DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - USD ($)	Dec. 31, 2019	Dec. 31, 2018
Derivatives, Fair Value [Line Items]
Assets, at Fair Value	$ 0	$ 16,885,000
Liabilities, at Fair Value	20,658,000	5,947,000
30 Year [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	(300,000,000)	(250,000,000)
Cost Basis	(315,426,000)	(240,164,000)
Market Value Of TBA Contract	(315,938,000)	(243,906,000)
Liabilities, at Fair Value	(512,000)	(3,742,000)
30 Year [Member] | 3% [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		(250,000,000)
Cost Basis		(240,164,000)
Market Value Of TBA Contract		(243,906,000)
Liabilities, at Fair Value		$ (3,742,000)
30 Year [Member] | 4.5% [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	(300,000,000)
Cost Basis	(315,426,000)
Market Value Of TBA Contract	(315,938,000)
Liabilities, at Fair Value	$ (512,000)