DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Derivative Assets and Liabilties (Details) - USD ($)	Jun. 30, 2021	Dec. 31, 2020
Derivative [Line Items]
Assets, at Fair Value	$ 43,735,000	$ 20,999,000
Liabilities, at Fair Value	16,769,000	33,227,000
Restricted cash	106,876,000	79,363,000
Other Liabilities	13,134,000	7,188,000
Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	43,735,000	20,999,000
Liabilities, at Fair Value	16,769,000	33,227,000
Restricted cash	15,616,000	14,451,000
Interest Rate Swap [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	14,263,000	7,000
Liabilities, at Fair Value	6,411,000	24,711,000
Restricted cash	24,140,000	19,761,000
TBA Contracts [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	875,000	3,559,000
Liabilities, at Fair Value	0	786,000
Restricted cash	0	284,000
Other Liabilities	773,000	2,520,000
Eurodollar Future Margin [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Restricted cash	2,548,000	489,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Restricted cash	1,115,000	0
Other Liabilities	11,414,000	3,563,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member] | Short [Member]
Derivative [Line Items]
Liabilities, at Fair Value	10,358,000	7,730,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member] | Long [Member]
Derivative [Line Items]
Assets, at Fair Value	26,282,000	17,433,000
Interest Rate Floor [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	$ 2,315,000	$ 0