DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - USD ($)	Mar. 31, 2020	Dec. 31, 2019
Derivatives, Fair Value [Line Items]
Assets, at Fair Value	$ 1,336,000	$ 0
Liabilities, at Fair Value	$ 30,097,000	20,658,000
30 Year [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		(300,000,000)
Cost Basis		(315,426,000)
Market Value Of TBA Contract		(315,938,000)
Liabilities, at Fair Value		(512,000)
30 Year [Member] | 4.5% [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		(300,000,000)
Cost Basis		(315,426,000)
Market Value Of TBA Contract		(315,938,000)
Liabilities, at Fair Value		$ (512,000)