PLEDGED ASSETS - Assets Pledged to Counterparties (Details) - USD ($) $ in Thousands	Sep. 30, 2022	Dec. 31, 2021
Pledged Assets [Line Items]
Accrued interest receivable	$ 10,527	$ 18,859
OtherReceivablesFromBrokerDealersAndClearingOrganizations	13,684	0
Restricted cash	66,769	65,299
Total Assets Pledged To Counterparties	3,309,244	6,620,228
Repurchase Agreement [Member]
Pledged Assets [Line Items]
Restricted cash	49,377	57,264
Total Assets Pledged To Counterparties	3,255,730	6,582,440
Derivative [Member]
Pledged Assets [Line Items]
Restricted cash	17,392	8,035
Total Assets Pledged To Counterparties	53,514	37,788
Residential Mortgage Backed Securities [Member]
Pledged Assets [Line Items]
Accrued interest receivable	10,511	18,817
Residential Mortgage Backed Securities [Member] | Pass Through Certificate [Member]
Pledged Assets [Line Items]
Securities Pledged	3,145,035	6,294,102
Residential Mortgage Backed Securities [Member] | Structured Finance [Member]
Pledged Assets [Line Items]
Securities Pledged	50,811	212,270
Residential Mortgage Backed Securities [Member] | Repurchase Agreement [Member]
Pledged Assets [Line Items]
Accrued interest receivable	10,507	18,804
Residential Mortgage Backed Securities [Member] | Repurchase Agreement [Member] | Pass Through Certificate [Member]
Pledged Assets [Line Items]
Securities Pledged	3,145,035	6,294,102
Residential Mortgage Backed Securities [Member] | Repurchase Agreement [Member] | Structured Finance [Member]
Pledged Assets [Line Items]
Securities Pledged	50,811	212,270
Residential Mortgage Backed Securities [Member] | Derivative [Member]
Pledged Assets [Line Items]
Accrued interest receivable	4	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	36,118	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	$ 36,118	$ 29,740