DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Assets, at Fair Value	$ 16,871,000	$ 10,365,000
Liabilities, at Fair Value	2,591,000	1,982,000
30 Year [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		(200,000,000)
Cost Basis		(203,304,000)
Market Value Of TBA Contract		(204,422,000)
Liabilities, at Fair Value		(1,118,000)
30 Year [Member] | 3% [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	(300,000,000)	(100,000,000)
Cost Basis	(303,773,000)	(99,406,000)
Market Value Of TBA Contract	(300,789,000)	(99,344,000)
Assets, at Fair Value	$ 2,984,000	62,000
30 Year [Member] | 4.0% [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		(100,000,000)
Cost Basis		(103,898,000)
Market Value Of TBA Contract		(105,078,000)
Liabilities, at Fair Value		$ (1,180,000)