DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - 30 Year [Member] - USD ($)	Jun. 30, 2021	Dec. 31, 2020
Long [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 400,000,000	$ 137,000,000
Cost Basis	417,750,000	136,635,000
Market Value Of TBA Contract	416,875,000	139,408,000
Net Estimated Fair Value	875,000	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
3.0% [Member] | Short [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	400,000,000	328,000,000
Cost Basis	417,750,000	342,896,000
Market Value Of TBA Contract	416,875,000	343,682,000
Net Estimated Fair Value	$ 875,000	$ (786,000)