DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Derivative Assets and Liabilties (Details) - USD ($)	Sep. 30, 2022	Dec. 31, 2021
Derivative [Line Items]
Assets, at Fair Value	$ 262,318,000	$ 50,786,000
Liabilities, at Fair Value	53,013,000	7,589,000
Restricted cash	66,769,000	65,299,000
Other Liabilities	207,454,000	35,505,000
Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	262,318,000	50,786,000
Liabilities, at Fair Value	53,013,000	7,589,000
Restricted cash		829,000
Other Liabilities	21,179,000
Interest Rate Swap [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	169,630,000	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	305,000	0
Liabilities, at Fair Value	698,000	304,000
Restricted cash	1,336,000	0
Other Liabilities	11,422,000	856,000
Eurodollar Future Margin [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Restricted cash	16,056,000	8,035,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Other Liabilities	27,149,000	6,350,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member] | Short [Member]
Derivative [Line Items]
Liabilities, at Fair Value	52,315,000	4,423,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member] | Long [Member]
Derivative [Line Items]
Assets, at Fair Value	91,195,000	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	$ 1,188,000