DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Derivative Assets and Liabilties (Details) - USD ($)	Mar. 31, 2022	Dec. 31, 2021
Derivative [Line Items]
Assets, at Fair Value	$ 126,910,000	$ 50,786,000
Liabilities, at Fair Value	25,535,000	7,589,000
Restricted cash	130,199,000	65,299,000
Other Liabilities	95,290,000	35,505,000
Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	126,910,000	50,786,000
Liabilities, at Fair Value	25,535,000	7,589,000
Restricted cash		829,000
Other Liabilities	18,373,000
Interest Rate Swap [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	65,194,000	29,293,000
Liabilities, at Fair Value	0	2,862,000
TBA Contracts [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Liabilities, at Fair Value	0	304,000
Other Liabilities	0	856,000
Eurodollar Future Margin [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Restricted cash	16,610,000	8,035,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Other Liabilities	34,983,000	6,350,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member] | Short [Member]
Derivative [Line Items]
Liabilities, at Fair Value	25,535,000	4,423,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member] | Long [Member]
Derivative [Line Items]
Assets, at Fair Value	60,362,000	21,493,000
Interest Rate Cap
Derivative [Line Items]
Assets, at Fair Value		$ 0
Interest Rate Cap | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	$ 1,354,000