DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Interest Rate Swaps (Details) - Designated as Hedging Instrument - Cash Flow Hedging - USD ($)	6 Months Ended	12 Months Ended
	Jun. 30, 2020	Dec. 31, 2019
Interest Rate Swap, 3 month LIBOR plus 1.67%
Derivative [Line Items]
Notional Amount	$ 2,000,000	$ 2,000,000
Pay Rate	5.979%	5.979%
Effective Date	Oct. 01, 2016	Oct. 01, 2016
Maturity in Years	5 years 9 months	6 years 3 months
Unrealized Losses	$ 460,000	$ 314,000
Interest Rate Swap, 3 month LIBOR plus 1.67% | LIBOR
Derivative [Line Items]
Receive Rate	1.67%	1.67%
Interest Rate Swap, 3 month LIBOR plus 3.35%
Derivative [Line Items]
Notional Amount	$ 3,000,000	$ 3,000,000
Pay Rate	7.505%	7.505%
Effective Date	Oct. 30, 2012	Oct. 30, 2012
Maturity in Years	2 years 3 months 29 days	2 years 9 months 29 days
Unrealized Losses	$ 278,000	$ 212,000
Interest Rate Swap, 3 month LIBOR plus 3.35% | LIBOR
Derivative [Line Items]
Receive Rate	3.35%	3.35%
Interest Rate Swap, 3 month LIBOR
Derivative [Line Items]
Notional Amount	$ 15,000,000
Pay Rate	0.668%
Effective Date	Mar. 18, 2020
Maturity in Years	2 years 8 months 19 days
Unrealized Losses	$ 182,000
Interest Rate Swap, 3 month LIBOR
Derivative [Line Items]
Notional Amount	$ 15,000,000
Pay Rate	0.79%
Effective Date	Mar. 18, 2020
Maturity in Years	4 years 8 months 19 days
Unrealized Losses	$ 352,000
Interest Rate Swap, 3 month LIBOR
Derivative [Line Items]
Notional Amount	$ 10,000,000
Pay Rate	0.53%
Effective Date	Mar. 23, 2020
Maturity in Years	2 years 8 months 23 days
Unrealized Losses	$ 83,000