DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - USD ($)	Jun. 30, 2019	Dec. 31, 2018
Derivatives, Fair Value [Line Items]
Assets, at Fair Value	$ 4,264,000	$ 16,885,000
Liabilities, at Fair Value	21,404,000	5,947,000
30 Year [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	(125,000,000)	(250,000,000)
Cost Basis	(127,461,000)	(240,164,000)
Market Value Of TBA Contract	(127,805,000)	(243,906,000)
Liabilities, at Fair Value	(127,805,000)	(3,742,000)
30 Year [Member] | 3% [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	0	(250,000,000)
Cost Basis	0	(240,164,000)
Market Value Of TBA Contract	0	(243,906,000)
Liabilities, at Fair Value	0	(3,742,000)
30 Year [Member] | 3.5% [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	(125,000,000)	0
Cost Basis	(127,461,000)	0
Market Value Of TBA Contract	(127,805,000)	0
Liabilities, at Fair Value	$ (344,000)	$ 0