DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Derivative Assets and Liabilties (Details) - USD ($)	Sep. 30, 2018	Dec. 31, 2017
Derivative [Line Items]
Assets, at Fair Value	$ 37,422,000	$ 17,160,000
Liabilities, at Fair Value	0	2,038,000
Restricted cash	30,928,000	32,349,000
Other Liabilities	36,610,000	10,566,000
Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	37,422,000	17,160,000
Liabilities, at Fair Value	0	2,038,000
Interest Rate Swap [Member]
Derivative [Line Items]
Assets, at Fair Value	28,030,000	13,745,000
Interest Rate Swap [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	28,030,000	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	2,035,000	10,000
Liabilities, at Fair Value	0	1,823,000
Restricted cash	0	1,508,000
Other Liabilities	(1,749,000)	(59,000)
Eurodollar Future Margin [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Restricted cash	5,112,000	5,545,000
Payer Swaption [Member]
Derivative [Line Items]
Assets, at Fair Value	7,357,000	3,405,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	7,357,000	3,405,000
Other Liabilities	$ (7,581,000)	$ (3,505,000)