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PLEDGED ASSETS - Assets Pledged to Counterparties (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Dec. 31, 2020
Financial Instrument Secured2 [Domain]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value $ 66,309 $ 68,707
Interest Receivable 248 201
Restricted Cash And Cash Equivalents At Carrying Value 1,690 3,353
Repurchase Agreements [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 66,309 68,706
Interest Receivable 248 201
Restricted Cash And Cash Equivalents At Carrying Value 1,690 3,352
Derivative [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 0 1
Interest Receivable 0 0
Restricted Cash And Cash Equivalents At Carrying Value 0 1
Residential Mortgage Backed Securities [Member] | Financial Instrument Secured2 [Domain] | Mortgage Backed Securities Pass Through Certificates [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 61,372 64,902
Residential Mortgage Backed Securities [Member] | Financial Instrument Secured2 [Domain] | Mortgage Backed Securities Structured Certificates [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 2,999 251
Residential Mortgage Backed Securities [Member] | Repurchase Agreements [Member] | Mortgage Backed Securities Pass Through Certificates [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 61,372 64,902
Residential Mortgage Backed Securities [Member] | Repurchase Agreements [Member] | Mortgage Backed Securities Structured Certificates [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 2,999 251
Residential Mortgage Backed Securities [Member] | Derivative [Member] | Mortgage Backed Securities Pass Through Certificates [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value 0 0
Residential Mortgage Backed Securities [Member] | Derivative [Member] | Mortgage Backed Securities Structured Certificates [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Financial Instruments, Owned and Pledged as Collateral, at Fair Value $ 0 $ 0