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DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - 30 Year [Member] - 3% [Member] - Short [Member] - USD ($)
Sep. 30, 2019
Dec. 31, 2018
Derivatives, Fair Value [Line Items]    
Notional Amount $ (50,000,000) $ (50,000,000)
Cost Basis (51,268,000) (47,844,000)
Market Value Of TBA Contract (51,321,000) (48,782,000)
Derivative Asset Fair Value Gross Liability $ (53,000) $ (938,000)