DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Derivative Assets and Liabilties (Details) - USD ($)	Jun. 30, 2022	Dec. 31, 2021
Derivative [Line Items]
Assets, at Fair Value	$ 198,484,000	$ 50,786,000
Liabilities, at Fair Value	43,591,000	7,589,000
Restricted cash	64,396,000	65,299,000
Other Liabilities	152,398,000	35,505,000
Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	198,484,000	50,786,000
Liabilities, at Fair Value	43,591,000	7,589,000
Restricted cash		829,000
Other Liabilities	31,755,000
Interest Rate Swap [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	104,138,000	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]
Assets, at Fair Value	1,657,000	0
Liabilities, at Fair Value	295,000	304,000
Restricted cash	471,000	0
Other Liabilities	1,772,000	856,000
Eurodollar Future Margin [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Restricted cash	12,795,000	8,035,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Other Liabilities	43,249,000	6,350,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member] | Short [Member]
Derivative [Line Items]
Liabilities, at Fair Value	43,296,000	4,423,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member] | Long [Member]
Derivative [Line Items]
Assets, at Fair Value	88,852,000	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	$ 3,837,000