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DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Derivatives, Fair Value [Line Items]    
Notional Amount $ 0  
Cost Basis 20,527  
Market Value Of TBA Contract 21,889  
Net Estimated Fair Value 1,362  
30 Year [Member] | Short [Member]    
Derivatives, Fair Value [Line Items]    
Notional Amount   $ 575,000
Cost Basis   (595,630)
Market Value Of TBA Contract   (595,934)
Net Estimated Fair Value   (304)
30 Year [Member] | 2.0% [Member] | Short [Member]    
Derivatives, Fair Value [Line Items]    
Notional Amount 175,000  
Cost Basis (153,907)  
Market Value Of TBA Contract (152,250)  
Net Estimated Fair Value 1,657  
30 Year [Member] | 3.0% [Member] | Short [Member]    
Derivatives, Fair Value [Line Items]    
Notional Amount   575,000
Cost Basis   (595,630)
Market Value Of TBA Contract   (595,934)
Net Estimated Fair Value   $ (304)
15 Year [Member] | 3.5% Percent [Member] | Long [Member]    
Derivatives, Fair Value [Line Items]    
Notional Amount 175,000  
Cost Basis 174,434  
Market Value Of TBA Contract 174,139  
Net Estimated Fair Value $ (295)