PLEDGED ASSETS - Assets Pledged to Counterparties (Details) - USD ($) $ in Thousands	Jun. 30, 2022	Dec. 31, 2021
Pledged Assets [Line Items]
Accrued interest receivable	$ 13,932	$ 18,859
Restricted cash	64,396	65,299
Total Assets Pledged To Counterparties	4,040,110	6,620,228
Repurchase Agreement [Member]
Pledged Assets [Line Items]
Restricted cash	51,130	57,264
Total Assets Pledged To Counterparties	3,990,527	6,582,440
Derivative [Member]
Pledged Assets [Line Items]
Restricted cash	13,266	8,035
Total Assets Pledged To Counterparties	49,583	37,788
Residential Mortgage Backed Securities [Member]
Pledged Assets [Line Items]
Accrued interest receivable	13,247	18,817
Residential Mortgage Backed Securities [Member] | Pass Through Certificate [Member]
Pledged Assets [Line Items]
Securities Pledged	3,752,295	6,294,102
Residential Mortgage Backed Securities [Member] | Structured Finance [Member]
Pledged Assets [Line Items]
Securities Pledged	173,870	212,270
Residential Mortgage Backed Securities [Member] | Repurchase Agreement [Member]
Pledged Assets [Line Items]
Accrued interest receivable	13,232	18,804
Residential Mortgage Backed Securities [Member] | Repurchase Agreement [Member] | Pass Through Certificate [Member]
Pledged Assets [Line Items]
Securities Pledged	3,752,295	6,294,102
Residential Mortgage Backed Securities [Member] | Repurchase Agreement [Member] | Structured Finance [Member]
Pledged Assets [Line Items]
Securities Pledged	173,870	212,270
Residential Mortgage Backed Securities [Member] | Derivative [Member]
Pledged Assets [Line Items]
Accrued interest receivable	15	13
Residential Mortgage Backed Securities [Member] | Derivative [Member] | Pass Through Certificate [Member]
Pledged Assets [Line Items]
Securities Pledged	0	0
Residential Mortgage Backed Securities [Member] | Derivative [Member] | Structured Finance [Member]
Pledged Assets [Line Items]
Securities Pledged	0	0
US Treasury Notes
Pledged Assets [Line Items]
Securities Pledged	36,302	29,740
US Treasury Notes | Repurchase Agreement [Member]
Pledged Assets [Line Items]
Securities Pledged	0	0
US Treasury Notes | Derivative [Member]
Pledged Assets [Line Items]
Securities Pledged	$ 36,302	$ 29,740