DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Derivative Assets and Liabilties (Details) - USD ($)	Dec. 31, 2018	Dec. 31, 2017
Derivative [Line Items]
Assets, at Fair Value	$ 16,885,000	$ 17,160,000
Liabilities, at Fair Value	5,947,000	2,038,000
Restricted cash	17,981,000	32,349,000
Other Liabilities	17,523,000	10,566,000
Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	16,885,000	17,160,000
Liabilities, at Fair Value	5,947,000	2,038,000
Interest Rate Swap [Member]
Derivative [Line Items]
Assets, at Fair Value	16,762,000	13,745,000
Interest Rate Swap [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	16,762,000	13,745,000
Liabilities, at Fair Value	2,205,000	215,000
Other Liabilities	(14,308,000)	(6,045,000)
TBA Contracts [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	0	10,000
Liabilities, at Fair Value	3,742,000	1,823,000
Restricted cash	6,236,000	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	4,711,000	5,545,000
Payer Swaption [Member]
Derivative [Line Items]
Assets, at Fair Value	123,000	3,405,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	123,000	3,405,000
Other Liabilities	$ (268,000)	$ (3,505,000)