DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Derivative Assets and Liabilties (Details) - USD ($)	Mar. 31, 2018	Dec. 31, 2017
Derivative [Line Items]
Assets, at Fair Value	$ 36,179,000	$ 17,160,000
Liabilities, at Fair Value	2,582,000	2,038,000
Restricted cash	36,837,000	32,349,000
Other Liabilities	26,607,000	10,566,000
Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	36,179,000	17,160,000
Liabilities, at Fair Value	2,582,000	2,038,000
Interest Rate Swap [Member]
Derivative [Line Items]
Assets, at Fair Value	25,107,000	13,745,000
Interest Rate Swap [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	25,107,000	13,745,000
Liabilities, at Fair Value	0	215,000
TBA Contracts [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	16,000	10,000
Liabilities, at Fair Value	2,582,000	1,823,000
Restricted cash	2,857,000	1,508,000
Other Liabilities	0	(59,000)
Eurodollar Future Margin [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Restricted cash	5,415,000	5,545,000
Payer Swaption [Member]
Derivative [Line Items]
Assets, at Fair Value	11,056,000	3,405,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	10,296,000	3,405,000
Other Liabilities	(7,169,000)	(3,505,000)
Receiver Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	$ 760,000	$ 0