DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - USD ($)	Mar. 31, 2019	Dec. 31, 2018
Derivatives, Fair Value [Line Items]
Assets, at Fair Value	$ 13,199,000	$ 16,885,000
Liabilities, at Fair Value	5,346,000	5,947,000
30 Year [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	(200,000,000)	(250,000,000)
Cost Basis	(194,896,000)	(240,164,000)
Market Value Of TBA Contract	(199,131,000)	(243,906,000)
Liabilities, at Fair Value	(199,131,000)	(3,742,000)
30 Year [Member] | 3% [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	(200,000,000)	(250,000,000)
Cost Basis	(194,896,000)	(240,164,000)
Market Value Of TBA Contract	(199,131,000)	(243,906,000)
Liabilities, at Fair Value	$ (4,235,000)	$ (3,742,000)