DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Derivative Assets and Liabilties (Details) - USD ($)	Mar. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Assets, at Fair Value	$ 13,199,000	$ 16,885,000
Liabilities, at Fair Value	5,346,000	5,947,000
Restricted cash	16,998,000	17,981,000
Other Liabilities	541,000	17,523,000
Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	13,199,000	16,885,000
Liabilities, at Fair Value	5,346,000	5,947,000
Interest Rate Swap [Member]
Derivative [Line Items]
Assets, at Fair Value	13,146,000	16,762,000
Interest Rate Swap [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	13,146,000	16,762,000
Liabilities, at Fair Value	1,111,000	2,205,000
Restricted cash	4,812,000	0
Other Liabilities	0	14,308,000
TBA Contracts [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	0	0
Liabilities, at Fair Value	4,235,000	3,742,000
Restricted cash	3,064,000	6,236,000
Other Liabilities	0	0
Eurodollar Future Margin [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Restricted cash	2,347,000	4,711,000
Payer Swaption [Member]
Derivative [Line Items]
Assets, at Fair Value	53,000	123,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	53,000	123,000
Other Liabilities	$ 0	$ 268,000