DERIVATIVE FINANCIAL INSTRUMENTS - Schedule of Derivative Assets and Liabilties (Details) - USD ($)	Dec. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Assets, at Fair Value	$ 0	$ 16,885,000
Liabilities, at Fair Value	20,658,000	5,947,000
Restricted cash	84,885,000	17,981,000
Other Liabilities	1,041,000	17,523,000
Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	0	16,885,000
Liabilities, at Fair Value	20,658,000	5,947,000
Interest Rate Swap [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	0	16,762,000
Liabilities, at Fair Value	20,146,000	2,205,000
Restricted cash	17,450,000	0
Other Liabilities	0	(14,308,000)
TBA Contracts [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Liabilities, at Fair Value	512,000	3,742,000
Restricted cash	246,000	6,236,000
Eurodollar Future Margin [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Restricted cash	1,338,000	4,711,000
Payer Swaption [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Assets, at Fair Value	0	123,000
Other Liabilities	$ 0	$ (268,000)