DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Derivative Assets and Liabilties (Details) - USD ($) $ in Thousands	Dec. 31, 2021	Dec. 31, 2020
Derivative [Line Items]
Assets, at Fair Value	$ 50,786	$ 20,999
Liabilities, at Fair Value	7,589	33,227
Restricted cash	65,299	79,363
Other Liabilities	35,505	7,188
Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	50,786	20,999
Liabilities, at Fair Value	7,589	33,227
Restricted cash	829	14,451
Interest Rate Swap [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	29,293	7
Liabilities, at Fair Value	2,862	24,711
Restricted cash	0	19,761
TBA Contracts [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	0	3,559
Liabilities, at Fair Value	304	786
Restricted cash	0	284
Other Liabilities	856	2,520
Eurodollar Future Margin [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Restricted cash	8,035	489
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Other Liabilities	6,350	3,563
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member] | Short [Member]
Derivative [Line Items]
Liabilities, at Fair Value	4,423	7,730
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member] | Long [Member]
Derivative [Line Items]
Assets, at Fair Value	$ 21,493	$ 17,433