DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - USD ($)	Jun. 30, 2020	Dec. 31, 2019
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)
Net Estimated 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)
Net Estimated Fair Value		$ (512,000)
15 Year [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 200,000,000
Cost Basis	206,094,000
Market Value Of TBA Contract	206,500,000
Net Estimated Fair Value	406,000
15 Year [Member] | 2.0% [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	200,000,000
Cost Basis	206,094,000
Market Value Of TBA Contract	206,500,000
Net Estimated Fair Value	$ 406,000