DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - 30 Year [Member] - USD ($)	Mar. 31, 2021	Dec. 31, 2020
Long [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 1,312,000,000	$ 137,000,000
Cost Basis	1,371,533,000	136,635,000
Market Value Of TBA Contract	1,362,077,000	139,408,000
Net Estimated Fair Value	9,456,000	2,773,000
2.0% [Member] | Long [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		465,000,000
Cost Basis		479,531,000
Market Value Of TBA Contract		483,090,000
Net Estimated Fair Value		3,559,000
2.5% [Member] | Short [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	250,000,000
Cost Basis	257,188,000
Market Value Of TBA Contract	256,270,000
Net Estimated Fair Value	918,000
3.0% [Member] | Short [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	1,062,000,000	328,000,000
Cost Basis	1,114,345,000	342,896,000
Market Value Of TBA Contract	1,105,807,000	343,682,000
Net Estimated Fair Value	$ 8,538,000	$ (786,000)