterparties 20,534 19,034
Residential Mortgage Backed Securities [Member]    
Pledged Assets [Line Items]    
Accrued interest receivable 9,636 12,367
Residential Mortgage Backed Securities [Member] | Pass Through Certificate [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 3,692,811 3,500,394
Residential Mortgage Backed Securities [Member] | Structured Finance [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 27,095 83,960
Residential Mortgage Backed Securities [Member] | Repurchase Agreement [Member]    
Pledged Assets [Line Items]    
Accrued interest receivable 9,636 12,367
Residential Mortgage Backed Securities [Member] | Repurchase Agreement [Member] | Pass Through Certificate [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 3,692,811 3,500,394
Residential Mortgage Backed Securities [Member] | Repurchase Agreement [Member] | Structured Finance [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 27,095 83,960
Residential Mortgage Backed Securities [Member] | Derivative [Member]    
Pledged Assets [Line Items]    
Accrued interest receivable 0 0
Residential Mortgage Backed Securities [Member] | Derivative [Member] | Pass Through Certificate [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 0 0
Residential Mortgage Backed Securities [Member] | Derivative [Member] | Structured Finance [Member]    
Pledged Assets [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value $ 0 $ 0