DERIVATIVE FINANCIAL INSTRUMENTS - TBA positions (Details) - USD ($)	Sep. 30, 2020	Dec. 31, 2019
Derivatives, Fair Value [Line Items]
Notional Amount	$ 375,000,000
Cost Basis	391,977,000
Market Value Of TBA Contract	391,730,000
Net Estimated Fair Value	(247,000)
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)
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)
30 Year [Member] | 2.5% [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	200,000,000
Cost Basis	210,250,000
Market Value Of TBA Contract	209,812,000
Net Estimated Fair Value	(438,000)
15 Year [Member] | 2.0% [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	175,000,000
Cost Basis	181,727,000
Market Value Of TBA Contract	181,918,000
Net Estimated Fair Value	$ 191,000