DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Derivative Assets and Liabilties (Details) - USD ($)	Dec. 31, 2017	Dec. 31, 2016
Derivative [Line Items]
Assets, at Fair Value	$ 17,160,000	$ 10,365,000
Liabilities, at Fair Value	2,038,000	1,982,000
Restricted cash	32,349,000	20,950,000
Other Liabilities	10,566,000	3,220,000
Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	17,160,000	10,365,000
Liabilities, at Fair Value	2,038,000	1,982,000
Interest Rate Swap [Member]
Derivative [Line Items]
Assets, at Fair Value	13,745,000	10,302,000
Interest Rate Swap [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	13,745,000	10,302,000
Liabilities, at Fair Value	215,000	802,000
TBA Contracts [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	10,000	63,000
Liabilities, at Fair Value	1,823,000	1,180,000
Restricted cash	1,508,000	446,000
Other Liabilities	(59,000)	0
Eurodollar Future Margin [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Restricted cash	5,545,000	9,419,000
Payer Swaption [Member]
Derivative [Line Items]
Assets, at Fair Value	3,405,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	3,405,000	0
Other Liabilities	$ (3,505,000)	$ 0