DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - 30 Year [Member] - Short [Member] - USD ($)	Dec. 31, 2019	Dec. 31, 2018
Derivatives, Fair Value [Line Items]
Notional Amount	$ (100,000,000)
Cost Basis	(104,035,000)
Market Value Of TBA Contract	(104,094,000)
Derivative Asset Fair Value Gross Liability	(59,000)
3% [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		$ (50,000,000)
Cost Basis		(47,844,000)
Market Value Of TBA Contract		(48,782,000)
Derivative Asset Fair Value Gross Liability		$ (938,000)
3.5% Member
Derivatives, Fair Value [Line Items]
Notional Amount	(50,000,000)
Cost Basis	(51,414,000)
Market Value Of TBA Contract	(51,438,000)
Derivative Asset Fair Value Gross Liability	(24,000)
4.5% Member
Derivatives, Fair Value [Line Items]
Notional Amount	(50,000,000)
Cost Basis	(52,621,000)
Market Value Of TBA Contract	(52,656,000)
Derivative Asset Fair Value Gross Liability	$ (35,000)